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ADXMomentum Strategy Performance Results
Description:
The ADX Momentum strategy uses the Average Directional Index (ADX), Moving Average Momentum (MOM), Positive Directional Index (PLUS_DI), Negative Directional Index (MINUS_DI) and Parabolic Stop and Reverse (SAR) indicators to generate buy and sell signals. The strategy uses the ADX indicator to identify when a trend is forming, and then uses the MOM indicator to determine the direction of the trend. It also looks at the different directionals indices to ensure the trend is strong, and uses the SAR indicator to confirm the trend. Finally, it generates a buy signal when the ADX is greater than 25, the MOM is positive, the PLUS_DI is greater than 25, and the PLUS_DI is greater than the MINUS_DI. It generates a sell signal when the ADX is greater than 25, the MOM is negative, the MINUS_DI is greater than 25, and the PLUS_DI is less than the MINUS_DI.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| ETC/USDT | 9 | 1.00 | 8.99 | 1.653690 | 1.65 | 0:07:00 | 9 | 0 | 0 | 100.00 |
| ALGO/USDT | 6 | 1.00 | 5.99 | 1.114502 | 1.11 | 2:20:00 | 6 | 0 | 0 | 100.00 |
| BTC/USDT | 7 | 0.28 | 1.95 | 0.318773 | 0.32 | 9:00:00 | 6 | 0 | 1 | 85.71 |
| LUNA/USDT | 1 | 1.00 | 1.00 | 0.179427 | 0.18 | 2:00:00 | 1 | 0 | 0 | 100.00 |
| BNB/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| ETH/USDT | 14 | -0.01 | -0.12 | -0.207190 | -0.21 | 7:56:00 | 12 | 0 | 2 | 85.71 |
| ADA/USDT | 5 | -0.36 | -1.78 | -0.299642 | -0.3 | 5:24:00 | 4 | 0 | 1 | 80.00 |
| DOT/USDT | 5 | -0.41 | -2.05 | -0.357080 | -0.36 | 5:24:00 | 4 | 0 | 1 | 80.00 |
| XRP/USDT | 4 | -0.84 | -3.35 | -0.616145 | -0.62 | 12:00:00 | 3 | 0 | 1 | 75.00 |
| BCH/USDT | 8 | -0.43 | -3.46 | -0.656886 | -0.66 | 4:38:00 | 7 | 0 | 1 | 87.50 |
| LTC/USDT | 4 | -2.50 | -9.98 | -2.070053 | -2.07 | 15:45:00 | 3 | 0 | 1 | 75.00 |
| SOL/USDT | 9 | -1.91 | -17.15 | -3.397807 | -3.4 | 4:07:00 | 8 | 0 | 1 | 88.89 |
| LINK/USDT | 4 | -5.28 | -21.13 | -4.152199 | -4.15 | 18:15:00 | 2 | 0 | 2 | 50.00 |
| TOTAL | 76 | -0.54 | -41.09 | -8.490610 | -8.49 | 6:37:00 | 65 | 0 | 11 | 85.53 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 65 | 65 | 0 | 0 | 1.0 | 64.94 | 12.073898540000002 | 12.99 | |
| 10 | 0 | 0 | 10 | -8.09 | -80.88 | -15.606839620000002 | -16.18 | |
| 1 | 0 | 0 | 1 | -25.15 | -25.15 | -4.9576692 | -5.03 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 6.33 trades per day. The starting balance was $100 and the final balance was $91.50938972, resulting in an absolute profit of $-8.49061028 and a total profit percentage of -0.08490610280000001. The average stake amount was $18.65694032631579 and the total trade volume was $1417.9274648. The best pair was ETC/USDT and the worst pair was LINK/USDT. The maximum balance reached was $103.35428404 and the minimum balance was $89.2931032. The market change during this period was -0.033346548737245074.
| Metric | Value |
|---|---|
| Backtesting from | 2024-01-01 00:00:00 |
| Backtesting to | 2024-01-13 14:00:00 |
| Max open trades | 5 |
| Total/Daily Avg Trades | 76 / 6.33 |
| Starting balance | 100 |
| Final balance | 91.50938972 |
| Absolute profit | -8.49061028 |
| Total profit % | -0.08490610280000001 |
| Avg. stake amount | 18.65694032631579 |
| Total trade volume | 1417.9274648 |
| Best Pair | ETC/USDT |
| Worst Pair | LINK/USDT |
| Max Balance | 103.35428404 |
| Min Balance | 89.2931032 |
| Market Change | -0.033346548737245074 |
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
}