Premium Index and Open Interest / Market Cap Ratio

August 6, 2024August 6, 2024 DGM

The relationship between the Bybit Premium Index and the Open Interest/Market Cap (OI/MC) ratio is nuanced and can provide deeper insights into market sentiment and potential trading strategies. Here’s how they interrelate:

1. Bybit Premium Index:

Indicates the difference between the perpetual futures contract price and the spot price. A positive premium suggests futures are trading above the spot price, indicating bullish sentiment, while a negative premium suggests the opposite.

2. Open Interest/Market Cap Ratio (OI/MC Ratio):

This ratio compares the total number of outstanding futures contracts (Open Interest) to the market capitalization of the underlying asset. A higher ratio indicates more leveraged positions relative to the asset’s total market value, while a lower ratio suggests fewer leveraged positions.

Relationship Between Bybit Premium Index and OI/MC Ratio:

High OI/MC Ratio with High Premium Index:
- Interpretation: This scenario often indicates strong bullish sentiment and aggressive speculative activity. Traders are highly leveraged on the expectation that the asset’s price will rise.
- Implications:
  - Potential Overheating: If the ratio is excessively high, it might indicate that the market is overheated, with too many leveraged positions. This could lead to increased volatility and a higher risk of liquidations if the market moves against these positions.
  - Bullish Signal: In a sustained bull market, this combination could signal continued price increases as traders are confident in their positions.
High OI/MC Ratio with Low or Negative Premium Index:
- Interpretation: This could indicate that despite the high number of leveraged positions, traders are expecting a price decline, or they are hedging against potential downturns.
- Implications:
  - Bearish Signal: This might suggest bearish sentiment or fear in the market. Traders might be shorting the asset or hedging their long positions, anticipating a drop in price.
  - Market Caution: A high OI/MC ratio with a low premium might also signal that the market is cautious, with traders expecting volatility or a reversal.
Low OI/MC Ratio with High Premium Index:
- Interpretation: This could indicate that while there’s bullish sentiment (evidenced by the high premium), the overall market is not heavily leveraged. Traders might be cautious or simply not fully committed to leveraged positions.
- Implications:
  - Cautious Optimism: The market might be bullish but is not yet in a speculative frenzy. This could suggest a more sustainable upward trend, with the potential for further increases in Open Interest as confidence grows.
Low OI/MC Ratio with Low or Negative Premium Index:
- Interpretation: This scenario suggests a lack of interest or confidence in the market, with fewer leveraged positions and little to no bullish sentiment.
- Implications:
  - Bearish or Neutral Sentiment: The market might be bearish, or traders could be waiting for clearer signals before taking on leveraged positions.
  - Potential for Reversal: A low OI/MC ratio with a low premium might indicate that the market is oversold and could be primed for a reversal if new interest or catalysts emerge.

Practical Considerations:

Market Conditions: The relationship between these metrics can vary depending on broader market conditions. For example, in a bull market, a high OI/MC ratio with a high premium might be more sustainable, while in a bear market, it could lead to quicker corrections.
Leverage Risks: A high OI/MC ratio indicates that a significant portion of the market is leveraged, which can increase the risk of large price swings due to liquidations.

Conclusion:

The Bybit Premium Index and the OI/MC ratio together can provide insights into market sentiment, leverage, and potential price movements. Analyzing these metrics in conjunction can help traders gauge the market’s risk level and anticipate possible shifts in trend or volatility.

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Implied Volatility (IV) Versus Open Interest / Market Cap Ratio

August 5, 2024August 5, 2024 DGM

Key Differences:

Implied Volatility (IV):

What It Is: IV is a measure derived from the price of an option, indicating the market’s expectations of the underlying asset’s future volatility.
Interpretation: Higher IV suggests that the market expects more volatility (larger price swings) in the underlying asset, while lower IV indicates expectations of less volatility.
Use in Trading: IV is used to price options and can give clues about the level of uncertainty or risk perceived by the market.

