BasicMode • 5/8/2026, 1:39:06 PM
XVSUSDT | 4BasicMode.json | 2024-04-24 - 2026-02-25 | +14.60% | 244789 trades | 100% WR
Strategy: BasicMode | Period: 2024-04-24 to 2026-02-25 | Starting Capital: 10,000.00 USDT | Final Value: 11,459.59 USDT | Return: +14.60% | Trades: 244,789 | Win Rate: 100.0% | Best Trade: 0.2611 USDT | Worst Trade: 0.0125 USDT | Total Profit: +9,068.04 USDT | Max Drawdown: -36.67% | Sharpe Ratio: 0.41 | Total Fees: 3,246.01 USDT
With a 14.60% return on XVSUSDT this backtest qualifies as a solid performer. It outpaced a passive cash position and demonstrates the BasicMode strategy's ability to extract profit from XVSUSDT price action between 2024-04-24 and 2026-02-25.
About XVSUSDT: XVSUSDT is a stablecoin-quoted spot pair on Binance. Quote-side liquidity is deep, so slippage assumptions in this backtest map reasonably well to live execution at retail size.
An 100.0% win rate across 244,789 trades on XVSUSDT is unusually high. Strategies that win this often typically use small take-profits relative to stop-losses, which works until a single large adverse XVSUSDT move erases many small wins.
At roughly 364.3 XVSUSDT 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 positively skewed -- outsized winners drove the bulk of the result, which is characteristic of trend-capturing modes. Best single trade: 0.2611 USDT. Worst: 0.0125 USDT. Average per trade: 0.0370 USDT.
Risk profile: Per-trade exposure was minimal -- the worst trade only cost 0.00% 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 single-trade reward-to-risk ratio of roughly 20.89:1 between the extreme outliers.
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 7 potential buy splits at 50 USDT each. Total deployable notional is therefore 350 USDT -- a position-sizing footprint that is defensive at 4% of starting capital -- most of the account stays in stablecoins as buffer. No hard stop-loss is configured -- the strategy relies on take-profit zones and trailing logic instead, which trades smoother behaviour for higher tail-risk in sustained downtrends. Profit is taken in 7 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 14.60% is already net of trading costs -- no additional fee adjustment is required when comparing to other runs.
Over the 672-day test window the strategy generated 9068.04 USDT of profit on a 10000 USDT starting balance, growing the account to 11459.59 USDT. Annualised, the 14.60% return over 672 days projects to roughly +7.7% per year -- a pace that would barely keep pace with inflation in many years. Crypto market regimes shift quickly, so this projection should be treated as a directional indicator rather than a forecast.
This backtest was executed on historical Binance Spot 1-minute candles for XVSUSDT, 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 every minute 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.
Test window covers approximately 22.1 months of XVSUSDT 1-minute price action -- a sample size that is large enough to span multiple short-term regimes.
Translating this result to live trading: XVSUSDT 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. Without a hard stop-loss, the live system depends on the take-profit ladder firing during recovery legs; a prolonged downtrend without recovery will hold positions open longer than backtest aggregates suggest. 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 XVSUSDT.
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