CombinedBinHAndClucV5Hyperoptable Strategy Performance Results

Description:

The CombinedBinHAndClucV5Hyperoptable strategy is a buy-sell indicator used for trading cryptocurrencies. It uses a combination of two indicators, Bollinger Bands and Coppock Curve, for making buy and sell decisions. The strategy uses Bollinger Bands to determine when to make a buy decision, and it uses Coppock Curve to determine when to make a sell decision. Parameters that are configurable include buy_bin_bbdelta_close, buy_bin_closedelta_close, buy_bin_tail_bbdelta, buy_cluc_close_bblowerband and buy_cluc_volume. The strategy also uses a custom stoploss setting, so the user can set their own stop-loss limits. Additionally, it also has features like trailing stop, use of sell signals and sell profit offsets.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
SOL/USDT 6 1.72 10.31 1.946752 1.95 1:18:00 6 0 0 100.00
ETC/USDT 2 1.80 3.60 0.697421 0.7 0:15:00 2 0 0 100.00
BTC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
BNB/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
XRP/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ADA/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
DOT/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ALGO/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LUNA/USDT 1 -2.05 -2.05 -0.402620 -0.4 5:45:00 0 0 1 0.00
ETH/USDT 1 -2.24 -2.24 -0.438980 -0.44 6:25:00 0 0 1 0.00
LTC/USDT 2 -3.08 -6.15 -1.218192 -1.22 5:08:00 1 0 1 50.00
BCH/USDT 2 -3.17 -6.33 -1.241579 -1.24 5:48:00 0 0 2 0.00
LINK/USDT 2 -3.25 -6.51 -1.279567 -1.28 5:48:00 0 0 2 0.00
TOTAL 16 -0.59 -9.38 -1.936764 -1.94 3:22:00 9 0 7 56.25
  • 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 %
7 0 0 7 -3.38 -23.66 -4.653726649999999 -4.73
7 7 0 0 1.8 12.59 2.395305 2.52
2 2 0 0 0.84 1.69 0.32165724 0.34

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 1.33 trades per day. The starting balance was $100 and the final balance was $98.06323559, resulting in an absolute profit of $-1.9367644100000003 and a total profit percentage of -0.019367644100000005. The average stake amount was $19.309178687499998 and the total trade volume was $308.94685899999996. The best pair was SOL/USDT and the worst pair was LINK/USDT. The maximum balance reached was $100.35568 and the minimum balance was $97.28746063. The market change during this period was -0.034259528326949375.

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 16 / 1.33
Starting balance 100
Final balance 98.06323559
Absolute profit -1.9367644100000003
Total profit % -0.019367644100000005
Avg. stake amount 19.309178687499998
Total trade volume 308.94685899999996
Best Pair SOL/USDT
Worst Pair LINK/USDT
Max Balance 100.35568
Min Balance 97.28746063
Market Change -0.034259528326949375

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
  }