import scipy.optimize as opt
from math import log, sqrt, exp
from scipy.stats import norm
Black-Scholes Model to calculate the option price
def black_scholes_call(S, K, T, r, sigma):
d1 = (log(S / K) + (r + 0.5 * sigma ** 2) * T) / (sigma * sqrt(T))
d2 = d1 – sigma * sqrt(T)
call_price = S * norm.cdf(d1) – K * exp(-r * T) * norm.cdf(d2)
return call_price
def black_scholes_put(S, K, T, r, sigma):
d1 = (log(S / K) + (r + 0.5 * sigma ** 2) * T) / (sigma * sqrt(T))
d2 = d1 – sigma * sqrt(T)
put_price = K * exp(-r * T) * norm.cdf(-d2) – S * norm.cdf(-d1)
return put_price
Function to calculate implied volatility
def implied_volatility(option_price, S, K, T, r, option_type=’call’):
def objective_function(sigma):
if option_type == ‘call’:
return black_scholes_call(S, K, T, r, sigma) – option_price
elif option_type == ‘put’:
return black_scholes_put(S, K, T, r, sigma) – option_price
# Debug: Print the value of the objective function at the bounds
print(f"Objective function at sigma=0.0001: {objective_function(0.0001)}")
print(f"Objective function at sigma=5.0: {objective_function(5.0)}")

# Check if the function changes signs
if objective_function(0.0001) * objective_function(5.0) > 0:
    raise ValueError("The objective function does not change signs over the interval.")

# Using a numerical method to find the root, i.e., the implied volatility
iv = opt.brentq(objective_function, 0.0001, 5.0)  # Bound between 0.01% and 500%
return iv
Example data
S_eth = 1850 # Current price of ETH in USD
S_sol = 25 # Current price of SOL in USD
S_btc = 30000 # Current price of BTC in USD
K = 2000 # Strike price of the option
T = 30 / 365 # Time to expiration in years (e.g., 30 days)
r = 0.05 # Risk-free interest rate (5% annualized)
option_price_eth = 100 # Current price of the ETH option in USD
option_price_sol = 5 # Current price of the SOL option in USD
option_price_btc = 1200 # Current price of the BTC option in USD
Calculate Implied Volatility
try:
iv_eth = implied_volatility(option_price_eth, S_eth, K, T, r, option_type=’call’)
print(f”ETH Implied Volatility: {iv_eth:.2%}”)
except ValueError as e:
print(f”Error calculating IV for ETH: {e}”)
try:
iv_sol = implied_volatility(option_price_sol, S_sol, K, T, r, option_type=’call’)
print(f”SOL Implied Volatility: {iv_sol:.2%}”)
except ValueError as e:
print(f”Error calculating IV for SOL: {e}”)
try:
iv_btc = implied_volatility(option_price_btc, S_btc, K, T, r, option_type=’call’)
print(f”BTC Implied Volatility: {iv_btc:.2%}”)
except ValueError as e:
print(f”Error calculating IV for BTC: {e}”)

Open Interest / Market Cap Ratio:

What It Is: This ratio is calculated by dividing the open interest in derivatives (futures or options) by the market cap of the underlying asset.

Interpretation: It reflects the level of speculative interest in the asset relative to its total market value. A higher ratio may indicate more speculative trading relative to the asset’s size, while a lower ratio might indicate less speculative activity.

Use in Trading: This ratio is used to assess the scale of derivatives trading in relation to the size of the asset, which can offer insights into market sentiment and potential liquidity risks.

import requests
Function to get market cap from CoinGecko API
def get_market_cap(coin_id):
url = f’https://api.coingecko.com/api/v3/coins/{coin_id}’
response = requests.get(url)
data = response.json()
market_cap = data[‘market_data’][‘market_cap’][‘usd’] # Market cap in USD
return market_cap
Function to get open interest from Binance Futures API
def get_open_interest(symbol):
url = ‘https://fapi.binance.com/fapi/v1/openInterest’
params = {‘symbol’: symbol}
response = requests.get(url, params=params)
data = response.json()
open_interest = float(data[‘openInterest’]) # Open interest in the base currency
return open_interest
Function to calculate the Open Interest / Market Cap Ratio
def calculate_oi_market_cap_ratio(coin_id, symbol):
market_cap = get_market_cap(coin_id)
open_interest = get_open_interest(symbol)
ratio = open_interest / market_cap
return ratio
Calculate and print the ratio for ETH
eth_ratio = calculate_oi_market_cap_ratio(‘ethereum’, ‘ETHUSDT’)
print(f”ETH Open Interest / Market Cap Ratio: {eth_ratio:.10f}”)
Calculate and print the ratio for SOL
sol_ratio = calculate_oi_market_cap_ratio(‘solana’, ‘SOLUSDT’)
print(f”SOL Open Interest / Market Cap Ratio: {sol_ratio:.10f}”)
Calculate and print the ratio for BTC
btc_ratio = calculate_oi_market_cap_ratio(‘bitcoin’, ‘BTCUSDT’)
print(f”BTC Open Interest / Market Cap Ratio: {btc_ratio:.10f}”)

Summary:

IV is specifically related to the expected future volatility of an asset, as perceived by the market through the pricing of options.
Open Interest / Market Cap Ratio gives a sense of the speculative interest relative to the size of the asset but does not directly measure volatility.

