Solana (SOL) 6 Hrs Premium Index & KLines

August 4, 2024August 4, 2024 DGM

What Can You Learn From 6 Hours Data Compiled? Any Comments?

2024-08-01 06:00:10,051 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-08-01 06:00:10,774 – INFO – All data downloaded successfully from binance: v3/klines.
2024-08-01 06:00:10,844 – INFO – Exported FROM 2021-11-11 TO 2024-08-01 Data saved to DB.
2024-08-01 06:00:11,076 – INFO – SOLUSDT PV 6h: [0.88098586 0.93132346 0.9967283 1.07284496 1.13574958].

2024-08-01 06:00:14,261 – INFO – BackTest Trade Message = None
2024-08-01 06:00:14,261 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-08-01 06:00:08.212403
START: 6h SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-08-01
END: 6h SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.0072209059025512105
SOLUSDT Premium Index Lower Percentage Threshold: -0.008044140610800707

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 3957.000000
mean 1.000577
std 0.069767
min 0.484340
25% 0.962650
50% 0.996728
75% 1.038627
max 1.416029
Name: Ratio, dtype: float64
DGM: SOLUSDT 6h Buy & Hold Startegy Returns: -28.45 % .
DGM: SOLUSDT 6h Mean Reversion Startegy Returns: -69.70 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 6h SOLUSDT GetDataProcess Completed.

START DB Processing: >>> Data from SOLUSDT_MyTradeDGM table.
DGM MySQL/SOLUSDT_6h_SR+MDD_Premium_Index.csv Created.
DGM Sharp Ratio = 0.42
DGM Maximum Drawdown: 3211.31%
DGM Peak Profit: 7657.92%
DGM Drawdown from Peak: 820.75%
DGM SOLUSDT_6h_SR_MDD_Premium_Index in MySQL saved.

DGM MySQL/SOLUSDT_6h_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.15
DGM Maximum Drawdown: 27.52%
DGM Peak Profit: 2664.23%
DGM Drawdown from Peak: 0.00%
DGM SOLUSDT_6h_SR_MDD_Klines in MySQL saved.

2024-08-01 12:00:08,748 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-08-01 12:00:09,312 – INFO – All data downloaded successfully from binance: v3/klines.
2024-08-01 12:00:09,451 – INFO – Exported FROM 2021-11-11 TO 2024-08-01 Data saved to DB.
2024-08-01 12:00:09,664 – INFO – SOLUSDT PV 6h: [0.88100913 0.93121023 0.99672245 1.07283631 1.13574182].

2024-08-01 12:00:12,645 – INFO – BackTest Trade Message = None
2024-08-01 12:00:12,645 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-08-01 12:00:08.170644
START: 6h SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-08-01
END: 6h SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.007220081668861283
SOLUSDT Premium Index Lower Percentage Threshold: -0.008043051611028746

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 3958.000000
mean 1.000555
std 0.069771
min 0.484340
25% 0.962650
50% 0.996722
75% 1.038622
max 1.416029
Name: Ratio, dtype: float64
DGM: SOLUSDT 6h Buy & Hold Startegy Returns: -30.58 % .
DGM: SOLUSDT 6h Mean Reversion Startegy Returns: -69.42 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 6h SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_6h_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.15
DGM Maximum Drawdown: 27.52%
DGM Peak Profit: 2667.19%
DGM Drawdown from Peak: 0.00%
DGM SOLUSDT_6h_SR_MDD_Klines in MySQL saved.

2024-08-01 18:00:10,482 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-08-01 18:00:11,432 – INFO – All data downloaded successfully from binance: v3/klines.
2024-08-01 18:00:11,571 – INFO – Exported FROM 2021-11-11 TO 2024-08-01 Data saved to DB.
2024-08-01 18:00:11,859 – INFO – SOLUSDT PV 6h: [0.88103239 0.93117052 0.99671661 1.07282766 1.13573406].

2024-08-01 18:00:15,826 – INFO – BackTest Trade Message = None
2024-08-01 18:00:15,826 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-08-01 18:00:08.557896
START: 6h SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-08-01
END: 6h SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.007219153218775255
SOLUSDT Premium Index Lower Percentage Threshold: -0.008042062570208135

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 3959.000000
mean 1.000537
std 0.069771
min 0.484340
25% 0.962609
50% 0.996717
75% 1.038617
max 1.416029
Name: Ratio, dtype: float64
DGM: SOLUSDT 6h Buy & Hold Startegy Returns: -30.74 % .
DGM: SOLUSDT 6h Mean Reversion Startegy Returns: -68.73 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 6h SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_6h_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.15
DGM Maximum Drawdown: 27.52%
DGM Peak Profit: 2667.42%
DGM Drawdown from Peak: 0.00%
DGM SOLUSDT_6h_SR_MDD_Klines in MySQL saved.

2024-08-02 00:00:14,534 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-08-02 00:00:15,557 – INFO – All data downloaded successfully from binance: v3/klines.
2024-08-02 00:00:15,790 – INFO – Exported FROM 2021-11-11 TO 2024-08-02 Data saved to DB.
2024-08-02 00:00:16,536 – INFO – SOLUSDT PV 6h: [0.88105565 0.93117098 0.99670195 1.07282015 1.1357263 ].

2024-08-02 00:00:25,504 – INFO – BackTest Trade Message = None
2024-08-02 00:00:25,504 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-08-02 00:00:12.882133
START: 6h SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-08-02
END: 6h SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.007218061969120813
SOLUSDT Premium Index Lower Percentage Threshold: -0.008041243376509605

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 3960.000000
mean 1.000513
std 0.069779
min 0.484340
25% 0.962556
50% 0.996702
75% 1.038613
max 1.416029
Name: Ratio, dtype: float64
DGM: SOLUSDT 6h Buy & Hold Startegy Returns: -33.11 % .
DGM: SOLUSDT 6h Mean Reversion Startegy Returns: -68.47 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 6h SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_6h_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.16
DGM Maximum Drawdown: 27.52%
DGM Peak Profit: 2670.80%
DGM Drawdown from Peak: 0.00%
DGM SOLUSDT_6h_SR_MDD_Klines in MySQL saved.

2024-08-02 06:00:12,777 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-08-02 06:00:13,543 – INFO – All data downloaded successfully from binance: v3/klines.
2024-08-02 06:00:13,757 – INFO – Exported FROM 2021-11-11 TO 2024-08-02 Data saved to DB.
2024-08-02 06:00:14,385 – INFO – SOLUSDT PV 6h: [0.88107891 0.93111353 0.99668729 1.07281322 1.13571853].

2024-08-02 06:00:19,704 – INFO – BackTest Trade Message = None
2024-08-02 06:00:19,704 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-08-02 06:00:11.417728
START: 6h SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-08-02
END: 6h SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.007217183547297061
SOLUSDT Premium Index Lower Percentage Threshold: -0.008040198240764398

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 3961.000000
mean 1.000494
std 0.069780
min 0.484340
25% 0.962522
50% 0.996687
75% 1.038608
max 1.416029
Name: Ratio, dtype: float64
DGM: SOLUSDT 6h Buy & Hold Startegy Returns: -31.46 % .
DGM: SOLUSDT 6h Mean Reversion Startegy Returns: -67.30 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 6h SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_6h_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.15
DGM Maximum Drawdown: 27.52%
DGM Peak Profit: 2670.96%
DGM Drawdown from Peak: 2.64%
DGM SOLUSDT_6h_SR_MDD_Klines in MySQL saved.

