Backtests (sorted by base)
Backtests (sorted by base)
Database last updated on - ago
12/7/2022 4:46:26 AM
295 days 18 hrs 32 mins 51 secs
Coins:
45
Tests:
222
Bitsgap allows you to backtest grids - I do this on every coin whether I’m running the grid on Bitsgap or on 3Commas. The grid configuration is slightly different for each, but the results should still give a good indication of whether it is a 0.5% per day grid or a 3% per day grid.
NOTE:
3Commas spaces the gridlines by constant-distance whereas Bitsgap uses constant-percentage. This can make the 3c grids much courser - and slower - if the price stays low. If the price rises up the grid then the 3c grids become more effective, but they will be slower to generate returns whilst the price is low on the grid.
I thought it would be helpful to keep track of coins I’m backtesting along with a few notes about each. My general strategy with backtesting is to try and target the most boring part of the movement I can see, rather than the wild swings, as this gives more of an indication of how the typical price action is picked up on the grid.
Commission:
At the current time I test BUSD grids with as close to zero-commission as Bitsgap will allow. Binance’s offer has now been extended to Dec 2021, so this should remain relevant for a while. I also backtest USD grids on FTX assuming zero commission. If you don’t stake FTT then a slightly courser spacing may be beneficial. FTX fees are low anyway so fine grids can work well.
You can filter the table by base, quote or minimum percentage using the following controls:
Base:
% per day is at least:
000000000000000000
0Quote: +5
BTC
USDT
BUSD
USD
BTC
ETH
BNB
ALL
Backtests
Base
Quote
Created on
Grids
Spacing
Backtest Total
Backtest Days
% per day
Bitsgap
Purpose
DCA Deficit
Notes
ADABULL
USD
06/06/2021, 9:04 AM
25
4.29%
57.62%
14
4.12%
RBR
-60%
Significantly reduced range backtest
USD
06/06/2021, 9:06 AM
30
3.56%
59.96%
14
4.28%
RBR
-60%
Significantly reduced range backtest
USD
06/06/2021, 9:07 AM
40
2.67%
57.86%
14
4.13%
RBR
-60%
Significantly reduced range backtest
USD
05/06/2021, 6:43 PM
50
4.22%
29.62%
13
2.28%
RBR
-86%
-86% is a large deficit. May be worth keeping the upper limit lower in order to boost the profits. Typically I would expect 5%+ from an ADABULL grid but recent movement has been limited.
CAUTION - the equal-distance spacing that 3commas uses for its grids will generate a huge spacing between lower gridlines for such a large deficit. Unless a rapid initial rise is expected then this may perform very differently on 3commas. It may be worth taking the risk of a narrower span if running this on 3commas.
USD
05/06/2021, 6:44 PM
60
3.51%
28.74%
13
2.21%
RBR
-86%
USD
05/06/2021, 6:45 PM
70
3.00%
27.88%
13
2.14%
RBR
-86%
ARK
AVAX
BUSD
30/05/2021, 5:56 AM
70
1.29%
36.39%
30
1.21%
RBR
-57%
Grid covering last 30 days inc dip looks better but unrealistic to expect similar
BUSD
30/05/2021, 5:51 AM
80
1.13%
5.40%
7
0.77%
RBR
-57%
Post dip grid looks average
BAKE
BUSD
18/06/2021, 5:26 AM
40
1.26%
40.44%
26
1.56%
LTG
-30%
Grid covering majority of movement since 24th May
BUSD
18/06/2021, 5:24 AM
50
1.01%
43.01%
26
1.65%
LTG
-30%
Grid covering majority of movement since 24th May
BUSD
18/06/2021, 5:22 AM
60
0.84%
44.67%
26
1.72%
LTG
-30%
Grid covering majority of movement since 24th May
BUSD
18/06/2021, 5:27 AM
70
0.72%
