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Schism4 Strategy Performance Results
Description:
This strategy is a combination of several technical indicators, most of which are indicators that rely on the Relative Strength Index (RSI), Moving Averages (MA), and Momentum (MP). The Relative Strength Indicator (RSI) is used to identify overbought and oversold conditions, while the Moving Average (MA) helps identify trend changes. Meanwhile, the Momentum (MP) indicator is used to identify sudden changes in the trend direction.
When analyzing buy conditions, the strategy considers the RMI up-trend (a combination of the RSI and the MA) as well as the current profit, the peak profit, and the RMI slow. For sell condition, the strategy considers the RMI down-trend, the current profit, the loss cut-off, the peak profit, and the RMI slow. Additionally, the strategy also looks at free slots, average other profits, and biggest losers when determining whether to sell or not.
Overall, this strategy is a technical based trading strategy that relies heavily on the RSI, MA, MP, and RMI indicators. It is designed to help trade identify profitable trades, by looking at buy and sell conditions and helping to identify the right time to enter and exit a trade.
Daily Profit
Pairs
Top cryptocurrency trading pairs
Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
---|---|---|---|---|---|---|---|---|---|---|
DOT/USDT | 3 | 1.00 | 3.00 | 0.610804 | 0.61 | 1:58:00 | 3 | 0 | 0 | 100.00 |
BNB/USDT | 3 | 1.00 | 3.00 | 0.610750 | 0.61 | 3:30:00 | 3 | 0 | 0 | 100.00 |
ETH/USDT | 4 | 0.75 | 3.00 | 0.605514 | 0.61 | 8:05:00 | 4 | 0 | 0 | 100.00 |
ETC/USDT | 4 | 0.75 | 3.00 | 0.604776 | 0.6 | 1 day, 23:44:00 | 3 | 1 | 0 | 75.00 |
XRP/USDT | 2 | 0.75 | 1.50 | 0.303136 | 0.3 | 9:40:00 | 2 | 0 | 0 | 100.00 |
LUNA/USDT | 1 | 1.00 | 1.00 | 0.198725 | 0.2 | 2:50:00 | 1 | 0 | 0 | 100.00 |
LTC/USDT | 2 | 0.25 | 0.50 | 0.098901 | 0.1 | 5 days, 7:40:00 | 1 | 1 | 0 | 50.00 |
ALGO/USDT | 1 | 0.50 | 0.50 | 0.098136 | 0.1 | 12:45:00 | 1 | 0 | 0 | 100.00 |
BTC/USDT | 5 | -0.64 | -3.18 | -0.687566 | -0.69 | 12:54:00 | 4 | 0 | 1 | 80.00 |
SOL/USDT | 3 | -1.36 | -4.09 | -0.869011 | -0.87 | 11:03:00 | 2 | 0 | 1 | 66.67 |
BCH/USDT | 6 | -1.05 | -6.32 | -1.344372 | -1.34 | 1 day, 20:41:00 | 4 | 1 | 1 | 66.67 |
LINK/USDT | 2 | -4.50 | -9.01 | -1.861700 | -1.86 | 5 days, 16:25:00 | 1 | 0 | 1 | 50.00 |
ADA/USDT | 3 | -3.26 | -9.79 | -2.018976 | -2.02 | 3 days, 18:28:00 | 2 | 0 | 1 | 66.67 |
TOTAL | 39 | -0.43 | -16.90 | -3.650882 | -3.65 | 1 day, 12:55:00 | 31 | 3 | 5 | 79.49 |
- Pair: This is the cryptocurrency trading pair that was used for the backtesting.
- Buys: This is the total number of buy orders placed during the backtesting.
- Avg Profit %: This is the average percentage of profit that was made on each buy order.
- Cum Profit: This is the cumulative profit made over all buy orders.
- Tot Profit Abs: This is the total absolute profit made over all buy orders.
- Tot Profit %: This is the total percentage of profit made over all buy orders.
- Avg Duration: This is the average duration of each buy order.
- Win: This is the total number of buy orders that resulted in a win.
- Draw: This is the total number of buy orders that resulted in a draw.
- Loss: This is the total number of buy orders that resulted in a loss.
- Win %: This is the percentage of buy orders that resulted in a win.
Sell Reason
Sell Reason | Sells | Win | Draws | Loss | Avg Profit % | Cum Profit % | Tot Profit ABS | Tot Profit % |
---|---|---|---|---|---|---|---|---|
34 | 31 | 3 | 0 | 0.82 | 27.97 | 5.626960749999999 | 5.59 | |
5 | 0 | 0 | 5 | -8.97 | -44.87 | -9.27784282 | -8.97 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 3.25 trades per day. The starting balance was $100 and the final balance was $96.34911793, resulting in an absolute profit of $-3.65088207 and a total profit percentage of -0.0365088207. The average stake amount was $20.183301346153847 and the total trade volume was $787.1487525. The best pair was ETH/USDT and the worst pair was ADA/USDT. The maximum balance reached was $105.62696075 and the minimum balance was $96.34911793. The market change during this period was -0.03472053946975863.
Metric | Value |
---|---|
Backtesting from | 2024-01-01 00:00:00 |
Backtesting to | 2024-01-13 15:40:00 |
Max open trades | 5 |
Total/Daily Avg Trades | 39 / 3.25 |
Starting balance | 100 |
Final balance | 96.34911793 |
Absolute profit | -3.65088207 |
Total profit % | -0.0365088207 |
Avg. stake amount | 20.183301346153847 |
Total trade volume | 787.1487525 |
Best Pair | ETH/USDT |
Worst Pair | ADA/USDT |
Max Balance | 105.62696075 |
Min Balance | 96.34911793 |
Market Change | -0.03472053946975863 |
Config
{
"pairlists": [
{
"method": "StaticPairList"
}
],
"timeframe": "15m",
"tradable_balance_ratio": 0.99,
"fiat_display_currency": "USD",
"stake_amount": "unlimited",
"stake_currency": "USDT",
"amend_last_stake_amount": true,
"exchange": {
"pair_whitelist": [
"BTC/USDT",
"BCH/USDT",
"ETH/USDT",
"LINK/USDT",
"LTC/USDT",
"SOL/USDT",
"BNB/USDT",
"XRP/USDT",
"ADA/USDT",
"DOT/USDT",
"ETC/USDT",
"ALGO/USDT",
"LUNA/USDT"
],
"name": "binance"
},
"dry_run_wallet": 100,
"max_open_trades": 5
}