跨数据源比较¶

Backtest C:\test\crypto-bot.algo on BTCUSD H1, account 1234567 from 1 January 2024 to 31 December 2024 using M1 data mode. Save the results as JSON to C:\test\results-server.json.

Backtest C:\test\crypto-bot.algo on BTCUSD H1, account 1234567 from 1 January 2024 to 31 December 2024 using M1-CSV data mode with the data file at C:\test\binance-btcusd-2024.csv. Save the results as JSON to C:\test\results-binance.json.

Backtest the same cBot again using the data file at C:\test\coinbase-btcusd-2024.csv. Save the results to C:\test\results-coinbase.json.

Compare the backtest results from C:\test\results-server.json, C:\test\results-binance.json and C:\test\results-coinbase.json. Show net profit, total trades, win rate, profit factor and maximum drawdown for each. Highlight any significant differences.

Why did the cBot perform better on Binance data than Coinbase data? Were there more trades, better fills, or different market conditions?

Were there specific months where one data source led to significantly different results? Show me a month-by-month breakdown.

Backtest C:\test\crypto-bot.algo on BTCUSD H1 for three separate periods: January to June 2023, July to December 2023, and January to June 2024. Compare the results and tell me whether the strategy has been improving, degrading, or staying consistent.

Which 6-month period produced the worst results and why? Was it a trending or ranging market?

Backtest C:\test\crypto-bot.algo on BTCUSD, ETHUSD and XRPUSD over the last 12 months using the same parameters. Which symbol does the strategy work best on?

Based on everything we have tested, summarise which data source, symbol and time period combination produces the most reliable results for this cBot. What should I use going forward?