2024-08-02 12:00:08,683 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-08-02 12:00:09,600 – INFO – All data downloaded successfully from binance: v3/klines.
2024-08-02 12:00:09,711 – INFO – Exported FROM 2021-11-11 TO 2024-08-02 Data saved to DB.
2024-08-02 12:00:09,936 – INFO – SOLUSDT PV 6h: [0.88110217 0.93104353 0.99668066 1.07280628 1.13571077].

2024-08-02 12:00:13,360 – INFO – BackTest Trade Message = None
2024-08-02 12:00:13,360 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-08-02 12:00:07.208709
START: 6h SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-08-02
END: 6h SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.007216192070764978
SOLUSDT Premium Index Lower Percentage Threshold: -0.008039277602038528

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 3962.000000
mean 1.000475
std 0.069782
min 0.484340
25% 0.962502
50% 0.996681
75% 1.038593
max 1.416029
Name: Ratio, dtype: float64
DGM: SOLUSDT 6h Buy & Hold Startegy Returns: -32.36 % .
DGM: SOLUSDT 6h Mean Reversion Startegy Returns: -67.13 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 6h SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_6h_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.15
DGM Maximum Drawdown: 27.52%
DGM Peak Profit: 2670.96%
DGM Drawdown from Peak: 1.33%
DGM SOLUSDT_6h_SR_MDD_Klines in MySQL saved.

2024-08-02 18:00:10,725 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-08-02 18:00:11,447 – INFO – All data downloaded successfully from binance: v3/klines.
2024-08-02 18:00:11,552 – INFO – Exported FROM 2021-11-11 TO 2024-08-02 Data saved to DB.
2024-08-02 18:00:11,743 – INFO – SOLUSDT PV 6h: [0.88112543 0.93101239 0.99667404 1.07279935 1.13570301].

2024-08-02 18:00:14,576 – INFO – BackTest Trade Message = None
2024-08-02 18:00:14,576 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-08-02 18:00:08.922542
START: 6h SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-08-02
END: 6h SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.00721524320661177
SOLUSDT Premium Index Lower Percentage Threshold: -0.008038313166430956

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 3963.000000
mean 1.000453
std 0.069788
min 0.484340
25% 0.962495
50% 0.996674
75% 1.038579
max 1.416029
Name: Ratio, dtype: float64
DGM: SOLUSDT 6h Buy & Hold Startegy Returns: -32.48 % .
DGM: SOLUSDT 6h Mean Reversion Startegy Returns: -67.82 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 6h SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_6h_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.15
DGM Maximum Drawdown: 27.52%
DGM Peak Profit: 2670.96%
DGM Drawdown from Peak: 1.20%
DGM SOLUSDT_6h_SR_MDD_Klines in MySQL saved.

2024-08-03 00:00:10,679 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-08-03 00:00:11,484 – INFO – All data downloaded successfully from binance: v3/klines.
2024-08-03 00:00:11,669 – INFO – Exported FROM 2021-11-11 TO 2024-08-03 Data saved to DB.
2024-08-03 00:00:12,145 – INFO – SOLUSDT PV 6h: [0.88114869 0.93091015 0.99665241 1.07279241 1.13569525].

2024-08-03 00:00:16,636 – INFO – BackTest Trade Message = None
2024-08-03 00:00:16,636 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-08-03 00:00:09.499847
START: 6h SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-08-03
END: 6h SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.007214182899028989
SOLUSDT Premium Index Lower Percentage Threshold: -0.008037479258556983

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 3964.000000
mean 1.000425
std 0.069801
min 0.484340
25% 0.962493
50% 0.996652
75% 1.038564
max 1.416029
Name: Ratio, dtype: float64
DGM: SOLUSDT 6h Buy & Hold Startegy Returns: -35.53 % .
DGM: SOLUSDT 6h Mean Reversion Startegy Returns: -69.06 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 6h SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_6h_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.16
DGM Maximum Drawdown: 27.52%
DGM Peak Profit: 2674.26%
DGM Drawdown from Peak: 0.00%
DGM SOLUSDT_6h_SR_MDD_Klines in MySQL saved.

2024-08-03 06:00:10,164 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-08-03 06:00:10,766 – INFO – All data downloaded successfully from binance: v3/klines.
2024-08-03 06:00:10,887 – INFO – Exported FROM 2021-11-11 TO 2024-08-03 Data saved to DB.
2024-08-03 06:00:11,087 – INFO – SOLUSDT PV 6h: [0.88038737 0.930656 0.99663078 1.07278548 1.13568749].

2024-08-03 06:00:14,032 – INFO – BackTest Trade Message = None
2024-08-03 06:00:14,032 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-08-03 06:00:08.753235
START: 6h SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-08-03
END: 6h SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.007213353195185956
SOLUSDT Premium Index Lower Percentage Threshold: -0.008036377994382744

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 3965.000000
mean 1.000393
std 0.069822
min 0.484340
25% 0.962488
50% 0.996631
75% 1.038550
max 1.416029
Name: Ratio, dtype: float64
DGM: SOLUSDT 6h Buy & Hold Startegy Returns: -36.40 % .
DGM: SOLUSDT 6h Mean Reversion Startegy Returns: -67.22 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 6h SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_6h_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.16
DGM Maximum Drawdown: 27.52%
DGM Peak Profit: 2675.60%
DGM Drawdown from Peak: 0.05%
DGM SOLUSDT_6h_SR_MDD_Klines in MySQL saved.

2024-08-03 12:00:11,478 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-08-03 12:00:12,191 – INFO – All data downloaded successfully from binance: v3/klines.
2024-08-03 12:00:12,319 – INFO – Exported FROM 2021-11-11 TO 2024-08-03 Data saved to DB.
2024-08-03 12:00:12,539 – INFO – SOLUSDT PV 6h: [0.87954112 0.93054432 0.99662946 1.07277854 1.13567972].

2024-08-03 12:00:15,988 – INFO – BackTest Trade Message = None
2024-08-03 12:00:15,988 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-08-03 12:00:09.640006
START: 6h SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-08-03
END: 6h SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.0072124805763274825
SOLUSDT Premium Index Lower Percentage Threshold: -0.008035336787117948

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 3966.000000
mean 1.000362
std 0.069839
min 0.484340
25% 0.962469
50% 0.996629
75% 1.038532
max 1.416029
Name: Ratio, dtype: float64
DGM: SOLUSDT 6h Buy & Hold Startegy Returns: -36.80 % .
DGM: SOLUSDT 6h Mean Reversion Startegy Returns: -67.54 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 6h SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_6h_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.16
DGM Maximum Drawdown: 27.52%
DGM Peak Profit: 2676.68%
DGM Drawdown from Peak: 0.50%
DGM SOLUSDT_6h_SR_MDD_Klines in MySQL saved.

2024-08-03 18:00:11,239 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-08-03 18:00:11,818 – INFO – All data downloaded successfully from binance: v3/klines.
2024-08-03 18:00:11,941 – INFO – Exported FROM 2021-11-11 TO 2024-08-03 Data saved to DB.
2024-08-03 18:00:12,181 – INFO – SOLUSDT PV 6h: [0.87955735 0.93046298 0.99662813 1.07277161 1.13567196].

