ClucHAnix_hhll Strategy Performance Results

Description:

This strategy uses rocr_1h, bbdelta, closedelta, tail, lower, ha_close, hh_48_diff, ll_48_diff, ema_slow, bb_lowerband, buy_hh_diff_48, buy_ll_diff_48, sell_fisher, ha_high, ema_fast, bb_middleband, sma_9, hma_50, ema_24, high_offset_2, high_offset, and rsi to generate buy and sell signals. The buy logic checks if rocr_1h is above a certain value, if the lower is above 0, bbdelta is above the ha_close multiplied by a certain value, closedelta is above the ha_close multiplied by a certain value and tail is below bbdelta multiplied by a certain value. In addition, it checks that the ha_close is below lower, ha_close is below or equal to ha_close from the previous period, hh_48_diff is above a certain value, and ll_48_diff is greater than a certain value. The sell logic checks if fisher is above a certain value and ha_high is below or equal to the previous period's ha_high and the ha_close is below or equal to the previous close. It also checks if ema_fast is higher than ha_close, ha_close is higher than bb_middleband multiplied by a certain value, close is higher than sma_9, close is higher than ema_24 multiplied by a certain value, and rsi is above 50. Moreover, it checks if rsi_fast is above rsi_slow, sma_9 is higher than sma_9 from the previous period, close is lower than hma_50 and close is higher than ema_24 multiplied by a certain value, and r

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 3 1.49 4.47 0.874307 0.87 0:18:00 3 0 0 100.00
BCH/USDT 1 2.20 2.20 0.435213 0.44 0:05:00 1 0 0 100.00
ETH/USDT 2 0.64 1.28 0.251821 0.25 0:15:00 1 0 1 50.00
LUNA/USDT 1 1.21 1.21 0.241610 0.24 0:20:00 1 0 0 100.00
ADA/USDT 1 1.15 1.15 0.229177 0.23 0:20:00 1 0 0 100.00
ETC/USDT 3 0.23 0.68 0.143228 0.14 0:20:00 2 0 1 66.67
LTC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
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
ALGO/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
BNB/USDT 1 -0.21 -0.21 -0.041272 -0.04 0:00:00 0 0 1 0.00
LINK/USDT 1 -0.29 -0.29 -0.056843 -0.06 0:00:00 0 0 1 0.00
BTC/USDT 2 -0.22 -0.45 -0.087936 -0.09 0:00:00 0 0 2 0.00
TOTAL 15 0.67 10.04 1.989306 1.99 0:13:00 9 0 6 60.00
  • 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 %
14 9 0 5 0.88 12.25 2.4229092100000003 2.45
1 0 0 1 -2.21 -2.21 -0.4336032 -0.44

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 1.25 trades per day. The starting balance was $100 and the final balance was $101.98930601, resulting in an absolute profit of $1.9893060100000002 and a total profit percentage of 0.019893060100000002. The average stake amount was $19.72129717333333 and the total trade volume was $295.81945759999996. The best pair was SOL/USDT and the worst pair was BTC/USDT. The maximum balance reached was $101.98930601 and the minimum balance was $99.81970337999999. The market change during this period was -0.04163316982623192.

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 15 / 1.25
Starting balance 100
Final balance 101.98930601
Absolute profit 1.9893060100000002
Total profit % 0.019893060100000002
Avg. stake amount 19.72129717333333
Total trade volume 295.81945759999996
Best Pair SOL/USDT
Worst Pair BTC/USDT
Max Balance 101.98930601
Min Balance 99.81970337999999
Market Change -0.04163316982623192

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
  }