Solana (SOL) 6 Hrs Premium Index & KLines

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.