Strategies/VegasTunnel
VegasTunnel1Active示例数据 · SAMPLE/strategies/vegas-tunnel/runs/42/logs
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 →
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
10LogsLean backtest log · 312 lines · 2026-10-24Download13
Filter lines, e.g. BUY, OrderEvent…
11All 312Info 301Warning 11Error 012123:44:02.114INFOEngine.Main(): LEAN ALGORITHMIC TRADING ENGINE v2.5.0.0 Mode: DEBUG (64bit) Host: karlo-mbp
223:44:02.390INFOJobQueue.NextJob(): Selected Algonics.Strategies.dll · type Algonics.Crypto.VegasTunnelAlgorithm
323:44:02.871INFOConfig.Get(): parameters tunnel-fast=144 tunnel-slow=169 trend-fast=576 trend-slow=676 position-size=0.25 stop-loss-pct=0.03
423:44:03.205INFOBacktestingSetupHandler.Setup(): Cash 100000 USDT · Brokerage Binance (Cash) · Fee 0.10% per side
523:44:03.412INFOBacktestingSetupHandler.Setup(): Period 2024-01-01 → 2026-10-23 (set by Run with options)
623:44:03.660WARNAlgorithm.SetWarmUp(): 676 bars requested; history before 2024-01-01 loaded for BTCUSDT, ETHUSDT, SOLUSDT
723:44:04.018INFOAlgorithmManager.Run(): Begin DataStream - Start: 1/1/2024 Stop: 10/23/2026
823:44:04.233INFOSubscriptionDataReaderHelper: BTCUSDT, ETHUSDT, SOLUSDT · Hour · TradeBar
923:44:05.902INFOAlgorithm.WarmUp(): finished at 2024-01-01 00:00
1023:44:06.117WARNSubscriptionDataReader: SOLUSDT hour bars missing 2024-02-07 01:00–03:00 (3 bars), filled forward
1123:44:07.548INFODebug: 2024-02-13 06:00 BUY BTCUSDT 0.4019 @ 62,197.3 · close above tunnel EMA144/169, trend up
1223:44:07.549INFOOrderEvent: Id 1 BTCUSDT Filled · fee 25.00 USDT
· · · lines 13–305 · scroll · · ·
30623:44:09.871INFODebug: 2024-02-19 10:00 SELL BTCUSDT 0.4019 @ 60,291.3 · stop loss 3% · P/L −815.34 USDT
30723:44:09.872INFOOrderEvent: Id 2 BTCUSDT Filled · fee 24.23 USDT
30823:44:31.006WARNBinanceBrokerageModel: BTCUSDT order quantity rounded to lot size 0.0001
30923:45:42.917INFOAlgorithmManager.Stop(): Algorithm Id:(R9hT6c1N) completed in 101.84 seconds · 73,944 data points processed
31023:45:43.104INFOStatisticsBuilder: Total Orders 74 · Net Profit 48.210% · Sharpe Ratio 0.973 · Drawdown 4.4%
31123:45:43.355INFOEngine.Run(): results written to backtest-R9hT6c1N.json
31223:45:43.502INFOEngine.Main(): Exiting Lean…
Times UTC+8, wall clock of the run; Debug lines carry the algorithm time
Annotations: ①–⑤ Header and info strip, ⑥–⑩ run card (cascader, version line, run details) and sub-tabs: see 01e. Logs sub-tab, /strategies/vegas-tunnel/runs/42/logs: full width. The full Lean log of the run inside a card; the log pane scrolls inside (fixed height), so the page itself stays short. Lines are numbered, with wall-clock time and level; Lean TRACE lines map to Info, Debug lines written by the strategy carry the algorithm time. ⑪ Search filters the lines as you type (matches highlighted). ⑫ Level filter chips with counts: All / Info / Warning / Error (here 11 warnings, no errors); warnings are amber, errors red. ⑬ Download saves the full .log file. On a failed run this sub-tab is selected automatically, scrolled to the first error with the Error chip selected (Failed-run variant on 03e).
Sample data: versions, hashes, runs and bots are for illustration only. VegasTunnel is a hypothetical spot long-only example.
Sample data: versions, hashes, runs and bots are for illustration only. VegasTunnel is a hypothetical spot long-only example.