47.11%
26
1.81%
LTG
-30%
Grid covering majority of movement since 24th May
BUSD
18/06/2021, 5:28 AM
80
0.63%
48.21%
26
1.85%
LTG
-30%
Grid covering majority of movement since 24th May
BUSD
18/06/2021, 5:29 AM
90
0.56%
48.48%
26
1.86%
LTG
-30%
Grid covering majority of movement since 24th May
BUSD
18/06/2021, 5:31 AM
100
0.56%
49.44%
26
1.90%
LTG
-30%
Grid covering majority of movement since 24th May
BEL
BUSD
23/06/2021, 9:35 AM
20
3.73%
32.13%
30
1.07%
RBR
-40%
Results skewed by rise on 24th to 27th May - optimal looks to be around 1.5% spacing
BUSD
23/06/2021, 9:34 AM
30
2.47%
31.90%
30
1.06%
RBR
-40%
Results skewed by rise on 24th to 27th May - optimal looks to be around 1.5% spacing
BUSD
23/06/2021, 9:33 AM
40
1.85%
30.79%
30
1.03%
RBR
-40%
Results skewed by rise on 24th to 27th May - optimal looks to be around 1.5% spacing
BUSD
23/06/2021, 9:32 AM
50
1.48%
31.04%
30
1.03%
RBR
-40%
Results skewed by rise on 24th to 27th May - optimal looks to be around 1.5% spacing
BUSD
23/06/2021, 9:31 AM
60
1.23%
30.47%
30
1.02%
RBR
-40%
Results skewed by rise on 24th to 27th May - optimal looks to be around 1.5% spacing
BUSD
23/06/2021, 9:31 AM
70
1.05%
30.08%
30
1.00%
RBR
-40%
Results skewed by rise on 24th to 27th May - optimal looks to be around 1.5% spacing
BUSD
23/06/2021, 9:29 AM
80
0.92%
29.57%
30
0.99%
RBR
-40%
Results skewed by rise on 24th to 27th May - optimal looks to be around 1.5% spacing
CELO
USDT
13/06/2021, 6:28 AM
20
2.53%
7.70%
11
0.70%
RBR
-30%
USDT
13/06/2021, 6:27 AM
25
2.02%
7.72%
11
0.70%
RBR
-30%
USDT
13/06/2021, 6:26 AM
30
1.68%
8.19%
11
0.74%
RBR
-30%
USDT
13/06/2021, 6:25 AM
40
1.26%
7.20%
11
0.65%
RBR
-30%
USDT
13/06/2021, 6:24 AM
50
1.00%
7.40%
11
0.67%
RBR
-30%
CFX
BUSD
28/05/2021, 8:24 PM
30
2.20%
6.78%
5
1.36%
RBR
-47%
Better result with wider spacing? Slightly suspect with 0% fee trading, but it might have just caught the price movement perfectly in the backtest.
BUSD
28/05/2021, 8:21 PM
40
1.65%
5.91%
5
1.18%
RBR
-47%
BUSD
28/05/2021, 8:19 PM
50
1.32%
5.46%
5
1.09%
RBR
-47%
BUSD
28/05/2021, 8:22 PM
60
1.10%
5.09%
5
1.02%
RBR
-47%
CNNS
USDT
28/05/2021, 3:10 PM
30
2.79%
17.47%
8
2.18%
RBR
-23%
This looks fun to trade. High fees on Huobi though.
USDT
28/05/2021, 7:03 PM
40
2.08%
16.97%
8
2.12%
RBR
-23%
This looks fun to trade. High fees on Huobi though.
USDT
28/05/2021, 7:03 PM
50
1.66%
15.44%
8
1.93%
RBR
-23%
This looks fun to trade. High fees on Huobi though.
CRV
DAC
USDT
30/05/2021, 5:36 AM
50
1.47%
6.64%
7
0.95%
RBR
-81%
No chance of a grid covering the original price here being successful so I’ve tested a half-way solution. I’m going to trade this away for another coin though.
DASH
BUSD
28/05/2021, 2:42 PM
30
1.28%
7.27%
5
1.45%
RBR
-28%
BUSD
28/05/2021, 7:30 PM
40
0.96%
7.48%
5
1.50%
RBR
-28%
BUSD
28/05/2021, 7:35 PM
50
0.76%
7.91%
5
1.58%
RBR
-28%
BUSD
28/05/2021, 7:34 PM
60
0.64%
8.01%
5
1.60%
RBR
-28%
This looks OK as a grid - I might trade a few of the low % options for this
DENT
USDT
28/05/2021, 7:50 PM
40
1.48%
12.06%
13
0.93%
RBR
-33%
USDT
28/05/2021, 2:43 PM
50
1.18%
12.83%
13
0.99%
RBR
-33%
USDT
28/05/2021, 7:54 PM
60
0.99%
12.91%
13
0.99%
RBR
-33%
USDT
28/05/2021, 7:56 PM
70
0.84%
13.00%
13
1.00%
RBR
-33%
USDT
28/05/2021, 7:56 PM
80
0.74%
13.71%
13
1.05%
RBR
-33%
Tight spacing tests better on this - surprising for USDT fees. Diminishes with a finer grid than this though.
