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ONUR Strategy Performance Results
Description:
This is an ONUR strategy, which uses the RSi(Relative Strength Index) to identify buy and sell opportunities. Its main indicator is the bollinger bands to determine the trend of the market. This strategy sets a minimal roi, a stoploss and a trailing stop to exit the trades. It also uses the order types: limit and market. This strategy operates on a 15 minute timeframe.
To populate the indicators in this strategy, it uses the RSI from Talib abstract and the bollinger_bands from qtpylib. The RSI is used to measure to what extent the closing price of a certain period of time is higher or lower compared to the previous time period. Meanwhile, the bollinger bands are used to identify the trend.
When it comes to population of buy trend, this strategy applies the population if the RSI is lower than 74 and if the closing price is higher than the bollinger middle band. In a similar way, when it comes to the population of sell trend, this strategy applies the population if closing price is lower than the bollinger middle band.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| BTC/USDT | 4 | 3.00 | 11.99 | 2.458605 | 2.46 | 1 day, 22:49:00 | 4 | 0 | 0 | 100.00 |
| ALGO/USDT | 1 | 3.00 | 3.00 | 0.629055 | 0.63 | 2 days, 17:45:00 | 1 | 0 | 0 | 100.00 |
| BCH/USDT | 1 | 3.00 | 3.00 | 0.598050 | 0.6 | 9 days, 16:15:00 | 1 | 0 | 0 | 100.00 |
| LUNA/USDT | 1 | 3.00 | 3.00 | 0.593919 | 0.59 | 14:15:00 | 1 | 0 | 0 | 100.00 |
| ADA/USDT | 1 | 3.00 | 3.00 | 0.592225 | 0.59 | 12:45:00 | 1 | 0 | 0 | 100.00 |
| ETH/USDT | 3 | 0.66 | 1.99 | 0.378570 | 0.38 | 3 days, 7:25:00 | 2 | 0 | 1 | 66.67 |
| XRP/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 | |
| LTC/USDT | 2 | -0.42 | -0.83 | -0.206421 | -0.21 | 6 days, 0:22:00 | 1 | 0 | 1 | 50.00 |
| BNB/USDT | 2 | -1.14 | -2.29 | -0.525370 | -0.53 | 1 day, 18:08:00 | 1 | 0 | 1 | 50.00 |
| LINK/USDT | 3 | -1.74 | -5.22 | -1.138578 | -1.14 | 4 days, 2:45:00 | 2 | 0 | 1 | 66.67 |
| SOL/USDT | 3 | -2.36 | -7.07 | -1.603697 | -1.6 | 21:30:00 | 2 | 0 | 1 | 66.67 |
| TOTAL | 21 | 0.50 | 10.55 | 1.776358 | 1.78 | 2 days, 22:41:00 | 16 | 0 | 5 | 76.19 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 16 | 16 | 0 | 0 | 3.0 | 47.95 | 9.68287665 | 9.59 | |
| 5 | 0 | 0 | 5 | -7.48 | -37.4 | -7.9065186800000005 | -7.48 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 1.75 trades per day. The starting balance was $100 and the final balance was $101.77635796999999, resulting in an absolute profit of $1.7763579699999998 and a total profit percentage of 0.017763579699999997. The average stake amount was $20.402538814285712 and the total trade volume was $428.4533151. The best pair was BTC/USDT and the worst pair was SOL/USDT. The maximum balance reached was $109.68287665 and the minimum balance was $100.587499. The market change during this period was -0.023333079088339856.
| Metric | Value |
|---|---|
| Backtesting from | 2024-01-01 00:00:00 |
| Backtesting to | 2024-01-13 15:30:00 |
| Max open trades | 5 |
| Total/Daily Avg Trades | 21 / 1.75 |
| Starting balance | 100 |
| Final balance | 101.77635796999999 |
| Absolute profit | 1.7763579699999998 |
| Total profit % | 0.017763579699999997 |
| Avg. stake amount | 20.402538814285712 |
| Total trade volume | 428.4533151 |
| Best Pair | BTC/USDT |
| Worst Pair | SOL/USDT |
| Max Balance | 109.68287665 |
| Min Balance | 100.587499 |
| Market Change | -0.023333079088339856 |
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
}