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Obelisk_3EMA_StochRSI_ATR Strategy Performance Results
Description:
The Obelisk_3EMA_StochRSI_ATR strategy uses three exponential moving averages (EMA) with time periods of 8, 14 and 50, as well as StochRSI and Average True Range (ATR) for its indicators. These indicators help the strategy identify potential buy and sell signals. For example, when the shorter EMA crosses above the longer EMAs, it can be interpreted as a bullish signal, while a bearish signal is when the shorter EMA crosses below the longer EMAs. In addition, when the StochRSI is above the StochRSI signal line, it is also interpreted as a bullish signal, while a bearish signal can be found when the StochRSI is below the StochRSI signal line. Finally, ATR is used to identify take profit and stop loss levels. The take profit level is set as twice the ATR while the stop loss level is set at three times the ATR. With the help of these indicators, the strategy can vary its buy and sell decisions depending on market conditions.
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 | 4 | 3.28 | 13.10 | 2.425270 | 2.43 | 5:48:00 | 3 | 0 | 1 | 75.00 |
| ADA/USDT | 1 | 5.00 | 5.00 | 0.947816 | 0.95 | 9:20:00 | 1 | 0 | 0 | 100.00 |
| LUNA/USDT | 1 | 4.15 | 4.15 | 0.791697 | 0.79 | 6:35:00 | 1 | 0 | 0 | 100.00 |
| SOL/USDT | 3 | 0.53 | 1.58 | 0.323972 | 0.32 | 19:18:00 | 2 | 0 | 1 | 66.67 |
| ETH/USDT | 9 | 0.19 | 1.73 | 0.266836 | 0.27 | 6:17:00 | 6 | 0 | 3 | 66.67 |
| BTC/USDT | 8 | -0.09 | -0.73 | -0.147231 | -0.15 | 16:44:00 | 5 | 0 | 3 | 62.50 |
| ALGO/USDT | 3 | -0.80 | -2.39 | -0.433760 | -0.43 | 15:47:00 | 2 | 0 | 1 | 66.67 |
| XRP/USDT | 1 | -4.11 | -4.11 | -0.776206 | -0.78 | 10:55:00 | 0 | 0 | 1 | 0.00 |
| LINK/USDT | 3 | -1.38 | -4.14 | -0.843331 | -0.84 | 4:53:00 | 1 | 0 | 2 | 33.33 |
| LTC/USDT | 5 | -1.01 | -5.05 | -0.993871 | -0.99 | 7:08:00 | 2 | 0 | 3 | 40.00 |
| BCH/USDT | 7 | -1.14 | -7.98 | -1.566745 | -1.57 | 11:51:00 | 3 | 0 | 4 | 42.86 |
| BNB/USDT | 4 | -2.83 | -11.32 | -2.215017 | -2.22 | 18:45:00 | 1 | 0 | 3 | 25.00 |
| DOT/USDT | 4 | -3.24 | -12.95 | -2.522799 | -2.52 | 16:40:00 | 1 | 0 | 3 | 25.00 |
| TOTAL | 53 | -0.44 | -23.10 | -4.743370 | -4.74 | 11:43:00 | 28 | 0 | 25 | 52.83 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 53 | 28 | 0 | 25 | -0.44 | -23.1 | -4.74337012 | -4.62 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 4.42 trades per day. The starting balance was $100 and the final balance was $95.25662987999999, resulting in an absolute profit of $-4.74337012 and a total profit percentage of -0.0474337012. The average stake amount was $19.21755425283019 and the total trade volume was $1018.5303754000001. The best pair was ETC/USDT and the worst pair was DOT/USDT. The maximum balance reached was $102.8100894 and the minimum balance was $92.46064433. The market change during this period was -0.04169966502880674.
| 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 | 53 / 4.42 |
| Starting balance | 100 |
| Final balance | 95.25662987999999 |
| Absolute profit | -4.74337012 |
| Total profit % | -0.0474337012 |
| Avg. stake amount | 19.21755425283019 |
| Total trade volume | 1018.5303754000001 |
| Best Pair | ETC/USDT |
| Worst Pair | DOT/USDT |
| Max Balance | 102.8100894 |
| Min Balance | 92.46064433 |
| Market Change | -0.04169966502880674 |
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
}