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Strategies/VegasTunnel

VegasTunnel1Active示例数据 · SAMPLE/strategies/vegas-tunnel

EMA tunnel trend-following on BTC/ETH 1H: enter on EMA12 breakout above the 144/169 tunnel when the 576/676 trend is up.2
Backtest▼34
Class
Algonics.Crypto.VegasTunnelAlgorithm
Source
Local folder · …/algonics/strategies
Market
Crypto · Binance spot
Registered
2026-09-12
Versions
7 · latest v7View history
Activated
✓ v5▼✓ v3▼
Bots
2 runningView in Bots →
5
v7/Run #42▾6Latest
All backtests (14)8
Built 10-24 23:41Activate v772 runs · best +48.2%
Period9
2024-01-01 → 2026-10-23 set in Run with options…
Started
2026-10-24 23:44:06
Ended
2026-10-24 23:45:48
Duration
1m 42s
Overview
Trades37
Logs
10
Statistics11Lean statistics · Run #42
Total Trades37
Net Profit+48,210.00 USDT · +48.21%
CAGR+15.04%
Win Rate45.9% (17 / 0 / 20)
Sharpe Ratio0.97
Sortino Ratio1.64
Profit Factor3.81
Max Drawdown−4.4% · Recovery 162 d
More ▾
Equity & drawdown12StrategyBuy & Hold BTCUSDTDrawdown
100k150k200k250k148,210258,3920%-4%-8%−4.4%Jan 2024AprJulOctJan 2025AprJulOctJan 2026AprJulOctDrawdown
VARIANT · Status tooltip (①)
Status chip tooltip (hover on Active in the header, ①):
ActiveActive since 2026-09-30 · v3 first activated
VARIANT · Header ⋮ menu open (④)
Set inactive…No bots can be added; running bots keep running
Archive…Read-only; only when no bot is running
Strategy ⋮ (④): Inactive / Archived are set only here; Active / Draft follow version activation.
VARIANT · Backtest ▼ menu open (③)
Backtest▼
Run with options…Choose version and period
▼ of the header Backtest split button (③): one item, Run with options… → Run backtest dialog (03i).
VARIANT · Snackbars
v7 activatedUNDORun #43 startedVIEW
After Activate v7 (⑦) · after Backtest from the list page (03 ⑥)
VARIANT · Cascader open: v7 › Run #42 (⑥ ⑬ ⑭)
v7/Run #42▾
Versions
Search version
LATEST
v72 runs+48.2%›
ACTIVATED
✓v5Live · 3 runs+412.6%›
✓v3Paper · 2 runs+305.7%›

▸  Show 4 draft versions (v6, v4, v2, v1)13

View version history→
Runs of v714
#43Running12%
#4210-24 23:44+48.2%

All backtests→
Left column, Versions (⑬): radio dot = version of the current run, › opens its runs on the right (hover or click). Groups: Latest (always shown, even as a draft), Activated (bot mode, run count, best Net Profit), then the draft versions collapsed. The search box filters by version number. A "Used by bots" group would list non-activated versions still used by a bot; there are none (bots need an activated version), so it is omitted. View version history → opens 01f.

Right column, Runs of v7 (⑭): only the selected version's runs, newest first, radio = current run (#42); completed runs show date and Net Profit without a status chip, a running run shows its progress, a failed run a red Failed chip. Clicking a run selects version and run in one go and closes the cascader (URL /strategies/vegas-tunnel/runs/43). Clicking a version row itself selects its latest completed run. All backtests → opens the Backtests drawer (03g) with every version.
VARIANT · Cascader open: version with no runs (⑮)
v7/Run #42▾
Versions
Search version
LATEST
v8draft · Built 10-25 23:20no runs›
ACTIVATED
✓v5Live · 3 runs+412.6%›
✓v3Paper · 2 runs+305.7%›

▸  Show 5 draft versions (v7, v6, v4, v2, v1)