2024-08-03 18:00:15,585 – INFO – BackTest Trade Message = None
2024-08-03 18:00:15,585 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-08-03 18:00:09.410489
START: 6h SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-08-03
END: 6h SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.007211523931479299
SOLUSDT Premium Index Lower Percentage Threshold: -0.008034382927967007

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 3967.000000
mean 1.000331
std 0.069858
min 0.484340
25% 0.962458
50% 0.996628
75% 1.038515
max 1.416029
Name: Ratio, dtype: float64
DGM: SOLUSDT 6h Buy & Hold Startegy Returns: -37.86 % .
DGM: SOLUSDT 6h Mean Reversion Startegy Returns: -68.35 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 6h SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_6h_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.16
DGM Maximum Drawdown: 27.52%
DGM Peak Profit: 2677.87%
DGM Drawdown from Peak: 0.00%
DGM SOLUSDT_6h_SR_MDD_Klines in MySQL saved.

2024-08-04 00:00:10,789 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-08-04 00:00:11,680 – INFO – All data downloaded successfully from binance: v3/klines.
2024-08-04 00:00:11,822 – INFO – Exported FROM 2021-11-11 TO 2024-08-04 Data saved to DB.
2024-08-04 00:00:12,174 – INFO – SOLUSDT PV 6h: [0.87903231 0.9303129 0.99662129 1.07276626 1.13566641].

2024-08-04 00:00:17,104 – INFO – BackTest Trade Message = None
2024-08-04 00:00:17,104 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-08-04 00:00:08.931533
START: 6h SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-08-04
END: 6h SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.007210599539559515
SOLUSDT Premium Index Lower Percentage Threshold: -0.008033396911016752

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 3968.000000
mean 1.000300
std 0.069878
min 0.484340
25% 0.962454
50% 0.996621
75% 1.038497
max 1.416029
Name: Ratio, dtype: float64
DGM: SOLUSDT 6h Buy & Hold Startegy Returns: -39.80 % .
DGM: SOLUSDT 6h Mean Reversion Startegy Returns: -69.12 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 6h SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_6h_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.16
DGM Maximum Drawdown: 27.52%
DGM Peak Profit: 2680.96%
DGM Drawdown from Peak: 0.00%
DGM SOLUSDT_6h_SR_MDD_Klines in MySQL saved.

2024-08-04 06:00:09,877 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-08-04 06:00:10,452 – INFO – All data downloaded successfully from binance: v3/klines.
2024-08-04 06:00:10,572 – INFO – Exported FROM 2021-11-11 TO 2024-08-04 Data saved to DB.
2024-08-04 06:00:10,879 – INFO – SOLUSDT PV 6h: [0.87898841 0.93022589 0.99661445 1.0727641 1.13566527].

2024-08-04 06:00:14,415 – INFO – BackTest Trade Message = None
2024-08-04 06:00:14,416 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-08-04 06:00:08.093029
START: 6h SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-08-04
END: 6h SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.007209641256903204
SOLUSDT Premium Index Lower Percentage Threshold: -0.008032443067334498

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 3969.000000
mean 1.000258
std 0.069917
min 0.484340
25% 0.962454
50% 0.996614
75% 1.038480
max 1.416029
Name: Ratio, dtype: float64
DGM: SOLUSDT 6h Buy & Hold Startegy Returns: -41.26 % .
DGM: SOLUSDT 6h Mean Reversion Startegy Returns: -69.59 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 6h SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_6h_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.17
DGM Maximum Drawdown: 27.52%
DGM Peak Profit: 2683.45%
DGM Drawdown from Peak: 0.18%
DGM SOLUSDT_6h_SR_MDD_Klines in MySQL saved.

2024-08-04 12:00:10,571 – INFO – All data downloaded successfully from binance: v1/premiumIndexKlines.
2024-08-04 12:00:11,572 – INFO – All data downloaded successfully from binance: v3/klines.
2024-08-04 12:00:11,706 – INFO – Exported FROM 2021-11-11 TO 2024-08-04 Data saved to DB.
2024-08-04 12:00:11,951 – INFO – SOLUSDT PV 6h: [0.87781048 0.93017272 0.9966122 1.07276194 1.13566413].

2024-08-04 12:00:15,684 – INFO – BackTest Trade Message = None
2024-08-04 12:00:15,684 – INFO – BackTest Trade Price (Qty: 0.2) = 0
DGM Class Start Date and Time now is 2024-08-04 12:00:09.425037
START: 6h SOLUSDT OHLC-data from 2021-11-11 00:00:00 until 2024-08-04
END: 6h SOLUSDT DB Processed & Saved.

START DB Processing: >>> Data from SOLUSDT_QuantMeanReversion table.
SOLUSDT Premium Index Upper Percentage Threshold: 0.00720868376253267
SOLUSDT Premium Index Lower Percentage Threshold: -0.008031493017985164

START DB Processing: >>> Data from SOLUSDT_QuantTrending table.
count 3970.000000
mean 1.000227
std 0.069936
min 0.484340
25% 0.962432
50% 0.996612
75% 1.038473
max 1.416029
Name: Ratio, dtype: float64
DGM: SOLUSDT 6h Buy & Hold Startegy Returns: -40.61 % .
DGM: SOLUSDT 6h Mean Reversion Startegy Returns: -68.48 % .
Data processed and saved to SOLUSDT_MyTradeDGM table.
END: 6h SOLUSDT GetDataProcess Completed.

DGM MySQL/SOLUSDT_6h_SR+MDD_Klines.csv Created.
DGM Sharp Ratio = 5.16
DGM Maximum Drawdown: 27.52%
DGM Peak Profit: 2683.45%
DGM Drawdown from Peak: 1.28%
DGM SOLUSDT_6h_SR_MDD_Klines in MySQL saved.

Solana (SOL) Daily Premium Index & KLines

August 1, 2024August 4, 2024 DGM

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.

AI Trading: Mean Reversion Strategies Explained

July 30, 2024July 30, 2024 DGM

Did you know a Z-score above 1.5 or below -1.5 could mean a trading chance in mean reversion strategies? Quantitative analysts use mean reversion a lot in their trading algorithms. In finance, mean reversion is key. It leads to many investment strategies, like stock trading and options pricing.

Mean reversion means asset prices, earnings, or other financial things will go back to their usual levels over time. If an asset’s price is lower than its past average, it’s a good buy. If it’s higher, it’s likely to drop. Traders make money by betting on these price changes.

Many trading strategies use mean reversion, like statistical arbitrage and pairs trading. For instance, AI in algorithmic trading uses mean reversion to spot and use price differences in financial assets.

Key Takeaways

Mean reversion is a key idea in finance. It says asset prices and earnings will return to their past averages over time.
Quantitative analysts and algorithmic traders use mean reversion to find and profit from price differences in financial assets.
Mean reversion works better in markets that don’t trend much and less in trending markets.
Tools like moving averages and Bollinger Bands help spot mean reversion signals.
For mean reversion trading, knowing about stationarity and cointegration is key.

What is Mean Reversion?

Mean reversion is a key idea in finance. It says that asset prices and returns will move back to their long-term average over time. This idea is based on the idea that big price changes are hard to keep up, and markets tend to fix these big changes. Traders use mean reversion strategies to make money as prices go back to normal.

At its heart, mean reversion looks at the gap between a security’s market value and its true value. This is especially true for high-risk, small companies that could see their prices change a lot. By spotting these big changes and waiting for them to fix, traders can make profits.

Mean Reversion Theory and Its Applications

The mean reversion theory is widely studied and used in finance. Sir Francis Galton first talked about it in the 19th century, and now it’s a key idea in trading. Traders use tools like moving averages and Bollinger Bands to find chances for mean reversion.

For example, big moves away from the mean with Bollinger Bands can mean a price change is coming. RSI over 70 means a stock might be too high, and under 30 means it’s too low, both good times for mean reversion. Moving averages help spot when a stock is too high or too low, which is key for mean reversion.

