cryptohassle Strategy Performance Results

Description:

This strategy is designed to analyse the Heikin-Ashi candlesticks and their corresponding indicators to determine when to buy or sell. It uses HA_EMA9 (exponential moving average over 9 periods), HA_EMA20 (exponential moving average over 20 periods) and HA_ADX (Average Directional Index) as primary indicators. To determine when to place a trade it uses MACD (Moving Average Convergence Divergence) as well as two custom indicators: HA_MOM (Momentum) and SSL (SSL Channels). The strategy uses a minimal ROI of 0.50%, a Stop Loss of -0.20% and a trailing stop loss with an offset of 0.07%. It also uses the ‘market’ order type. The strategy is triggered by a combination of the above indicators. It will buy when more than one indicator crosses above zero, the volume is greater 1000 and a SSL channel was exceeded. It will sell when a SSL channel was exceeded and the volume is greater than 0. I hope this helps you get a better understanding of 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 %
ADA/USDT 45 0.06 2.76 0.434743 0.43 1:19:00 17 0 28 37.78
ETC/USDT 48 -0.01 -0.52 -0.286676 -0.29 1:16:00 17 0 31 35.42
BTC/USDT 1 -4.36 -4.36 -0.689457 -0.69 3:20:00 0 0 1 0.00
ETH/USDT 48 -0.09 -4.27 -0.832425 -0.83 1:20:00 15 0 33 31.25
LTC/USDT 48 -0.12 -5.73 -1.062158 -1.06 1:31:00 12 0 36 25.00
LINK/USDT 49 -0.15 -7.41 -1.320337 -1.32 1:15:00 13 0 36 26.53
DOT/USDT 51 -0.17 -8.71 -1.751344 -1.75 1:06:00 13 0 38 25.49
XRP/USDT 51 -0.28 -14.21 -2.418810 -2.42 1:14:00 10 0 41 19.61
BNB/USDT 48 -0.37 -17.57 -2.982935 -2.98 1:20:00 7 0 41 14.58
ALGO/USDT 40 -0.46 -18.59 -3.013575 -3.01 1:28:00 9 0 31 22.50
LUNA/USDT 50 -0.38 -18.76 -3.312325 -3.31 1:18:00 13 0 37 26.00
SOL/USDT 55 -0.40 -22.12 -3.470116 -3.47 1:30:00 16 0 39 29.09
BCH/USDT 7 -2.94 -20.57 -3.803368 -3.8 1:22:00 0 0 7 0.00
TOTAL 541 -0.26 -140.05 -24.508785 -24.51 1:20:00 142 0 399 26.25
  • 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 %
529 130 0 399 -0.36 -188.88 -32.29821639 -37.78
7 7 0 0 6.61 46.28 7.4109443299999995 9.26
5 5 0 0 0.51 2.55 0.37848686 0.51

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 45.08 trades per day. The starting balance was $100 and the final balance was $75.4912148, resulting in an absolute profit of $-24.508785200000002 and a total profit percentage of -0.24508785200000002. The average stake amount was $17.192637283733823 and the total trade volume was $9301.2167705. The best pair was ADA/USDT and the worst pair was SOL/USDT. The maximum balance reached was $101.30834101 and the minimum balance was $75.11272794. 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 541 / 45.08
Starting balance 100
Final balance 75.4912148
Absolute profit -24.508785200000002
Total profit % -0.24508785200000002
Avg. stake amount 17.192637283733823
Total trade volume 9301.2167705
Best Pair ADA/USDT
Worst Pair SOL/USDT
Max Balance 101.30834101
Min Balance 75.11272794
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
  }