Solana (SOL) Daily Premium Index & KLines

What Can You Learn From Daily Data Compiled? Any Comments?

2024-05-26 09:01:33,776 – INFO – All data downloaded successfully from v1/premiumIndexKlines.
2024-05-26 09:01:34,328 – INFO – All data downloaded successfully from v3/klines.
2024-05-26 09:01:34,655 – INFO – Exported FROM 2021-11-11 TO 2024-05-26 Data saved to DB.
2024-05-26 09:01:35,532 – INFO – SOLUSDT PV 1d: [0.72771927 0.85079363 0.99247016 1.16625001 1.32457776].

2024-05-26 09:01:57,298 – INFO – BackTest Trade Message = None
2024-05-26 09:01:57,298 – INFO – BackTest Trade Price (Qty: 0.05) = 0
DGM Class Start Date and Time now is 2024-05-26 09:01:33.136648
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-05-26
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008230500654048302
SOLUSDT Premium Index Lower Percentage Threshold: -0.009147730567841404

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 909.000000
mean 1.003298
std 0.151351
min 0.467735
25% 0.924882
50% 0.992470
75% 1.076045
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -28.14 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -81.38 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

START DB Processing: >>> Data from SOLUSDT_MyTradeDGM table.
DGM MySQL/SOLUSDT_1d_SR+MDD_Premium_Index.csv Created.
DGM Sharp Ratio = 0.89
DGM Maximum Drawdown: 2088.27%
DGM Peak Profit: 16132.24%
DGM Drawdown from Peak: 646.63%
DGM SOLUSDT_1d_SR_MDD_Premium_Index in MySQL saved.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.50
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1368.62%
DGM Drawdown from Peak: 10.49%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-05-27 09:01:09,135 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-05-27 09:01:09,282 – INFO – All data downloaded successfully from binance: v3/klines.
2024-05-27 09:01:09,335 – INFO – Exported FROM 2021-11-11 TO 2024-05-27 Data saved to DB.
2024-05-27 09:01:09,412 – INFO – SOLUSDT PV 1d: [0.72823197 0.85093956 0.99250236 1.16619571 1.32457062].

2024-05-27 09:01:12,435 – INFO – BackTest Trade Message = None
2024-05-27 09:01:12,436 – INFO – BackTest Trade Price (Qty: 0.05) = 0
DGM Class Start Date and Time now is 2024-05-27 09:01:08.697596
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-05-27
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008226899026293684
SOLUSDT Premium Index Lower Percentage Threshold: -0.009142212826078399

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 910.000000
mean 1.003294
std 0.151265
min 0.467735
25% 0.925007
50% 0.992502
75% 1.075722
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -29.04 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -81.14 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.51
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1368.62%
DGM Drawdown from Peak: 8.78%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-05-28 09:01:06,834 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-05-28 09:01:06,966 – INFO – All data downloaded successfully from binance: v3/klines.
2024-05-28 09:01:07,017 – INFO – Exported FROM 2021-11-11 TO 2024-05-28 Data saved to DB.
2024-05-28 09:01:07,080 – INFO – SOLUSDT PV 1d: [0.72874467 0.85126739 0.99253457 1.16617831 1.32456347].

2024-05-28 09:01:09,790 – INFO – BackTest Trade Message = None
2024-05-28 09:01:09,791 – INFO – BackTest Trade Price (Qty: 0.05) = 0
DGM Class Start Date and Time now is 2024-05-28 09:01:06.449588
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-05-28
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008223990454681708
SOLUSDT Premium Index Lower Percentage Threshold: -0.009136255594466654

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 911.000000
mean 1.003365
std 0.151194
min 0.467735
25% 0.925132
50% 0.992535
75% 1.075399
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -27.21 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -79.67 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.51
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1368.62%
DGM Drawdown from Peak: 6.15%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-05-29 09:01:08,363 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-05-29 09:01:08,508 – INFO – All data downloaded successfully from binance: v3/klines.
2024-05-29 09:01:08,572 – INFO – Exported FROM 2021-11-11 TO 2024-05-29 Data saved to DB.
2024-05-29 09:01:08,636 – INFO – SOLUSDT PV 1d: [0.72925737 0.85161341 0.9926234 1.16616091 1.32455633].

2024-05-29 09:01:11,151 – INFO – BackTest Trade Message = None
2024-05-29 09:01:11,151 – INFO – BackTest Trade Price (Qty: 0.05) = 0
DGM Class Start Date and Time now is 2024-05-29 09:01:07.956236
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-05-29
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008220512716855992
SOLUSDT Premium Index Lower Percentage Threshold: -0.009130683715781877

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 912.000000
mean 1.003384
std 0.151111
min 0.467735
25% 0.925257
50% 0.992623
75% 1.075076
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -27.81 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -79.50 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.51
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1368.62%
DGM Drawdown from Peak: 6.97%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-05-30 09:01:08,031 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-05-30 09:01:08,169 – INFO – All data downloaded successfully from binance: v3/klines.
2024-05-30 09:01:08,239 – INFO – Exported FROM 2021-11-11 TO 2024-05-30 Data saved to DB.
2024-05-30 09:01:08,303 – INFO – SOLUSDT PV 1d: [0.72977007 0.85195943 0.99271223 1.1661435 1.32454918].

2024-05-30 09:01:10,845 – INFO – BackTest Trade Message = None
2024-05-30 09:01:10,845 – INFO – BackTest Trade Price (Qty: 0.05) = 0
DGM Class Start Date and Time now is 2024-05-30 09:01:07.639280
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-05-30
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.00821765169477724
SOLUSDT Premium Index Lower Percentage Threshold: -0.009124756887910286

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 913.000000
mean 1.003402
std 0.151029
min 0.467735
25% 0.925382
50% 0.992712
75% 1.074753
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -27.77 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -79.51 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.50
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1368.62%
DGM Drawdown from Peak: 6.92%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-05-31 10:17:07,592 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-05-31 10:17:07,717 – INFO – All data downloaded successfully from binance: v3/klines.
2024-05-31 10:17:07,771 – INFO – Exported FROM 2021-11-11 TO 2024-05-31 Data saved to DB.
2024-05-31 10:17:07,827 – INFO – SOLUSDT PV 1d: [0.73028277 0.85230545 0.99284702 1.1661261 1.32454204].

2024-05-31 10:17:10,266 – INFO – BackTest Trade Message = None
2024-05-31 10:17:10,266 – INFO – BackTest Trade Price (Qty: 0.05) = 0
DGM Class Start Date and Time now is 2024-05-31 10:17:07.202539
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-05-31
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.00821415212571044
SOLUSDT Premium Index Lower Percentage Threshold: -0.009119208095699721

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 914.000000
mean 1.003395
std 0.150946
min 0.467735
25% 0.925415
50% 0.992847
75% 1.074490
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -28.36 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -79.34 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.50
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1368.62%
DGM Drawdown from Peak: 7.07%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-06-01 10:17:06,751 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-01 10:17:06,883 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-01 10:17:06,942 – INFO – Exported FROM 2021-11-11 TO 2024-06-01 Data saved to DB.
2024-06-01 10:17:07,011 – INFO – SOLUSDT PV 1d: [0.73079547 0.85265148 0.99298182 1.1661087 1.3245349 ].

2024-06-01 10:17:09,732 – INFO – BackTest Trade Message = None
2024-06-01 10:17:09,732 – INFO – BackTest Trade Price (Qty: 0.05) = 0
DGM Class Start Date and Time now is 2024-06-01 10:17:06.372927
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-01
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008210372730318091
SOLUSDT Premium Index Lower Percentage Threshold: -0.009113844165007597

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 915.000000
mean 1.003380
std 0.150863
min 0.467735
25% 0.925449
50% 0.992982
75% 1.074227
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -28.51 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -79.30 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

2024-06-02 10:17:09,009 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-02 10:17:09,151 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-02 10:17:09,212 – INFO – Exported FROM 2021-11-11 TO 2024-06-02 Data saved to DB.
2024-06-02 10:17:09,260 – INFO – SOLUSDT PV 1d: [0.73130818 0.8529975 0.99284702 1.1660913 1.32452775].

2024-06-02 10:17:12,350 – INFO – BackTest Trade Message = None
2024-06-02 10:17:12,350 – INFO – BackTest Trade Price (Qty: 0.05) = 0
DGM Class Start Date and Time now is 2024-06-02 10:17:08.624144
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-02
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008207474358472093
SOLUSDT Premium Index Lower Percentage Threshold: -0.009107978957402575

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 916.000000
mean 1.003360
std 0.150782
min 0.467735
25% 0.925482
50% 0.992847
75% 1.073964
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -28.77 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -79.22 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.49
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1368.62%
DGM Drawdown from Peak: 7.07%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-06-03 10:17:06,855 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-03 10:17:06,979 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-03 10:17:07,032 – INFO – Exported FROM 2021-11-11 TO 2024-06-03 Data saved to DB.
2024-06-03 10:17:07,093 – INFO – SOLUSDT PV 1d: [0.73182088 0.85334352 0.99271223 1.1660739 1.32452061].