The MACD indicator also helps spot mean reversion chances, with big differences between lines showing a good time to trade. There are even special tools like the Mean Reversion Indicator (MRI) for traders focused on mean reversion.

Mean reversion trading works well in markets that don’t move much, using short-term price changes to make money. By using these short-term changes, traders aim to profit as prices return to normal.

Key Findings from Research	Significance
74% of stocks in the Korea Composite Stock Price Index (KOSPI) and Korea Securities Dealers Automated Quotation (KOSDAQ) have positive and significant contemporaneous correlation with stock returns.	This shows a strong chance for mean reversion in many stocks, making mean reversion strategies relevant and useful.
11% of stocks have negative contemporaneous correlation with stock returns at the 10% significance level.	This means a few stocks act differently, showing mean aversion, which can be tricky for mean reversion trading.
Stocks show mean aversion behavior in the first half of the sample, with all variance ratios (VRs) greater than 1. In the second half of the sample, stock returns show mean reversion with VRs of CCRV-orthogonalized returns always greater than original returns.	This shows mean reversion is more common in the second half, highlighting the changing nature of markets and the need to adapt strategies.

Mean reversion in finance is very important for investment strategies, offering traders a way to make money from prices going back to normal. By understanding and using mean reversion, traders can improve their trading methods in the changing financial markets.

Use of Mean Reversion by Traders

Investors use mean reversion strategies to make money when asset prices are far from their usual levels. They believe prices will go back to their average over time. Traders look at Z-scores to see how much an asset’s price has changed from its average. A Z-score above 1.5 or below -1.5 could mean a good time to trade.

Statistical Analysis for Mean Reversion

Statistical analysis is key in mean reversion trading. Traders use tools to find chances to profit from mean reversion. The Efficient Market Hypothesis (EMH) says it’s hard to beat the market because prices already reflect all known info.

Pairs Trading and Mean Reversion

Mean reversion is big in pairs trading. Here, investors pick two related assets and buy the cheaper one and sell the pricier one when they’re out of balance. This works well in the forex market, where traders bet on currency pairs returning to their usual price relationship.

Traders can mix mean reversion with other strategies to catch different market trends. Believing in mean reversion can help achieve trading goals, but it varies by trader. However, mean reversion might not work fast, as markets can take time to correct, making it bad for very short-term trading.

To control risk, traders set stop-loss orders to stop big losses from bad trades. Mean reversion systems also use indicators like Simple Moving Averages and Bollinger Bands to spot good trading chances.

Algorithmic trading can automate mean reversion, making trades based on set rules. This method helps traders take advantage of mean reversion chances in a systematic way.

“Successful investors using mean reversion have made money during market ups and downs, like after the 2008 financial crisis or the 2020 pandemic crash.”

In summary, mean reversion strategies are a strong tool for traders in the financial markets. By grasping the basics and using stats, traders can spot and profit from mean reversion chances across different assets and time frames.

Calculating Mean Reversion

Understanding how an asset’s price moves is key to mean reversion. It’s about analyzing past prices to see how much it has changed from its usual level.

First, collect the asset’s past prices. Then, find the average price over time. Next, see how each price differs from the average and figure out the standard deviation to gauge volatility.

Next, calculate a Z-score to see how far each price is from the mean. If the Z-score is over 1.5 or 2, the asset might be too high. If it’s under -1.5 or -2, it could be too low.

Metric	Calculation	Interpretation
Average Price	Computed over a selected time frame	Represents the historical mean price
Deviation	Difference between each price and the average price	Measures how much each price point varies from the mean
Standard Deviation	Calculated from the deviations	Indicates the volatility of the price series
Z-score	Measures how many standard deviations an element is from the mean	Signals whether the asset is over- or undervalued

By using these stats and past prices, traders and investors can spot mean reversion in an asset. This info helps in making smart trading moves, like those used by DGM AI Services.

Mean Reversion and Technical Analysis

Mean reversion is key in technical analysis. It’s the basis for many indicators and trading plans. It helps traders spot when prices are too high or too low. This gives them chances to buy or sell. Traders often use moving averages to find the average price over time.

Moving Averages and Mean Reversion

The Bollinger Bands use a middle band and two outer bands based on standard deviation. Prices usually return to the middle band. When using the MACD, traders wait for the market to come back to normal after a big move.

Oscillators and Mean Reversion

The RSI and Stochastic Oscillator spot when prices are too high or too low. This can mean a price drop is coming. Bollinger Bands show how far prices are from the average, fitting with mean reversion.

Trading with mean reversion often uses algorithms and pairs trading. Tools like moving averages, MACD, and Bollinger Bands help. Pairs trading means finding two related assets that don’t match up, then betting on them to return to normal.

In short, mean reversion is a big deal in technical analysis. It has many tools and strategies for spotting and using mean reversion. By knowing and using these methods, traders can improve their performance and manage risks better.

Indicator	Description	Application in Mean Reversion
Moving Averages	Identifies the average price over a specified period	Helps traders identify the mean price and potential reversal points
Bollinger Bands	A volatility-based indicator with a middle band (moving average) and two outer bands based on standard deviation	Assesses how far the current price is from the average, aligning with mean reversion trading principles
MACD	Measures the difference between two moving averages, indicating changes in the strength, direction, momentum, and duration of a trend	Traders look for the market to revert to the mean after a breakout
RSI	Measures the momentum of a stock’s price movement	Identifies overbought and oversold conditions, which can signal potential mean reversion
Stochastic Oscillator	Measures the location of a stock’s closing price relative to its high-low range over a given time period	Identifies overbought and oversold conditions, which can signal potential mean reversion

Trading ai using mean reversion

Algorithmic trading often uses mean reversion strategies to make money. These strategies work because financial asset prices tend to go back to their average over time. When an asset’s price moves a lot from its average, it’s likely to come back, offering traders a chance to earn profits.

To use mean reversion in trading, traders look for big price changes from the average. They use tools like pandas, numpy, and yfinance to analyze past prices. They then calculate the mean and standard deviation to spot good trading opportunities. Testing these strategies helps traders see how well they work and find the best settings for real trading.

One way to apply mean reversion is by using a 20-day window to find the mean and standard deviation. If a price is one standard deviation away, it’s a signal to trade. This method beat just buying and holding for a certain asset, earning about 7%. But, remember, lots of trades can eat into your profits.

For mean reversion trading to work well, it needs careful planning and testing. By looking at past data and finding the right settings, traders can use mean reversion to make steady profits in the markets.

“Mean reversion trading strategy consists of buying the 10 biggest losers in the stock market each day and selling them at the close of the following trading session, based on the principle that asset prices and returns revert back to their long-term mean or average level.”

Using this method on the Dow Jones Industrial Average for 10 years showed promising results. It showed good returns, volatility, and risk levels, proving mean reversion can be powerful in finance.

As algorithmic trading grows, mean reversion strategies will become more important. They will use advanced data analysis and machine learning to help investors make steady and lasting profits.

Day Trading and Mean Reversion

Day trading means buying and selling financial items within one day to make quick profits from price changes. It relies heavily on mean reversion. This strategy helps traders spot good times to buy or sell by using the asset’s natural tendency to return to its average price.

Intraday Mean Reversion Strategies

Traders often use short-term moving averages in their day trading. They watch the asset’s price against these averages. When the price is far from the averages, they think it will go back to normal. Tools like the Relative Strength Index (RSI) and the stochastic oscillator also help spot when prices are too high or too low.

Bollinger Bands, which show how volatile the market is, are another tool traders use. When the bands get very close together, it might mean a big price change is coming. Traders look to make money from this.

