BitBankStrategyOnlyBacktestingPreprocessed
if (!featureSet.should_sell) {
this.adviceLong()
} else {
this.adviceShort()
}
| Entry at (UTC) | Exit at (UTC) | Exposure | Entry balance | Exit balance | P&L | Profit |
|---|---|---|---|---|---|---|
| 2018-02-05 19:54 | 2018-02-05 20:03 | 9 minutes | 6854.725 | 6849.299 | 5.43 | -0.08% |
| 2018-02-05 20:12 | 2018-02-05 20:23 | 11 minutes | 6828.751 | 6929.555 | 100.80 | 1.48% |
| 2018-02-05 20:57 | 2018-02-05 21:19 | 22 minutes | 6908.766 | 6978.124 | 69.36 | 1.00% |
| 2018-02-05 21:26 | 2018-02-05 21:27 | a minute | 6957.190 | 6955.479 | 1.71 | -0.02% |
| 2018-02-05 21:34 | 2018-02-05 21:46 | 12 minutes | 6934.613 | 6938.003 | 3.39 | 0.05% |
| 2018-02-05 21:52 | 2018-02-05 22:09 | 17 minutes | 6917.189 | 6816.731 | 100.46 | -1.45% |
| 2018-02-05 22:26 | 2018-02-05 22:30 | 4 minutes | 6796.281 | 6797.551 | 1.27 | 0.02% |
| 2018-02-05 22:33 | 2018-02-05 23:06 | 33 minutes | 6777.158 | 6441.162 | 336 | -4.96% |
| 2018-02-05 23:17 | 2018-02-05 23:30 | 13 minutes | 6421.839 | 6257.135 | 164.7 | -2.56% |
| 2018-02-05 23:31 | 2018-02-05 23:33 | 2 minutes | 6238.364 | 6249.433 | 11.07 | 0.18% |
| 2018-02-05 23:43 | 2018-02-05 23:51 | 8 minutes | 6230.685 | 6158.954 | 71.73 | -1.15% |
| 2018-02-06 00:14 | 2018-02-06 00:19 | 5 minutes | 6140.477 | 6148.116 | 7.64 | 0.12% |
| 2018-02-06 00:20 | 2018-02-06 00:35 | 15 minutes | 6129.671 | 6098.738 | 30.93 | -0.50% |
| 2018-02-06 00:37 | 2018-02-06 00:39 | 2 minutes | 6080.442 | 6081.000 | 0.56 | 0.01% |
| 2018-02-06 00:40 | 2018-02-06 00:42 | 2 minutes | 6062.757 | 6068.938 | 6.18 | 0.10% |
| 2018-02-06 00:50 | 2018-02-06 00:58 | 8 minutes | 6050.731 | 5994.447 | 56.28 | -0.93% |
| 2018-02-06 00:59 | 2018-02-06 01:56 | an hour | 5976.463 | 5579.175 | 397.29 | -6.65% |
| 2018-02-06 01:57 | 2018-02-06 02:04 | 7 minutes | 5562.438 | 5641.277 | 78.84 | 1.42% |
| 2018-02-06 02:08 | 2018-02-06 02:31 | 23 minutes | 5624.354 | 5595.822 | 28.53 | -0.51% |
| 2018-02-06 02:37 | 2018-02-06 02:39 | 2 minutes | 5579.034 | 5632.576 | 53.54 | 0.96% |
| 2018-02-06 02:52 | 2018-02-06 03:23 | 31 minutes | 5615.678 | 5478.185 | 137.49 | -2.45% |
| 2018-02-06 03:26 | 2018-02-06 03:45 | 19 minutes | 5461.751 | 5442.680 | 19.07 | -0.35% |
| 2018-02-06 03:46 | 2018-02-06 03:49 | 3 minutes | 5426.352 | 5454.246 | 27.89 | 0.51% |
| 2018-02-06 03:54 | 2018-02-06 03:57 | 3 minutes | 5437.884 | 5483.433 | 45.55 | 0.84% |
| 2018-02-06 04:03 | 2018-02-06 04:11 | 8 minutes | 5466.983 | 5433.477 | 33.51 | -0.61% |
