NfiNextModded Strategy Performance Results

Description:

This strategy utilizes three different indicators to identify buy and sell signals. It uses the low shift rolling 288 min to identify the minimum price, and looks for a drop below this indicator to enter a buy position. It also uses the volume indicator to confirm the strength of the buy signal. Finally, the strategy doesn't use the traditional sell signal but instead sets the sell indicator to zero by default.

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 0.93 5.57 1.049016 1.05 6:41:00 6 0 0 100.00
XRP/USDT 4 0.65 2.59 0.478324 0.48 2:02:00 4 0 0 100.00
LUNA/USDT 3 0.59 1.78 0.345921 0.35 3:12:00 3 0 0 100.00
ETH/USDT 3 0.13 0.39 0.070966 0.07 6:50:00 3 0 0 100.00
ADA/USDT 5 -0.04 -0.18 -0.056983 -0.06 3:03:00 4 0 1 80.00
BCH/USDT 3 -0.56 -1.67 -0.280704 -0.28 13:23:00 2 0 1 66.67
BTC/USDT 5 -0.63 -3.15 -0.577545 -0.58 2:43:00 4 0 1 80.00
LINK/USDT 6 -0.51 -3.06 -0.606932 -0.61 11:59:00 4 0 2 66.67
BNB/USDT 6 -0.65 -3.88 -0.742008 -0.74 12:17:00 5 0 1 83.33
ETC/USDT 4 -1.96 -7.84 -1.570931 -1.57 13:15:00 3 0 1 75.00
LTC/USDT 6 -1.57 -9.43 -1.908342 -1.91 12:06:00 5 0 1 83.33
ALGO/USDT 6 -1.82 -10.91 -2.193648 -2.19 14:58:00 4 0 2 66.67
DOT/USDT 9 -1.36 -12.28 -2.437125 -2.44 10:16:00 6 0 3 66.67
TOTAL 66 -0.64 -42.07 -8.429990 -8.43 9:06:00 53 0 13 80.30
  • 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 %
39 39 0 0 0.39 15.37 2.85340434 3.07
5 0 0 5 -5.47 -27.37 -5.06390996 -5.47
4 0 0 4 -10.09 -40.34 -8.05769701 -8.07
4 1 0 3 -2.02 -8.08 -1.48857588 -1.62
3 3 0 0 2.1 6.29 1.1586396 1.26
3 3 0 0 1.09 3.26 0.6083577 0.65
2 2 0 0 2.97 5.93 1.06670331 1.19
2 2 0 0 1.1 2.2 0.39103330000000003 0.44
2 2 0 0 2.07 4.13 0.7430610900000001 0.83
1 0 0 1 -5.57 -5.57 -1.056924 -1.11
1 1 0 0 2.1 2.1 0.4159176 0.42

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 5.5 trades per day. The starting balance was $100 and the final balance was $91.57001009, resulting in an absolute profit of $-8.42998991 and a total profit percentage of -0.08429989909999999. The average stake amount was $18.621501086363633 and the total trade volume was $1229.0190716999998. The best pair was SOL/USDT and the worst pair was DOT/USDT. The maximum balance reached was $101.67741126 and the minimum balance was $90.15358459. The market change during this period was -0.03875569931169536.

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 66 / 5.5
Starting balance 100
Final balance 91.57001009
Absolute profit -8.42998991
Total profit % -0.08429989909999999
Avg. stake amount 18.621501086363633
Total trade volume 1229.0190716999998
Best Pair SOL/USDT
Worst Pair DOT/USDT
Max Balance 101.67741126
Min Balance 90.15358459
Market Change -0.03875569931169536

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
  }