View version history→
Runs of v8
▷
No runs yet
Built 10-25 23:20 · not backtested yet.
Run backtest15
Version without runs (⑮): hypothetical case: a new version v8 (Built 10-25 23:20) has not been backtested yet. Hovering v8 shows the empty state in the right column with Run backtest (same as the header Backtest, runs v8 with the dates in code). v8 cannot be selected on its own because the page always shows a run; the current selection v7 / Run #42 stays until a run is picked. v7 is now a draft too and is listed under Show 5 draft versions.
VARIANT · v7 activated: chip clicked (⑦)
Built 10-24 23:41✓ Activated▼
DeactivateNot used by any bot
After Activate v7 the button becomes the green ✓ Activated ▾ chip; its menu has Deactivate. v7 is used by no bot → enabled (opens 03l). For v5 (vegas-btc-binance) it is disabled: Used by 1 bot.
VARIANT · Run ⋮ menu open (⑧)
Rerun this versionSame version, period and parameters
Download results JSON

Delete
VARIANT · Empty state: no backtest yet (⑯)

GridSpotDraft

Add description
Backtest▼
Class
Algonics.Crypto.GridSpotAlgorithm
Source
Local folder · …/algonics/strategies/GridSpot
Market
Crypto · Binance spot
Registered
2026-10-22
Versions
1 · latest v1View history
Activated
None yet
Bots
— activate a version first

No backtest yet

Results of this strategy appear here after its first completed backtest. The first run uses the period, symbols and capital set in the code.

