BasicMode • 5/16/2026, 12:44:38 PM
XRPUSDT | 4BasicMode.json | 2026-02-01 - 2026-05-14 | -7.40% | 24728 trades | 92% WR
Strategy: BasicMode | Period: 2026-02-01 to 2026-05-14 | Starting Capital: 4,987.00 USDT | Final Value: 4,618.04 USDT | Return: -7.40% | Trades: 24,728 | Win Rate: 92.4% | Best Trade: 0.0240 USDT | Worst Trade: -0.3650 USDT | Total Profit: -354.87 USDT | Max Drawdown: -7.63% | Profit Factor: 0.46 | Sharpe Ratio: -4.00 | Total Fees: 250.27 USDT
Backtest XRPUSDT (Mode: 4BasicMode.json) Period: 2026-02-01 00:00:01 to 2026-05-14 23:59:59 Starting balance: 4,987.00 USDT Final value: 4,618.04 USDT P&L: -368.96 USDT (-7.40%) Result: LOSS Completed trades: 24728 Open orders at end: 77 Win rate: 92.4% Avg. profit/trade: -0.014351 USDT Best trade: 0.024005 USDT Worst trade: -0.365036 USDT Total profit (trades only): -354.868554 USDT Max drawdown: -7.63% Profit factor: 0.46 Sharpe ratio: -4.00 Total fees: 250.27 USDT Avg hold time: 5.8h TP / SL / TSL: 22856 / 1872 / 0 Strategy parameters: Buy trigger: -0.1% from last buy Buy splits: 3 Sell targets: [0.25, 0.35, 0.5] Investment per buy: 20.0 USDT Stop-loss: 5.1% Fees: maker 7.5 bps / taker 7.5 bps Elapsed: 36.0s
This run produced a -7.40% return on XRPUSDT — a small loss. Useful as a datapoint about how the BasicMode parameters interact with XRPUSDT price action in this specific window; not on its own evidence that the configuration is unworkable.
About XRPUSDT: XRP exhibits long quiet ranges punctuated by sudden vertical moves driven by news flow. This regime rewards range-bound strategies most of the time but can punish them during breakouts.
An 92.4% closed-trade win rate across 24,728 closed trades on XRPUSDT is unusually high. Strategies that win this often typically use small take-profits relative to stop-losses, which works until a single large adverse XRPUSDT move erases many small wins. This figure covers closed trades only and **excludes 77 orders** that were still open at the end of the window.
At roughly 240.1 XRPUSDT trades per day this is a high-frequency configuration — fee drag and slippage assumptions become critical when extrapolating to live trading on Binance Spot.
The trade payoff distribution is negatively skewed — a few large losers dragged on the otherwise consistent profile, a known weakness when volatility spikes. Best single trade: 0.0240 USDT. Worst: -0.3650 USDT. Average per trade: -0.0144 USDT.
Risk profile (closed trades only): Per-trade exposure was minimal — the worst closed trade only cost 0.01% of starting capital. That low-risk-per-trade footprint is the signature of a tightly-sized configuration; expect smoother equity curves but also slower compounding in strong trend regimes. Best single trade contributed +0.00% to the account, giving a best-vs-worst ratio of roughly 0.07:1 between the extreme closed trades. Note: this is a closed-trade statistic — open positions and unrealized PnL are not included.
About the BasicMode strategy: BasicMode is the balanced reference configuration — moderate position sizing, standard take-profit and stop-loss bands. It's the baseline against which other modes are compared.
Configuration analysis: The BasicMode configuration entered on a 0.1% pullback signal across 3 potential buy splits at 20 USDT each. Total deployable notional is therefore 60 USDT — a position-sizing footprint that is defensive at 1% of starting capital — most of the account stays in stablecoins as buffer. A hard stop-loss at 5.1% caps downside per position; this is what gives the equity curve its lower bound. Profit is taken in 3 laddered sell zones, which scales out gradually rather than betting on a single exit price — a structure that smooths returns at the cost of capping the very best winners. Maker/taker fees totalling 15 bps were deducted from every fill, so the headline -7.40% is already net of trading costs — no additional fee adjustment is required when comparing to other runs.
Over the configured 103-day window the strategy reported -354.87 USDT of realised trade profit on a 4987 USDT starting balance, ending at a portfolio value of 4618.04 USDT. Mechanically annualising the -7.40% window return projects to roughly -23.8% per year — since the window is shorter than one year (103 days), the annualisation extrapolates from a partial-year sample and is sensitive to the specific market regime in those months. Treat this number as a unit-conversion of the window result, not as an expected forward return.
This backtest was executed on historical Binance Spot candles for XRPUSDT at a base resolution between 1 second and 1 minute (1-second for liquid pairs, 1-minute where finer data is unavailable), with intrabar fill simulation in "OLHC" mode and a synthetic order latency of 2s applied to each fill to approximate real-world routing delay. The simulator processes each base candle sequentially, evaluates the BasicMode rule set, and books fills against the next available bar, a standard event-driven backtesting approach that avoids look-ahead bias. Equity is marked-to-market on every closed trade and aggregated into the equity curve shown above.
Configured backtest window: approximately 3.4 months (103 days from `config.from` to `config.to`) of XRPUSDT price action at 1-second to 1-minute resolution — a sample size that is useful for spotting near-term edge but limited for regime-cycle conclusions. Note: the equity series may cover fewer days if the engine omits leading or trailing flat periods (e.g. dates before the asset began trading); see the Overview section for the exact equity-coverage span.
Translating this result to live trading: XRPUSDT is a deeply-liquid USDT-quoted pair on Binance, so the simulated fills here translate well to live execution at retail size. The high trade frequency means cumulative slippage and exchange-side latency will erode a few percent of the headline return over a full year — budget for that gap. The configured 5.1% stop-loss should fire predictably in live conditions for liquid pairs, but during exchange outages or order-book gaps the realised stop can slip several percent past the trigger price — a risk to size around. Additionally, exchange downtime, API rate limits, and funding-rate changes (on perp variants) are not modelled here and should be accounted for in production deployment.
This interpretation is generated deterministically from this run's own metrics. Past performance is not indicative of future results — a profitable backtest is necessary but not sufficient evidence that a strategy will work in live trading on XRPUSDT.
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