| 2018-02-06 04:12 | 2018-02-06 04:14 | 2 minutes | 5417.176 | 5427.566 | 10.39 | 0.19% |
| 2018-02-06 04:16 | 2018-02-06 04:27 | 11 minutes | 5411.283 | 5384.508 | 26.78 | -0.49% |
| 2018-02-06 04:30 | 2018-02-06 05:13 | 43 minutes | 5368.354 | 5396.956 | 28.60 | 0.53% |
| 2018-02-06 05:21 | 2018-02-06 05:39 | 18 minutes | 5380.765 | 5504.944 | 124.18 | 2.31% |
| 2018-02-06 05:45 | 2018-02-06 05:51 | 6 minutes | 5488.430 | 5561.480 | 73.05 | 1.33% |
| 2018-02-06 05:57 | 2018-02-06 06:12 | 15 minutes | 5544.795 | 5351.414 | 193.38 | -3.49% |
| 2018-02-06 06:18 | 2018-02-06 06:34 | 16 minutes | 5335.360 | 5268.370 | 66.99 | -1.26% |
| 2018-02-06 06:41 | 2018-02-06 06:55 | 14 minutes | 5252.564 | 5251.604 | 0.96 | -0.02% |
| 2018-02-06 06:56 | 2018-02-06 06:58 | 2 minutes | 5235.849 | 5314.884 | 79.03 | 1.51% |
| 2018-02-06 07:05 | 2018-02-06 07:06 | a minute | 5298.939 | 5273.373 | 25.57 | -0.48% |
| 2018-02-06 07:14 | 2018-02-06 07:40 | 26 minutes | 5257.553 | 5119.176 | 138.38 | -2.63% |
| 2018-02-06 07:46 | 2018-02-06 08:02 | 16 minutes | 5103.818 | 5066.941 | 36.88 | -0.72% |
| 2018-02-06 08:09 | 2018-02-06 08:16 | 7 minutes | 5051.740 | 5040.170 | 11.57 | -0.23% |
| 2018-02-06 08:27 | 2018-02-06 08:32 | 5 minutes | 5025.049 | 5058.220 | 33.17 | 0.66% |
| 2018-02-06 08:34 | 2018-02-06 08:35 | a minute | 5043.045 | 5046.108 | 3.06 | 0.06% |
| 2018-02-06 08:36 | 2018-02-06 08:52 | 16 minutes | 5030.970 | 4961.491 | 69.48 | -1.38% |
| 2018-02-06 08:59 | 2018-02-06 09:02 | 3 minutes | 4946.607 | 4947.727 | 1.12 | 0.02% |
| 2018-02-06 09:22 | 2018-02-06 09:25 | 3 minutes | 4932.884 | 4995.171 | 62.29 | 1.26% |
| 2018-02-06 09:41 | 2018-02-06 09:43 | 2 minutes | 4980.186 | 4986.555 | 6.37 | 0.13% |
| 2018-02-06 09:51 | 2018-02-06 10:05 | 14 minutes | 4971.595 | 4992.061 | 20.47 | 0.41% |
| 2018-02-06 10:13 | 2018-02-06 10:34 | 21 minutes | 4977.085 | 4849.649 | 127.44 | -2.56% |
| 2018-02-06 10:35 | 2018-02-06 11:01 | 26 minutes | 4835.100 | 4793.327 | 41.77 | -0.86% |
| 2018-02-06 11:06 | 2018-02-06 11:07 | a minute | 4778.947 | 4757.857 | 21.09 | -0.44% |
| 2018-02-06 11:10 | 2018-02-06 11:24 | 14 minutes | 4743.583 | 4644.148 | 99.44 | -2.10% |
| 2018-02-06 11:25 | 2018-02-06 11:33 | 8 minutes | 4630.216 | 4713.900 | 83.68 | 1.81% |
| 2018-02-06 11:35 | 2018-02-06 11:48 | 13 minutes | 4699.758 | 4677.395 | 22.36 | -0.48% |
| 2018-02-06 12:09 | 2018-02-06 12:26 | 17 minutes | 4663.363 | 4644.424 | 18.94 | -0.41% |
| 2018-02-06 12:39 | 2018-02-06 12:45 | 6 minutes | 4630.490 | 4612.945 | 17.55 | -0.38% |
