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Strategies/VegasTunnel

VegasTunnelActive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.
Backtest▼
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 →
v7/Run #42▾Latest
All backtests (14)
Built 10-24 23:41Activate v72 runs · best +48.2%
Period
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
StatisticsLean 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 & drawdownStrategyBuy & 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)

View version history→
Runs of v7
#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 backtest
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: The Run backtest dialog is a MUI Dialog (maxWidth sm, scroll="paper": the content area scrolls between the dividers when the window is short). Only two sections: Version and Period (optional). ① Version: defaults to "Latest from source folder" for a Local folder strategy: on submit the newest dll is re-read; if the dll hash and the algorithm fingerprint changed, v8 is created and used, otherwise v7 runs. Other options pin an existing version (see the open menus below the dialog: ⑤ Local folder source, ⑥ Upload DLL source). ② Period is optional, empty by default. If Start / End dates are entered here they are used; otherwise the dates in the strategy code apply. The quick chips 1Y, 3Y, 5Y, YTD, Max fill Start / End with a range ending at the last available bar (Max = full coverage); a range outside the coverage is an error. ③ No data selection: symbols and resolution are decided by the strategy code. They are learned from the first backtest run of the strategy and stored; the hint then shows the coverage in the Lean data folder for them. Before any run it reads "Data requirements unknown until first run". ④ Not in the dialog, by design for the first release: parameters (code defaults are used; they are still scanned; a parameters form may come later), initial cash and currency (set in code), run name / note (runs are identified by Run # and created time), fee model (Lean's default for the market), and runner (Local, implicit). ⑤ Version menu, Local folder source: the first option is Latest from source folder (default), then a subheader Pin an existing version with v7 (latest) … v1, each with its created date; activated versions (v5, v3) carry a small Activated tag. A pinned version runs as is; the folder is not read. ⑥ Version menu, Upload DLL source: there is no folder to read, so the default is the newest existing version (v7 · latest), shown with its upload date; older versions are selectable. New versions only come from uploading a dll again: the last menu item and the helper link Upload new DLL open the upload step (same scan and fingerprint rules as in Add strategy); an accepted dll becomes v8 and is preselected. Run backtest closes the dialog; the page switches to the new run (v7 / Run #43 · Running with progress, 03e variant ⑰), which also tops the Backtests drawer (03g). The dialog opens only from Run with options… in the Backtest split button menu of the strategy header (shown open as a variant on 03e, ③); the list page has no such option. Plain Backtest (header button or the list row Backtest icon, 03 ⑥) runs immediately with the last settings and never opens this dialog.
Sample data: versions, hashes, runs and bots are for illustration only. VegasTunnel is a hypothetical spot long-only example.
Run backtest · VegasTunnel示例数据 · SAMPLE✕
1Version1
Latest from source folder · auto-version▼
ⓘReads the newest dll under bin/** once the file is stable. If the algorithm changed, v8 is created automatically.
2Periodoptional override2
From code▦
From code▦
Quick range
1Y3Y5YYTDMax
ⓘLeave empty to use the dates in code.
ⓘData available 2019-01-01 → 2026-10-23 (BTCUSDT, 1h)3
4CancelRun backtest
Source: Local folder · menu open5
Latest from source folder · auto-version▲
Source: Upload DLL · menu open6
v7 · latest · uploaded 2026-10-24▲
ⓘNew versions only come from uploading a dll. Upload new DLL
☰ All ‹ › 8/22