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ADXMomentum Strategy Performance Results
Description:
This is the ADX Momentum strategy which uses ADX, PLUS_DI, MINUS_DI, SAR and MOM technical indicators to identify buy and sell signals. ADX is used to evaluate the strength of the price trend. PLUS_DI and MINUS_DI help to identify whether the trend is bullish or bearish. SAR is used to determine the trailing stop loss. Lastly, MOM helps to identify if the trend is gaining momentum.
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
}