SmoothScalp Strategy Performance Results

Description:

This strategy is a Scalp-trading strategy called SmoothScalp. It combines several indicators such as RSI, MFI, Stochastic Oscillator, Moving Average Convergence Divergence (MACD), Average Directional Index (ADX), Commodity Channel Index (CCI) and Bolligner Bands (BB). The strategy uses RSI to identify overbought/oversold conditions and when those conditions are present, it then looks at the other indicators to confirm that this is a good time to enter a trade. To confirm that the proper conditions are met, it takes other data points into consideration including MFI, Stochastic Oscillator, MACD, ADX, CCI and BB. It takes into account the EMA for high, close, and low prices and uses that to identify the buy and sell trend. When all conditions are met, the strategy will enter a trade. The strategy also has a stop-loss set at -0.5. This strategy is set to the 1 minute timeframe.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
XRP/USDT 19 -0.01 -0.19 -0.042578 -0.04 0:37:00 10 0 9 52.63
ETC/USDT 22 -0.06 -1.22 -0.249136 -0.25 0:29:00 9 0 13 40.91
LUNA/USDT 17 -0.13 -2.23 -0.379740 -0.38 0:36:00 11 0 6 64.71
ALGO/USDT 22 -0.21 -4.63 -0.860474 -0.86 0:41:00 11 0 11 50.00
SOL/USDT 21 -0.25 -5.22 -0.897737 -0.9 0:47:00 12 0 9 57.14
LINK/USDT 24 -0.28 -6.72 -1.107984 -1.11 0:39:00 11 0 13 45.83
ADA/USDT 22 -0.30 -6.56 -1.109615 -1.11 0:39:00 13 0 9 59.09
BTC/USDT 19 -0.41 -7.74 -1.451784 -1.45 0:37:00 7 0 12 36.84
ETH/USDT 22 -0.39 -8.51 -1.613199 -1.61 0:43:00 10 0 12 45.45
BNB/USDT 21 -0.45 -9.35 -1.666716 -1.67 0:41:00 4 0 17 19.05
BCH/USDT 19 -0.47 -8.92 -1.747574 -1.75 0:33:00 13 0 6 68.42
LTC/USDT 23 -0.63 -14.51 -2.728961 -2.73 0:35:00 5 0 18 21.74
DOT/USDT 29 -0.84 -24.35 -4.508660 -4.51 0:41:00 17 0 12 58.62
TOTAL 280 -0.36 -100.15 -18.364159 -18.36 0:38:00 133 0 147 47.50
  • 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 %
268 121 0 147 -0.42 -112.14 -20.35363631 -22.43
12 12 0 0 1.0 11.99 1.9894774 2.4

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 23.33 trades per day. The starting balance was $100 and the final balance was $81.63584108999999, resulting in an absolute profit of $-18.36415891 and a total profit percentage of -0.1836415891. The average stake amount was $17.39150625464286 and the total trade volume was $4869.6217513. The best pair was XRP/USDT and the worst pair was DOT/USDT. The maximum balance reached was $100.08103141 and the minimum balance was $81.60074759999999. 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 280 / 23.33
Starting balance 100
Final balance 81.63584108999999
Absolute profit -18.36415891
Total profit % -0.1836415891
Avg. stake amount 17.39150625464286
Total trade volume 4869.6217513
Best Pair XRP/USDT
Worst Pair DOT/USDT
Max Balance 100.08103141
Min Balance 81.60074759999999
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
  }