BAT-USDT One-Hour IFR2 Backtest Results
Summary
This document reports a two-year backtest of an IFR2 strategy on BAT-USDT hourly candles from Binance, covering April 2019 through April 2021. The simulation records 249 closed trades, all long, and one open trade. It reports net profit of 30,380.8971 from a 10,000 starting balance, a maximum drawdown of 20.59%, a 69% profitable-trade rate, and a Sharpe ratio of 1.98. Paid fees totaled 8,669.0.
The results are a single historical simulation, not evidence of live or future performance. The document gives no entry or exit rules, parameter settings, benchmark methodology, or detail about how fees, open profit and loss, and market exposure are handled. It also reports a 296.08% market change over the period, so the strategy's performance should be interpreted in that market context.
Key ideas
- The simulation tests an IFR2 strategy on hourly BAT-USDT data from Binance over two years.
- It reports 249 closed trades, all long, and one remaining open trade.
- The reported maximum drawdown is 20.59%, and 69% of closed trades were profitable.
- The simulation reports substantial fees and a 296.08% market change over the test period.
- No strategy rules or methodology details are provided, limiting reproducibility and interpretation.
Tags
Full text
# BAT USDT 1h results loading candles... CANDLES | ----------------------+-------------------------- period | 731 days (2.0 years) starting-ending date | 2019-04-01 => 2021-04-01 exchange | symbol | timeframe | strategy | DNA ------------+----------+-------------+------------+------- Binance | BAT-USDT | 1h | IFR2 | Executing simulation... [####################################] 100% Executed backtest simulation in: 31.54 seconds METRICS | ---------------------------------+---------------------------------- Total Closed Trades | 249 Total Net Profit | 30,380.8971 (303.81%) Starting => Finishing Balance | 10,000 => 40,380.9 Total Open Trades | 1 Open PL | 1,482.82 Total Paid Fees | 8,669.0 Max Drawdown | -20.59% Annual Return | 100.57% Expectancy | 122.01 (1.22%) Avg Win | Avg Loss | 366.49 | 434.51 Ratio Avg Win / Avg Loss | 0.84 Percent Profitable | 69% Longs | Shorts | 100% | 0% Avg Holding Time | 7 hours, 8 minutes, 26 seconds Winning Trades Avg Holding Time | 4 hours, 53 minutes, 24 seconds Losing Trades Avg Holding Time | 12 hours, 15 minutes, 47 seconds Sharpe Ratio | 1.98 Market Change | 296.08%
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.