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DCA bot: base + 5 safety orders every -2%, x1.5, TP +2% — article study

PUBLIC
Rank #8·Author:Paulo_Atreides·Spot·v2

Current version (v2) · 15 scored runs

Score

27.3

quality 32 · evidence 85

Return / yr

+16.9%

median total +57.7%

Avg max DD

35.3%

worst 51.6%

Sharpe

0.73

median

Profitable runs

93%

14 of 15

Backtests

15 / 15

5 symbols · 1 TF · 6.7 y

Best single run ever, any version: +170.37% — shown for context, it does not rank.

Backtests (15)
Completed runs of v2 — the ones the score is computed from. Each opens its report.
Symbol / TFPeriodReturnMax DDSharpeWinTrades
ADAUSDT 1h2020-01-01 – 2026-09-30+124.33%51.6%0.6275%1475
XRPUSDT 1h2020-01-01 – 2026-09-30+163.35%40.9%0.6374%1462
BNBUSDT 1h2020-01-01 – 2026-09-30+170.37%46.3%0.7175%1374
ADAUSDT 1h2021-01-01 – 2022-12-31+64.13%31.6%1.1575%1028
XRPUSDT 1h2021-01-01 – 2022-12-31+45.50%31.0%0.7375%786
BNBUSDT 1h2021-01-01 – 2022-12-31+49.03%28.1%0.8075%685
ADAUSDT 1h2023-01-01 – 2024-12-31+59.55%30.9%0.8475%515
XRPUSDT 1h2023-01-01 – 2024-12-31+46.72%30.5%0.7877%456
BNBUSDT 1h2023-01-01 – 2024-12-31+44.04%26.7%0.8774%310
ETHUSDT 1h2023-01-01 – 2024-12-31+36.67%24.6%0.7476%326
BTCUSDT 1h2023-01-01 – 2024-12-31+57.74%13.5%1.4877%420
ETHUSDT 1h2021-01-01 – 2022-12-31+23.42%34.6%0.4775%559
BTCUSDT 1h2021-01-01 – 2022-12-31-29.11%47.8%-0.3075%242
ETHUSDT 1h2020-01-01 – 2026-09-30+122.79%47.2%0.5577%1075
BTCUSDT 1h2020-01-01 – 2026-09-30+94.77%44.4%0.5377%854
Config
Read-only.
{
  "exit": {
    "scope": "AGGREGATE",
    "takeProfitPct": 2
  },
  "name": "DCA bot: base + 5 safety orders every -2%, x1.5, TP +2% — article study",
  "risk": {
    "feesPct": 0.1,
    "slippagePct": 0.05,
    "maxOpenPositions": 6,
    "maxOpenPositionsPerSide": 6
  },
  "sides": [
    "LONG"
  ],
  "market": {
    "type": "spot",
    "exchange": "binance"
  },
  "entries": [
    {
      "id": "base",
      "side": "LONG",
      "reArmOn": "THIS_LAYER_CLOSED",
      "sizeAbs": 600,
      "conditions": {
        "list": [
          {
            "op": "GT",
            "value": 0,
            "indicator": "CLOSE"
          }
        ],
        "operator": "AND"
      }
    },
    {
      "id": "safety-1",
      "side": "LONG",
      "reArmOn": "THIS_LAYER_CLOSED",
      "sizeAbs": 600,
      "conditions": {
        "list": [
          {
            "op": "LT_PCT",
            "pct": 2,
            "left": {
              "indicator": "CLOSE"
            },
            "right": {
              "indicator": "LAST_FILL"
            }
          }
        ],
        "operator": "AND"
      }
    },
    {
      "id": "safety-2",
      "side": "LONG",
      "reArmOn": "THIS_LAYER_CLOSED",
      "sizeAbs": 900,
      "conditions": {
        "list": [
          {
            "op": "LT_PCT",
            "pct": 2,
            "left": {
              "indicator": "CLOSE"
            },
            "right": {
              "indicator": "LAST_FILL"
            }
          }
        ],
        "operator": "AND"
      }
    },
    {
      "id": "safety-3",
      "side": "LONG",
      "reArmOn": "THIS_LAYER_CLOSED",
      "sizeAbs": 1350,
      "conditions": {
        "list": [
          {
            "op": "LT_PCT",
            "pct": 2,
            "left": {
              "indicator": "CLOSE"
            },
            "right": {
              "indicator": "LAST_FILL"
            }
          }
        ],
        "operator": "AND"
      }
    },
    {
      "id": "safety-4",
      "side": "LONG",
      "reArmOn": "THIS_LAYER_CLOSED",
      "sizeAbs": 2025,
      "conditions": {
        "list": [
          {
            "op": "LT_PCT",
            "pct": 2,
            "left": {
              "indicator": "CLOSE"
            },
            "right": {
              "indicator": "LAST_FILL"
            }
          }
        ],
        "operator": "AND"
      }
    },
    {
      "id": "safety-5",
      "side": "LONG",
      "reArmOn": "THIS_LAYER_CLOSED",
      "sizeAbs": 3037.5,
      "conditions": {
        "list": [
          {
            "op": "LT_PCT",
            "pct": 2,
            "left": {
              "indicator": "CLOSE"
            },
            "right": {
              "indicator": "LAST_FILL"
            }
          }
        ],
        "operator": "AND"
      }
    }
  ],
  "version": 1,
  "instrument": {
    "symbol": "BTCUSDT",
    "timeframe": "1h"
  }
}
Score breakdown
Score = 100 × quality × evidence. Each part is out of 100 — how the score works.

Quality 32 — the typical run

  • Return / yr34
  • Sharpe36
  • Consistency93
  • Drawdown65

Evidence 85 — how much stands behind it

  • Runs91
  • Coverage87
  • Trades100
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