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Inverse Strategy Performance Results
Description:
This strategy is called Inverse. It uses the Talib abstraction library to generate buy and sell signals. The main indicators it employs are Fisher Transform (which calculates the direction of the trend), CCI (Commodity Channel Index) and ADX (Average Directional Movement Index). The strategy also uses moving averages (EMA-50, EMA-100 and EMA-200) as well as Supoort and Resistance channels (SSLChannels) for entry and exit conditions. It also has several parameters for tailoring the strategy to different market conditions, as well as a range of order types and a trailing stop feature. By using a combination of these indicators, the strategy is designed to generate consistent profits in volatile markets.
Daily Profit
Pairs
Top cryptocurrency trading pairs
Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
---|---|---|---|---|---|---|---|---|---|---|
ETH/USDT | 3 | 2.42 | 7.25 | 1.327569 | 1.33 | 21:20:00 | 1 | 0 | 2 | 33.33 |
LINK/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
LTC/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
SOL/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 | |
LUNA/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
BTC/USDT | 5 | -0.32 | -1.62 | -0.299624 | -0.3 | 1 day, 1:00:00 | 2 | 0 | 3 | 40.00 |
ETC/USDT | 2 | -0.98 | -1.97 | -0.367245 | -0.37 | 14:00:00 | 0 | 0 | 2 | 0.00 |
BNB/USDT | 4 | -1.31 | -5.26 | -1.007879 | -1.01 | 14:30:00 | 0 | 0 | 4 | 0.00 |
BCH/USDT | 2 | -3.14 | -6.28 | -1.223953 | -1.22 | 14:00:00 | 0 | 0 | 2 | 0.00 |
XRP/USDT | 1 | -19.86 | -19.86 | -3.793395 | -3.79 | 6:00:00 | 0 | 0 | 1 | 0.00 |
TOTAL | 17 | -1.63 | -27.74 | -5.364526 | -5.36 | 18:11:00 | 3 | 0 | 14 | 17.65 |
- 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 % |
---|---|---|---|---|---|---|---|---|
15 | 3 | 0 | 12 | -0.4 | -6.02 | -1.2256201699999996 | -1.2 | |
1 | 0 | 0 | 1 | -19.86 | -19.86 | -3.793395 | -3.97 | |
1 | 0 | 0 | 1 | -1.86 | -1.86 | -0.3455109 | -0.37 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 1.42 trades per day. The starting balance was $100 and the final balance was $94.63547393, resulting in an absolute profit of $-5.364526069999999 and a total profit percentage of -0.053645260699999996. The average stake amount was $18.878424747058823 and the total trade volume was $320.9332207. The best pair was ETH/USDT and the worst pair was XRP/USDT. The maximum balance reached was $99.7464094 and the minimum balance was $93.4291429. The market change during this period was -0.01688937839330919.
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 | 17 / 1.42 |
Starting balance | 100 |
Final balance | 94.63547393 |
Absolute profit | -5.364526069999999 |
Total profit % | -0.053645260699999996 |
Avg. stake amount | 18.878424747058823 |
Total trade volume | 320.9332207 |
Best Pair | ETH/USDT |
Worst Pair | XRP/USDT |
Max Balance | 99.7464094 |
Min Balance | 93.4291429 |
Market Change | -0.01688937839330919 |
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
}