Start Time:The start time of UEBOT strategy.

End Time:The end time of UEBOT strategy.


Running Days:Total days of the entire backtest running period.


Maximum Retracement: The biggest drop from a high to a low point. It is used to describe the worst situation of our strategy, measuring the most extreme possible losses.


Strategic Win Rate: UEBOT strategy runs a fixed period, the percentage of getting profit times in all transaction.

Initial Net Value: The account initial capital of UEBOT strategy backtest period.

Final Net Value: The account final capital of UEBOT strategy backtest period.


Total profit: The ultimate net profit. (Final Net Value- Initial Net value)


Strategy Cumulative Revenue: The cumulative income of UEBOT strategy. (Final Net Value - Initial net value) / Initial Net value


Strategy Annualized Revenue: The average rate of return per year for UEBOT strategy. (Final Net Value / Initial Net value) ^ (365 / total days of the backtest period) -1


Strategy Excess Revenue: The cumulative return rate of UEBOT strategy exceeds the BTC benchmark return rate for the same period, which is equal to the strategy cumulative rate of return minus the benchmark rate of return. (Strategy Cumulative Revenue - Benchmark Cumulative Revenue)


Benchmark Cumulative Revenue: The cumulative income of BTC/USD in BITFINEX from the beginning to end. (Benchmark End Price - Benchmark Start Price) / Benchmark Start Price


Benchmark Start Price: The initial price of BTC/USD in BITFINEX at the beginning of backtest period.


Benchmark End Price: The final price of BTC/USD in BITFINEX at the end of backtest period.


Benchmark Annualized Revenue: The average rate of return per year for holding BTC. (Benchmark End Price/ Benchmark Start Price) ^ (365 / total days of the backtest period) -1


Maximum Single Profit: In the backtest period, the best performance for closing a position, that is, the highest return.


Maximum Single Loss: In the backtest period, the worst performance for closing a position, that is, the highest loss.


Average profit ratio: In the backtest period, the average ratio of all closing position returns.

Average loss ratio: In the backtest period, the average ratio of all closing position losses.

Maximum Consecutive Profit Times: The maximum consistently profitable times for closing position with UEBOT strategy.


Maximum Consecutive Loss Times: The maximum consistently loss times for closing position with UEBOT strategy.
Was this article helpful?
Cancel
Thank you!