DEXE
BUSD
29/05/2021, 5:55 AM
50
0.98%
10.79%
6
1.80%
RBR
-53%
reduced range - this would be a risk if the market recovers quickly
BUSD
28/05/2021, 2:41 PM
100
0.98%
5.57%
6
0.93%
RBR
-53%
This might work as a grid, but the wide span is impacting profit. I’ll keep it on my shortlist as I want to keep the risk spread across coins I already have, but it could be worth trading for another.
DUSK
USDT
28/05/2021, 2:13 PM
30
2.23%
14.75%
30
0.49%
RBR
-45%
Limited funds on this one so I’ll probably trade for another coin. USDT fees so wider grids looking better.
USDT
28/05/2021, 2:21 PM
30
2.23%
7.33%
13
0.56%
RBR
-45%
Limited funds on this one so I’ll probably trade for another coin. USDT fees so wider grids looking better.
EKT
USDT
30/05/2021, 5:48 AM
30
2.39%
5.58%
6
0.93%
RBR
-68%
Backtesting this with an assumed 50% drop as it doesn’t look likely the coin will come back any time soon
USDT
30/05/2021, 5:45 AM
60
1.19%
4.47%
6
0.74%
RBR
-68%
Backtesting this with an assumed 50% drop as it doesn’t look likely the coin will come back any time soon
EPS
BUSD
28/05/2021, 7:21 AM
30
2.33%
7.23%
5
1.45%
RBR
-39%
Red bag recovery - 1% spacing seems optimal
BUSD
28/05/2021, 7:21 AM
40
1.74%
7.75%
5
1.55%
RBR
-39%
Red bag recovery - 1% spacing seems optimal
BUSD
26/05/2021, 1:52 PM
50
1.39%
7.55%
5
1.51%
RBR
-39%
Red bag recovery - 1% spacing seems optimal
BUSD
26/05/2021, 1:52 PM
60
1.16%
8.10%
5
1.62%
RBR
-39%
Red bag recovery - 1% spacing seems optimal
BUSD
28/05/2021, 7:19 AM
70
0.99%
8.51%
5
1.70%
RBR
-39%
Red bag recovery - 1% spacing seems optimal
BUSD
28/05/2021, 7:22 AM
80
0.87%
8.47%
5
1.69%
RBR
-39%
Red bag recovery - 1% spacing seems optimal
BUSD
28/05/2021, 7:22 AM
90
0.77%
8.46%
5
1.69%
RBR
-39%
Red bag recovery - 1% spacing seems optimal
FIL
BUSD
28/05/2021, 1:37 PM
45
1.23%
3.55%
12
0.30%
RBR
-38%
FIL during average movement doesn’t look great for a grid. The full-range backtest that would have picked up the dip was better, but unrealistic. Will trade for another coin.
BUSD
28/05/2021, 1:37 PM
45
1.23%
23.30%
30
0.78%
RBR
-38%
FIL full backtest. Unrealistic to expect such huge swings during normal periods.
FOR
BUSD
29/05/2021, 6:40 AM
70
0.99%
3.87%
4
0.97%
RBR
-50%
Close to 1% over recent days
BUSD
29/05/2021, 6:44 AM
70
0.99%
2.25%
4
0.56%
RBR
-50%
Same configuration in a period with less movement - not as promising
FTM
USD
28/05/2021, 2:43 PM
FUN
USDT
28/05/2021, 1:15 PM
20
2.64%
1.01%
4
0.25%
RBR
-39%
Wider spacing working better for USDT fees, but still pretty poor
USDT
28/05/2021, 1:17 PM
30
1.76%
13.79%
8
1.72%
RBR
-39%
1st to 8th may on a period with huge spikes works OK, but is this typical movement?
