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STRATEGY_RSI_BB_BOUNDS_CROSS Strategy Performance Results
Description:
This Strategy is based on RSI and Bollinger Bands (BB). It uses two different sets of upper and lower BB and RSI, one smoothed over 4 periods, and the other one not smoothed.
In terms of buy signals, the strategy looks for when the lower BB is below the smoothed lower RSI and the RSI_percent is greater than zero. It also looks for signs of an uptrend, such as when the EMA (14) is greater than the EMA (2).
In terms of sell signals, the strategy looks for when the EMA (2) is below the EMA (14).
This strategy can be a great way to generate a profit in the crypto market.
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 | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| LUNA/USDT | 3 | -0.13 | -0.40 | -0.077233 | -0.08 | 0:13:00 | 1 | 0 | 2 | 33.33 |
| ETH/USDT | 2 | -0.25 | -0.49 | -0.096243 | -0.1 | 0:12:00 | 0 | 0 | 2 | 0.00 |
| SOL/USDT | 9 | -0.07 | -0.65 | -0.122331 | -0.12 | 0:14:00 | 2 | 0 | 7 | 22.22 |
| BNB/USDT | 4 | -0.22 | -0.86 | -0.166782 | -0.17 | 0:08:00 | 0 | 0 | 4 | 0.00 |
| LTC/USDT | 1 | -0.89 | -0.89 | -0.175127 | -0.18 | 0:05:00 | 0 | 0 | 1 | 0.00 |
| XRP/USDT | 3 | -0.39 | -1.16 | -0.225474 | -0.23 | 0:10:00 | 0 | 0 | 3 | 0.00 |
| BTC/USDT | 2 | -0.78 | -1.56 | -0.295456 | -0.3 | 0:20:00 | 1 | 0 | 1 | 50.00 |
| ADA/USDT | 8 | -0.20 | -1.56 | -0.306124 | -0.31 | 0:12:00 | 2 | 0 | 6 | 25.00 |
| ALGO/USDT | 9 | -0.18 | -1.60 | -0.309725 | -0.31 | 0:13:00 | 4 | 0 | 5 | 44.44 |
| DOT/USDT | 6 | -0.33 | -1.97 | -0.383100 | -0.38 | 0:12:00 | 1 | 0 | 5 | 16.67 |
| BCH/USDT | 5 | -0.57 | -2.86 | -0.553926 | -0.55 | 0:07:00 | 0 | 0 | 5 | 0.00 |
| LINK/USDT | 9 | -0.46 | -4.10 | -0.795882 | -0.8 | 0:08:00 | 0 | 0 | 9 | 0.00 |
| TOTAL | 61 | -0.30 | -18.11 | -3.507404 | -3.51 | 0:11:00 | 11 | 0 | 50 | 18.03 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 61 | 11 | 0 | 50 | -0.3 | -18.11 | -3.5074037500000004 | -3.62 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 5.08 trades per day. The starting balance was $100 and the final balance was $96.49259625, resulting in an absolute profit of $-3.5074037500000004 and a total profit percentage of -0.0350740375. The average stake amount was $19.269247396721312 and the total trade volume was $1175.4240912. The best pair was ETC/USDT and the worst pair was LINK/USDT. The maximum balance reached was $99.9483778 and the minimum balance was $96.29149295. The market change during this period was -0.027604419500472894.
| 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 | 61 / 5.08 |
| Starting balance | 100 |
| Final balance | 96.49259625 |
| Absolute profit | -3.5074037500000004 |
| Total profit % | -0.0350740375 |
| Avg. stake amount | 19.269247396721312 |
| Total trade volume | 1175.4240912 |
| Best Pair | ETC/USDT |
| Worst Pair | LINK/USDT |
| Max Balance | 99.9483778 |
| Min Balance | 96.29149295 |
| Market Change | -0.027604419500472894 |
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
}