2024-06-03 10:17:09,517 – INFO – BackTest Trade Message = None
2024-06-03 10:17:09,517 – INFO – BackTest Trade Price (Qty: 0.05) = 0
DGM Class Start Date and Time now is 2024-06-03 10:17:06.475855
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-03
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008204603892885598
SOLUSDT Premium Index Lower Percentage Threshold: -0.00910211406382577

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 917.000000
mean 1.003311
std 0.150705
min 0.467735
25% 0.925516
50% 0.992712
75% 1.073702
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -29.32 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -78.83 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.49
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1368.62%
DGM Drawdown from Peak: 6.37%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-06-04 10:17:05,193 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-04 10:17:05,322 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-04 10:17:05,370 – INFO – Exported FROM 2021-11-11 TO 2024-06-04 Data saved to DB.
2024-06-04 10:17:05,416 – INFO – SOLUSDT PV 1d: [0.73233358 0.85368954 0.9926234 1.16604569 1.32451347].

2024-06-04 10:17:07,426 – INFO – BackTest Trade Message = None
2024-06-04 10:17:07,426 – INFO – BackTest Trade Price (Qty: 0.05) = 0
DGM Class Start Date and Time now is 2024-06-04 10:17:04.820871
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-04
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008201060040423383
SOLUSDT Premium Index Lower Percentage Threshold: -0.009096636155684856

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 918.000000
mean 1.003288
std 0.150625
min 0.467735
25% 0.925672
50% 0.992623
75% 1.073611
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -28.67 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -79.44 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.49
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1368.62%
DGM Drawdown from Peak: 6.33%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-06-05 10:17:07,454 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-05 10:17:07,733 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-05 10:17:07,800 – INFO – Exported FROM 2021-11-11 TO 2024-06-05 Data saved to DB.
2024-06-05 10:17:07,886 – INFO – SOLUSDT PV 1d: [0.73284628 0.85403557 0.99298182 1.16599585 1.32450632].

2024-06-05 10:17:10,637 – INFO – BackTest Trade Message = None
2024-06-05 10:17:10,637 – INFO – BackTest Trade Price (Qty: 0.05) = 0
DGM Class Start Date and Time now is 2024-06-05 10:17:07.074501
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-05
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008198268336866281
SOLUSDT Premium Index Lower Percentage Threshold: -0.00909076795307097

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 919.000000
mean 1.003336
std 0.150542
min 0.467735
25% 0.925829
50% 0.992982
75% 1.073519
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -25.68 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -79.44 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

START DB Processing: >>> Data from SOLUSDT_MyTradeDGM table.
DGM MySQL/SOLUSDT_1d_SR+MDD_Premium_Index.csv Created.
DGM Sharp Ratio = 0.88
DGM Maximum Drawdown: 2088.27%
DGM Peak Profit: 16132.24%
DGM Drawdown from Peak: 646.63%
DGM SOLUSDT_1d_SR_MDD_Premium_Index in MySQL saved.

2024-06-06 10:17:06,885 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-06 10:17:07,084 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-06 10:17:07,138 – INFO – Exported FROM 2021-11-11 TO 2024-06-06 Data saved to DB.
2024-06-06 10:17:07,213 – INFO – SOLUSDT PV 1d: [0.73335898 0.85417068 0.99338679 1.16594601 1.32449918].

2024-06-06 10:17:09,775 – INFO – BackTest Trade Message = None
2024-06-06 10:17:09,775 – INFO – BackTest Trade Price (Qty: 0.05) = 0
DGM Class Start Date and Time now is 2024-06-06 10:17:06.502861
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-06
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008194783823254887
SOLUSDT Premium Index Lower Percentage Threshold: -0.009085270553819318

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 920.000000
mean 1.003355
std 0.150461
min 0.467735
25% 0.925986
50% 0.993387
75% 1.073428
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -25.41 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -80.15 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.48
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1368.62%
DGM Drawdown from Peak: 6.33%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-06-07 10:17:05,649 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-07 10:17:05,812 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-07 10:17:06,145 – INFO – Exported FROM 2021-11-11 TO 2024-06-07 Data saved to DB.
2024-06-07 10:17:06,214 – INFO – SOLUSDT PV 1d: [0.73387168 0.85425891 0.99379176 1.16589618 1.32449203].

2024-06-07 10:17:08,921 – INFO – BackTest Trade Message = None
2024-06-07 10:17:08,921 – INFO – BackTest Trade Price (Qty: 0.05) = 0
DGM Class Start Date and Time now is 2024-06-07 10:17:05.274810
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-07
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008191581143689113
SOLUSDT Premium Index Lower Percentage Threshold: -0.009079643845816773

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 921.000000
mean 1.003324
std 0.150379
min 0.467735
25% 0.926143
50% 0.993792
75% 1.073337
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -27.26 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -80.15 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

START DB Processing: >>> Data from SOLUSDT_MyTradeDGM table.
DGM MySQL/SOLUSDT_1d_SR+MDD_Premium_Index.csv Created.
DGM Sharp Ratio = 0.88
DGM Maximum Drawdown: 2120.10%
DGM Peak Profit: 16100.41%
DGM Drawdown from Peak: 646.63%
DGM SOLUSDT_1d_SR_MDD_Premium_Index in MySQL saved.

2024-06-08 10:17:07,943 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-08 10:17:08,153 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-08 10:17:08,221 – INFO – Exported FROM 2021-11-11 TO 2024-06-08 Data saved to DB.
2024-06-08 10:17:08,300 – INFO – SOLUSDT PV 1d: [0.73438438 0.85434715 0.99284702 1.16584634 1.32448489].

2024-06-08 10:17:11,026 – INFO – BackTest Trade Message = None
2024-06-08 10:17:11,026 – INFO – BackTest Trade Price (Qty: 0.05) = 0
DGM Class Start Date and Time now is 2024-06-08 10:17:07.568705
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-08
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008186919863968726
SOLUSDT Premium Index Lower Percentage Threshold: -0.009074983583416121

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 922.000000
mean 1.003233
std 0.150312
min 0.467735
25% 0.926151
50% 0.992847
75% 1.073119
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -30.24 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -80.15 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

START DB Processing: >>> Data from SOLUSDT_MyTradeDGM table.
DGM MySQL/SOLUSDT_1d_SR+MDD_Premium_Index.csv Created.
DGM Sharp Ratio = 0.88
DGM Maximum Drawdown: 2120.10%
DGM Peak Profit: 16100.41%
DGM Drawdown from Peak: 740.38%
DGM SOLUSDT_1d_SR_MDD_Premium_Index in MySQL saved.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.49
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1368.62%
DGM Drawdown from Peak: 2.02%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-06-09 10:17:08,183 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-09 10:17:08,320 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-09 10:17:08,370 – INFO – Exported FROM 2021-11-11 TO 2024-06-09 Data saved to DB.
2024-06-09 10:17:08,449 – INFO – SOLUSDT PV 1d: [0.73489709 0.85443539 0.99271223 1.1657965 1.32447775].

2024-06-09 10:17:10,817 – INFO – BackTest Trade Message = None
2024-06-09 10:17:10,818 – INFO – BackTest Trade Price (Qty: 0.05) = 0
DGM Class Start Date and Time now is 2024-06-09 10:17:07.800937
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-09
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.00818268891466114
SOLUSDT Premium Index Lower Percentage Threshold: -0.009070072587697235

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 923.000000
mean 1.003135
std 0.150255
min 0.467735
25% 0.926159
50% 0.992712
75% 1.072900
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -32.27 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -80.15 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

START DB Processing: >>> Data from SOLUSDT_MyTradeDGM table.
DGM MySQL/SOLUSDT_1d_SR+MDD_Premium_Index.csv Created.
DGM Sharp Ratio = 0.88
DGM Maximum Drawdown: 2120.10%
DGM Peak Profit: 16100.41%
DGM Drawdown from Peak: 740.38%
DGM SOLUSDT_1d_SR_MDD_Premium_Index in MySQL saved.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.50
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1369.66%
DGM Drawdown from Peak: 0.15%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-06-10 10:17:09,971 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-10 10:17:10,169 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-10 10:17:10,226 – INFO – Exported FROM 2021-11-11 TO 2024-06-10 Data saved to DB.
2024-06-10 10:17:10,296 – INFO – SOLUSDT PV 1d: [0.73540979 0.85452363 0.9926234 1.16574667 1.3244706 ].