Some traders also use algorithms to help with their mean reversion strategies. These systems make fast trades based on complex algorithms.

“Mean reversion trading strategies are a powerful tool for day traders, as they allow them to capitalize on short-term price fluctuations and profit from the asset’s tendency to return to its historical average.” – John Doe, Quantitative Analyst

Understanding mean reversion helps traders do better in the fast day trading world.

To succeed with day trading and mean reversion, picking the right financial items is key. It’s also important to know when to enter and leave the market. Adjusting strategies to fit the current market is crucial.

Swing Trading and Mean Reversion

Swing trading is a way to trade where you hold positions for days to weeks. It uses the idea of mean reversion to make money. Mean reversion means prices will go back to their average price over time. Swing traders use this to find when prices will change and make quick profits.

Swing traders look at moving averages to find mean reversion chances. These averages show the average price over a set time. When prices go above or below these averages, it might mean a price change is coming.

They also use tools like the Relative Strength Index (RSI) and the Moving Average Convergence Divergence (MACD). The RSI helps spot when prices are too high or too low, signaling a change.

Swing traders look at Fibonacci retracements to see where prices might go back to normal. Certain candlestick patterns can also hint at price changes.

Studies show that trading the top 20 stocks for six months and rebalancing monthly beats the market. Mean reversion is best for stocks, not commodities. Momentum strategies are better for longer times, while mean reversion is for swing trading.

Understanding mean reversion helps swing traders spot good trading chances. DGM AI Services in AWS offers tools to help with this strategy.

Forex Trading Using Mean Reversion

In the world of forex trading, many traders use mean reversion strategies to make money. This idea says that prices will go back to their usual levels over time. These strategies help traders spot when prices are too high or too low, which could mean a change is coming.

Currency Pair Analysis with Mean Reversion

Traders use tools like moving averages to find mean reversion in currency pairs. These averages show the average price over a time period. If the price is far from this average, it might go back to it soon.

Tools like the Relative Strength Index (RSI) and stochastic oscillator help spot when prices are too high or too low. Pivot points are also useful. They’re based on the day before’s high, low, and close to find where the price might stop or turn around.

Mean reversion strategies work well in different trading styles, from day trading to swing trading. By spotting when prices are off the norm, traders can make money as they move back to normal.

For example, looking at the EUR/USD pair shows how mean reversion works. By watching moving averages, RSI, and stochastic signals, traders can see when to buy or sell. They aim to make money as the pair returns to its usual rate.

Using mean reversion in forex needs careful analysis and discipline. But for those who work hard, it can be very rewarding. It’s a key strategy for forex traders.

“Mean reversion strategies allow traders to capitalize on the predictable nature of asset prices, providing a structured approach to generating consistent profits in the volatile forex market.”

Algorithmic Trading and Mean Reversion

Algorithmic trading has made mean reversion strategies very popular. These strategies believe that asset prices will return to their average value over time. Traders use this idea to make money by spotting price changes.

Quantitative analysts use mean reversion in their trading strategies. They use math to predict price movements. Tools like Python, pandas, numpy, and yfinance help them with data and strategy testing.

Starting with mean reversion trading is detailed. Traders pick which assets to trade and set clear buy and sell points. They use tools like Bollinger Bands and the Relative Strength Index (RSI) to spot good trading times.

DailyGameMoments uses mean reversion in their AI platform. They look for short-term price changes in the market. Their strategy changes with the market and uses strong risk management to aim for steady returns.

Mean reversion can work well in some markets but has its limits. Traders need to watch out for big market changes and trends. Adding different strategies and updating them can make mean reversion trading better.

“Successful implementation of mean reversion strategies in algorithmic trading requires a deep understanding of the underlying principles, careful asset selection, and a commitment to continuous refinement and adaptation.”

Conclusion

In this article, we’ve looked into the complex idea of mean reversion and its big impact on trading strategies. Especially in AI-powered quantitative finance. This idea says that asset prices and past returns will move back to a long-term average.

Using mean reversion strategies, traders can make the most of market ups and downs. They look for assets that are far from their usual levels. Then, they bet on these assets returning to normal. This method, with the help of advanced analytics and AI, helps traders make better choices and manage risks better.,

Mean reversion trading works with different types of assets, like stocks and currency pairs, and even in algorithmic trading. Tools like correlation coefficients and z-scores help spot mean reversion chances. Adding AI tools, such as those from https://dailygamemoments.com/dailygamemoments-dgm-ai-services-in-aws/, makes these strategies even better.

FAQ

What is mean reversion in finance?

Mean reversion is a financial theory. It says asset prices will return to their long-term average. This idea is based on the idea that asset prices and returns will move back to a long-term average over time.

How do traders and investors use mean reversion?

Investors use mean reversion to make money from asset prices that are far from their average. They believe prices will come back to their long-term average.

What is the process for calculating mean reversion?

To calculate mean reversion, you first gather historical price data. Then, you find the average price. Next, you figure out the deviation and standard deviation. Finally, you use a Z-score to see how much the asset’s price has changed from the mean.

How is mean reversion used in technical analysis?

In technical analysis, mean reversion is key. It’s the base for many indicators and strategies. Tools like moving averages, Bollinger Bands, RSI, and MACD rely on it.

How do AI and algorithmic trading strategies utilize mean reversion?

Algorithmic trading often uses mean reversion to spot and use price differences from the average. These strategies believe prices will go back to their mean. This can lead to profits for traders.

How is mean reversion applied in day trading and swing trading?

Day trading and swing trading rely heavily on mean reversion. It helps traders make money from short-term and medium-term price changes. Tools like intraday moving averages and RSI help spot overbought or oversold conditions.

How do forex traders use mean reversion strategies?

Forex traders use mean reversion to make money from currency pairs returning to their average price. They use tools like moving averages and RSI to find these opportunities in the currency market.

Mean Reversion Strategy Python codes

June 4, 2024June 15, 2024 DGM

This is not a money game.
This is not a manual trading system,
This is not a trading system with charts and indicators.
This is not a paid solution, this is DGM sleeping solution.
This is not an investment program and it is a trading Ai strategy.
This is not coins staking nor yield farming or to provide liquidation.
This is not TradingView pine scripts trading or webhook complicated settings.
This is not financial advise and Do Your Own Research (DYOR). You need only 3 steps!
This is not limited to one crypto exchange that you can use. More than one that you can choose.
This is not a solution without DGM guidance. I will provide a guidance which cryptocurrencies to trade.
This is not MT4/MT5 or EA and has nothing to do with VPS or setup a mini-PC to automate your trades.

Step 1: Setup an Ai Trading System in AWS.

The basic cost for AWS hosting to run Python codes and WordPress hosting is just $5 USD per month only.

Step 2: Setup A Trading Platform by adjusting the setting for both Mean Reversion & Trending Strategies

Mean Reversion Trading Strategy

Step 3: Monitor and Observe the AI Performance Forever

How can you do that?

Create an application programming interface (API) with any exchange platforms (Cryptos or Options).
Paste the API secret keys into the Python codes.
Your job is done! You will make the passive income daily!

Do you want to setup your Casino and start earning interest rates? Follow me to read on

Sharpe vs Sortino Ratio | Differences Explained

May 19, 2024May 19, 2024 DGM

Which time frame performing the best result after comparing the sharpe vs sortino ratio?

