AverageStrategy Strategy Performance Results

Description:

This strategy is called the Average Strategy and makes use of two moving average (MA) indicators, a short and a medium. The strategy will buy when the short MA crosses above the medium MA and sell when the medium MA crosses above the short MA. The time frame that this strategy is configured to use is 4 hours and the minimal ROI is 0.5.

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 1 8.13 8.13 1.608721 1.61 4 days, 12:00:00 1 0 0 100.00
LTC/USDT 2 2.46 4.91 0.949903 0.95 1 day, 22:00:00 1 0 1 50.00
BCH/USDT 1 2.16 2.16 0.422422 0.42 4 days, 8:00:00 1 0 0 100.00
BTC/USDT 1 0.92 0.92 0.182362 0.18 5 days, 16:00:00 1 0 0 100.00
SOL/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
ETC/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 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LINK/USDT 2 -1.82 -3.64 -0.714150 -0.71 1 day, 16:00:00 0 0 2 0.00
TOTAL 7 1.78 12.48 2.449260 2.45 3 days, 2:17:00 4 0 3 57.14
  • 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 %
4 1 0 3 -1.43 -5.71 -1.1243525700000003 -1.14
3 3 0 0 6.06 18.19 3.57361208 3.64

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.58 trades per day. The starting balance was $100 and the final balance was $102.44925951, resulting in an absolute profit of $2.44925951 and a total profit percentage of 0.0244925951. The average stake amount was $19.59629742857143 and the total trade volume was $137.174082. The best pair was ETH/USDT and the worst pair was LINK/USDT. The maximum balance reached was $102.44925951 and the minimum balance was $98.78626901. The market change during this period was -0.019326491533727033.

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-01-13 08:00:00
Max open trades 5
Total/Daily Avg Trades 7 / 0.58
Starting balance 100
Final balance 102.44925951
Absolute profit 2.44925951
Total profit % 0.0244925951
Avg. stake amount 19.59629742857143
Total trade volume 137.174082
Best Pair ETH/USDT
Worst Pair LINK/USDT
Max Balance 102.44925951
Min Balance 98.78626901
Market Change -0.019326491533727033

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
  }