strato Strategy Performance Results

Description:

This strategy is based on the RSI and KDJ indicators. The RSI is used to measure the market momentum while the KDJ is used to determine a potential reversal of the trend. It sets the sell signal when the K Line (a momentum indicator) is above 80 and the D Line (a trend indicator) is greater or equal to the K Line. It sets the buy signal when the K Line is below 18 and the D Line is lower or equal to the K Line. The strategy also includes a Stop Loss set to -0.1. This strategy runs on a 1 minute timeframe and the RSI uses a 14 day period.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
SOL/USDT 188 -0.13 -25.05 -2.961213 -2.96 0:23:00 84 0 104 44.68
BNB/USDT 205 -0.12 -24.33 -3.046338 -3.05 0:23:00 77 0 128 37.56
ETC/USDT 155 -0.16 -25.55 -3.064644 -3.06 0:24:00 59 0 96 38.06
ALGO/USDT 122 -0.18 -21.81 -3.220743 -3.22 0:21:00 51 0 71 41.80
DOT/USDT 139 -0.18 -24.73 -3.532513 -3.53 0:24:00 61 0 78 43.88
LUNA/USDT 142 -0.20 -28.88 -3.766990 -3.77 0:23:00 56 0 86 39.44
XRP/USDT 189 -0.20 -36.88 -4.542844 -4.54 0:22:00 54 0 135 28.57
BCH/USDT 242 -0.17 -41.22 -4.955381 -4.96 0:23:00 108 0 134 44.63
ADA/USDT 155 -0.23 -35.77 -5.468453 -5.47 0:23:00 56 0 99 36.13
ETH/USDT 247 -0.19 -46.34 -5.829439 -5.83 0:23:00 53 0 194 21.46
LINK/USDT 206 -0.24 -49.42 -6.168233 -6.17 0:24:00 84 0 122 40.78
BTC/USDT 264 -0.21 -56.14 -6.815129 -6.82 0:22:00 55 0 209 20.83
LTC/USDT 219 -0.24 -52.94 -7.174772 -7.17 0:25:00 65 0 154 29.68
TOTAL 2473 -0.19 -469.06 -60.546692 -60.55 0:23:00 863 0 1610 34.90
  • 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 %
2416 815 0 1601 -0.2 -473.21 -58.22480545 -94.64
47 47 0 0 1.2 56.34 6.30840997 11.27
5 0 0 5 -10.18 -50.88 -8.528705369999999 -10.18
5 1 0 4 -0.26 -1.31 -0.10159075 -0.26

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 206.08 trades per day. The starting balance was $100 and the final balance was $39.45330839999996, resulting in an absolute profit of $-60.546691599999996 and a total profit percentage of -0.6054669159999999. The average stake amount was $12.77249258916296 and the total trade volume was $31586.374173. The best pair was ALGO/USDT and the worst pair was BTC/USDT. The maximum balance reached was $99.96703904 and the minimum balance was $39.45330839999996. The market change during this period was -0.01655778623020174.

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 2473 / 206.08
Starting balance 100
Final balance 39.45330839999996
Absolute profit -60.546691599999996
Total profit % -0.6054669159999999
Avg. stake amount 12.77249258916296
Total trade volume 31586.374173
Best Pair ALGO/USDT
Worst Pair BTC/USDT
Max Balance 99.96703904
Min Balance 39.45330839999996
Market Change -0.01655778623020174

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
  }