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
  }