NEO-USDT IFR2 Long-Only Backtest Results on One-Hour Candles
Summary
This document reports a backtest of an IFR2 strategy on Binance NEO-USDT one-hour candles, covering January 2019 through April 2021. The simulation records 279 closed trades, a reported net profit of 17,204.8247 from a starting balance of 10,000, maximum drawdown of 21.44%, annual return of 55.96%, and Sharpe ratio of 1.65. It traded long only, had no open positions at the end, and paid 7,434.63 in fees.
The figures provide a compact performance snapshot, including a 66% profitable-trade rate and an average win smaller than the average loss. However, the document does not define IFR2 entry or exit rules, specify all backtest assumptions, or show robustness checks. The reported market change was 585.36%, substantially higher than the strategy's reported net return, making the benchmark context important. These results describe one asset and period and do not establish that the strategy will generalize or remain profitable after costs under other conditions.
Key ideas
- The backtest applies IFR2 to NEO-USDT one-hour candles on Binance over the stated period.
- It reports 279 closed trades, positive net profit, and a maximum drawdown of 21.44%.
- The strategy is long-only and reports a 66% profitable-trade rate.
- Average wins are smaller than average losses, while fees total 7,434.63.
- The strategy rules and robustness checks are absent, limiting interpretation and reproducibility.
Tags
Full text
# NEO USDT 1h results loading candles... CANDLES | ----------------------+-------------------------- period | 821 days (2.25 years) starting-ending date | 2019-01-01 => 2021-04-01 exchange | symbol | timeframe | strategy | DNA ------------+----------+-------------+------------+------- Binance | NEO-USDT | 1h | IFR2 | Executing simulation... [####################################] 100% Executed backtest simulation in: 36.23 seconds METRICS | ---------------------------------+---------------------------------- Total Closed Trades | 279 Total Net Profit | 17,204.8247 (172.05%) Starting => Finishing Balance | 10,000 => 27,204.82 Total Open Trades | 0 Open PL | 0 Total Paid Fees | 7,434.63 Max Drawdown | -21.44% Annual Return | 55.96% Expectancy | 61.67 (0.62%) Avg Win | Avg Loss | 228.66 | 256.66 Ratio Avg Win / Avg Loss | 0.89 Percent Profitable | 66% Longs | Shorts | 100% | 0% Avg Holding Time | 6 hours, 55 minutes, 41 seconds Winning Trades Avg Holding Time | 4 hours, 58 minutes, 41 seconds Losing Trades Avg Holding Time | 10 hours, 38 minutes, 45 seconds Sharpe Ratio | 1.65 Market Change | 585.36%
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.