BinHV27 Strategy Performance Results

Description:

The BinHV27 strategy is a momentum-based strategy that uses various technical indicators to determine when to buy and sell a cryptocurrency. This strategy utilizes RSI (Relative Strength Index), EMA (Exponential Moving Average), ADX (Average Directional Index), plusDI and minusDI ( Directional Movement Indices), SMA (Simple Moving Average) and delta (the change in prices over a particular period of time). The strategy utilizes these indicators to identify potential buying and selling moments based on their value. It also includes conditions for identifying a possible trend shift, such as preparechangetrend, preparechangetrendconfirm, and continueup. Additionally, it uses different parameters for different time frames, such as 5 minutes and 120 minutes, in order to identify different buying and selling opportunities. Finally, it also looks for certain conditions, such as bigup and bigdown, in order to make a trading decision.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
BCH/USDT 7 2.50 17.51 3.313197 3.31 4:47:00 4 0 3 57.14
BTC/USDT 6 1.15 6.87 1.317938 1.32 5:07:00 6 0 0 100.00
LINK/USDT 7 0.79 5.53 1.033938 1.03 4:44:00 4 0 3 57.14
LTC/USDT 2 0.32 0.64 0.124664 0.12 3:45:00 1 0 1 50.00
BNB/USDT 3 0.08 0.25 0.046594 0.05 10:25:00 2 0 1 66.67
XRP/USDT 7 -0.05 -0.34 -0.056166 -0.06 7:17:00 3 0 4 42.86
ETH/USDT 4 -0.17 -0.68 -0.160659 -0.16 5:34:00 3 0 1 75.00
SOL/USDT 9 -0.22 -1.97 -0.418190 -0.42 3:49:00 5 0 4 55.56
DOT/USDT 3 -1.09 -3.28 -0.638352 -0.64 5:00:00 0 0 3 0.00
LUNA/USDT 4 -1.02 -4.10 -0.775278 -0.78 6:04:00 2 0 2 50.00
ADA/USDT 6 -0.72 -4.34 -0.850345 -0.85 4:28:00 3 0 3 50.00
ETC/USDT 3 -1.76 -5.29 -1.029911 -1.03 9:15:00 1 0 2 33.33
ALGO/USDT 4 -2.47 -9.87 -1.927882 -1.93 7:42:00 1 0 3 25.00
TOTAL 65 0.01 0.93 -0.020452 -0.02 5:40:00 35 0 30 53.85
  • 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 %
65 35 0 30 0.01 0.93 -0.020452169999999423 0.19

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 5.42 trades per day. The starting balance was $100 and the final balance was $99.97954783, resulting in an absolute profit of $-0.020452169999999423 and a total profit percentage of -0.00020452169999999424. The average stake amount was $19.212021384615383 and the total trade volume was $1248.7813899999999. The best pair was BCH/USDT and the worst pair was ALGO/USDT. The maximum balance reached was $100.36774507 and the minimum balance was $93.95842428. The market change during this period was -0.02114756712873641.

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 65 / 5.42
Starting balance 100
Final balance 99.97954783
Absolute profit -0.020452169999999423
Total profit % -0.00020452169999999424
Avg. stake amount 19.212021384615383
Total trade volume 1248.7813899999999
Best Pair BCH/USDT
Worst Pair ALGO/USDT
Max Balance 100.36774507
Min Balance 93.95842428
Market Change -0.02114756712873641

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
  }