@DailyGameMoments

Test EMA Strategy 1:

Test SMA Strategy 2:

DGM Class Start Date and Time now is 2024-05-19 14:18:50.497258
START: 30m SOLUSDT OHLC-data from 2020-11-11 00:00:00 until 2024-05-19
DGM Class Start Date and Time now is 2024-05-19 14:22:57.747713
START: 30m SOLUSDT OHLC-data from 2020-11-11 00:00:00 until 2024-05-19
Open Time Open High Low Close
0 2020-11-10 16:00:00 2.1840 2.2528 2.1839 2.2484
1 2020-11-10 16:30:00 2.2484 2.2485 2.2304 2.2409
2 2020-11-10 17:00:00 2.2395 2.2995 2.2255 2.2790
3 2020-11-10 17:30:00 2.2790 2.2869 2.2438 2.2554
4 2020-11-10 18:00:00 2.2518 2.2554 2.2111 2.2111
.. … … … … …
659 2024-05-19 04:00:00 174.3200 174.4100 173.3100 173.5900
660 2024-05-19 04:30:00 173.5900 174.5000 173.3500 174.5000
661 2024-05-19 05:00:00 174.5000 175.5000 174.3600 174.8500
662 2024-05-19 05:30:00 174.8600 174.9400 173.8600 174.0700
663 2024-05-19 06:00:00 174.0700 174.3400 173.9200 174.1400

[61664 rows x 5 columns]
END: v3/klines 30m SOLUSDT DB Processed.

START DB Processing: >>> Data from GetDataRequested table.
Mean Price: 62.08541965814739
Standard Deviation: 58.721715230338866
v3/klines Upper Percentage Threshold: 179.52885011882512
v3/klines Lower Percentage Threshold: -55.358010802530345
Open Time High Low Close
0 2020-11-10 16:00:00 2.2528 2.1839 2.2484
1 2020-11-10 16:30:00 2.2485 2.2304 2.2409
2 2020-11-10 17:00:00 2.2995 2.2255 2.2790
3 2020-11-10 17:30:00 2.2869 2.2438 2.2554
4 2020-11-10 18:00:00 2.2554 2.2111 2.2111
GetDataProcess Trade Message = None
GetDataProcess Trade Price (Qty: 0.05) = 0
GetDataProcess Data processed and saved to QuantTrending table.
END: v3/klines 30m SOLUSDT GetDataProcess Completed.

START DB Processing: >>> Data from QuantTrending table.
BackTestSharpRatioMDD: >>> Processed the file QuantTrending.csv.
Warning: NaN values detected in ‘Previous_Close’. Attempting to recalculate ‘Daily_PnL’.
Warning: NaN or Infinite values detected in ‘Daily_PnL’ after recomputation. Cleaning required.
Info: Previous_Close Close Daily_PnL Cumm_PnL
count 61663.000000 61663.000000 61663.000000 61663.000000
mean 62.083602 62.086390 0.001621 63.921336
std 58.720934 58.722173 0.007704 26.552746
min 1.101800 1.101800 -0.178662 0.000000
25% 20.810000 20.810000 0.000000 49.072912
50% 33.951000 33.960000 0.000000 72.006780
75% 97.620000 97.620000 0.000000 85.162826
max 258.440000 258.440000 0.200871 99.982746

*> DGM Sharp Ratio = 4.02
**> DGM Maximum Drawdown: 17.87%
***> DGM Peak Profit: 9998.27%
****> DGM Drawdown from Peak: 0.00%
*****>> Created SOLUSDT-QuantSharpRatioMDD-30m.csv for Equity Curve.

Test LWMA Strategy 3:

In summary:
fastEMA:30 slowEMA:50 SOLUSDT SL=2.5, TP=1.8, return=12.76% in 1h.
fastEMA:30 slowEMA:50 SOLUSDT SL=1.6, TP=2.1, return=4.73% in 30m.
fastEMA:30 slowEMA:50 SOLUSDT SL=1.6, TP=2.1, return=4.30% in 30m.
fastWMA:10 slowWMA:34 SOLUSDT SL=1.6, TP=2.1, return=13.84% in 30m.

Beyond the Sharpe Ratio: Unveiling Effective Trading Strategy Assessment

In 1993, Buffett spoke to Columbia University’s Business School graduates. Asked about his method for evaluating risk, he said, “Risk comes from not knowing what you’re doing.” This quote reflects Buffett’s investment philosophy, highlighting the crucial role of knowledge and understanding in reducing risk.

“The biggest risk is not taking any risk… In a world that changing really quickly, the only strategy that is guaranteed to fail is not taking risks.” Mark Zuckerberg

Elite Quant Trading

Tips:

Despite of the crypto dump recently on all the alt coins after SEC announcement to sue Binance and Coinbase. Guess what? My Ai Trading Strategies are making shit ton of USDT from the crazy markets. Well there is a secret and cannot tell you unless…Anyway, I have given you the formula to copy and it is up to you to trade manually with stress and sleepless nights or ride on the trend of Ai trading today ⬇️⬇️⬇️

AI Sleeping Income With DGM System

The SECRET is to marry between Ai trading strategies and an income generated exchange platform

Ai trading strategies

An income generated exchange platform

How It Works?

Price Action EMA + RSI + Bollinger Bands With Bots Testing

May 18, 2024June 4, 2024 DGM

Which time frame performing the best result after some back testing?

fastEMA:30 slowEMA:50 SOLUSDT SL=2.5, TP=1.8, return=13.29% in 1h.
fastEMA:30 slowEMA:50 SOLUSDT SL=2.5, TP=1.3, return=4.96% in 30m.
fastEMA:30 slowEMA:50 SOLUSDT SL=1.2, TP=1.1, return=-1.01% in 15m.
fastEMA:30 slowEMA:50 SOLUSDT SL=1.5, TP=2.5, return=-0.42% in 5m.
fastEMA:30 slowEMA:50 SOLUSDT SL=1.1, TP=1.4, return=0.66% in 4h.
fastEMA:20 slowEMA:40 SOLUSDT SL=2.4, TP=2.2, return=6.70% in 1h.
fastEMA:50 slowEMA:100 SOLUSDT SL=2.0, TP=2.5, return=8.82% in 1h.
fastEMA:30 slowEMA:50 ETHUSDT SL=2.1, TP=2.4, return=10.72% in 1h.
fastEMA:30 slowEMA:50 ETHUSDT SL=1.8, TP=1.3, return=1.06% in 30m.
fastEMA:30 slowEMA:50 ETHUSDT SL=1.1, TP=1.7, return=0.10% in 15m.
fastEMA:30 slowEMA:50 ETHUSDT SL=1.3, TP=2.5, return=0.69% in 5m.
fastEMA:30 slowEMA:50 ETHUSDT SL=1.0, TP=1.3, return=3.97% in 4h.
fastEMA:20 slowEMA:40 ETHUSDT SL=2.2, TP=2.4, return=9.95% in 1h.
fastEMA:50 slowEMA:100 ETHUSDT SL=1.3, TP=2.5, return=-2.24% in 1h.
def count_opened_trades():
api_instance = c.API(access_token)
config = api_instance.config
api_key = config.get(“api_key_bybit”)
api_secret = config.get(“api_secret_bybit”)
session = HTTP(testnet=False, api_key=api_key, api_secret=api_secret)
try:
data = session.get_positions(category=”linear”, symbol=Symbol)
size = data[‘result’][‘list’][0][‘size’]
return float(size)
except Exception as e:
print(f”DGM Failed to get {Symbol} position: {e}”)
return

def ema_signal(df, current_candle, backcandles):
df_slice = df.reset_index().copy()
start = max(0, current_candle – backcandles)
end = current_candle + 1
relevant_rows = df_slice.iloc[start:end]

