S
strat-decoder
hyperliquid · reverse-engineer
Completed validation

SwingBasketStrategy

CHIP/USDC:USDC ENA/USDC:USDC XPL/USDC:USDC 15m · 2026-04-11 → 2026-05-11 · ran in 29.0s
← Analysis
PnL %
0.072%
PnL USDC
7.18
Trades
26
Win rate
50.0%
Sharpe
1.63
Sortino
3.27
Max DD
0.17%
Avg trade %
0.276%

Wallet vs strategy — same window

2026-04-11 → 2026-05-11
Wallet on these pairs
189 fills
Strategy
26 trades
Max possible bars
8,640
15m × 3 pairs
Metric Wallet (actual) Strategy (backtest) Δ
Closed PnL (USDC) 2479.09 7.18 -2471.91
Win rate 67.7% 50.0% -17.7 pp
Closing trades 155 26 -129

Same-window comparison is a sanity check on the Coder agent's transcription, not real out-of-sample validation.

Trades (26)
# Pair Open Close Open px Close px Profit % Profit USDC
1 XPL/USDC:USDC 2026-04-13 14:45 2026-04-13 19:15 0.129 0.1317 2.0% 2.0
2 ENA/USDC:USDC 2026-04-13 15:00 2026-04-13 21:45 0.0953 0.0973 2.0% 2.0
3 XPL/USDC:USDC 2026-04-13 23:30 2026-04-14 01:15 0.1382 0.1438 4.0% 4.0
4 ENA/USDC:USDC 2026-04-15 12:30 2026-04-15 15:45 0.0978 0.0964 -1.51% -1.51
5 ENA/USDC:USDC 2026-04-16 13:15 2026-04-16 14:15 0.105 0.1018 -3.17% -3.17
6 XPL/USDC:USDC 2026-04-16 13:15 2026-04-16 15:00 0.1388 0.1348 -2.97% -2.97
7 ENA/USDC:USDC 2026-04-16 15:45 2026-04-16 18:45 0.1073 0.1116 4.0% 4.0
8 ENA/USDC:USDC 2026-04-17 13:00 2026-04-17 14:15 0.1137 0.1184 4.0% 4.0
9 ENA/USDC:USDC 2026-04-17 14:30 2026-04-17 17:00 0.1187 0.1236 4.0% 4.0
10 ENA/USDC:USDC 2026-04-19 13:15 2026-04-19 15:30 0.122 0.1194 -2.26% -2.26
11 ENA/USDC:USDC 2026-04-20 13:15 2026-04-20 15:00 0.1173 0.1154 -1.75% -1.75
12 XPL/USDC:USDC 2026-04-22 14:00 2026-04-22 19:45 0.1044 0.1027 -1.71% -1.71
13 XPL/USDC:USDC 2026-04-26 06:30 2026-04-26 12:30 0.1009 0.1006 -0.33% -0.33
14 CHIP/USDC:USDC 2026-04-26 15:15 2026-04-26 17:30 0.0746 0.0776 4.0% 4.0
15 XPL/USDC:USDC 2026-05-01 14:00 2026-05-01 16:45 0.0935 0.0924 -1.21% -1.21
16 ENA/USDC:USDC 2026-05-01 14:00 2026-05-01 19:45 0.105 0.1035 -1.45% -1.45
17 XPL/USDC:USDC 2026-05-02 14:00 2026-05-02 14:45 0.0924 0.0911 -1.51% -1.51
18 XPL/USDC:USDC 2026-05-06 12:45 2026-05-06 14:00 0.0991 0.0942 -5.08% -5.08
19 ENA/USDC:USDC 2026-05-06 12:30 2026-05-06 15:00 0.1238 0.1176 -5.09% -5.08
20 ENA/USDC:USDC 2026-05-07 06:45 2026-05-07 11:00 0.1209 0.1235 2.0% 2.0
21 XPL/USDC:USDC 2026-05-07 06:45 2026-05-07 11:00 0.1004 0.1025 2.0% 2.0
22 XPL/USDC:USDC 2026-05-07 13:30 2026-05-07 14:15 0.107 0.1017 -5.09% -5.09
23 CHIP/USDC:USDC 2026-05-07 12:30 2026-05-07 16:30 0.0551 0.0562 2.0% 2.0
24 CHIP/USDC:USDC 2026-05-08 06:30 2026-05-08 06:45 0.0621 0.0636 2.31% 2.3
25 CHIP/USDC:USDC 2026-05-08 07:00 2026-05-08 10:30 0.0648 0.0675 4.0% 4.0
26 XPL/USDC:USDC 2026-05-10 15:15 2026-05-10 16:30 0.1067 0.111 4.0% 4.0
Full Freqtrade summary
{
  "sqn": 0.4441,
  "cagr": 0.00974460479698025,
  "wins": 13,
  "draws": 0,
  "calmar": 29.087732444643656,
  "losses": 13,
  "sharpe": 1.634017879664276,
  "sortino": 3.2689919407478563,
  "winrate": 0.5,
  "csum_max": 10012.34633498,
  "csum_min": 9994.86832023,
  "pairlist": [
    "CHIP/USDC:USDC",
    "ENA/USDC:USDC",
    "XPL/USDC:USDC"
  ],
  "stoploss": -0.05,
  "best_pair": {
    "key": "CHIP/USDC:USDC",
    "sqn": 5.7302,
    "cagr": 0.016765817215539602,
    "wins": 4,
    "draws": 0,
    "calmar": -100.0,
    "losses": 0,
    "sharpe": 9.363715012066816,
