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heikin Strategy Performance Results
Description:
This strategy uses a combination of SMA (TaLib) and the Heiken Ashi candles. The Heiken Ashi candles are calculated to provide smoother and more accurate entries and exit signals. The SMA (6) combines with the Heiken Ashi candles to provide reasonable entry andexit signals. This strategy can be used on any pair, but it is best suited for the low volatility currencies and it is recommended to use only one time frame (1 hour). The stoploss is set to -0.99, while the minimal roi is set to 10%.
Daily Profit
Pairs
Top cryptocurrency trading pairs
Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
---|---|---|---|---|---|---|---|---|---|---|
LTC/USDT | 14 | 0.21 | 2.87 | 0.481591 | 0.48 | 8:00:00 | 7 | 0 | 7 | 50.00 |
ETH/USDT | 18 | 0.14 | 2.51 | 0.386225 | 0.39 | 7:40:00 | 5 | 0 | 13 | 27.78 |
BTC/USDT | 17 | 0.05 | 0.79 | 0.175270 | 0.18 | 8:04:00 | 6 | 0 | 11 | 35.29 |
XRP/USDT | 10 | 0.01 | 0.09 | 0.037756 | 0.04 | 6:30:00 | 3 | 0 | 7 | 30.00 |
ADA/USDT | 3 | -0.27 | -0.80 | -0.168296 | -0.17 | 5:00:00 | 1 | 0 | 2 | 33.33 |
LUNA/USDT | 6 | -0.53 | -3.19 | -0.590639 | -0.59 | 4:20:00 | 2 | 0 | 4 | 33.33 |
LINK/USDT | 16 | -0.28 | -4.40 | -0.844969 | -0.84 | 8:22:00 | 6 | 0 | 10 | 37.50 |
ALGO/USDT | 5 | -1.02 | -5.12 | -0.963339 | -0.96 | 2:12:00 | 1 | 0 | 4 | 20.00 |
SOL/USDT | 7 | -1.13 | -7.88 | -1.500158 | -1.5 | 4:09:00 | 1 | 0 | 6 | 14.29 |
BNB/USDT | 13 | -0.67 | -8.67 | -1.603090 | -1.6 | 4:51:00 | 3 | 0 | 10 | 23.08 |
ETC/USDT | 7 | -1.28 | -8.94 | -1.621030 | -1.62 | 5:34:00 | 1 | 0 | 6 | 14.29 |
DOT/USDT | 6 | -1.79 | -10.73 | -2.032140 | -2.03 | 6:50:00 | 1 | 0 | 5 | 16.67 |
BCH/USDT | 19 | -0.85 | -16.19 | -3.096335 | -3.1 | 6:38:00 | 3 | 0 | 16 | 15.79 |
TOTAL | 141 | -0.42 | -59.66 | -11.339155 | -11.34 | 6:38:00 | 40 | 0 | 101 | 28.37 |
- 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 % |
---|---|---|---|---|---|---|---|---|
139 | 40 | 0 | 99 | -0.42 | -59.0 | -11.22323308 | -11.8 | |
2 | 0 | 0 | 2 | -0.33 | -0.66 | -0.11592177000000001 | -0.13 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 11.75 trades per day. The starting balance was $100 and the final balance was $88.66084515, resulting in an absolute profit of $-11.33915485 and a total profit percentage of -0.1133915485. The average stake amount was $18.55737245460993 and the total trade volume was $2616.5895161. The best pair was LTC/USDT and the worst pair was BCH/USDT. The maximum balance reached was $102.52319117 and the minimum balance was $88.66084515. The market change during this period was -0.029744092813551205.
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 | 141 / 11.75 |
Starting balance | 100 |
Final balance | 88.66084515 |
Absolute profit | -11.33915485 |
Total profit % | -0.1133915485 |
Avg. stake amount | 18.55737245460993 |
Total trade volume | 2616.5895161 |
Best Pair | LTC/USDT |
Worst Pair | BCH/USDT |
Max Balance | 102.52319117 |
Min Balance | 88.66084515 |
Market Change | -0.029744092813551205 |
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
}