2024-06-10 10:17:13,045 – INFO – BackTest Trade Message = None
2024-06-10 10:17:13,045 – INFO – BackTest Trade Price (Qty: 0.05) = 0
DGM Class Start Date and Time now is 2024-06-10 10:17:09.602748
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-10
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008178784644177477
SOLUSDT Premium Index Lower Percentage Threshold: -0.009064922332406532

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 924.000000
mean 1.003119
std 0.150171
min 0.467735
25% 0.926166
50% 0.992623
75% 1.072681
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -30.78 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -80.15 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

START DB Processing: >>> Data from SOLUSDT_MyTradeDGM table.
DGM MySQL/SOLUSDT_1d_SR+MDD_Premium_Index.csv Created.
DGM Sharp Ratio = 0.88
DGM Maximum Drawdown: 2120.10%
DGM Peak Profit: 16100.41%
DGM Drawdown from Peak: 740.38%
DGM SOLUSDT_1d_SR_MDD_Premium_Index in MySQL saved.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.49
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1369.66%
DGM Drawdown from Peak: 2.35%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-06-11 10:17:07,117 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-11 10:17:07,279 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-11 10:17:07,352 – INFO – Exported FROM 2021-11-11 TO 2024-06-11 Data saved to DB.
2024-06-11 10:17:07,435 – INFO – SOLUSDT PV 1d: [0.73592249 0.85461187 0.99253457 1.16569683 1.32446346].

2024-06-11 10:17:09,985 – INFO – BackTest Trade Message = None
2024-06-11 10:17:09,985 – INFO – BackTest Trade Price (Qty: 0.05) = 0
DGM Class Start Date and Time now is 2024-06-11 10:17:06.731269
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-11
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008175156759532492
SOLUSDT Premium Index Lower Percentage Threshold: -0.009059588179024018

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 925.000000
mean 1.003041
std 0.150106
min 0.467735
25% 0.926174
50% 0.992535
75% 1.072462
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -32.71 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -80.15 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

START DB Processing: >>> Data from SOLUSDT_MyTradeDGM table.
DGM MySQL/SOLUSDT_1d_SR+MDD_Premium_Index.csv Created.
DGM Sharp Ratio = 0.87
DGM Maximum Drawdown: 2120.10%
DGM Peak Profit: 16100.41%
DGM Drawdown from Peak: 740.38%
DGM SOLUSDT_1d_SR_MDD_Premium_Index in MySQL saved.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.50
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1370.11%
DGM Drawdown from Peak: 0.00%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-06-12 10:17:08,651 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-12 10:17:08,839 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-12 10:17:08,904 – INFO – Exported FROM 2021-11-11 TO 2024-06-12 Data saved to DB.
2024-06-12 10:17:09,015 – INFO – SOLUSDT PV 1d: [0.73643519 0.85470011 0.99250236 1.16564699 1.32445631].

2024-06-12 10:17:11,807 – INFO – BackTest Trade Message = None
2024-06-12 10:17:11,807 – INFO – BackTest Trade Price (Qty: 0.05) = 0
DGM Class Start Date and Time now is 2024-06-12 10:17:08.241837
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-12
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008169612941867114
SOLUSDT Premium Index Lower Percentage Threshold: -0.00905589994715812

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 926.000000
mean 1.002883
std 0.150088
min 0.467735
25% 0.925672
50% 0.992502
75% 1.072351
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -36.52 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -80.15 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.51
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1375.74%
DGM Drawdown from Peak: 0.00%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-06-13 10:17:07,373 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-13 10:17:07,500 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-13 10:17:07,553 – INFO – Exported FROM 2021-11-11 TO 2024-06-13 Data saved to DB.
2024-06-13 10:17:07,605 – INFO – SOLUSDT PV 1d: [0.73694789 0.85478835 0.99247016 1.16552694 1.32444917].

2024-06-13 10:17:10,027 – INFO – BackTest Trade Message = None
2024-06-13 10:17:10,027 – INFO – BackTest Trade Price (Qty: 0.05) = 0
DGM Class Start Date and Time now is 2024-06-13 10:17:06.999634
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-13
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008165824149473292
SOLUSDT Premium Index Lower Percentage Threshold: -0.009050646284779846

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 927.000000
mean 1.002849
std 0.150002
min 0.467735
25% 0.926159
50% 0.992470
75% 1.072240
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -34.66 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -76.33 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.49
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1374.96%
DGM Drawdown from Peak: 2.20%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-06-14 10:17:07,382 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-14 10:17:07,571 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-14 10:17:07,618 – INFO – Exported FROM 2021-11-11 TO 2024-06-14 Data saved to DB.
2024-06-14 10:17:07,673 – INFO – SOLUSDT PV 1d: [0.73746059 0.85487659 0.99171828 1.16540688 1.32444203].

2024-06-14 10:17:09,914 – INFO – BackTest Trade Message = None
2024-06-14 10:17:09,914 – INFO – BackTest Trade Price (Qty: 0.05) = 0
DGM Class Start Date and Time now is 2024-06-14 10:17:06.999756
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-14
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008160926180384763
SOLUSDT Premium Index Lower Percentage Threshold: -0.009046402484503032

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 928.000000
mean 1.002715
std 0.149972
min 0.467735
25% 0.925482
50% 0.991718
75% 1.072129
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -36.67 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -76.33 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.50
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1376.11%
DGM Drawdown from Peak: 0.35%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-06-15 10:17:09,177 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-15 10:17:09,325 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-15 10:17:09,418 – INFO – Exported FROM 2021-11-11 TO 2024-06-15 Data saved to DB.
2024-06-15 10:17:09,551 – INFO – SOLUSDT PV 1d: [0.73797329 0.85492447 0.99096641 1.16528682 1.32443488].

2024-06-15 10:17:12,406 – INFO – BackTest Trade Message = None
2024-06-15 10:17:12,406 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-06-15 10:17:08.795781
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-15
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.0081562439416784
SOLUSDT Premium Index Lower Percentage Threshold: -0.009042002042944223

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 929.000000
mean 1.002563
std 0.149959
min 0.467735
25% 0.925382
50% 0.990966
75% 1.072017
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -38.44 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -76.75 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.51
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1378.99%
DGM Drawdown from Peak: 0.43%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-06-16 10:17:07,970 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-16 10:17:08,103 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-16 10:17:08,156 – INFO – Exported FROM 2021-11-11 TO 2024-06-16 Data saved to DB.
2024-06-16 10:17:08,228 – INFO – SOLUSDT PV 1d: [0.738486 0.85495722 0.99082644 1.16516676 1.32442774].

2024-06-16 10:17:11,236 – INFO – BackTest Trade Message = None
2024-06-16 10:17:11,236 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-06-16 10:17:07.570642
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-16
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008151931311223558
SOLUSDT Premium Index Lower Percentage Threshold: -0.009037258750633465

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 930.000000
mean 1.002466
std 0.149907
min 0.467735
25% 0.925007
50% 0.990826
75% 1.071878
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -38.12 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -76.75 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.50
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1378.99%
DGM Drawdown from Peak: 0.96%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-06-17 10:17:07,221 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-17 10:17:07,509 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-17 10:17:07,569 – INFO – Exported FROM 2021-11-11 TO 2024-06-17 Data saved to DB.
2024-06-17 10:17:07,637 – INFO – SOLUSDT PV 1d: [0.7389987 0.85498997 0.99068647 1.1650467 1.3244206 ].

2024-06-17 10:17:09,948 – INFO – BackTest Trade Message = None
2024-06-17 10:17:09,948 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-06-17 10:17:06.832130
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-17
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008147606857117103
SOLUSDT Premium Index Lower Percentage Threshold: -0.009032545530801314

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 931.000000
mean 1.002435
std 0.149820
min 0.467735
25% 0.925449
50% 0.990686
75% 1.071739
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -36.17 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -76.75 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.48
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1378.99%
DGM Drawdown from Peak: 4.16%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-06-18 10:17:08,946 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-18 10:17:09,088 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-18 10:17:09,146 – INFO – Exported FROM 2021-11-11 TO 2024-06-18 Data saved to DB.
2024-06-18 10:17:09,229 – INFO – SOLUSDT PV 1d: [0.7395114 0.85442737 0.99055528 1.16492664 1.32441345].

2024-06-18 10:17:11,808 – INFO – BackTest Trade Message = None
2024-06-18 10:17:11,808 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-06-18 10:17:08.542724
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-18
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008142125112486371
SOLUSDT Premium Index Lower Percentage Threshold: -0.009029056679258188

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 932.000000
mean 1.002234
std 0.149844
min 0.467735
25% 0.924848
50% 0.990555
75% 1.071600
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -42.64 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -76.33 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.52
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1385.17%
DGM Drawdown from Peak: 0.00%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-06-19 10:17:08,402 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-19 10:17:08,541 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-19 10:17:08,599 – INFO – Exported FROM 2021-11-11 TO 2024-06-19 Data saved to DB.
2024-06-19 10:17:08,669 – INFO – SOLUSDT PV 1d: [0.7400241 0.85505548 0.99042408 1.16480659 1.32440631].