| 2018-02-06 13:00 | 2018-02-06 13:02 | 2 minutes | 4599.106 | 4612.739 | 13.63 | 0.30% |
| 2018-02-06 13:06 | 2018-02-06 13:07 | a minute | 4598.901 | 4587.361 | 11.54 | -0.25% |
| 2018-02-06 13:18 | 2018-02-06 13:30 | 12 minutes | 4573.599 | 4545.559 | 28.04 | -0.61% |
| 2018-02-06 13:35 | 2018-02-06 13:40 | 5 minutes | 4531.922 | 4604.760 | 72.84 | 1.61% |
| 2018-02-06 14:09 | 2018-02-06 14:21 | 12 minutes | 4590.946 | 4558.542 | 32.4 | -0.71% |
| 2018-02-06 14:22 | 2018-02-06 14:50 | 28 minutes | 4544.866 | 4500.963 | 43.9 | -0.97% |
| 2018-02-06 15:04 | 2018-02-06 15:16 | 12 minutes | 4487.460 | 4540.107 | 52.65 | 1.17% |
| 2018-02-06 15:33 | 2018-02-06 15:57 | 24 minutes | 4526.487 | 4453.804 | 72.68 | -1.61% |
| 2018-02-06 16:07 | 2018-02-06 16:43 | 36 minutes | 4440.443 | 4241.588 | 198.85 | -4.48% |
| 2018-02-06 16:45 | 2018-02-06 16:56 | 11 minutes | 4228.864 | 4298.694 | 69.83 | 1.65% |
| 2018-02-06 16:58 | 2018-02-06 17:28 | 30 minutes | 4285.797 | 4205.469 | 80.33 | -1.87% |
| 2018-02-06 17:29 | 2018-02-06 17:50 | 21 minutes | 4192.853 | 4137.109 | 55.74 | -1.33% |
| 2018-02-06 17:57 | 2018-02-06 18:00 | 3 minutes | 4124.697 | 4189.578 | 64.88 | 1.57% |
| 2018-02-06 18:09 | 2018-02-06 18:10 | a minute | 4177.009 | 4166.339 | 10.67 | -0.26% |
| 2018-02-06 18:11 | 2018-02-06 18:12 | a minute | 4153.840 | 4133.736 | 20.1 | -0.48% |
| 2018-02-06 18:13 | 2018-02-06 18:14 | a minute | 4121.335 | 4119.119 | 2.22 | -0.05% |
| 2018-02-06 18:23 | 2018-02-06 18:38 | 15 minutes | 4106.761 | 4165.169 | 58.41 | 1.42% |
| 2018-02-06 18:52 | 2018-02-06 18:53 | a minute | 4152.674 | 4142.805 | 9.87 | -0.24% |
| 2018-02-06 19:14 | 2018-02-06 19:21 | 7 minutes | 4130.377 | 4167.287 | 36.91 | 0.89% |
| 2018-02-06 19:33 | 2018-02-06 19:46 | 13 minutes | 4154.785 | 4237.013 | 82.23 | 1.98% |
| 2018-02-06 19:59 | 2018-02-06 20:10 | 11 minutes | 4224.302 | 4233.460 | 9.16 | 0.22% |
| 2018-02-06 20:21 | 2018-02-06 20:23 | 2 minutes | 4220.759 | 4200.382 | 20.38 | -0.48% |
| 2018-02-06 20:24 | 2018-02-06 20:26 | 2 minutes | 4187.781 | 4199.367 | 11.59 | 0.28% |
| 2018-02-06 20:43 | 2018-02-06 21:03 | 20 minutes | 4186.769 | 4122.220 | 64.55 | -1.54% |
| 2018-02-06 21:12 | 2018-02-06 21:16 | 4 minutes | 4109.853 | 4135.165 | 25.31 | 0.62% |
| 2018-02-06 21:39 | 2018-02-06 21:47 | 8 minutes | 4122.759 | 4130.848 | 8.09 | 0.20% |
| 2018-02-06 21:52 | 2018-02-06 22:01 | 9 minutes | 4118.455 | 4103.658 | 14.8 | -0.36% |
| 2018-02-06 22:02 | 2018-02-06 22:21 | 19 minutes | 4091.347 | 4026.896 | 64.45 | -1.58% |
| 2018-02-06 22:32 | 2018-02-06 22:52 | 20 minutes | 4014.815 | 3974.542 | 40.27 | -1.00% |
