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IFR2 UNI-USDT One-Hour Backtest Results

Article Jesse

Summary

This report gives simulated results for the IFR2 strategy on Binance UNI-USDT candles at a one-hour interval, covering October 1, 2020 through April 1, 2021. It records 83 closed trades, all long, with a reported net profit of 16,466.17 from a starting balance of 10,000. The report also lists a 20.7% maximum drawdown, 73% profitable trades, a Sharpe ratio of 3.75, and 2,558.48 in fees.

These figures describe one historical simulation over roughly six months, during which the market itself rose 575.41%. The reported annual return is an annualized figure, not a result observed across a full year. The report provides no strategy rules, data-quality details, slippage assumptions, or out-of-sample validation, so the metrics alone cannot establish robustness or separate strategy performance from the strong market rise. Its results should be read as a single backtest summary, not a forecast.

Key ideas

  • The simulation covers UNI-USDT on Binance at a one-hour interval from October 2020 to April 2021.
  • It reports 83 closed trades, all of them long, and a net profit of 16,466.17 from 10,000.
  • Reported maximum drawdown was 20.7%, and 73% of trades were profitable.
  • The market rose 575.41% during the same sample, providing important context for the strategy result.
  • The report omits strategy rules and validation details, limiting conclusions about robustness.

Tags

CryptoBacktestingMomentumRisk management
Full text
# UNI USDT 1h results


loading candles...
 CANDLES              |
----------------------+--------------------------
 period               |   182 days (6.07 months)
 starting-ending date | 2020-10-01 => 2021-04-01


 exchange   | symbol   | timeframe   | strategy   | DNA
------------+----------+-------------+------------+-------
 Binance    | UNI-USDT | 1h          | IFR2       |


Executing simulation...  [####################################]  100%
Executed backtest simulation in:  9.07 seconds


 METRICS                         |
---------------------------------+----------------------------------
 Total Closed Trades             |                               83
 Total Net Profit                |            16,466.1687 (164.66%)
 Starting => Finishing Balance   |              10,000 => 26,466.17
 Total Open Trades               |                                0
 Open PL                         |                                0
 Total Paid Fees                 |                         2,558.48
 Max Drawdown                    |                           -20.7%
 Annual Return                   |                          596.74%
 Expectancy                      |                   198.39 (1.98%)
 Avg Win | Avg Loss              |                  431.57 | 448.16
 Ratio Avg Win / Avg Loss        |                             0.96
 Percent Profitable              |                              73%
 Longs | Shorts                  |                        100% | 0%
 Avg Holding Time                |  7 hours, 21 minutes, 41 seconds
 Winning Trades Avg Holding Time |   5 hours, 3 minutes, 56 seconds
 Losing Trades Avg Holding Time  | 13 hours, 43 minutes, 38 seconds
 Sharpe Ratio                    |                             3.75
 Market Change                   |                          575.41%

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.