BinHV45 Strategy Performance Results

Description:

The Strategy BinHV45 is a simple scalping strategy that uses Bollinger Bands, delta and tail indicators to detect buy/sell signals. It aims to buy right before a breakout of the lower band and sell right after the price touches the upper band. The interval used is 1 minute. The parameters used are buy_bbdelta, buy_closedelta and buy_tail. Buy_bbdelta is the value in percent that the mid line of the bollinger bands must be below the lower line in order to trigger a buy signal. Buy_closedelta is the maximum differential between the close of two consecutive minutes in order to trigger a buy signal. Buy_tail is the upper threshold set for tail indicator in order to trigger a buy signal. If the tail indicator is above this value then no buy signal will be triggered. Finally, the strategy will sell when the price touches the upper line of the bollinger bands. The stoploss has been set to -0.05 for any trades made using this strategy.

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 2 1.25 2.50 0.491737 0.49 0:00:00 2 0 0 100.00
ETC/USDT 2 1.25 2.50 0.487519 0.49 0:01:00 2 0 0 100.00
BTC/USDT 1 1.25 1.25 0.245328 0.25 0:01:00 1 0 0 100.00
ETH/USDT 1 1.25 1.25 0.243112 0.24 0:02:00 1 0 0 100.00
SOL/USDT 1 1.25 1.25 0.241753 0.24 0:09:00 1 0 0 100.00
BCH/USDT 1 1.25 1.25 0.241377 0.24 0:00:00 1 0 0 100.00
LINK/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
ALGO/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LUNA/USDT 3 -0.90 -2.69 -0.535849 -0.54 1:08:00 2 0 1 66.67
DOT/USDT 1 -5.18 -5.18 -1.018704 -1.02 0:00:00 0 0 1 0.00
TOTAL 12 0.18 2.12 0.396273 0.4 0:18:00 10 0 2 83.33
  • 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 %
10 10 0 0 1.25 12.49 2.44557247 2.5
2 0 0 2 -5.18 -10.37 -2.04929944 -2.07

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 1.0 trades per day. The starting balance was $100 and the final balance was $100.39627303, resulting in an absolute profit of $0.3962730299999999 and a total profit percentage of 0.003962730299999999. The average stake amount was $19.594305416666668 and the total trade volume was $235.131665. The best pair was LTC/USDT and the worst pair was DOT/USDT. The maximum balance reached was $100.39627303 and the minimum balance was $98.19818856. 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 12 / 1.0
Starting balance 100
Final balance 100.39627303
Absolute profit 0.3962730299999999
Total profit % 0.003962730299999999
Avg. stake amount 19.594305416666668
Total trade volume 235.131665
Best Pair LTC/USDT
Worst Pair DOT/USDT
Max Balance 100.39627303
Min Balance 98.19818856
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
  }