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ReinforcedQuickie Strategy Performance Results
Description:
ReinforcedQuickie is an Intraday trading strategy that uses multiple technical indicators to take advantage of emerging trends in the market. It employs an EMA crossover for entry, using the EMA 5 as a short-term indicator, EMA 12 as a medium-term indicator, and EMA 21 as a long-term indicator. As a further risk-management layer, the strategy also looks at Bollinger Bands, relative strength index (RSI), cci, macd and mfi. The strategy marks the buy trend on when all of the following conditions are met :Close price is below the short and medium EMA, close price is equal to minimum, close price is below the bb_lower band, and the volume is lower than the rolling mean volume of the past 30 minutes. The sell trend is marked when the following conditions are met: close price is above the short and medium EMA, close price is equal or higher to the maximum, close price is above bb_upperband , and the mfi is larger than 80.
Additionally this strategy also does resampling to check for trends in higher timeframes. The strategy can be adapted to minimize risk or maximize returns by changing the EMA parameters and/or the stoploss parameter.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| ETH/USDT | 7 | 0.68 | 4.73 | 0.860971 | 0.86 | 6:38:00 | 6 | 0 | 1 | 85.71 |
| BTC/USDT | 7 | 0.63 | 4.44 | 0.820587 | 0.82 | 9:09:00 | 6 | 0 | 1 | 85.71 |
| ETC/USDT | 10 | 0.43 | 4.32 | 0.772346 | 0.77 | 6:24:00 | 8 | 0 | 2 | 80.00 |
| LUNA/USDT | 8 | 0.23 | 1.81 | 0.335574 | 0.34 | 1:42:00 | 7 | 0 | 1 | 87.50 |
| SOL/USDT | 8 | 0.02 | 0.17 | -0.016540 | -0.02 | 1:44:00 | 6 | 0 | 2 | 75.00 |
| LTC/USDT | 11 | -0.33 | -3.62 | -0.765795 | -0.77 | 10:59:00 | 8 | 0 | 3 | 72.73 |
| BCH/USDT | 9 | -0.45 | -4.01 | -0.788906 | -0.79 | 3:56:00 | 5 | 0 | 4 | 55.56 |
| ALGO/USDT | 8 | -0.66 | -5.25 | -1.027057 | -1.03 | 3:48:00 | 6 | 0 | 2 | 75.00 |
| DOT/USDT | 7 | -0.77 | -5.37 | -1.032055 | -1.03 | 5:41:00 | 5 | 0 | 2 | 71.43 |
| XRP/USDT | 6 | -0.96 | -5.78 | -1.104220 | -1.1 | 10:15:00 | 2 | 0 | 4 | 33.33 |
| LINK/USDT | 8 | -0.77 | -6.18 | -1.140598 | -1.14 | 5:35:00 | 5 | 0 | 3 | 62.50 |
| ADA/USDT | 5 | -1.26 | -6.32 | -1.240883 | -1.24 | 9:16:00 | 2 | 0 | 3 | 40.00 |
| BNB/USDT | 6 | -2.21 | -13.27 | -2.544767 | -2.54 | 11:52:00 | 1 | 0 | 5 | 16.67 |
| TOTAL | 100 | -0.34 | -34.34 | -6.871344 | -6.87 | 6:31:00 | 67 | 0 | 33 | 67.00 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 60 | 60 | 0 | 0 | 1.0 | 59.94 | 11.204255689999998 | 11.99 | |
| 25 | 7 | 0 | 18 | -0.66 | -16.58 | -3.2138820300000006 | -3.32 | |
| 15 | 0 | 0 | 15 | -5.18 | -77.7 | -14.8617174 | -15.54 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 8.33 trades per day. The starting balance was $100 and the final balance was $93.12865626, resulting in an absolute profit of $-6.871343740000001 and a total profit percentage of -0.06871343740000001. The average stake amount was $18.801347648000004 and the total trade volume was $1880.1347648000003. The best pair was ETH/USDT and the worst pair was BNB/USDT. The maximum balance reached was $101.08794631 and the minimum balance was $91.3057227. The market change during this period was -0.02114756712873641.
| 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 | 100 / 8.33 |
| Starting balance | 100 |
| Final balance | 93.12865626 |
| Absolute profit | -6.871343740000001 |
| Total profit % | -0.06871343740000001 |
| Avg. stake amount | 18.801347648000004 |
| Total trade volume | 1880.1347648000003 |
| Best Pair | ETH/USDT |
| Worst Pair | BNB/USDT |
| Max Balance | 101.08794631 |
| Min Balance | 91.3057227 |
| Market Change | -0.02114756712873641 |
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
}