Schism6 Strategy Performance Results

Description:

This strategy is called Schism6 and it is designed for 5 minute timeframes for more frequent trades with more aggressive entries and exits. It implements a wide range of indicators such as RSI, RMI, and ROI. Additionally, it uses the informative pairs strategy to compare the trend of different pairs side by side, allowing for better trades. Lastly, this strategy implements determinants such as a minimal ROI, Stoploss, and parameters for buy/sell executions. On the whole, this strategy is designed to provide aggressive entries and exits and scalable returns with optimized 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 %
ETH/USDT 5 0.57 2.85 0.572031 0.57 1 day, 14:50:00 4 1 0 80.00
ADA/USDT 4 0.50 2.00 0.400936 0.4 1:18:00 3 1 0 75.00
ALGO/USDT 2 0.91 1.82 0.358394 0.36 0:28:00 2 0 0 100.00
SOL/USDT 4 0.37 1.50 0.295803 0.3 1:20:00 2 2 0 50.00
BCH/USDT 2 0.50 1.00 0.200392 0.2 3:52:00 1 1 0 50.00
BNB/USDT 6 0.17 1.00 0.197938 0.2 9:25:00 2 4 0 33.33
LTC/USDT 3 0.23 0.70 0.140243 0.14 5:05:00 1 2 0 33.33
DOT/USDT 2 0.25 0.50 0.099538 0.1 1:32:00 1 1 0 50.00
LINK/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ETC/USDT 3 0.00 0.00 0.000000 0.0 4:00:00 0 3 0 0.00
XRP/USDT 7 -0.47 -3.31 -0.667236 -0.67 10:13:00 4 2 1 57.14
BTC/USDT 6 -1.17 -7.01 -1.407439 -1.41 9:33:00 4 1 1 66.67
LUNA/USDT 1 -18.68 -18.68 -3.732094 -3.73 11 days, 4:50:00 0 0 1 0.00
TOTAL 45 -0.39 -17.64 -3.541494 -3.54 15:30:00 24 18 3 53.33
  • 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 %
42 24 18 0 0.38 16.07 3.20130425 3.21
3 0 0 3 -11.24 -33.71 -6.742798329999999 -6.74

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 3.75 trades per day. The starting balance was $100 and the final balance was $96.45850592, resulting in an absolute profit of $-3.5414940799999997 and a total profit percentage of -0.035414940799999996. The average stake amount was $19.866316715555552 and the total trade volume was $893.9842521999999. The best pair was ETH/USDT and the worst pair was LUNA/USDT. The maximum balance reached was $103.20130424999999 and the minimum balance was $96.45850592. The market change during this period was -0.03472053946975863.

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 45 / 3.75
Starting balance 100
Final balance 96.45850592
Absolute profit -3.5414940799999997
Total profit % -0.035414940799999996
Avg. stake amount 19.866316715555552
Total trade volume 893.9842521999999
Best Pair ETH/USDT
Worst Pair LUNA/USDT
Max Balance 103.20130424999999
Min Balance 96.45850592
Market Change -0.03472053946975863

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
  }