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adaptive Strategy Performance Results
Description:
The Adaptive strategy is a strategic trading system based on several technical indicators. It combines elements of the Kama indicator with the Moving Average Convergence Divergence (MACD) and Relative Strength Index (RSI). The strategy uses a combination of price analysis, trend analysis, and momentum analysis to attempt to identify potential trading opportunities. Specifically, it monitors the Williams %R indicator, momentum, swing highs and lows, and the strength of the trend.
The Adaptive strategy employs the following indicators:
*Kama: Kama is a momentum indicator used to adjust the trend of a price over a given period of time.
*MAMA: The MAMA is a dual exponential moving average crossover indicator used to identify potential trading opportunities.
*FAMA: The FAMA is the inverse of the MAMA and is used to identify possible exits in the market.
*CTI: The Chande Trend Index is a momentum indicator that measures the strength of a trend in the market.
*R_14: The Williams %R indicator is used to measure the overbought/oversold conditions of a security.
*RSI_84: RSI evaluates the strength of the current trend by measuring the magnitude of recent gains and losses over a given period.
*RSI_112: This is the same as RSI_84, but is based on a longer period of time.
The strategy is designed to identify potential trading opportunities in the market by combining trend and momentum analysis. In particular, it seeks to identify situations where the price is about to reverse and go higher or lower. The indicator combination helps to filter out some of the “noise” of the market and to confirm the trend direction. The parameters are then used to determine the optimal entry and exit points.
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 | 2 | 2.00 | 4.00 | 0.789412 | 0.79 | 0:05:00 | 2 | 0 | 0 | 100.00 |
| SOL/USDT | 1 | 2.00 | 2.00 | 0.386892 | 0.39 | 0:00:00 | 1 | 0 | 0 | 100.00 |
| BTC/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 | |
| ALGO/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| LUNA/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| BCH/USDT | 1 | -3.12 | -3.12 | -0.616387 | -0.62 | 22:20:00 | 0 | 0 | 1 | 0.00 |
| TOTAL | 4 | 0.72 | 2.87 | 0.559917 | 0.56 | 5:38:00 | 3 | 0 | 1 | 75.00 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 3 | 3 | 0 | 0 | 2.0 | 5.99 | 1.176304 | 1.2 | |
| 1 | 0 | 0 | 1 | -3.12 | -3.12 | -0.6163875 | -0.62 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 0.33 trades per day. The starting balance was $100 and the final balance was $100.5599165, resulting in an absolute profit of $0.5599165 and a total profit percentage of 0.0055991650000000006. The average stake amount was $19.636924999999998 and the total trade volume was $78.54769999999999. The best pair was ETC/USDT and the worst pair was BCH/USDT. The maximum balance reached was $101.176304 and the minimum balance was $100.39522. 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 | 4 / 0.33 |
| Starting balance | 100 |
| Final balance | 100.5599165 |
| Absolute profit | 0.5599165 |
| Total profit % | 0.0055991650000000006 |
| Avg. stake amount | 19.636924999999998 |
| Total trade volume | 78.54769999999999 |
| Best Pair | ETC/USDT |
| Worst Pair | BCH/USDT |
| Max Balance | 101.176304 |
| Min Balance | 100.39522 |
| 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
}