USDT
28/05/2021, 1:12 PM
36
1.46%
0.89%
4
0.22%
RBR
-39%
Limited to 36 grids because I only have $360 FUN. This looks like one worth trading for a different coin.
FXS
BUSD
28/05/2021, 2:07 PM
70
1.21%
3.51%
6
0.59%
RBR
-57%
Not great. It’s a pretty wide span so understandable, but might be better to trade for another coin.
BUSD
28/05/2021, 2:06 PM
70
1.21%
15.88%
30
0.53%
RBR
-57%
Full date range
GTO
USDT
28/05/2021, 6:49 PM
30
1.81%
11.38%
5
2.28%
RBR
-40%
This looks promising. If I’d been organised and started it 5 days ago it would be +11%.
USDT
28/05/2021, 6:48 PM
40
1.35%
11.28%
5
2.26%
RBR
-40%
This looks promising. Wider spacing is slightly better for the USDT fees though
USDT
28/05/2021, 2:43 PM
50
1.08%
10.74%
5
2.15%
RBR
-40%
This looks promising. Wider spacing is slightly better for the USDT fees though
HARD
BUSD
28/05/2021, 6:08 PM
40
1.86%
7.67%
21
0.37%
RBR
-52%
Another DCA bag I might have to trade for a coin with better movement. There are a growing number of these on the list!
HBAR
BUSD
20/06/2021, 6:17 AM
30
1.03%
31.20%
28
1.11%
LTG
-20%
BUSD
20/06/2021, 6:17 AM
40
0.77%
32.60%
28
1.16%
LTG
-20%
BUSD
20/06/2021, 6:16 AM
49
0.62%
33.22%
28
1.19%
LTG
-20%
BUSD
20/06/2021, 6:18 AM
60
0.51%
33.64%
28
1.20%
LTG
-20%
BUSD
20/06/2021, 6:19 AM
70
0.44%
32.90%
28
1.17%
LTG
-20%
KIN
USD
01/06/2021, 5:46 AM
12
6.81%
27.54%
9
3.06%
RBR
-57%
Very surprised that this is showing so well with such a wide spacing! Only a 9-day range but representative of recent movements.
USD
01/06/2021, 5:37 AM
15
5.41%
24.44%
9
2.72%
RBR
-57%
USD
01/06/2021, 5:36 AM
20
4.03%
22.76%
9
2.53%
RBR
-57%
USD
01/06/2021, 5:36 AM
30
2.67%
21.51%
9
2.39%
RBR
-57%
USD
01/06/2021, 5:35 AM
40
2.00%
19.83%
9
2.20%
RBR
-57%
USD
01/06/2021, 5:32 AM
50
1.59%
18.77%
9
2.09%
RBR
-57%
USD
01/06/2021, 5:32 AM
60
1.33%
17.72%
9
1.97%
RBR
-57%
USD
01/06/2021, 5:30 AM
70
1.14%
16.95%
9
1.88%
RBR
-57%
USD
01/06/2021, 5:30 AM
80
0.99%
16.29%
9
1.81%
RBR
-57%
USD
01/06/2021, 5:29 AM
90
0.88%
15.64%
9
1.74%
RBR
-57%
USD
01/06/2021, 5:26 AM
100
0.79%
15.08%
9
1.68%
RBR
-57%
KMD
ETH
01/06/2021, 9:05 AM
10
1.16%
47.74%
20
2.39%
RBR
Very narrow span
LUNA
BUSD
24/06/2021, 0:28 PM
40
2.65%
14.10%
28
0.50%
RBR
-65%
BUSD
24/06/2021, 0:27 PM
50
2.11%
15.49%
28
0.55%
RBR
-65%
BUSD
24/06/2021, 0:16 PM
63
1.67%
15.14%
28
0.54%
RBR
-65%
BUSD
24/06/2021, 0:18 PM
80
1.32%
15.83%
28
0.57%
RBR
-65%
BUSD
24/06/2021, 0:19 PM
90
1.17%
16.01%
28
0.57%
RBR
-65%
BUSD
24/06/2021, 0:23 PM
100
1.05%
16.58%
28
0.59%
RBR
-65%
BUSD
24/06/2021, 0:24 PM
110
0.96%
16.48%
28
0.59%
RBR
-65%
BUSD