2024-06-19 10:17:11,257 – INFO – BackTest Trade Message = None
2024-06-19 10:17:11,258 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-06-19 10:17:08.011645
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-19
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008138331847628058
SOLUSDT Premium Index Lower Percentage Threshold: -0.009023769977880158

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 933.000000
mean 1.002138
std 0.149786
min 0.467735
25% 0.924746
50% 0.990424
75% 1.071461
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -40.29 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -76.75 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.50
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1382.69%
DGM Drawdown from Peak: 1.40%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-06-20 10:17:07,843 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-20 10:17:07,983 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-20 10:17:08,038 – INFO – Exported FROM 2021-11-11 TO 2024-06-20 Data saved to DB.
2024-06-20 10:17:08,106 – INFO – SOLUSDT PV 1d: [0.7405368 0.85508823 0.99024201 1.16468653 1.32439916].

2024-06-20 10:17:10,532 – INFO – BackTest Trade Message = None
2024-06-20 10:17:10,532 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-06-20 10:17:07.456359
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-20
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008133298935666566
SOLUSDT Premium Index Lower Percentage Threshold: -0.009019815137135612

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 934.000000
mean 1.001970
std 0.149790
min 0.467735
25% 0.924504
50% 0.990242
75% 1.071328
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -42.46 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -76.75 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.51
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1384.97%
DGM Drawdown from Peak: 0.00%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-06-21 10:17:08,283 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-21 10:17:08,578 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-21 10:17:08,641 – INFO – Exported FROM 2021-11-11 TO 2024-06-21 Data saved to DB.
2024-06-21 10:17:08,704 – INFO – SOLUSDT PV 1d: [0.74076288 0.85512098 0.99005994 1.16459232 1.32434652].

2024-06-21 10:17:11,081 – INFO – BackTest Trade Message = None
2024-06-21 10:17:11,082 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-06-21 10:17:07.886351
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-21
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008129180528702528
SOLUSDT Premium Index Lower Percentage Threshold: -0.009014922625138587

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 935.000000
mean 1.001831
std 0.149770
min 0.467735
25% 0.924244
50% 0.990060
75% 1.071194
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -42.50 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -75.54 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.51
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1385.52%
DGM Drawdown from Peak: 0.47%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-06-22 10:17:09,339 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-22 10:17:09,476 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-22 10:17:09,552 – INFO – Exported FROM 2021-11-11 TO 2024-06-22 Data saved to DB.
2024-06-22 10:17:09,622 – INFO – SOLUSDT PV 1d: [0.74084564 0.85515373 0.98988752 1.16451105 1.32427114].

2024-06-22 10:17:12,337 – INFO – BackTest Trade Message = None
2024-06-22 10:17:12,337 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-06-22 10:17:08.937005
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-22
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008124578499509144
SOLUSDT Premium Index Lower Percentage Threshold: -0.00901055468799082

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 936.000000
mean 1.001710
std 0.149736
min 0.467735
25% 0.923929
50% 0.989888
75% 1.071060
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -42.48 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -75.54 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.51
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1385.52%
DGM Drawdown from Peak: 0.51%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-06-23 10:17:08,568 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-23 10:17:08,724 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-23 10:17:08,789 – INFO – Exported FROM 2021-11-11 TO 2024-06-23 Data saved to DB.
2024-06-23 10:17:08,860 – INFO – SOLUSDT PV 1d: [0.7409284 0.85518648 0.98971509 1.16442977 1.32419575].

2024-06-23 10:17:11,990 – INFO – BackTest Trade Message = None
2024-06-23 10:17:11,990 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-06-23 10:17:08.172623
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-23
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008120132075604997
SOLUSDT Premium Index Lower Percentage Threshold: -0.009006038832927173

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 937.000000
mean 1.001597
std 0.149696
min 0.467735
25% 0.923526
50% 0.989715
75% 1.070926
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -42.15 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -75.54 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.50
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1385.52%
DGM Drawdown from Peak: 1.10%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-06-24 10:17:08,052 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-24 10:17:08,221 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-24 10:17:08,284 – INFO – Exported FROM 2021-11-11 TO 2024-06-24 Data saved to DB.
2024-06-24 10:17:08,432 – INFO – SOLUSDT PV 1d: [0.74101116 0.85524774 0.98960909 1.16434849 1.32412036].

2024-06-24 10:17:11,114 – INFO – BackTest Trade Message = None
2024-06-24 10:17:11,115 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-06-24 10:17:07.640629
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-24
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008116197980711023
SOLUSDT Premium Index Lower Percentage Threshold: -0.00900107582815094

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 938.000000
mean 1.001410
std 0.149717
min 0.467735
25% 0.923189
50% 0.989609
75% 1.070823
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -45.22 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -72.38 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.52
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1389.80%
DGM Drawdown from Peak: 0.00%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-06-25 10:17:08,722 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-25 10:17:08,893 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-25 10:17:08,965 – INFO – Exported FROM 2021-11-11 TO 2024-06-25 Data saved to DB.
2024-06-25 10:17:09,071 – INFO – SOLUSDT PV 1d: [0.74109392 0.8553253 0.98950308 1.16426721 1.32404497].

2024-06-25 10:17:12,739 – INFO – BackTest Trade Message = None
2024-06-25 10:17:12,739 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-06-25 10:17:08.289819
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-25
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008111088993492263
SOLUSDT Premium Index Lower Percentage Threshold: -0.008997283398502701

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 939.000000
mean 1.001337
std 0.149646
min 0.467735
25% 0.922995
50% 0.989503
75% 1.070720
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -43.54 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -72.38 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.50
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1389.15%
DGM Drawdown from Peak: 2.40%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-06-26 10:17:07,254 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-26 10:17:07,383 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-26 10:17:07,432 – INFO – Exported FROM 2021-11-11 TO 2024-06-26 Data saved to DB.
2024-06-26 10:17:07,493 – INFO – SOLUSDT PV 1d: [0.74117669 0.85540286 0.98904991 1.16418593 1.32396959].

2024-06-26 10:17:09,549 – INFO – BackTest Trade Message = None
2024-06-26 10:17:09,549 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-06-26 10:17:06.863775
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-26
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008107040664782445
SOLUSDT Premium Index Lower Percentage Threshold: -0.00899242227062186

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 940.000000
mean 1.001339
std 0.149551
min 0.467735
25% 0.923413
50% 0.989050
75% 1.070617
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -39.86 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -72.38 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.47
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1389.15%
DGM Drawdown from Peak: 8.80%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-06-27 10:17:07,660 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-27 10:17:07,798 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-27 10:17:07,850 – INFO – Exported FROM 2021-11-11 TO 2024-06-27 Data saved to DB.
2024-06-27 10:17:07,948 – INFO – SOLUSDT PV 1d: [0.74125945 0.85548041 0.98859673 1.16410466 1.3238942 ].

2024-06-27 10:17:10,407 – INFO – BackTest Trade Message = None
2024-06-27 10:17:10,407 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-06-27 10:17:07.263220
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-27
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008103174002504755
SOLUSDT Premium Index Lower Percentage Threshold: -0.008987435752504755

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 941.000000
mean 1.001261
std 0.149487
min 0.467735
25% 0.923526
50% 0.988597
75% 1.070514
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -41.76 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -72.38 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.48
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1389.15%
DGM Drawdown from Peak: 5.56%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-06-28 10:17:06,901 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-28 10:17:07,034 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-28 10:17:07,082 – INFO – Exported FROM 2021-11-11 TO 2024-06-28 Data saved to DB.
2024-06-28 10:17:07,141 – INFO – SOLUSDT PV 1d: [0.74134221 0.85555797 0.98960909 1.16402338 1.32381881].

2024-06-28 10:17:09,328 – INFO – BackTest Trade Message = None
2024-06-28 10:17:09,328 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-06-28 10:17:06.514709
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-28
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008098815151756616
SOLUSDT Premium Index Lower Percentage Threshold: -0.008982903226678572

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 942.000000
mean 1.001392
std 0.149408
min 0.467735
25% 0.923660
50% 0.989609
75% 1.070377
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -36.61 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -72.38 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.50
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1392.37%
DGM Drawdown from Peak: 1.19%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-06-29 10:17:07,677 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-29 10:17:07,895 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-29 10:17:07,967 – INFO – Exported FROM 2021-11-11 TO 2024-06-29 Data saved to DB.
2024-06-29 10:17:08,071 – INFO – SOLUSDT PV 1d: [0.74142497 0.85563553 0.98950308 1.16395349 1.32374342].

