Scalp Strategy Performance Results

Description:

The `Scalp` strategy is a trend-following scalping strategy. It uses the exponential moving average (EMA), Stochastic oscillator (STOCHF), ADX, and Bollinger Bands (BB) indicators to take buy and sell decisions. The strategy looks to enter a trade when the price is below the EMA and the stochastic is below 30, and looks to exit the trade when the price moves above the EMA or when the Stochastic crosses above 70. This strategy is designed for short-term trades and is perfect for those who want to take advantage of market movements. It takes advantage of price momentum and can help traders capture quick profits in volatile market conditions. The minimal ROI is set at 0.01, and the Stop Loss is set at -0.04. Trading timeframes can be set from 1m, 5m, 15m, 1h and 4h.

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 95 -0.20 -18.94 -2.732379 -2.73 0:06:00 13 0 82 13.68
XRP/USDT 110 -0.19 -20.85 -2.978467 -2.98 0:05:00 9 0 101 8.18
BCH/USDT 99 -0.21 -20.32 -3.039727 -3.04 0:06:00 22 0 77 22.22
DOT/USDT 114 -0.19 -21.79 -3.167506 -3.17 0:06:00 27 0 87 23.68
ETC/USDT 85 -0.23 -19.88 -3.168111 -3.17 0:05:00 19 0 66 22.35
BTC/USDT 107 -0.20 -21.46 -3.244370 -3.24 0:05:00 16 0 91 14.95
BNB/USDT 107 -0.21 -22.28 -3.297871 -3.3 0:06:00 15 0 92 14.02
SOL/USDT 96 -0.25 -23.94 -3.374614 -3.37 0:06:00 33 0 63 34.38
LUNA/USDT 104 -0.21 -21.83 -3.400508 -3.4 0:06:00 23 0 81 22.12
LINK/USDT 117 -0.20 -23.19 -3.436813 -3.44 0:06:00 24 0 93 20.51
ALGO/USDT 98 -0.22 -21.83 -3.524958 -3.52 0:06:00 35 0 63 35.71
ADA/USDT 93 -0.29 -26.64 -3.920327 -3.92 0:06:00 17 0 76 18.28
ETH/USDT 133 -0.21 -27.86 -4.347997 -4.35 0:05:00 13 0 120 9.77
TOTAL 1358 -0.21 -290.80 -43.633649 -43.63 0:06:00 266 0 1092 19.59
  • 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 %
1336 255 0 1081 -0.19 -259.79 -38.453513640000004 -51.96
11 11 0 0 1.0 10.99 1.7736105400000002 2.2
10 0 0 10 -4.18 -41.78 -6.930096700000001 -8.36
1 0 0 1 -0.21 -0.21 -0.02364912 -0.04

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 113.17 trades per day. The starting balance was $100 and the final balance was $56.366351080000044, resulting in an absolute profit of $-43.63364892 and a total profit percentage of -0.4363364892. The average stake amount was $15.06743263490427 and the total trade volume was $20461.5735182. The best pair was LTC/USDT and the worst pair was ETH/USDT. The maximum balance reached was $99.960562 and the minimum balance was $56.366351080000044. 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 1358 / 113.17
Starting balance 100
Final balance 56.366351080000044
Absolute profit -43.63364892
Total profit % -0.4363364892
Avg. stake amount 15.06743263490427
Total trade volume 20461.5735182
Best Pair LTC/USDT
Worst Pair ETH/USDT
Max Balance 99.960562
Min Balance 56.366351080000044
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
  }