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KAMACCIRSI Strategy Performance Results
Description:
The KAMACCIRSI Strategy is a hybrid strategy that utilizes both the KAMA and CCI indicators, in conjunction with the RSI indicator. The strategy uses the KAMA indicator to detect trend reversals, and the CCI indicator to identify overbought and oversold conditions. The RSI indicator is then used to confirm the trade. The strategy can be configured using Hyperopt, which allows the user to set parameters such as buy/sell triggers, limits, stop loss, trailing stop, and minimum ROI. The KAMACCIRSI strategy can be used to trade any cryptocurrency, and is a good option for traders who are looking to combine trend-following and oversold/overbought indicators in one strategy.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| BCH/USDT | 8 | 0.97 | 7.79 | 1.308218 | 1.31 | 2:14:00 | 5 | 3 | 0 | 62.50 |
| LINK/USDT | 6 | 0.77 | 4.59 | 0.810682 | 0.81 | 3:00:00 | 3 | 3 | 0 | 50.00 |
| ADA/USDT | 3 | 0.76 | 2.27 | 0.453387 | 0.45 | 2:15:00 | 2 | 1 | 0 | 66.67 |
| ETH/USDT | 10 | 0.11 | 1.12 | 0.219394 | 0.22 | 22:42:00 | 5 | 5 | 0 | 50.00 |
| ETC/USDT | 4 | 0.26 | 1.02 | 0.194430 | 0.19 | 2:41:00 | 2 | 2 | 0 | 50.00 |
| LTC/USDT | 4 | 0.23 | 0.93 | 0.183995 | 0.18 | 2:15:00 | 2 | 2 | 0 | 50.00 |
| BNB/USDT | 5 | 0.00 | 0.00 | 0.000000 | 0.0 | 9:39:00 | 0 | 5 | 0 | 0.00 |
| BTC/USDT | 14 | -0.30 | -4.24 | -0.828909 | -0.83 | 9:57:00 | 7 | 6 | 1 | 50.00 |
| DOT/USDT | 3 | -1.67 | -5.02 | -0.971344 | -0.97 | 15:33:00 | 2 | 0 | 1 | 66.67 |
| XRP/USDT | 4 | -2.43 | -9.70 | -1.913013 | -1.91 | 2 days, 20:54:00 | 0 | 3 | 1 | 0.00 |
| SOL/USDT | 5 | -3.58 | -17.91 | -3.556828 | -3.56 | 2 days, 9:03:00 | 3 | 1 | 1 | 60.00 |
| ALGO/USDT | 3 | -7.26 | -21.78 | -4.399971 | -4.4 | 3 days, 19:02:00 | 1 | 1 | 1 | 33.33 |
| LUNA/USDT | 6 | -4.92 | -29.54 | -6.062157 | -6.06 | 13:42:00 | 4 | 1 | 1 | 66.67 |
| TOTAL | 75 | -0.94 | -70.45 | -14.562116 | -14.56 | 19:12:00 | 36 | 33 | 6 | 48.00 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 69 | 36 | 33 | 0 | 0.49 | 34.01 | 6.307306350000001 | 6.8 | |
| 5 | 0 | 0 | 5 | -14.27 | -71.36 | -14.152739 | -14.27 | |
| 1 | 0 | 0 | 1 | -33.11 | -33.11 | -6.71668305 | -6.62 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 6.25 trades per day. The starting balance was $100 and the final balance was $85.4378843, resulting in an absolute profit of $-14.5621157 and a total profit percentage of -0.145621157. The average stake amount was $18.489507468000003 and the total trade volume was $1386.7130601000001. The best pair was BCH/USDT and the worst pair was LUNA/USDT. The maximum balance reached was $102.40679632 and the minimum balance was $85.4378843. 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 | 75 / 6.25 |
| Starting balance | 100 |
| Final balance | 85.4378843 |
| Absolute profit | -14.5621157 |
| Total profit % | -0.145621157 |
| Avg. stake amount | 18.489507468000003 |
| Total trade volume | 1386.7130601000001 |
| Best Pair | BCH/USDT |
| Worst Pair | LUNA/USDT |
| Max Balance | 102.40679632 |
| Min Balance | 85.4378843 |
| 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
}