| 2018-02-06 23:01 | 2018-02-06 23:09 | 8 minutes | 3962.618 | 3991.342 | 28.72 | 0.72% |
| 2018-02-06 23:24 | 2018-02-06 23:25 | a minute | 3979.368 | 3967.430 | 11.94 | -0.30% |
| 2018-02-06 23:28 | 2018-02-06 23:42 | 14 minutes | 3955.527 | 4023.755 | 68.23 | 1.72% |
| 2018-02-06 23:49 | 2018-02-06 23:54 | 5 minutes | 4011.684 | 3998.372 | 13.31 | -0.33% |
| 2018-02-06 23:56 | 2018-02-07 00:06 | 10 minutes | 3986.377 | 4005.441 | 19.06 | 0.48% |
| 2018-02-07 00:09 | 2018-02-07 00:22 | 13 minutes | 3993.424 | 3916.124 | 77.3 | -1.94% |
| 2018-02-07 00:23 | 2018-02-07 00:46 | 23 minutes | 3904.375 | 3881.167 | 23.21 | -0.59% |
| 2018-02-07 00:47 | 2018-02-07 00:48 | a minute | 3869.524 | 3854.586 | 14.94 | -0.39% |
| 2018-02-07 00:56 | 2018-02-07 01:06 | 10 minutes | 3843.023 | 3816.467 | 26.56 | -0.69% |
| 2018-02-07 01:07 | 2018-02-07 01:08 | a minute | 3805.018 | 3783.385 | 21.63 | -0.57% |
| 2018-02-07 01:30 | 2018-02-07 02:00 | 30 minutes | 3772.035 | 3747.664 | 24.37 | -0.65% |
| 2018-02-07 02:12 | 2018-02-07 02:21 | 9 minutes | 3736.421 | 3725.016 | 11.41 | -0.31% |
| 2018-02-07 02:22 | 2018-02-07 02:23 | a minute | 3713.841 | 3702.700 | 11.14 | -0.30% |
| 2018-02-07 02:25 | 2018-02-07 03:01 | 36 minutes | 3691.592 | 3574.180 | 117.41 | -3.18% |
| 2018-02-07 03:03 | 2018-02-07 03:16 | 13 minutes | 3563.458 | 3540.690 | 22.77 | -0.64% |
| 2018-02-07 03:20 | 2018-02-07 03:27 | 7 minutes | 3530.067 | 3544.570 | 14.50 | 0.41% |
| 2018-02-07 03:39 | 2018-02-07 04:15 | 36 minutes | 3533.936 | 3494.947 | 38.99 | -1.10% |
| 2018-02-07 04:18 | 2018-02-07 04:20 | 2 minutes | 3484.462 | 3504.689 | 20.23 | 0.58% |
| 2018-02-07 04:38 | 2018-02-07 04:44 | 6 minutes | 3494.174 | 3527.574 | 33.40 | 0.96% |
| 2018-02-07 04:58 | 2018-02-07 05:18 | 20 minutes | 3516.992 | 3504.097 | 12.89 | -0.37% |
| 2018-02-07 05:19 | 2018-02-07 05:22 | 3 minutes | 3493.584 | 3503.603 | 10.02 | 0.29% |
| 2018-02-07 05:28 | 2018-02-07 05:30 | 2 minutes | 3493.093 | 3493.462 | 0.37 | 0.01% |
| 2018-02-07 05:33 | 2018-02-07 05:56 | 23 minutes | 3482.982 | 3466.182 | 16.8 | -0.48% |
| 2018-02-07 06:02 | 2018-02-07 06:38 | 36 minutes | 3455.783 | 3424.852 | 30.93 | -0.90% |
| 2018-02-07 06:50 | 2018-02-07 06:54 | 4 minutes | 3414.578 | 3416.770 | 2.19 | 0.06% |
| 2018-02-07 07:11 | 2018-02-07 07:12 | a minute | 3406.520 | 3384.753 | 21.77 | -0.64% |
| 2018-02-07 07:13 | 2018-02-07 07:24 | 11 minutes | 3374.599 | 3359.951 | 14.65 | -0.43% |
| 2018-02-07 07:29 | 2018-02-07 07:32 | 3 minutes | 3349.871 | 3351.231 | 1.36 | 0.04% |