While both are useful in understanding market dynamics, they serve different purposes and are derived from different data points.

Tips:

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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.

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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.

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@DailyGameMoments (DGM) AI Services in AWS

July 9, 2024July 9, 2024 DGM

Solana (SOL) Performance has a better result.

To enhance your trading strategy by using only DGM AI services and eliminating manual trading, you can follow these steps:

1. Define Your Trading Strategy

Create a well-defined trading strategy that outlines your entry and exit points, risk management rules, and the types of assets you wish to trade (stocks, futures, forex, crypto).

2. Set Up a DGM AI Account

Sign up for DGM AI services if you haven’t already. Familiarize yourself with the platform’s capabilities, available APIs, and any documentation provided.

3. Integrate DGM AI with Your Trading Platform

Use the DGM AI API to integrate their services with your trading platform. This may involve:

Fetching market data
Receiving trading signals
Executing trades automatically

4. Automate Trade Execution

Develop a script or use a trading bot that will automatically execute trades based on the signals provided by DGM AI. Here’s an example in Python using a hypothetical API structure:

Python Code:
import requests

API_KEY = ‘your_dgm_api_key’
BASE_URL = ‘https://api.dgm.ai’

def get_trading_signal(asset):
response = requests.get(f'{BASE_URL}/signals/{asset}’, headers={‘Authorization’: f’Bearer {API_KEY}’})
return response.json()

def execute_trade(signal):
trade_data = {
‘symbol’: signal[‘symbol’],
‘side’: signal[‘side’],
‘quantity’: signal[‘quantity’],
‘price’: signal[‘price’]
}
response = requests.post(f'{BASE_URL}/execute’, json=trade_data, headers={‘Authorization’: f’Bearer {API_KEY}’})
return response.json()

Example usage
signal = get_trading_signal(‘BTCUSD’)
if signal[‘confidence’] > 0.8:
trade_result = execute_trade(signal)
print(trade_result)

5. Backtest and Optimize

Before going live, backtest your strategy using historical data to ensure its profitability. Optimize your parameters based on the backtest results.

6. Monitor and Adjust

Regularly monitor the performance of your automated trading system. Make adjustments as needed to adapt to changing market conditions.

7. Ensure Security

Ensure that your API keys and sensitive information are stored securely. Implement necessary security measures to protect your trading system from unauthorized access.

8. Stay Updated

Stay updated with any changes or improvements in the DGM AI services. Regularly check for updates in the API and new features that might enhance your trading strategy.

By following these steps, you can transition to fully automated trading using DGM AI services, thereby eliminating the need for manual 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?

DGM Affiliates Program

$1.00
Join VPN vs DPN Solution
Emails | Domain Migration Full Stack Development

$79.00
Hire GCloudWebHost Now
Futures and Options Trading Strategies

$1,971.00
Add to cart

The most fantastic experience, a divine man who has been buried for thirty-eight years

June 27, 2024June 28, 2024 DGM

目前為止最長的影片，最奇幻的經歷，一個被埋沒了三十八年的神人

你的人生將充滿幸福和快樂

解讀它將改變你的人生

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

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?

DGM Affiliates Program

$1.00
Join VPN vs DPN Solution
Emails | Domain Migration Full Stack Development

$79.00
Hire GCloudWebHost Now
Futures and Options Trading Strategies

$1,971.00
Add to cart

DGM AI Testing Performance

June 19, 2024June 22, 2024 DGM

Solana (SOL) Performance has a better result.

Recent Short and Long Position Used by DGM AI

Long position with 75x leverage

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?

DGM Affiliates Program

$1.00
Join VPN vs DPN Solution
Emails | Domain Migration Full Stack Development

$79.00
Hire GCloudWebHost Now
Futures and Options Trading Strategies

$1,971.00
Add to cart

十三邀

June 15, 2024June 20, 2024 DGM

Favorite history lessons and female characters. My happiness is to get to know myself through the history and the interesting characters.