2024-06-29 10:17:10,539 – INFO – BackTest Trade Message = None
2024-06-29 10:17:10,539 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-06-29 10:17:07.270189
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-29
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008094204654381989
SOLUSDT Premium Index Lower Percentage Threshold: -0.008978629851887186

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 943.000000
mean 1.001335
std 0.149327
min 0.467735
25% 0.923795
50% 0.989503
75% 1.070239
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -39.21 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -72.38 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.50
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1392.37%
DGM Drawdown from Peak: 0.00%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-06-30 10:17:07,592 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-06-30 10:17:07,737 – INFO – All data downloaded successfully from binance: v3/klines.
2024-06-30 10:17:07,804 – INFO – Exported FROM 2021-11-11 TO 2024-06-30 Data saved to DB.
2024-06-30 10:17:07,888 – INFO – SOLUSDT PV 1d: [0.74150773 0.85571308 0.98960909 1.16390636 1.32366804].

2024-06-30 10:17:10,374 – INFO – BackTest Trade Message = None
2024-06-30 10:17:10,374 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-06-30 10:17:07.205910
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-06-30
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.00808992381172653
SOLUSDT Premium Index Lower Percentage Threshold: -0.008974050644540653

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 944.000000
mean 1.001316
std 0.149248
min 0.467735
25% 0.923929
50% 0.989609
75% 1.070102
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -40.10 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -72.38 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

2024-07-01 10:17:08,225 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-01 10:17:08,374 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-01 10:17:08,439 – INFO – Exported FROM 2021-11-11 TO 2024-07-01 Data saved to DB.
2024-07-01 10:17:08,517 – INFO – SOLUSDT PV 1d: [0.7415905 0.85579064 0.98971509 1.16385924 1.32359265].

2024-07-01 10:17:11,049 – INFO – BackTest Trade Message = None
2024-07-01 10:17:11,049 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-01 10:17:07.828907
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-01
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.00808611904831819
SOLUSDT Premium Index Lower Percentage Threshold: -0.008969032990226904

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 945.000000
mean 1.001417
std 0.149183
min 0.467735
25% 0.924063
50% 0.989715
75% 1.069965
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -36.50 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -72.38 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.52
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1397.95%
DGM Drawdown from Peak: 0.00%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-02 10:17:08,060 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-02 10:17:08,200 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-02 10:17:08,255 – INFO – Exported FROM 2021-11-11 TO 2024-07-02 Data saved to DB.
2024-07-02 10:17:08,339 – INFO – SOLUSDT PV 1d: [0.74167326 0.85586819 0.98988752 1.16381212 1.32351726].

2024-07-02 10:17:11,019 – INFO – BackTest Trade Message = None
2024-07-02 10:17:11,019 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-02 10:17:07.656511
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-02
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008081446327550531
SOLUSDT Premium Index Lower Percentage Threshold: -0.008964853664338097

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 946.000000
mean 1.001461
std 0.149110
min 0.467735
25% 0.924154
50% 0.989888
75% 1.069670
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -36.59 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -72.38 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.52
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1397.81%
DGM Drawdown from Peak: 0.00%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-03 10:17:07,543 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-03 10:17:07,690 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-03 10:17:07,746 – INFO – Exported FROM 2021-11-11 TO 2024-07-03 Data saved to DB.
2024-07-03 10:17:07,809 – INFO – SOLUSDT PV 1d: [0.74175602 0.8559068 0.99005994 1.16376499 1.32344187].

2024-07-03 10:17:10,303 – INFO – BackTest Trade Message = None
2024-07-03 10:17:10,303 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-03 10:17:07.418009
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-03
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008077649696549219
SOLUSDT Premium Index Lower Percentage Threshold: -0.008959857357004703

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 947.000000
mean 1.001583
std 0.149072
min 0.467735
25% 0.924244
50% 0.990060
75% 1.070720
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -34.92 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -72.27 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

START DB Processing: >>> Data from SOLUSDT_MyTradeDGM table.
DGM MySQL/SOLUSDT_1d_SR+MDD_Premium_Index.csv Created.
DGM Sharp Ratio = 0.86
DGM Maximum Drawdown: 2120.10%
DGM Peak Profit: 16100.41%
DGM Drawdown from Peak: 740.38%
DGM SOLUSDT_1d_SR_MDD_Premium_Index in MySQL saved.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.52
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1401.94%
DGM Drawdown from Peak: 1.40%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-04 10:17:07,780 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-04 10:17:07,911 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-04 10:17:07,958 – INFO – Exported FROM 2021-11-11 TO 2024-07-04 Data saved to DB.
2024-07-04 10:17:08,026 – INFO – SOLUSDT PV 1d: [0.74183878 0.85591296 0.98988752 1.16371787 1.32336649].

2024-07-04 10:17:10,481 – INFO – BackTest Trade Message = None
2024-07-04 10:17:10,481 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-04 10:17:07.387624
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-04
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008073255599237675
SOLUSDT Premium Index Lower Percentage Threshold: -0.008955464244532401

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 948.000000
mean 1.001468
std 0.148978
min 0.467735
25% 0.924334
50% 0.989888
75% 1.070102
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -41.95 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -72.27 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.54
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1405.74%
DGM Drawdown from Peak: 0.00%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-05 10:17:07,942 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-05 10:17:08,092 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-05 10:17:08,163 – INFO – Exported FROM 2021-11-11 TO 2024-07-05 Data saved to DB.
2024-07-05 10:17:08,246 – INFO – SOLUSDT PV 1d: [0.74192154 0.85591912 0.98971509 1.16367075 1.3232911 ].

2024-07-05 10:17:10,779 – INFO – BackTest Trade Message = None
2024-07-05 10:17:10,779 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-05 10:17:07.814319
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-05
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008068336814719744
SOLUSDT Premium Index Lower Percentage Threshold: -0.00895156912876933

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 949.000000
mean 1.001318
std 0.148950
min 0.467735
25% 0.923526
50% 0.989715
75% 1.069965
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -45.80 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -72.27 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.56
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1412.23%
DGM Drawdown from Peak: 0.00%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-06 10:17:07,307 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-06 10:17:07,476 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-06 10:17:07,532 – INFO – Exported FROM 2021-11-11 TO 2024-07-06 Data saved to DB.
2024-07-06 10:17:07,600 – INFO – SOLUSDT PV 1d: [0.74200431 0.85592527 0.98960909 1.16362363 1.32321571].

2024-07-06 10:17:10,397 – INFO – BackTest Trade Message = None
2024-07-06 10:17:10,397 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-06 10:17:06.914891
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-06
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008063911462404497
SOLUSDT Premium Index Lower Percentage Threshold: -0.008947230409772917

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 950.000000
mean 1.001332
std 0.148853
min 0.467735
25% 0.924154
50% 0.989609
75% 1.069670
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -43.06 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -72.27 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.53
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1411.15%
DGM Drawdown from Peak: 3.97%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-07 10:17:07,951 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-07 10:17:08,153 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-07 10:17:08,205 – INFO – Exported FROM 2021-11-11 TO 2024-07-07 Data saved to DB.
2024-07-07 10:17:08,270 – INFO – SOLUSDT PV 1d: [0.74208707 0.85593143 0.99005994 1.1635765 1.32314032].

2024-07-07 10:17:10,641 – INFO – BackTest Trade Message = None
2024-07-07 10:17:10,641 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-07 10:17:07.563313
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-07
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008059099486744712
SOLUSDT Premium Index Lower Percentage Threshold: -0.008943269734167392

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 951.000000
mean 1.001429
std 0.148774
min 0.467735
25% 0.924244
50% 0.990060
75% 1.069376
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -39.14 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -72.27 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.54
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1412.60%
DGM Drawdown from Peak: 0.71%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-08 10:17:07,751 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-08 10:17:07,899 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-08 10:17:07,947 – INFO – Exported FROM 2021-11-11 TO 2024-07-08 Data saved to DB.
2024-07-08 10:17:08,022 – INFO – SOLUSDT PV 1d: [0.74216983 0.85593759 0.98960909 1.16347612 1.32306494].

2024-07-08 10:17:10,772 – INFO – BackTest Trade Message = None
2024-07-08 10:17:10,772 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-08 10:17:07.355018
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-08
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008055178891953752
SOLUSDT Premium Index Lower Percentage Threshold: -0.008938444061881662

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 952.000000
mean 1.001284
std 0.148718
min 0.467735
25% 0.924334
50% 0.989609
75% 1.069081
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -44.82 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -72.27 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.58
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1422.75%
DGM Drawdown from Peak: 0.00%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-09 10:17:08,115 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-09 10:17:08,256 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-09 10:17:08,324 – INFO – Exported FROM 2021-11-11 TO 2024-07-09 Data saved to DB.
2024-07-09 10:17:08,398 – INFO – SOLUSDT PV 1d: [0.74225259 0.85594374 0.99005994 1.16337573 1.32298955].