| 2018-02-07 07:53 | 2018-02-07 07:54 | a minute | 3341.177 | 3339.676 | 1.5 | -0.04% |
| 2018-02-07 08:01 | 2018-02-07 08:11 | 10 minutes | 3329.657 | 3331.830 | 2.17 | 0.07% |
| 2018-02-07 08:33 | 2018-02-07 09:01 | 28 minutes | 3321.834 | 3309.720 | 12.11 | -0.36% |
| 2018-02-07 09:33 | 2018-02-07 09:36 | 3 minutes | 3299.790 | 3302.791 | 3.00 | 0.09% |
| 2018-02-07 09:44 | 2018-02-07 09:54 | 10 minutes | 3292.882 | 3312.093 | 19.21 | 0.58% |
| 2018-02-07 10:03 | 2018-02-07 10:08 | 5 minutes | 3302.157 | 3321.972 | 19.81 | 0.60% |
| 2018-02-07 10:25 | 2018-02-07 10:27 | 2 minutes | 3312.006 | 3312.230 | 0.22 | 0.01% |
| 2018-02-07 10:28 | 2018-02-07 10:45 | 17 minutes | 3302.293 | 3326.872 | 24.58 | 0.74% |
| 2018-02-07 10:50 | 2018-02-07 10:56 | 6 minutes | 3316.892 | 3329.121 | 12.23 | 0.37% |
| 2018-02-07 11:14 | 2018-02-07 11:21 | 7 minutes | 3319.134 | 3282.696 | 36.44 | -1.10% |
| 2018-02-07 11:22 | 2018-02-07 11:37 | 15 minutes | 3272.847 | 3254.499 | 18.35 | -0.56% |
| 2018-02-07 12:01 | 2018-02-07 12:13 | 12 minutes | 3244.736 | 3245.768 | 1.03 | 0.03% |
| 2018-02-07 12:14 | 2018-02-07 12:22 | 8 minutes | 3236.030 | 3233.027 | 3 | -0.09% |
| 2018-02-07 12:25 | 2018-02-07 12:28 | 3 minutes | 3223.327 | 3222.495 | 0.83 | -0.03% |
| 2018-02-07 12:46 | 2018-02-07 12:51 | 5 minutes | 3212.828 | 3234.288 | 21.46 | 0.67% |
| 2018-02-07 13:14 | 2018-02-07 13:16 | 2 minutes | 3224.585 | 3234.217 | 9.63 | 0.30% |
| 2018-02-07 13:33 | 2018-02-07 13:45 | 12 minutes | 3224.514 | 3234.407 | 9.89 | 0.31% |
| 2018-02-07 13:52 | 2018-02-07 14:04 | 12 minutes | 3224.703 | 3174.112 | 50.59 | -1.57% |
| 2018-02-07 14:06 | 2018-02-07 14:08 | 2 minutes | 3164.590 | 3170.395 | 5.81 | 0.18% |
| 2018-02-07 14:17 | 2018-02-07 14:47 | 30 minutes | 3160.884 | 3092.929 | 67.95 | -2.15% |
| 2018-02-07 15:15 | 2018-02-07 15:17 | 2 minutes | 3083.650 | 3095.299 | 11.65 | 0.38% |
| 2018-02-07 15:20 | 2018-02-07 15:44 | 24 minutes | 3086.013 | 3011.721 | 74.29 | -2.41% |
| 2018-02-07 15:45 | 2018-02-07 15:50 | 5 minutes | 3002.686 | 2993.678 | 9.01 | -0.30% |
| 2018-02-07 15:51 | 2018-02-07 15:55 | 4 minutes | 2984.697 | 2977.863 | 6.83 | -0.23% |
| 2018-02-07 15:57 | 2018-02-07 15:58 | a minute | 2968.929 | 2974.008 | 5.08 | 0.17% |
| 2018-02-07 16:13 | 2018-02-07 16:25 | 12 minutes | 2965.086 | 2935.874 | 29.21 | -0.99% |
| 2018-02-07 16:28 | 2018-02-07 16:44 | 16 minutes | 2927.066 | 2887.083 | 39.98 | -1.37% |
| 2018-02-07 16:57 | 2018-02-07 17:04 | 7 minutes | 2878.422 | 2882.848 | 4.43 | 0.15% |