寻找谭嗣同（上集）

许知远对话王小川

Mean Reversion Trading Strategy

高圆圆可能我没有放肆的特质

陈志武：天下没有永恒的财富我们如何安身立命？

话胡润｜做榜单的人，镀金时代的观察者

李景亮 | “完全是另一种人生”

黑木瞳：世上没有完美的女人

赫拉利：我不提供答案

许知远对话陈嘉映

“人类基因组计划” 科学家汪建：我梦想每个人都可以活到100岁.

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

1970 Switzerland / Helvetia 1/2 Fr Coin

$20.00
Add to cart
Liberty Quarter Dollar 1970 USA

$2,000.00
Add to cart
Elizabeth II DG reg fd 2003 one Pound coin

$22.00
Add to cart
Malaysia Ringgit 1 Coin 1971

$50.00
Add to cart
DGM Affiliates Program

$1.00
Join VPN vs DPN Solution
Emails | Domain Migration Full Stack Development

$79.00
Hire GCloudWebHost Now
Futures and Options Trading Strategies

$1,971.00
Add to cart

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

1970 Switzerland / Helvetia 1/2 Fr Coin

$20.00
Add to cart
Liberty Quarter Dollar 1970 USA

$2,000.00
Add to cart
Elizabeth II DG reg fd 2003 one Pound coin

$22.00
Add to cart
Malaysia Ringgit 1 Coin 1971

$50.00
Add to cart
DGM Affiliates Program

$1.00
Join VPN vs DPN Solution
Emails | Domain Migration Full Stack Development

$79.00
Hire GCloudWebHost Now
Futures and Options Trading Strategies

$1,971.00
Add to cart

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

“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?

DGM Affiliates Program

$1.00
Join VPN vs DPN Solution
Emails | Domain Migration Full Stack Development

$79.00
Hire GCloudWebHost Now
Futures and Options Trading Strategies

$1,971.00
Add to cart

1. Bybit Premium Index:

2. Open Interest/Market Cap Ratio (OI/MC Ratio):

Relationship Between Bybit Premium Index and OI/MC Ratio:

Practical Considerations:

Conclusion:

Tips:

AI Sleeping Income With DGM System

Key Differences:

Black-Scholes Model to calculate the option price

Function to calculate implied volatility

Example data

Calculate Implied Volatility

Function to get market cap from CoinGecko API

Function to get open interest from Binance Futures API

Function to calculate the Open Interest / Market Cap Ratio

Calculate and print the ratio for ETH

Calculate and print the ratio for SOL

Calculate and print the ratio for BTC

Summary:

Tips:

AI Sleeping Income With DGM System

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

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

Solana (SOL) Performance has a better result.

1. Define Your Trading Strategy

2. Set Up a DGM AI Account

3. Integrate DGM AI with Your Trading Platform

4. Automate Trade Execution

5. Backtest and Optimize

6. Monitor and Adjust

7. Ensure Security

8. Stay Updated

Tips:

AI Sleeping Income With DGM System

Tips:

AI Sleeping Income With DGM System

Solana (SOL) Performance has a better result.

Long position with 75x leverage

Tips:

AI Sleeping Income With DGM System

寻找谭嗣同（上集）

许知远 对话 王小川

高圆圆 可能我没有放肆的特质

陈志武：天下没有永恒的财富 我们如何安身立命？

话胡润｜做榜单的人，镀金时代的观察者

李景亮 | “完全是另一种人生”

黑木瞳：世上没有完美的女人

赫拉利：我不提供答案

许知远 对话 陈嘉映

“人类基因组计划” 科学家 汪建：我梦想每个人都可以活到100岁.

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

Step 1: Setup an Ai Trading System in AWS.

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

Step 3: Monitor and Observe the AI Performance Forever

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

Test EMA Strategy 1:

Test SMA Strategy 2:

Test LWMA Strategy 3:

Tips:

AI Sleeping Income With DGM System

许知远对话王小川

高圆圆可能我没有放肆的特质

陈志武：天下没有永恒的财富我们如何安身立命？

许知远对话陈嘉映

“人类基因组计划” 科学家汪建：我梦想每个人都可以活到100岁.