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PRICEFOLLOWING2 Strategy Performance Results
Description:
This is a PRICEFOLLOWING2 (IStrategy) strategy that uses talib.abstract and qtpylib indicators. It performs price following, backtesting, and live trading with a stoploss of -0.1 and trailing stop of 0.02.
In order to determine exit signals, this strategy uses the RSI indicator to both buy and sell. The RSI value for buying is set to 30, and for selling it is set to 70. Additionally, two EMAs are used for analyzing price actions, with EMA7 being used for buy signals, and EMA(24) for selling signals. The strategy also allows for trailing only offset is reached setting, with a trailing stop of 0.02 and trailing position of 0.03. Lastly, the strategy includes a MACD and SAR indicator for further support and 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 % |
|---|---|---|---|---|---|---|---|---|---|---|
| LUNA/USDT | 1 | 0.28 | 0.28 | 0.055951 | 0.06 | 0:45:00 | 1 | 0 | 0 | 100.00 |
| DOT/USDT | 1 | 0.24 | 0.24 | 0.048071 | 0.05 | 0:15:00 | 1 | 0 | 0 | 100.00 |
| ETH/USDT | 1 | 0.09 | 0.09 | 0.018513 | 0.02 | 0:15:00 | 1 | 0 | 0 | 100.00 |
| BNB/USDT | 1 | 0.03 | 0.03 | 0.006646 | 0.01 | 0:15:00 | 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 | |
| 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 | |
| SOL/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 | |
| ETC/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 | |
| ADA/USDT | 1 | -0.04 | -0.04 | -0.007153 | -0.01 | 0:15:00 | 0 | 0 | 1 | 0.00 |
| TOTAL | 5 | 0.12 | 0.62 | 0.122027 | 0.12 | 0:21:00 | 4 | 0 | 1 | 80.00 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 5 | 4 | 0 | 1 | 0.12 | 0.62 | 0.12202669999999999 | 0.12 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 0.42 trades per day. The starting balance was $100 and the final balance was $100.1220267, resulting in an absolute profit of $0.12202669999999999 and a total profit percentage of 0.001220267. The average stake amount was $19.744251 and the total trade volume was $98.721255. The best pair was LUNA/USDT and the worst pair was ADA/USDT. The maximum balance reached was $100.1220267 and the minimum balance was $100.01800557. The market change during this period was -0.031197573401444748.
| Metric | Value |
|---|---|
| Backtesting from | 2024-01-01 00:00:00 |
| Backtesting to | 2024-01-13 15:30:00 |
| Max open trades | 5 |
| Total/Daily Avg Trades | 5 / 0.42 |
| Starting balance | 100 |
| Final balance | 100.1220267 |
| Absolute profit | 0.12202669999999999 |
| Total profit % | 0.001220267 |
| Avg. stake amount | 19.744251 |
| Total trade volume | 98.721255 |
| Best Pair | LUNA/USDT |
| Worst Pair | ADA/USDT |
| Max Balance | 100.1220267 |
| Min Balance | 100.01800557 |
| Market Change | -0.031197573401444748 |
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
}