Run first backtest
Uses the dates in code · Run with options…
Draft strategy, no completed run: no run card or sub-tabs; the header shows the grey Add description (②) and the info strip stays (Versions 1, Activated None yet, Bots: activate a version first). If runs exist but all failed, the run card shows the newest failed run instead (Failed variant below). Run first backtest = the header Backtest (no dialog).
VARIANT · Running (⑰)
v7/Run #43▾Running12% · ETA 1m 30s
All backtests (14)
Built 10-24 23:41Activate v72 runs · best +48.2%
Period
from code 2020-01-01 → today
Started
2026-10-24 23:47:12
Ended
—
Duration
0m 14s running
Overview
Trades
Logs
Right after ▶ Backtest (header or Run first backtest) the page selects the new run: URL /strategies/vegas-tunnel/runs/43, cascader v7 / Run #43 with the blue Running chip and progress (no Latest chip yet; Ended —). Overview and Trades are disabled until it completes; Logs streams live and is selected. When done the page refreshes to Run #43 (becomes Latest; no status chip once completed); the bare strategy URL keeps showing Run #42 until then.
VARIANT · Viewing an older run (⑱)
You are viewing Run #38 (v5). Latest is Run #42Back to latest
v5/Run #38▾Best · Net Profit
All backtests (14)
Built 10-20 14:28✓ Activated▼3 runs · best +412.6%
Period
2024-01-01 → 2026-10-23 set in Run with options…
Started
2026-10-20 14:40:05
Ended
2026-10-20 14:41:56
Duration
1m 51s
URL /strategies/vegas-tunnel/runs/38 (picked in the cascader or the Backtests drawer). An MUI Alert (info) above the run card; Back to latest goes to /strategies/vegas-tunnel. v5 is already activated, so the version line shows the green ✓ Activated ▾ chip instead of Activate, and its summary 3 runs · best +412.6%. No Latest chip; the Best · Net Profit chip marks the best completed run with the latest run's period. Sub-tabs and Statistics below are the same as on Run #42.
VARIANT · Failed run (v4 / Run #36)
v4/Run #36▾Failed
All backtests (14)
Built 10-08 09:06Activate v43 runs · best +388.9%
⚠Error: NullReferenceException in OnData (line 214)View in logs
Period
from code 2020-01-01 → 2026-10-08
Started
2026-10-08 10:31:02
Ended
2026-10-08 10:31:11
Duration
0m 09s
A failed run shows the red Failed chip and, under the divider, the error summary with View in logs. Activate v4 stays on the version line because it belongs to the version (v4 has completed runs: best +388.9%). Opening a failed run selects the Logs sub-tab, scrolled to the first error with the Error chip selected; Overview shows no statistics; Latest / the bare strategy URL skip failed runs.
VARIANT · Total Fees = 0 on crypto
⚠Total fees are 0 — no fee model set for crypto. Results may be optimistic.Learn more
MUI Alert (warning, standard) above the Statistics card; Total Fees itself stays a normal row behind More ▾.
Annotations: ① Breadcrumb back to the list; the header shows the display name and the Status chip. Hovering the Status chip shows a tooltip with its reason, e.g. Active since 2026-09-30 · v3 first activated (variant; there is no Lifecycle card). Status is derived: Draft until any version is activated; the first activated version makes it Active, and deactivating the last activated version makes it Draft again (manually set Inactive or Archived stay unchanged). ② Description under the name (the class name is no longer here; it moved to the info strip ⑤): one line of secondary text, truncated with an ellipsis, full text in a tooltip on hover. Without a description it shows a grey Add description that edits inline (Enter saves, Esc cancels; empty-state variant ⑯). ③ Backtest is an MUI ButtonGroup split button. The main part Backtest runs immediately with the last settings of this strategy (version: latest from source folder; period: the last one used, the first time the dates in code); no dialog opens; the page switches to the new run (v7 / Run #43 · Running, variant ⑰), which also tops the Backtests drawer (03g). The ▼ part opens a menu with one item, Run with options…, which opens the Run backtest dialog (03i; menu shown open as a variant). ④ Edit (icon) opens display name / description / market. The ⋮ next to it is the strategy menu (variant, open) with the manual status actions: Set inactive… (confirm; paused: no bots can be added, running bots keep running; on an Inactive strategy the item reads Reactivate) and Archive… (confirm; read-only, allowed only when no bot is running; an archived strategy shows Unarchive, which restores the previous status). There is no Activate or Deactivate button in the header. Active and Draft are never set by hand: they follow from version activation (Activate vN on the version line of the run card ⑦; a version is deactivated from its clickable ✓ Activated chip there, in the info strip ⑤ or in 03f ⑤, confirm 03l, only while no bot uses it). Only Inactive and Archived are manual, via this menu. ⑤ Info strip, one Portenza card with two rows between the header and the run card: strategy-level facts that do not depend on the selected run. Row 1, the strategy facts: Class (full Lean type name, monospace), Source (Local folder and the path truncated from the left, full path in a tooltip; the newest dll under bin/** is read on every Backtest), Market Crypto · Binance spot, Registered date, and Versions 7 · latest v7 with View history (dialog 03f). Row 2, the live