back testing on a deltaSma strategy - results

deltaSmaResult.txt

start simulation on Fri, 24 Jun 2022 05:59:59 GMT

BUY @20842.16000000 - Fri, 24 Jun 2022 06:59:59 GMT
SELL @21143.78000000 - Sun, 26 Jun 2022 22:59:59 GMT
- gain: 0.012971628660369126

BUY @21246.58000000 - Mon, 27 Jun 2022 04:59:59 GMT
SELL @21182.60000000 - Mon, 27 Jun 2022 05:59:59 GMT
- gain: -0.004511308172891975

BUY @21267.60000000 - Mon, 27 Jun 2022 06:59:59 GMT
SELL @21454.57000000 - Mon, 27 Jun 2022 09:59:59 GMT
- gain: 0.007291306964584682

BUY @21437.18000000 - Mon, 27 Jun 2022 10:59:59 GMT
SELL @21304.55000000 - Mon, 27 Jun 2022 11:59:59 GMT
- gain: -0.007686914510210812

BUY @20416.46000000 - Fri, 01 Jul 2022 01:59:59 GMT
SELL @19730.76000000 - Fri, 01 Jul 2022 03:59:59 GMT
- gain: -0.03508564609143802

BUY @19240.34000000 - Sat, 02 Jul 2022 10:59:59 GMT
SELL @19189.31000000 - Sun, 03 Jul 2022 01:59:59 GMT
- gain: -0.0041522400331802265

BUY @19492.16000000 - Sun, 03 Jul 2022 19:59:59 GMT
SELL @19300.92000000 - Sun, 03 Jul 2022 21:59:59 GMT
- gain: -0.011311124062187136

BUY @19137.19000000 - Mon, 04 Jul 2022 05:59:59 GMT
SELL @19101.42000000 - Mon, 04 Jul 2022 06:59:59 GMT
- gain: -0.003369135437334344

BUY @19367.05000000 - Mon, 04 Jul 2022 09:59:59 GMT
SELL @20302.18000000 - Thu, 07 Jul 2022 05:59:59 GMT
- gain: 0.04678458644966585

BUY @20339.18000000 - Thu, 07 Jul 2022 06:59:59 GMT
SELL @21708.05000000 - Sat, 09 Jul 2022 21:59:59 GMT
- gain: 0.06580212329110607

BUY @21627.51000000 - Sat, 09 Jul 2022 22:59:59 GMT
SELL @21591.83000000 - Sat, 09 Jul 2022 23:59:59 GMT
- gain: -0.003149750711015584

BUY @20306.05000000 - Thu, 14 Jul 2022 00:59:59 GMT
SELL @19764.62000000 - Thu, 14 Jul 2022 08:59:59 GMT
- gain: -0.028163482065689797

BUY @19823.11000000 - Thu, 14 Jul 2022 09:59:59 GMT
SELL @19762.87000000 - Thu, 14 Jul 2022 13:59:59 GMT
- gain: -0.004538877350728599

BUY @19893.58000000 - Thu, 14 Jul 2022 14:59:59 GMT
SELL @20935.47000000 - Sun, 17 Jul 2022 20:59:59 GMT
- gain: 0.050873177678426876

BUY @21002.15000000 - Sun, 17 Jul 2022 22:59:59 GMT
SELL @20798.16000000 - Sun, 17 Jul 2022 23:59:59 GMT
- gain: -0.011212815116547667

BUY @20977.91000000 - Mon, 18 Jul 2022 01:59:59 GMT
SELL @22852.28000000 - Thu, 21 Jul 2022 17:59:59 GMT
- gain: 0.08784970166236765

BUY @23448.78000000 - Fri, 22 Jul 2022 09:59:59 GMT
SELL @23590.07000000 - Fri, 22 Jul 2022 12:59:59 GMT
- gain: 0.004525473393498548

BUY @22895.40000000 - Sat, 23 Jul 2022 04:59:59 GMT
SELL @22827.46000000 - Sat, 23 Jul 2022 06:59:59 GMT
- gain: -0.004467408300357379

BUY @22808.44000000 - Sun, 24 Jul 2022 21:59:59 GMT
SELL @22579.68000000 - Sun, 24 Jul 2022 23:59:59 GMT
- gain: -0.011529620614123473

BUY @22167.91000000 - Mon, 25 Jul 2022 20:59:59 GMT
SELL @22025.20000000 - Mon, 25 Jul 2022 21:59:59 GMT
- gain: -0.007937684021633033

BUY @22554.45000000 - Wed, 27 Jul 2022 18:59:59 GMT
SELL @23920.65000000 - Sat, 30 Jul 2022 19:59:59 GMT
- gain: 0.05907341234213207

BUY @23963.03000000 - Sat, 30 Jul 2022 20:59:59 GMT
SELL @23700.98000000 - Sat, 30 Jul 2022 22:59:59 GMT
- gain: -0.012435595373373036

BUY @23802.86000000 - Sun, 31 Jul 2022 04:59:59 GMT
SELL @23710.66000000 - Sun, 31 Jul 2022 05:59:59 GMT
- gain: -0.005373484110732942

BUY @23720.86000000 - Sun, 31 Jul 2022 14:59:59 GMT
SELL @23768.30000000 - Sun, 31 Jul 2022 16:59:59 GMT
- gain: 0.0004999274899813366

BUY @23845.88000000 - Sun, 31 Jul 2022 19:59:59 GMT
SELL @23797.15000000 - Sun, 31 Jul 2022 20:59:59 GMT
- gain: -0.0035435395967772865
End of simulation on Tue, 02 Aug 2022 18:59:59 GMT

┌──────────────────┬──────────────────────┐
│     (index)      │        Values        │
├──────────────────┼──────────────────────┤
│      trades      │          28          │ 
│    totalGain     │ 0.17720271236391089  │
│   averageGain    │ 0.007088108494556436 │
│   elapsedTime    │  39.583333333333336  │
│ averageDailyGain │ 0.004476700101825117 │
└──────────────────┴──────────────────────┘