    "trades": 4,
    "sortino": -100.0,
    "winrate": 1.0,
    "expectancy": 3.07671499,
    "profit_mean": 0.030764965094518586,
    "duration_avg": "2:30:00",
    "profit_total": 0.0012306859960000002,
    "profit_factor": 0.0,
    "profit_mean_pct": 3.08,
    "expectancy_ratio": 100.0,
    "max_drawdown_abs": 0.0,
    "profit_total_abs": 12.30685996,
    "profit_total_pct": 0.12,
    "max_drawdown_account": 0.0
  },
  "draw_days": 13,
  "timeframe": "15m",
  "timerange": "20260411-20260511",
  "expectancy": 0.2760006396153849,
  "worst_pair": {
    "key": "XPL/USDC:USDC",
    "sqn": -0.5518,
    "cagr": -0.007953666868420362,
    "wins": 4,
    "draws": 0,
    "calmar": -26.295255758476138,
    "losses": 7,
    "sharpe": -1.3582677511259333,
    "trades": 11,
    "sortino": -2.3822689287605505,
    "winrate": 0.36363636363636365,
    "expectancy": -0.536846610909091,
    "profit_mean": -0.0053647977894472065,
    "duration_avg": "2:48:00",
    "profit_total": -0.0005905312720000001,
    "profit_factor": 0.6700947222140752,
    "profit_mean_pct": -0.54,
    "expectancy_ratio": -0.20993972222740676,
    "max_drawdown_abs": 15.900414740000002,
    "profit_total_abs": -5.905312720000001,
    "profit_total_pct": -0.06,
    "max_drawdown_account": 0.0015890888108705085
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  "freqaimodel": null,
  "holding_avg": "2:53:00",
  "losing_days": 8,
  "margin_mode": "isolated",
  "minimal_roi": {
    "0": 0.08,
    "60": 0.04,
    "240": 0.02,
    "1440": 0.005
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  "profit_mean": 0.002760560996536448,
  "backtest_end": "2026-05-11 00:00:00",
  "daily_profit": [
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      "2026-04-13",
      3.9989679
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    [
      "2026-04-14",
      3.99683094
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    [
      "2026-04-15",
      -1.50680496
    ],
    [
      "2026-04-16",
      -2.14204847
    ],
    [
      "2026-04-17",
      7.99938957
    ],
    [
      "2026-04-18",
      0.0
    ],
    [
      "2026-04-19",
      -2.25932166
    ],
    [
      "2026-04-20",
      -1.75060568
    ],
    [
      "2026-04-21",
      0.0
    ],
    [
      "2026-04-22",
      -1.70651331
    ],
    [
      "2026-04-23",
      0.0
    ],
    [
      "2026-04-24",
      0.0
    ],
    [
      "2026-04-25",
      0.0
    ],
    [
      "2026-04-26",
      3.67153905
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    [
      "2026-04-27",
      0.0
    ],
    [
      "2026-04-28",
      0.0
    ],
    [
      "2026-04-29",
      0.0
    ],
    [
      "2026-04-30",
      0.0
    ],
    [
      "2026-05-01",
      -2.66473919
    ],
    [
      "2026-05-02",
      -1.51326984
    ],
    [
      "2026-05-03",
      0.0
    ],
    [
      "2026-05-04",
      0.0
    ],
    [
      "2026-05-05",
      0.0
    ],
    [
      "2026-05-06",
      -10.1671508
    ],
    [
      "2026-05-07",
      0.91314393
    ],
    [
      "2026-05-08",
      6.30652474
    ],
    [
      "2026-05-09",
      0.0
    ],
    [
      "2026-05-10",
      4.00007441
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  ],
  "drawdown_end": "2026-05-07 14:15:00",
  "profit_total": 0.0007176016630000001,
