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Cluc4 Strategy Performance Results
Description:
The cluc4 strategy uses Bollinger Bands, EMA, and ROCR for buy signals, and the middle Bollinger Band as a sell signal. For buy signals, if the ROCR value is greater than 0.65, and the lower Bollinger Band is shifted up, the delta between the mid and lower bands must be greater than 0.006 of the close price, the delta between the current and previous closes must be greater than 0.013 of the close price, the tail must be less than 0.968 of the delta between the mid and lower bands and the close must be less than the lower band shifted up and less than or equal to the previous close. In addition, if the close is lower than the slow EMA, lower than 0.013 of the lower band, and the volume is less than the previous slow volume mean multiplied by 28, it is also a buy signal.
For sell signals, if the close is above the middle Bollinger Band and the volume is greater than zero, it is a sell signal.
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 | 2 | 1.50 | 3.00 | 0.597897 | 0.6 | 0:02:00 | 2 | 0 | 0 | 100.00 |
SOL/USDT | 3 | 0.60 | 1.81 | 0.350641 | 0.35 | 0:01:00 | 2 | 0 | 1 | 66.67 |
LTC/USDT | 1 | 1.50 | 1.50 | 0.296789 | 0.3 | 0:04:00 | 1 | 0 | 0 | 100.00 |
ETH/USDT | 1 | 1.50 | 1.50 | 0.295970 | 0.3 | 0:04:00 | 1 | 0 | 0 | 100.00 |
BCH/USDT | 1 | 1.19 | 1.19 | 0.239464 | 0.24 | 0:10:00 | 1 | 0 | 0 | 100.00 |
LUNA/USDT | 1 | 0.89 | 0.89 | 0.179354 | 0.18 | 0:13:00 | 1 | 0 | 0 | 100.00 |
LINK/USDT | 2 | 0.15 | 0.30 | 0.053933 | 0.05 | 0:00:00 | 1 | 0 | 1 | 50.00 |
BTC/USDT | 4 | 0.03 | 0.12 | 0.020485 | 0.02 | 0:06:00 | 2 | 0 | 2 | 50.00 |
BNB/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
ADA/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 | |
XRP/USDT | 1 | -1.18 | -1.18 | -0.237956 | -0.24 | 0:00:00 | 0 | 0 | 1 | 0.00 |
TOTAL | 16 | 0.57 | 9.11 | 1.796576 | 1.8 | 0:04:00 | 11 | 0 | 5 | 68.75 |
- 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 % |
---|---|---|---|---|---|---|---|---|
8 | 8 | 0 | 0 | 1.5 | 11.99 | 2.36218005 | 2.4 | |
5 | 0 | 0 | 5 | -1.19 | -5.96 | -1.18753357 | -1.19 | |
3 | 3 | 0 | 0 | 1.03 | 3.09 | 0.62192996 | 0.62 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 1.33 trades per day. The starting balance was $100 and the final balance was $101.79657644, resulting in an absolute profit of $1.79657644 and a total profit percentage of 0.0179657644. The average stake amount was $19.830780450000002 and the total trade volume was $317.29248720000004. The best pair was ETC/USDT and the worst pair was XRP/USDT. The maximum balance reached was $102.06339475 and the minimum balance was $100.295482. The market change during this period was -0.018861146831135437.
Metric | Value |
---|---|
Backtesting from | 2024-01-01 00:00:00 |
Backtesting to | 2024-01-13 15:48:00 |
Max open trades | 5 |
Total/Daily Avg Trades | 16 / 1.33 |
Starting balance | 100 |
Final balance | 101.79657644 |
Absolute profit | 1.79657644 |
Total profit % | 0.0179657644 |
Avg. stake amount | 19.830780450000002 |
Total trade volume | 317.29248720000004 |
Best Pair | ETC/USDT |
Worst Pair | XRP/USDT |
Max Balance | 102.06339475 |
Min Balance | 100.295482 |
Market Change | -0.018861146831135437 |
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
}