ObeliskRSI_v6_1 Strategy Performance Results

Description:

This is a strategy based onon the obelisk trading system. It uses the Relative Strength Index (RSI) indicator to determine the market trend. It then uses the RSI values to set buy and sell points. The buy points are set when the RSI crosses below either a bull or bear value. The sell points are set when the RSI crosses above either a bull or bear value. The minimal ROI thresholds for this strategy vary based on the current market trend. The strategy also includes a custom stop loss that starts at -30% and gradually ramps up to -45%.

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 11 0.03 0.38 0.068508 0.07 1:46:00 5 0 6 45.45
BNB/USDT 7 -0.12 -0.86 -0.146124 -0.15 1:38:00 3 0 4 42.86
LUNA/USDT 7 -0.20 -1.38 -0.224632 -0.22 1:37:00 3 0 4 42.86
ADA/USDT 6 -0.40 -2.39 -0.433919 -0.43 1:36:00 4 0 2 66.67
DOT/USDT 5 -0.71 -3.55 -0.675299 -0.68 1:41:00 2 0 3 40.00
ALGO/USDT 9 -0.44 -3.95 -0.747649 -0.75 1:44:00 6 0 3 66.67
LINK/USDT 10 -0.53 -5.29 -0.942254 -0.94 1:41:00 4 0 6 40.00
BTC/USDT 7 -0.80 -5.59 -1.071277 -1.07 1:45:00 2 0 5 28.57
SOL/USDT 5 -1.41 -7.05 -1.250709 -1.25 1:43:00 1 0 4 20.00
ETC/USDT 6 -1.16 -6.98 -1.361977 -1.36 1:37:00 2 0 4 33.33
LTC/USDT 10 -1.08 -10.84 -2.134121 -2.13 1:38:00 3 0 7 30.00
BCH/USDT 6 -1.90 -11.43 -2.158612 -2.16 1:50:00 0 0 6 0.00
XRP/USDT 6 -1.94 -11.66 -2.249271 -2.25 1:41:00 2 0 4 33.33
TOTAL 95 -0.74 -70.60 -13.327335 -13.33 1:41:00 37 0 58 38.95
  • 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 %
69 12 0 57 -1.37 -94.29 -17.53736561 -18.86
13 13 0 0 1.17 15.26 2.7328568499999997 3.05
13 12 0 1 0.65 8.43 1.4771738699999997 1.69

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 7.92 trades per day. The starting balance was $100 and the final balance was $86.67266511, resulting in an absolute profit of $-13.32733489 and a total profit percentage of -0.1332733489. The average stake amount was $18.107829319999997 and the total trade volume was $1720.2437853999998. The best pair was ETH/USDT and the worst pair was XRP/USDT. The maximum balance reached was $100.83492168 and the minimum balance was $86.49762038. The market change during this period was -0.022861046240161404.

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 95 / 7.92
Starting balance 100
Final balance 86.67266511
Absolute profit -13.32733489
Total profit % -0.1332733489
Avg. stake amount 18.107829319999997
Total trade volume 1720.2437853999998
Best Pair ETH/USDT
Worst Pair XRP/USDT
Max Balance 100.83492168
Min Balance 86.49762038
Market Change -0.022861046240161404

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
  }