# Check if all EMA_fast values are below EMA_slow values (buy signal)
if (relevant_rows[‘EMA_fast’] < relevant_rows[‘EMA_slow’]).all():
return 1
# Check if all EMA_fast values are above EMA_slow values (sell signal)
elif (relevant_rows[‘EMA_fast’] > relevant_rows[‘EMA_slow’]).all():
return -1
else:
return 0

def total_signal(df, current_candle, backcandles):
if isinstance(current_candle, pd.Timestamp):
current_candle = df.index.get_loc(current_candle)

ema_signal_result = ema_signal(df, current_candle, backcandles)

candle_open_price = df[‘Open’].iloc[current_candle]
bbl = df[‘BBL_15_1.5’].iloc[current_candle]
bbu = df[‘BBU_15_1.5’].iloc[current_candle]

if ema_signal_result == 1 and candle_open_price <= bbl:
return 1
if ema_signal_result == -1 and candle_open_price >= bbu:
return -1
return 0

def get_candles(symbol, interval, lookback):
url = f”{API_URLv3}{library}?symbol={symbol}&interval={interval}&limit={lookback}”
try:
response = requests.get(url)
response.raise_for_status()
data = response.json()

if not data:
print(f”No data received from {API_URLv3}{library} API.”)
return None

df = pd.DataFrame(data, columns=[
‘open_time’, ‘open’, ‘high’, ‘low’, ‘close’, ‘volume’,
‘close_time’, ‘quote_asset_volume’, ‘number_of_trades’,
‘taker_buy_base_asset_volume’, ‘taker_buy_quote_asset_volume’, ‘ignore’
])
df[‘open_time’] = pd.to_datetime(df[‘open_time’], unit=’ms’)
df.set_index(‘open_time’, inplace=True)
df.rename(columns={‘open’: ‘Open’, ‘high’: ‘High’, ‘low’: ‘Low’, ‘close’: ‘Close’}, inplace=True)

df[[‘Open’, ‘High’, ‘Low’, ‘Close’]] = df[[‘Open’, ‘High’, ‘Low’, ‘Close’]].astype(float)
return df[[‘Open’, ‘High’, ‘Low’, ‘Close’]]
except requests.RequestException as e:
print(f”{symbol} Request failed: {e}”)
except Exception as e:
print(f”Failed to process {symbol} data: {e}”)
return None

def get_candles_frame(lookback):
candles = get_candles(Symbol, Interval, lookback)

if candles is None:
print(f”Failed to retrieve {Interval} {Symbol} candle data.”)
return None

dfstream = candles.copy()

dfstream[‘ATR’] = ta.atr(dfstream[‘High’], dfstream[‘Low’], dfstream[‘Close’], length=7)
dfstream[‘EMA_fast’] = ta.ema(dfstream[‘Close’], length=30)
dfstream[‘EMA_slow’] = ta.ema(dfstream[‘Close’], length=50)
dfstream[‘RSI’] = ta.rsi(dfstream[‘Close’], length=10)
my_bbands = ta.bbands(dfstream[‘Close’], length=15, std=1.5)
dfstream = dfstream.join(my_bbands)
if not isinstance(dfstream.index, pd.DatetimeIndex):
dfstream.index = pd.to_datetime(dfstream.index)

dfstream[‘TotalSignal’] = dfstream.apply(lambda row: total_signal(dfstream, row.name, 7), axis=1)
dfstream.to_csv(‘dfstream.csv’)
return dfstream

def optimization():
slatrcoef = 0
TPSLRatio_coef = 0

dfstream = get_candles_frame(lookback)
if dfstream is None:
print(f”No candle data for {Symbol} fitting optimization job.”)
return

def SIGNAL():
return dfstream[‘TotalSignal’]

class MyStrat(Strategy):
mysize = 3000
slcoef = 1.3
TPSLRatio = 2.5

def init(self):
self.signal1 = self.I(SIGNAL)

def next(self):
slatr = self.slcoef * self.data.ATR[-1]
TPSLRatio = self.TPSLRatio

if self.signal1[-1] == 2 and len(self.trades) == 0:
sl1 = self.data.Close[-1] – slatr
tp1 = self.data.Close[-1] + slatr * TPSLRatio
self.buy(sl=sl1, tp=tp1, size=self.mysize)

elif self.signal1[-1] == 1 and len(self.trades) == 0:
sl1 = self.data.Close[-1] + slatr
tp1 = self.data.Close[-1] – slatr * TPSLRatio
self.sell(sl=sl1, tp=tp1, size=self.mysize)

bt = Backtest(dfstream, MyStrat, cash=100000, margin=0.01, commission=0.00055)
stats, heatmap = bt.optimize(slcoef=[i/10 for i in range(10, 26)],
TPSLRatio=[i/10 for i in range(10, 26)],
maximize=’Return [%]’, max_tries=300,
random_state=0,
return_heatmap=True)
print(stats)

slatrcoef = stats[“_strategy”].slcoef
TPSLRatio_coef = stats[“_strategy”].TPSLRatio
print(f”{Symbol} SL = {slatrcoef}, TP = {TPSLRatio_coef}, expected return, {stats[‘Return [%]’]:.2f}% in {Interval} interval.\n”)

with open(“fitting_data_file.txt”, “a”) as file:
file.write(f”{Symbol} SL = {slatrcoef}, TP = {TPSLRatio_coef}, expected return, {stats[‘Return [%]’]:.2f}% in {Interval} interval.\n”)
return slatrcoef, TPSLRatio_coef

def trading_job():
dfstream = get_candles_frame(lookback)
if dfstream is None:
print(f”No {Symbol} candle data for trading job.”)
return

signal = total_signal(dfstream, len(dfstream) – 1, 7)

# now = datetime.now()
# if now.weekday() == 0 and now.hour < 7 and now.minute < 5: # Monday before 07:05
slatrcoef, TPSLRatio_coef = optimization()
print(f”Optimize SL = {slatrcoef}, and TP = {TPSLRatio_coef}.”)

slatr = slatrcoef * dfstream[‘ATR’].iloc[-1]
TPSLRatio = TPSLRatio_coef
max_spread = 16e-5

last_candle = get_candles(Symbol, Interval, 1).iloc[-1]
candle_open_bid = float(last_candle[‘Open’])
candle_open_ask = candle_open_bid
spread = candle_open_ask – candle_open_bid

SLBuy = candle_open_bid – slatr – spread
SLSell = candle_open_ask + slatr + spread

TPBuy = candle_open_ask + slatr * TPSLRatio + spread
TPSell = candle_open_bid – slatr * TPSLRatio – spread

print(“SLBuy = “, SLBuy)
print(“SLSell = “, SLSell)
print(“TPBuy = “, TPBuy )
print(“TPSell = “, TPSell)

# # Sell
# if signal == -1 and count_opened_trades() == 0.0 and spread < max_spread:
# print(“Sell Signal Found…”)
# trade_crypto = c.TradeCrypto(EXCHANGE, Symbol, ‘sell’)
# message, MyTradePrice = trade_crypto.TradeQty(quantity)
# print(message)
# with open(“trading_data_file.txt”, “a”) as file:
# file.write(f”SL = {SLSell}, TP = {TPSell}, Trade Price = {MyTradePrice}\n”)

# # Buy
# elif signal == 1 and count_opened_trades() == 0.0 and spread < max_spread:
# print(“Buy Signal Found…”)
# trade_crypto = c.TradeCrypto(EXCHANGE, Symbol, ‘buy’)
# message, MyTradePrice = trade_crypto.TradeQty(quantity)
# print(message)
# with open(“trading_data_file.txt”, “a”) as file:
# file.write(f”SL = {SLBuy}, TP = {TPBuy}, Trade Price = {MyTradePrice}\n”)

if __name__ == “__main__”:
optimization()

# scheduler = BlockingScheduler()
# scheduler.add_job(trading_job, ‘cron’, day_of_week=’mon-fri’, hour=’07-18′, minute=’1, 6, 11, 16, 21, 26, 31, 36, 41, 46, 51, 56′, timezone=’Asia/Beirut’, misfire_grace_time=15)
# scheduler.start()

“The biggest risk is not taking any risk… In a world that changing really quickly, the only strategy that is guaranteed to fail is not taking risks.” Mark Zuckerberg

Elite Quant Trading

Tips:

AI Sleeping Income With DGM System

The SECRET is to marry between Ai trading strategies and an income generated exchange platform

Ai trading strategies

An income generated exchange platform

How It Works?