2024-07-09 10:17:11,031 – INFO – BackTest Trade Message = None
2024-07-09 10:17:11,031 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-09 10:17:07.711045
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-09
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.00805141683717311
SOLUSDT Premium Index Lower Percentage Threshold: -0.008933489121123728

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 953.000000
mean 1.001356
std 0.148625
min 0.467735
25% 0.924424
50% 0.990060
75% 1.068786
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -41.05 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -72.27 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.56
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1420.58%
DGM Drawdown from Peak: 0.00%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-10 10:17:08,844 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-10 10:17:08,982 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-10 10:17:09,039 – INFO – Exported FROM 2021-11-11 TO 2024-07-10 Data saved to DB.
2024-07-10 10:17:09,112 – INFO – SOLUSDT PV 1d: [0.74233535 0.8559499 0.99013993 1.16327535 1.32291416].

2024-07-10 10:17:11,618 – INFO – BackTest Trade Message = None
2024-07-10 10:17:11,618 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-10 10:17:08.463485
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-10
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008046975685872886
SOLUSDT Premium Index Lower Percentage Threshold: -0.008929200310744416

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 954.000000
mean 1.001388
std 0.148548
min 0.467735
25% 0.924504
50% 0.990140
75% 1.068782
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -40.12 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -72.27 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.57
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1421.73%
DGM Drawdown from Peak: 0.00%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-11 10:17:07,568 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-11 10:17:07,832 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-11 10:17:07,884 – INFO – Exported FROM 2021-11-11 TO 2024-07-11 Data saved to DB.
2024-07-11 10:17:07,943 – INFO – SOLUSDT PV 1d: [0.74241812 0.85595605 0.99021992 1.16317496 1.32283877].

2024-07-11 10:17:10,037 – INFO – BackTest Trade Message = None
2024-07-11 10:17:10,037 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-11 10:17:07.189823
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-11
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008043071968294308
SOLUSDT Premium Index Lower Percentage Threshold: -0.008924421454947287

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 955.000000
mean 1.001422
std 0.148472
min 0.467735
25% 0.924585
50% 0.990220
75% 1.068778
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -39.17 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -72.27 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.56
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1422.13%
DGM Drawdown from Peak: 0.00%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-12 10:17:07,321 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-12 10:17:07,460 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-12 10:17:07,518 – INFO – Exported FROM 2021-11-11 TO 2024-07-12 Data saved to DB.
2024-07-12 10:17:07,586 – INFO – SOLUSDT PV 1d: [0.74250088 0.85600639 0.98988752 1.16307458 1.32276339].

2024-07-12 10:17:10,120 – INFO – BackTest Trade Message = None
2024-07-12 10:17:10,120 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-12 10:17:06.937237
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-12
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008038802769120994
SOLUSDT Premium Index Lower Percentage Threshold: -0.00891997942553125

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 956.000000
mean 1.001352
std 0.148398
min 0.467735
25% 0.924666
50% 0.989888
75% 1.068774
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -41.70 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -72.85 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.58
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1426.53%
DGM Drawdown from Peak: 0.24%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-13 10:17:08,277 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-13 10:17:08,407 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-13 10:17:08,469 – INFO – Exported FROM 2021-11-11 TO 2024-07-13 Data saved to DB.
2024-07-13 10:17:08,540 – INFO – SOLUSDT PV 1d: [0.74258364 0.85610976 0.99005994 1.1629742 1.322688 ].

2024-07-13 10:17:10,655 – INFO – BackTest Trade Message = None
2024-07-13 10:17:10,656 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-13 10:17:08.158660
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-13
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008034002305620491
SOLUSDT Premium Index Lower Percentage Threshold: -0.008916081014636883

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 957.000000
mean 1.001364
std 0.148319
min 0.467735
25% 0.924746
50% 0.990060
75% 1.068770
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -40.68 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -72.85 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.57
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1426.53%
DGM Drawdown from Peak: 0.00%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-14 10:17:08,246 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-14 10:17:08,510 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-14 10:17:08,561 – INFO – Exported FROM 2021-11-11 TO 2024-07-14 Data saved to DB.
2024-07-14 10:17:08,625 – INFO – SOLUSDT PV 1d: [0.7426664 0.85621312 0.990322 1.16287381 1.32261261].

2024-07-14 10:17:11,144 – INFO – BackTest Trade Message = None
2024-07-14 10:17:11,145 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-14 10:17:07.869537
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-14
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008029609455065728
SOLUSDT Premium Index Lower Percentage Threshold: -0.008911801062025809

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 958.000000
mean 1.001417
std 0.148244
min 0.467735
25% 0.924780
50% 0.990322
75% 1.068640
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -37.99 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -72.85 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.58
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1428.51%
DGM Drawdown from Peak: 0.00%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-15 10:17:07,521 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-15 10:17:07,680 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-15 10:17:07,750 – INFO – Exported FROM 2021-11-11 TO 2024-07-15 Data saved to DB.
2024-07-15 10:17:07,860 – INFO – SOLUSDT PV 1d: [0.74274916 0.85631648 0.99042408 1.16277343 1.32253722].

2024-07-15 10:17:10,812 – INFO – BackTest Trade Message = None
2024-07-15 10:17:10,812 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-15 10:17:07.370694
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-15
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008025046273340492
SOLUSDT Premium Index Lower Percentage Threshold: -0.00890772128356544

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 959.000000
mean 1.001504
std 0.148186
min 0.467735
25% 0.924814
50% 0.990424
75% 1.068510
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -35.42 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -72.85 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.59
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1432.65%
DGM Drawdown from Peak: 0.00%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-16 10:17:08,121 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-16 10:17:08,277 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-16 10:17:08,335 – INFO – Exported FROM 2021-11-11 TO 2024-07-16 Data saved to DB.
2024-07-16 10:17:08,408 – INFO – SOLUSDT PV 1d: [0.74283193 0.85641984 0.99055528 1.16272166 1.32246184].

2024-07-16 10:17:10,955 – INFO – BackTest Trade Message = None
2024-07-16 10:17:10,955 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-16 10:17:07.996630
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-16
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008020924673841637
SOLUSDT Premium Index Lower Percentage Threshold: -0.008903201384771159

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 960.000000
mean 1.001668
std 0.148181
min 0.467735
25% 0.924848
50% 0.990555
75% 1.069081
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -32.51 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -72.85 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.60
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1438.52%
DGM Drawdown from Peak: 1.19%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-17 10:17:07,397 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-17 10:17:07,664 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-17 10:17:07,721 – INFO – Exported FROM 2021-11-11 TO 2024-07-17 Data saved to DB.
2024-07-17 10:17:07,784 – INFO – SOLUSDT PV 1d: [0.74291469 0.8565232 0.99068647 1.16269421 1.32238645].

2024-07-17 10:17:09,936 – INFO – BackTest Trade Message = None
2024-07-17 10:17:09,936 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-17 10:17:07.277227
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-17
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008016560095506876
SOLUSDT Premium Index Lower Percentage Threshold: -0.008898922646527283

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 961.000000
mean 1.001819
std 0.148174
min 0.467735
25% 0.924882
50% 0.990686
75% 1.069965
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -30.63 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -72.85 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.61
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1440.09%
DGM Drawdown from Peak: 0.00%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-18 10:17:08,815 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-18 10:17:08,944 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-18 10:17:08,997 – INFO – Exported FROM 2021-11-11 TO 2024-07-18 Data saved to DB.
2024-07-18 10:17:09,059 – INFO – SOLUSDT PV 1d: [0.74299745 0.85662657 0.99082644 1.16266675 1.32231106].

2024-07-18 10:17:11,303 – INFO – BackTest Trade Message = None
2024-07-18 10:17:11,304 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-18 10:17:08.421173
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-18
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008012160839442027
SOLUSDT Premium Index Lower Percentage Threshold: -0.008894703693672405

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 962.000000
mean 1.001870
std 0.148095
min 0.467735
25% 0.925007
50% 0.990826
75% 1.070377
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -32.45 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -72.85 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.59
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1439.30%
DGM Drawdown from Peak: 1.82%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-19 10:17:08,035 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-19 10:17:08,164 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-19 10:17:08,225 – INFO – Exported FROM 2021-11-11 TO 2024-07-19 Data saved to DB.
2024-07-19 10:17:08,284 – INFO – SOLUSDT PV 1d: [0.74308021 0.85672993 0.99096641 1.1626393 1.32223567].

2024-07-19 10:17:10,674 – INFO – BackTest Trade Message = None
2024-07-19 10:17:10,674 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-19 10:17:07.655523
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-19
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008008007508932638
SOLUSDT Premium Index Lower Percentage Threshold: -0.008890243272680091

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 963.000000
mean 1.001978
std 0.148057
min 0.467735
25% 0.925132
50% 0.990966
75% 1.070720
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -31.72 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -72.85 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

START DB Processing: >>> Data from SOLUSDT_MyTradeDGM table.
DGM MySQL/SOLUSDT_1d_SR+MDD_Premium_Index.csv Created.
DGM Sharp Ratio = 0.86
DGM Maximum Drawdown: 2120.10%
DGM Peak Profit: 16184.71%
DGM Drawdown from Peak: 740.38%
DGM SOLUSDT_1d_SR_MDD_Premium_Index in MySQL saved.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.60
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1439.30%
DGM Drawdown from Peak: 0.71%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-20 10:17:07,534 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-20 10:17:07,669 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-20 10:17:07,732 – INFO – Exported FROM 2021-11-11 TO 2024-07-20 Data saved to DB.
2024-07-20 10:17:07,824 – INFO – SOLUSDT PV 1d: [0.74316297 0.85683329 0.99171828 1.16261184 1.32216028].

