ADA/USDT Hourly IFR2 Backtest Results and Drawdown
Summary
This report gives results for an hourly, long-only IFR2 strategy on ADA/USDT using Binance candles from January 2019 through April 2021. The simulation records 260 closed trades and reports a positive net result and annual return, alongside a maximum drawdown of 26.61% and a Sharpe ratio of 1.38. It also reports paid fees, a 69% profitable-trade rate, and average holding time of just over seven hours. Average losing trades were larger than average winning trades, despite the majority of trades being profitable.
The figures describe one historical simulation, not evidence of durable future performance. The document provides no entry or exit rules for IFR2, position sizing details, benchmark-adjusted evaluation, or account of slippage and data quality. ADA's reported market change was much larger than the strategy's return, so the comparison also raises questions about exposure and opportunity cost. The results alone cannot establish robustness across other periods, assets, or execution conditions.
Key ideas
- The simulation tests a long-only hourly IFR2 strategy on ADA/USDT over a stated historical period.
- It reports 260 closed trades, a 69% profitable-trade rate, and positive net profit.
- Reported maximum drawdown is 26.61%, while the Sharpe ratio is 1.38.
- Average losses exceed average wins, showing that win rate alone does not describe trade quality.
- The report omits strategy rules and execution assumptions, limiting reproducibility and generalization.
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Full text
# ADA USDT 1h results loading candles... CANDLES | ----------------------+-------------------------- period | 812 days (2.22 years) starting-ending date | 2019-01-10 => 2021-04-01 exchange | symbol | timeframe | strategy | DNA ------------+----------+-------------+------------+------- Binance | ADA-USDT | 1h | IFR2 | Executing simulation... [####################################] 100% Executed backtest simulation in: 39.22 seconds METRICS | ---------------------------------+--------------------------------- Total Closed Trades | 260 Total Net Profit | 14,122.7117 (141.23%) Starting => Finishing Balance | 10,000 => 24,122.71 Total Open Trades | 0 Open PL | 0 Total Paid Fees | 6,313.33 Max Drawdown | -26.61% Annual Return | 48.49% Expectancy | 54.32 (0.54%) Avg Win | Avg Loss | 224.07 | 320.81 Ratio Avg Win / Avg Loss | 0.7 Percent Profitable | 69% Longs | Shorts | 100% | 0% Avg Holding Time | 7 hours, 12 minutes Winning Trades Avg Holding Time | 5 hours, 7 minutes, 2 seconds Losing Trades Avg Holding Time | 11 hours, 48 minutes, 8 seconds Sharpe Ratio | 1.38 Market Change | 2218.44%
Shown in full with attribution under the source's licence. Licence: MIT
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.