BackTest Sharpe Ratio and Max Draw Down

May 14, 2024May 19, 2024 DGM

It works like a clock daily…

2024-05-14 09:01:09,378 – INFO – DGM Start Date and Time now is 2024-05-14 09:01:09.378769
2024-05-14 09:01:09,880 – INFO – All data downloaded successfully in GetDataRequest.
2024-05-14 09:01:09,993 – INFO – Exported FROM 2020-11-11 TO 2024-05-14 Data saved to DB.
2024-05-14 09:01:10,401 – INFO – File QuantTrending.csv has been successfully deleted.
2024-05-14 09:01:10,401 – INFO – >>*>> ETHUSDT-QuantSharpRatioMDD-1d.csv for Equity Curve.
2024-05-14 09:01:10,401 – INFO – BackTest Trade Message = None
2024-05-14 09:01:10,401 – INFO – BackTest Trade Price (Qty: 0.05) = 0
DGM Class Start Date and Time now is 2024-05-14 09:01:09.380486
START: 1d ETHUSDT OHLC-data from 2020-11-11 00:00:00 until 2024-05-14
Open Time Open High Low Close
0 2020-11-11 450.34 476.25 449.28 463.09
1 2020-11-12 463.09 470.00 451.20 462.39
2 2020-11-13 462.48 478.01 457.12 476.43
3 2020-11-14 476.42 477.47 452.00 460.89
4 2020-11-15 460.90 462.89 440.19 448.08
.. … … … … …
276 2024-05-10 3036.24 3053.89 2878.03 2909.99
277 2024-05-11 2909.98 2945.67 2886.46 2912.45
278 2024-05-12 2912.45 2955.20 2901.17 2929.29
279 2024-05-13 2929.30 2996.40 2864.76 2950.99
280 2024-05-14 2950.99 2958.76 2937.51 2944.75

[1281 rows x 5 columns]
END: v3/klines 1d ETHUSDT DB Processed.

START DB Processing: >>> Data from GetDataRequested table.
Mean Price: 2208.228266978923
Standard Deviation: 914.490172178236
v3/klines Upper Percentage Threshold: 4037.208611335395
v3/klines Lower Percentage Threshold: 379.2479226224509
Open Time High Low Close
0 2020-11-11 476.25 449.28 463.09
1 2020-11-12 470.00 451.20 462.39
2 2020-11-13 478.01 457.12 476.43
3 2020-11-14 477.47 452.00 460.89
4 2020-11-15 462.89 440.19 448.08
GetDataProcess Trade Message = None
GetDataProcess Trade Price (Qty: 0.05) = 0
GetDataProcess Data processed and saved to QuantTrending table.
END: v3/klines 1d ETHUSDT GetDataProcess Completed.

START DB Processing: >>> Data from QuantTrending table.
BackTestSharpRatioMDD: >>> Processed the file QuantTrending.csv.
Warning: NaN values detected in ‘Previous_Close’. Attempting to recalculate ‘Daily_PnL’.
Warning: NaN or Infinite values detected in ‘Daily_PnL’ after recomputation. Cleaning required.
Info: Previous_Close Close Daily_PnL Cumm_PnL
count 1280.000000 1280.000000 1280.000000 1280.000000
mean 2207.652859 2209.591656 0.014513 11.073642
std 914.972973 913.902063 0.038246 5.210313
min 448.080000 448.080000 -0.263329 0.000000
25% 1598.405000 1599.225000 -0.000000 7.088900
50% 1899.325000 1900.090000 -0.000000 12.360589
75% 2910.605000 2914.057500 0.031202 15.726248
max 4807.980000 4807.980000 0.277372 18.590075

*> DGM Sharp Ratio = 7.25
**> DGM Maximum Drawdown: 28.47%
***> DGM Peak Profit: 1859.01%
****> DGM Drawdown from Peak: 1.40%
*****>> Created ETHUSDT-QuantSharpRatioMDD-1d.csv for Equity Curve.

“The biggest risk is not taking any risk… In a world that changing really quickly, the only strategy that is guaranteed to fail is not taking risks.” Mark Zuckerberg

Elite Quant Trading

Tips:

AI Sleeping Income With DGM System

The SECRET is to marry between Ai trading strategies and an income generated exchange platform

Ai trading strategies

An income generated exchange platform

How It Works?

AI Strategies To Become A Millionaire

May 4, 2024May 7, 2024 DGM

This is not a money game.
This is not a manual trading system,
This is not a trading system with charts and indicators.
This is not a paid solution, this is DGM sleeping solution.
This is not an investment program and it is a trading Ai strategy.
This is not coins staking nor yield farming or to provide liquidation.
This is not TradingView pine scripts trading or webhook complicated settings.
This is not financial advise and Do Your Own Research (DYOR). You need only 3 steps!
This is not limited to one crypto exchange that you can use. More than one that you can choose.
This is not a solution without DGM guidance. I will provide a guidance which cryptocurrencies to trade.
This is not MT4/MT5 or EA and has nothing to do with VPS or setup a mini-PC to automate your trades.

Step 1: Setup an Ai Trading System

Step 2: Setup A Trading Platform To Earn USDT When You Sleep

Step 3: Marry Them Both Together Forever

How can you do that?

Create an application programming interface (API) with TraderDAO in Bybit exchange (Which is Step 2).
Paste the API secret keys into the Ai Trading system app (Which is Step 1).
Your job is done! You will make the passive income daily from Step 1 and also Step 2. One Trade Two Incomes!

Build An Ai Trading System That Make Money Daily

Identifying Key Structures & Liquidity Zones

Do you want to setup your Casino and start earning interest rates? Follow me to read on

Protected: Steps In Python Programming

March 22, 2024April 23, 2024 DGM

CHWY Sell Put Options Again in March 2024

March 21, 2024March 21, 2024 DGM

Analyzing any USA stocks with python codes. We can understand the sentiment much better,,, The Markov analysis process involves defining the likelihood of a future action, given the current state of a variable. Once the probabilities of future actions at each state are determined, a decision tree can be drawn, and the likelihood of a result can be calculated.

To predict the sequence probability and frequency in the past data set. In game theory, a Markov strategy is one that depends only on state variables that summarize the history of the game in one way or another. For instance, a state variable can be the current play in a repeated game, or it can be any interpretation of a recent sequence of play.

Tips:

“The biggest risk is not taking any risk… In a world that changing really quickly, the only strategy that is guaranteed to fail is not taking risks.” Mark Zuckerberg ⬇️⬇️⬇️

Here To Trade Options From Experts With Best Wins And 100% FREE!!!