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JustROCR5 Strategy Performance Results
Description:
This is an example of a strategy based off of the Relative Strength Indicator (RSI) and Rate of Change (ROCR). In this example, the strategy is designed to buy when the ROCR for a 5-period time frame is greater than 1.10 and the ROCR for a 2-period time frame is greater than 1.01. The strategy is also designed to have a minimal ROI of 0.05 and a stop loss of -0.01. Additionally, the strategy will use a 1-minute time frame for analysis.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| SOL/USDT | 1 | 5.00 | 5.00 | 0.989730 | 0.99 | 0:32:00 | 1 | 0 | 0 | 100.00 |
| ALGO/USDT | 1 | 5.00 | 5.00 | 0.984165 | 0.98 | 0:21:00 | 1 | 0 | 0 | 100.00 |
| BTC/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| BCH/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| ETH/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| 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 | |
| BNB/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| XRP/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 | |
| ETC/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| LUNA/USDT | 1 | -1.19 | -1.19 | -0.235089 | -0.24 | 0:00:00 | 0 | 0 | 1 | 0.00 |
| TOTAL | 3 | 2.93 | 8.80 | 1.738806 | 1.74 | 0:18:00 | 2 | 0 | 1 | 66.67 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 2 | 2 | 0 | 0 | 5.0 | 9.99 | 1.973895 | 2.0 | |
| 1 | 0 | 0 | 1 | -1.19 | -1.19 | -0.23508892 | -0.24 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 0.25 trades per day. The starting balance was $100 and the final balance was $101.73880608, resulting in an absolute profit of $1.7388060799999998 and a total profit percentage of 0.017388060799999997. The average stake amount was $19.758401666666668 and the total trade volume was $59.275205. The best pair was SOL/USDT and the worst pair was LUNA/USDT. The maximum balance reached was $0 and the minimum balance was $0. The market change during this period was -0.018861146831135437.
| Metric | Value |
|---|---|
| Backtesting from | 2024-01-01 00:00:00 |
| Backtesting to | 2024-01-13 15:48:00 |
| Max open trades | 5 |
| Total/Daily Avg Trades | 3 / 0.25 |
| Starting balance | 100 |
| Final balance | 101.73880608 |
| Absolute profit | 1.7388060799999998 |
| Total profit % | 0.017388060799999997 |
| Avg. stake amount | 19.758401666666668 |
| Total trade volume | 59.275205 |
| Best Pair | SOL/USDT |
| Worst Pair | LUNA/USDT |
| Max Balance | 0 |
| Min Balance | 0 |
| Market Change | -0.018861146831135437 |
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
}