  "stake_amount": 100,
  "total_trades": 26,
  "total_volume": 5209.0615913556,
  "trading_mode": "futures",
  "wallet_stats": {
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    "low_ts": 1778164200000,
    "sharpe": 0.6879768262721816,
    "high_ts": 1776446100000,
    "sortino": 0.7922242277137383,
    "low_date": "2026-05-07 14:30:00",
    "high_date": "2026-04-17 17:15:00",
    "end_balance": 10007.17601663,
    "low_balance": 9994.86832023,
    "drawdown_end": "2026-05-07 14:30:00",
    "high_balance": 10012.34633498,
    "start_balance": 10000.0,
    "drawdown_start": "2026-04-17 17:15:00",
    "drawdown_end_ts": 1778164200000,
    "max_drawdown_abs": 17.47801475000051,
    "max_drawdown_low": -5.131679770000119,
    "drawdown_duration": "19 days 21:15:00",
    "drawdown_start_ts": 1776446100000,
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    "drawdown_duration_s": 1718100.0,
    "max_drawdown_account": 0.001745646241674422,
    "max_relative_drawdown": 0.001745646241674422
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  "market_change": 0.09604018761981152,
  "mix_tag_stats": [
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      "profit_total_pct": -0.18,
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    {
      "key": "TOTAL",
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  "profit_factor": 1.21663886745008,
  "profit_median": 0.008360414536114644,
  "strategy_name": "SwingBasketStrategy",
  "trailing_stop": true,
  "backtest_start": "2026-04-13 14:00:00",
  "drawdown_start": "2026-04-17 17:00:00",
  "dry_run_wallet": 10000,
  "stake_currency": "USDC",
  "trades_per_day": 0.96,
  "backtest_end_ts": 1778457600000,
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  "max_open_trades": 3,
  "use_exit_signal": true,
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  "rejected_signals": 0,
  "starting_balance": 10000,
  "timeframe_detail": "",
  "trade_count_long": 26,
  "backtest_best_day": 0.07999609633892597,
  "backtest_start_ts": 1776088800000,
  "drawdown_duration": "19 days 21:15:00",
  "drawdown_start_ts": 1776445200000.0,
  "freqai_identifier": null,
  "loser_holding_avg": "0d 02:44",
  "loser_holding_max": "0d 06:00",
  "loser_holding_min": "0d 00:45",
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  "profit_total_long": 0.0007176016630000001,
  "trade_count_short": 0,
  "backtest_worst_day": -0.10170368756376733,
  "enable_protections": false,
  "exit_profit_offset": 0.0,
  "periodic_breakdown": {
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      {
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      {
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      {
        "date": "28/04/2026",
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      {
        "date": "29/04/2026",
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      {
        "date": "30/04/2026",
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      {
        "date": "01/05/2026",
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        "date_ts": 1777593600000,
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      {
        "date": "02/05/2026",
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      {
        "date": "03/05/2026",
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