usage: Activated clickable chips ✓ v5 ▾ ✓ v3 ▾, each opening a menu with Deactivate (same as 03f ⑤ and the chip on the run card ⑦), enabled only while no bot references the version (here both are used, so disabled); Add bot offers only activated versions, default the most recently activated. Bots: running count and View in Bots → (the Bots page, sidebar QUANT › Bots, filtered by this strategy). A Draft strategy shows Versions 1, Activated None yet and Bots "activate a version first" (empty-state variant ⑯). No page tabs: below the strip the run card (⑥–⑨) and the sub-tabs (⑩) follow directly; the full run list lives in the Backtests drawer (03g), opened from All backtests (14) on the run card (⑧) or All backtests → in the cascader (⑭); version history is a dialog (03f); bots are managed on the Bots page. URLs: /strategies/vegas-tunnel (latest completed run) and /strategies/vegas-tunnel/runs/42 (a specific run, same layout; sub-tabs add /trades, /logs). ⑥ Run card under the info strip; without a run in the URL it shows the latest completed run (Running and Failed runs are skipped). Its title is a 2-level cascader v7 / Run #42 ▾ (MUI popover with two columns, versions › runs; variant, open) that picks version and run in one go. Status chips appear only when something needs attention: blue Running with progress, red Failed; a completed run shows no status chip. The Latest chip marks the latest completed run (Best · Net Profit on the best run, ⑱). URLs stay /strategies/vegas-tunnel and /strategies/vegas-tunnel/runs/42: the run number is unique per strategy, so the version is implied by the run; runs are identified by Run # only. ⑦ Version line (14px, directly under the cascader) describes the selected version: Built 10-24 23:41 (dll build time) and Activate v7 (contained, small), which belongs to the version: no confirm, Snackbar v7 activated with Undo (variant). An activated version shows the green ✓ Activated ▾ chip instead (variant, open; also ⑱); its menu has Deactivate, enabled only when no bot references the version (running or stopped; deleted bots don't count), opening the confirm 01l. On the right the version summary: 2 runs · best +48.2%. ⑧ Right end of the title row: All backtests (14) (outlined, small) opens the Backtests drawer with all runs of every version (03g); a thin vertical Divider then separates the run ⋮ menu (variant, open): Rerun this version (same version, period and parameters; selects the new run), Download results JSON, Delete (confirm; activated versions keep their flag). ⑨ Below a Divider the run details, four items: Period (here set in Run with options…; otherwise "from code"), Started 2026-10-24 23:44:06, Ended 2026-10-24 23:45:48, Duration 1m 42s. The version is not repeated (it is in the cascader); initial capital, fee model, resolution and parameters come from the code and are not shown. ⑩ Sub-tabs Overview | Trades (37, round trips) | Logs (smaller second-level MUI Tabs) switch the run content; URLs …/runs/42, …/runs/42/trades, …/runs/42/logs. Header, info strip, run card and sub-tabs stay in place on all three; there is no right rail, so Overview, Trades (03j) and Logs (03k) use the full width. ⑪ Statistics card, full width, collapsed: only the first two rows with the 8 core metrics in Karlo's order (the Backtests drawer, 03g, shows Net Profit, CAGR, Sharpe and Max DD of them): Total Trades (round trips = W + D + L, 37), Net Profit (USDT and %), CAGR, Win Rate (wins / draws / losses); Sharpe, Sortino, Profit Factor, Max Drawdown · Recovery 162 d (Lean DrawdownRecovery: longest peak-to-new-peak recovery). More ▾ expands the remaining 22 rows (Total Orders, End Equity, Total Fees, Calmar, volatility, win / loss stats, Alpha / Beta, Buy & Hold, …). With Total Fees 0 on crypto an amber Alert sits above it (variant). ⑫ Equity (log scale) against a dashed Buy & Hold BTCUSDT benchmark with the same capital; drawdown below on a shared x-axis; hover shows a crosshair on both. ⑬ Cascader, left column Versions: Latest, Activated (with bot mode, run count and best Net Profit), then the draft versions (not activated, not used by any bot; here v6, v4, v2, v1) collapsed by default, because local development creates many versions; search finds any version by number; View version history → opens 01f. ⑭ Right column: only the runs of the version highlighted on the left; All backtests → opens the drawer (03g). ⑮ A version with no runs yet (variant, hypothetical v8) shows No runs yet and Run backtest in the right column. ⑯ Empty state (variant): a strategy with no completed backtest shows "No backtest yet" and a large ▶ Run first backtest button (same as the header Backtest: dates in code, no dialog; Run with options… beside it). Rows of the list page (03) land here for such strategies. ⑰ Running (variant): after Backtest the cascader shows v7 / Run #43 with the Running chip and progress; Logs streams live, the other sub-tabs fill in when it completes. ⑱ Older run (variant): an info bar You are viewing Run #38 (v5). Latest is Run #42 · Back to latest above the run card. A failed run (variant, v4 / Run #36) shows the Failed chip and the error summary and opens on Logs.
Sample data: versions, hashes, runs and bots are for illustration only. VegasTunnel is a hypothetical spot long-only example.
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