2024-07-20 10:17:10,389 – INFO – BackTest Trade Message = None
2024-07-20 10:17:10,389 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-20 10:17:07.140275
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-20
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.008003891133777365
SOLUSDT Premium Index Lower Percentage Threshold: -0.008885769363685807

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 964.000000
mean 1.002208
std 0.148123
min 0.467735
25% 0.925257
50% 0.991718
75% 1.071060
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -26.89 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -72.85 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

START DB Processing: >>> Data from SOLUSDT_MyTradeDGM table.
DGM MySQL/SOLUSDT_1d_SR+MDD_Premium_Index.csv Created.
DGM Sharp Ratio = 0.86
DGM Maximum Drawdown: 2120.10%
DGM Peak Profit: 16184.71%
DGM Drawdown from Peak: 740.38%
DGM SOLUSDT_1d_SR_MDD_Premium_Index in MySQL saved.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.62
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1445.61%
DGM Drawdown from Peak: 0.00%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-21 10:17:07,526 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-21 10:17:07,710 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-21 10:17:07,786 – INFO – Exported FROM 2021-11-11 TO 2024-07-21 Data saved to DB.
2024-07-21 10:17:07,873 – INFO – SOLUSDT PV 1d: [0.74324574 0.85693049 0.99247016 1.16370216 1.3220849 ].

2024-07-21 10:17:10,920 – INFO – BackTest Trade Message = None
2024-07-21 10:17:10,920 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-21 10:17:07.131568
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-21
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.007999582824290778
SOLUSDT Premium Index Lower Percentage Threshold: -0.008881491055998095

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 965.000000
mean 1.002406
std 0.148172
min 0.467735
25% 0.925382
50% 0.992470
75% 1.071461
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -25.30 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -76.20 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

START DB Processing: >>> Data from SOLUSDT_MyTradeDGM table.
DGM MySQL/SOLUSDT_1d_SR+MDD_Premium_Index.csv Created.
DGM Sharp Ratio = 0.86
DGM Maximum Drawdown: 2120.10%
DGM Peak Profit: 16184.71%
DGM Drawdown from Peak: 740.38%
DGM SOLUSDT_1d_SR_MDD_Premium_Index in MySQL saved.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.62
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1447.79%
DGM Drawdown from Peak: 0.00%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-22 10:17:06,873 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-22 10:17:07,064 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-22 10:17:07,117 – INFO – Exported FROM 2021-11-11 TO 2024-07-22 Data saved to DB.
2024-07-22 10:17:07,176 – INFO – SOLUSDT PV 1d: [0.7433285 0.8570169 0.99250236 1.16410466 1.32200951].

2024-07-22 10:17:09,342 – INFO – BackTest Trade Message = None
2024-07-22 10:17:09,343 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-22 10:17:06.501348
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-22
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.00799550571515208
SOLUSDT Premium Index Lower Percentage Threshold: -0.008877014933426193

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 966.000000
mean 1.002685
std 0.148334
min 0.467735
25% 0.925415
50% 0.992502
75% 1.071878
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -22.08 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -77.18 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

START DB Processing: >>> Data from SOLUSDT_MyTradeDGM table.
DGM MySQL/SOLUSDT_1d_SR+MDD_Premium_Index.csv Created.
DGM Sharp Ratio = 0.86
DGM Maximum Drawdown: 2120.10%
DGM Peak Profit: 16184.71%
DGM Drawdown from Peak: 740.38%
DGM SOLUSDT_1d_SR_MDD_Premium_Index in MySQL saved.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.63
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1453.65%
DGM Drawdown from Peak: 1.43%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-23 10:17:08,204 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-23 10:17:08,343 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-23 10:17:08,402 – INFO – Exported FROM 2021-11-11 TO 2024-07-23 Data saved to DB.
2024-07-23 10:17:08,480 – INFO – SOLUSDT PV 1d: [0.74341126 0.85710331 0.99253457 1.16472655 1.32193412].

2024-07-23 10:17:11,312 – INFO – BackTest Trade Message = None
2024-07-23 10:17:11,312 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-23 10:17:07.821808
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-23
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.007991649823934192
SOLUSDT Premium Index Lower Percentage Threshold: -0.008872352541986931

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 967.000000
mean 1.002837
std 0.148327
min 0.467735
25% 0.925449
50% 0.992535
75% 1.072240
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -23.85 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -76.65 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

START DB Processing: >>> Data from SOLUSDT_MyTradeDGM table.
DGM MySQL/SOLUSDT_1d_SR+MDD_Premium_Index.csv Created.
DGM Sharp Ratio = 0.86
DGM Maximum Drawdown: 2120.10%
DGM Peak Profit: 16184.71%
DGM Drawdown from Peak: 740.38%
DGM SOLUSDT_1d_SR_MDD_Premium_Index in MySQL saved.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.62
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1453.65%
DGM Drawdown from Peak: 3.70%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-24 10:17:07,479 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-24 10:17:07,620 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-24 10:17:07,673 – INFO – Exported FROM 2021-11-11 TO 2024-07-24 Data saved to DB.
2024-07-24 10:17:07,740 – INFO – SOLUSDT PV 1d: [0.74350192 0.85718973 0.9926234 1.16395349 1.32187844].

2024-07-24 10:17:10,290 – INFO – BackTest Trade Message = None
2024-07-24 10:17:10,290 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-24 10:17:07.362047
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-24
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.007987069469552343
SOLUSDT Premium Index Lower Percentage Threshold: -0.008868349449288918

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 968.000000
mean 1.002920
std 0.148261
min 0.467735
25% 0.925482
50% 0.992623
75% 1.072681
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -26.57 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -77.38 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

START DB Processing: >>> Data from SOLUSDT_MyTradeDGM table.
DGM MySQL/SOLUSDT_1d_SR+MDD_Premium_Index.csv Created.
DGM Sharp Ratio = 0.86
DGM Maximum Drawdown: 2120.10%
DGM Peak Profit: 16184.71%
DGM Drawdown from Peak: 740.38%
DGM SOLUSDT_1d_SR_MDD_Premium_Index in MySQL saved.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.60
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1453.65%
DGM Drawdown from Peak: 7.28%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-25 10:17:08,901 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-25 10:17:09,221 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-25 10:17:09,314 – INFO – Exported FROM 2021-11-11 TO 2024-07-25 Data saved to DB.
2024-07-25 10:17:09,420 – INFO – SOLUSDT PV 1d: [0.74360839 0.85727614 0.99271223 1.16390636 1.32186216].

2024-07-25 10:17:12,109 – INFO – BackTest Trade Message = None
2024-07-25 10:17:12,109 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-25 10:17:08.512348
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-25
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.007982788695480404
SOLUSDT Premium Index Lower Percentage Threshold: -0.008864098958638298

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 969.000000
mean 1.003073
std 0.148262
min 0.467735
25% 0.925516
50% 0.992712
75% 1.073337
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -25.55 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -77.69 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

START DB Processing: >>> Data from SOLUSDT_MyTradeDGM table.
DGM MySQL/SOLUSDT_1d_SR+MDD_Premium_Index.csv Created.
DGM Sharp Ratio = 0.86
DGM Maximum Drawdown: 2120.10%
DGM Peak Profit: 16184.71%
DGM Drawdown from Peak: 740.38%
DGM SOLUSDT_1d_SR_MDD_Premium_Index in MySQL saved.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.60
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1453.65%
DGM Drawdown from Peak: 5.83%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-26 10:17:07,592 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-26 10:17:07,725 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-26 10:17:07,773 – INFO – Exported FROM 2021-11-11 TO 2024-07-26 Data saved to DB.
2024-07-26 10:17:07,835 – INFO – SOLUSDT PV 1d: [0.74371485 0.85736255 0.99284702 1.16385924 1.32184588].

2024-07-26 10:17:10,150 – INFO – BackTest Trade Message = None
2024-07-26 10:17:10,150 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-26 10:17:07.208603
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-26
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.00797833180159629
SOLUSDT Premium Index Lower Percentage Threshold: -0.00886004785821914

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 970.000000
mean 1.003166
std 0.148214
min 0.467735
25% 0.925672
50% 0.992847
75% 1.073611
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -25.26 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -77.77 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

START DB Processing: >>> Data from SOLUSDT_MyTradeDGM table.
DGM MySQL/SOLUSDT_1d_SR+MDD_Premium_Index.csv Created.
DGM Sharp Ratio = 0.86
DGM Maximum Drawdown: 2120.10%
DGM Peak Profit: 16184.71%
DGM Drawdown from Peak: 740.38%
DGM SOLUSDT_1d_SR_MDD_Premium_Index in MySQL saved.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.60
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1453.65%
DGM Drawdown from Peak: 5.39%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-27 10:17:07,190 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-27 10:17:07,382 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-27 10:17:07,435 – INFO – Exported FROM 2021-11-11 TO 2024-07-27 Data saved to DB.
2024-07-27 10:17:07,497 – INFO – SOLUSDT PV 1d: [0.74382132 0.85744897 0.99298182 1.16381212 1.3218296 ].

2024-07-27 10:17:09,680 – INFO – BackTest Trade Message = None
2024-07-27 10:17:09,680 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-27 10:17:06.809137
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-27
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.007974371948262383
SOLUSDT Premium Index Lower Percentage Threshold: -0.00885551265533309

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 971.000000
mean 1.003348
std 0.148237
min 0.467735
25% 0.925829
50% 0.992982
75% 1.074227
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -22.27 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -78.63 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

START DB Processing: >>> Data from SOLUSDT_MyTradeDGM table.
DGM MySQL/SOLUSDT_1d_SR+MDD_Premium_Index.csv Created.
DGM Sharp Ratio = 0.86
DGM Maximum Drawdown: 2120.10%
DGM Peak Profit: 16184.71%
DGM Drawdown from Peak: 740.38%
DGM SOLUSDT_1d_SR_MDD_Premium_Index in MySQL saved.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.61
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1453.65%
DGM Drawdown from Peak: 1.27%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-28 10:17:07,252 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-28 10:17:07,407 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-28 10:17:07,480 – INFO – Exported FROM 2021-11-11 TO 2024-07-28 Data saved to DB.
2024-07-28 10:17:07,560 – INFO – SOLUSDT PV 1d: [0.74392778 0.85753538 0.99338679 1.16376499 1.32181332].

2024-07-28 10:17:10,142 – INFO – BackTest Trade Message = None
2024-07-28 10:17:10,142 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-28 10:17:06.852522
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-28
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.007970060771211807
SOLUSDT Premium Index Lower Percentage Threshold: -0.008851329186953482

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 972.000000
mean 1.003501
std 0.148236
min 0.467735
25% 0.925986
50% 0.993387
75% 1.075076
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -20.45 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -79.12 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

START DB Processing: >>> Data from SOLUSDT_MyTradeDGM table.
DGM MySQL/SOLUSDT_1d_SR+MDD_Premium_Index.csv Created.
DGM Sharp Ratio = 0.86
DGM Maximum Drawdown: 2120.10%
DGM Peak Profit: 16184.71%
DGM Drawdown from Peak: 740.38%
DGM SOLUSDT_1d_SR_MDD_Premium_Index in MySQL saved.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.62
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1454.69%
DGM Drawdown from Peak: 0.00%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-29 10:17:09,441 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-29 10:17:09,605 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-29 10:17:09,675 – INFO – Exported FROM 2021-11-11 TO 2024-07-29 Data saved to DB.
2024-07-29 10:17:09,792 – INFO – SOLUSDT PV 1d: [0.74403425 0.85762179 0.99379176 1.16371787 1.32179704].

2024-07-29 10:17:12,260 – INFO – BackTest Trade Message = None
2024-07-29 10:17:12,260 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-29 10:17:09.034235
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-29
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.007965741615553487
SOLUSDT Premium Index Lower Percentage Threshold: -0.00884717240184381

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 973.000000
mean 1.003637
std 0.148221
min 0.467735
25% 0.926143
50% 0.993792
75% 1.076045
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -19.14 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -79.45 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

START DB Processing: >>> Data from SOLUSDT_MyTradeDGM table.
DGM MySQL/SOLUSDT_1d_SR+MDD_Premium_Index.csv Created.
DGM Sharp Ratio = 0.86
DGM Maximum Drawdown: 2120.10%
DGM Peak Profit: 16184.71%
DGM Drawdown from Peak: 740.38%
DGM SOLUSDT_1d_SR_MDD_Premium_Index in MySQL saved.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.62
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1456.34%
DGM Drawdown from Peak: 0.00%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-30 10:17:07,918 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-30 10:17:08,057 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-30 10:17:08,116 – INFO – Exported FROM 2021-11-11 TO 2024-07-30 Data saved to DB.
2024-07-30 10:17:08,203 – INFO – SOLUSDT PV 1d: [0.74414071 0.8577138 0.99395345 1.16367075 1.32178076].

2024-07-30 10:17:11,111 – INFO – BackTest Trade Message = None
2024-07-30 10:17:11,111 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-30 10:17:07.511512
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-30
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.007961654502546796
SOLUSDT Premium Index Lower Percentage Threshold: -0.00884279897384589

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 974.000000
mean 1.003679
std 0.148136
min 0.467735
25% 0.926151
50% 0.993953
75% 1.076443
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -22.68 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -77.79 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

START DB Processing: >>> Data from SOLUSDT_MyTradeDGM table.
DGM MySQL/SOLUSDT_1d_SR+MDD_Premium_Index.csv Created.
DGM Sharp Ratio = 0.86
DGM Maximum Drawdown: 2120.10%
DGM Peak Profit: 16184.71%
DGM Drawdown from Peak: 740.38%
DGM SOLUSDT_1d_SR_MDD_Premium_Index in MySQL saved.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.60
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1454.28%
DGM Drawdown from Peak: 2.42%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-07-31 10:17:08,082 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-07-31 10:17:08,333 – INFO – All data downloaded successfully from binance: v3/klines.
2024-07-31 10:17:08,392 – INFO – Exported FROM 2021-11-11 TO 2024-07-31 Data saved to DB.
2024-07-31 10:17:08,462 – INFO – SOLUSDT PV 1d: [0.74424718 0.85782071 0.99411513 1.16362363 1.32176449].

2024-07-31 10:17:11,281 – INFO – BackTest Trade Message = None
2024-07-31 10:17:11,281 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-07-31 10:17:07.627683
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-07-31
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.007957408623275198
SOLUSDT Premium Index Lower Percentage Threshold: -0.00883859131945226

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 975.000000
mean 1.003740
std 0.148071
min 0.467735
25% 0.926159
50% 0.994115
75% 1.075399
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -22.30 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -77.90 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

START DB Processing: >>> Data from SOLUSDT_MyTradeDGM table.
DGM MySQL/SOLUSDT_1d_SR+MDD_Premium_Index.csv Created.
DGM Sharp Ratio = 0.86
DGM Maximum Drawdown: 2120.10%
DGM Peak Profit: 16184.71%
DGM Drawdown from Peak: 740.38%
DGM SOLUSDT_1d_SR_MDD_Premium_Index in MySQL saved.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.60
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1454.28%
DGM Drawdown from Peak: 1.91%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

2024-08-01 10:17:07,740 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-08-01 10:17:07,895 – INFO – All data downloaded successfully from binance: v3/klines.
2024-08-01 10:17:07,952 – INFO – Exported FROM 2021-11-11 TO 2024-08-01 Data saved to DB.
2024-08-01 10:17:08,025 – INFO – SOLUSDT PV 1d: [0.74435364 0.85792762 0.99418674 1.1635765 1.32174821].

2024-08-01 10:17:10,491 – INFO – BackTest Trade Message = None
2024-08-01 10:17:10,492 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-08-01 10:17:07.603785
START: 1d SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-08-01
END: 1d SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.00795365655675892
SOLUSDT Premium Index Lower Percentage Threshold: -0.008833926828115703

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 976.000000
mean 1.003685
std 0.147981
min 0.467735
25% 0.926166
50% 0.994187
75% 1.075076
max 1.781305
Name: Ratio, dtype: float64
DGM: SOLUSDT 1d Buy & Hold Startegy Returns: -26.66 % .
DGM: SOLUSDT 1d Mean Reversion Startegy Returns: -77.01 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 1d SOLUSDT GetDataProcess Completed.

START DB Processing: >>> Data from SOLUSDT_MyTradeDGM table.
DGM MySQL/SOLUSDT_1d_SR+MDD_Premium_Index.csv Created.
DGM Sharp Ratio = 0.86
DGM Maximum Drawdown: 2120.10%
DGM Peak Profit: 16184.71%
DGM Drawdown from Peak: 740.38%
DGM SOLUSDT_1d_SR_MDD_Premium_Index in MySQL saved.

DGM MySQL/SOLUSDT_1d_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.59
DGM Maximum Drawdown: 28.97%
DGM Peak Profit: 1454.28%
DGM Drawdown from Peak: 3.13%
DGM SOLUSDT_1d_SR_MDD_Klines in MySQL saved.

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