CombinedBinHAndClucV5 Strategy Performance Results

Description:

The CombinedBinHAndClucV5 strategy is a combination of buy and sell signals that uses Bollinger Bands (BB) and Exponential Moving Averages (EMA) to generate signals. The buy signals indicate that the price of the asset is below a specific threshold and the sell signals indicate that the price is above a certain level. The strategy also includes a trailing stop-loss which can be used to minimize losses and maximize profits. Additionally, the strategy also has the use of a custom stop-loss feature which allows traders to specify a different stop-loss for each trade. Finally, the strategy has the ability to process only new candles which can be used to limit our trading exposure to the most recent data.

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 6 1.72 10.31 1.946752 1.95 1:18:00 6 0 0 100.00
ETC/USDT 2 1.80 3.60 0.692122 0.69 0:15:00 2 0 0 100.00
BTC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
XRP/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ADA/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
DOT/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ALGO/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LUNA/USDT 1 -2.05 -2.05 -0.400677 -0.4 5:45:00 0 0 1 0.00
ETH/USDT 1 -2.24 -2.24 -0.438980 -0.44 6:25:00 0 0 1 0.00
BNB/USDT 1 -2.42 -2.42 -0.465800 -0.47 5:30:00 0 0 1 0.00
LTC/USDT 2 -3.08 -6.15 -1.218464 -1.22 5:08:00 1 0 1 50.00
BCH/USDT 2 -3.17 -6.33 -1.241579 -1.24 5:48:00 0 0 2 0.00
LINK/USDT 2 -3.25 -6.51 -1.275553 -1.28 5:48:00 0 0 2 0.00
TOTAL 17 -0.69 -11.80 -2.402180 -2.4 3:29:00 9 0 8 52.94
  • 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 %
8 0 0 8 -3.26 -26.08 -5.113570210000001 -5.22
7 7 0 0 1.8 12.59 2.3900058 2.52
2 2 0 0 0.84 1.69 0.32138462 0.34

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 1.42 trades per day. The starting balance was $100 and the final balance was $97.59782021, resulting in an absolute profit of $-2.40217979 and a total profit percentage of -0.0240217979. The average stake amount was $19.267906705882353 and the total trade volume was $327.554414. The best pair was SOL/USDT and the worst pair was LINK/USDT. The maximum balance reached was $100.35568 and the minimum balance was $96.82166083. The market change during this period was -0.034259528326949375.

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 17 / 1.42
Starting balance 100
Final balance 97.59782021
Absolute profit -2.40217979
Total profit % -0.0240217979
Avg. stake amount 19.267906705882353
Total trade volume 327.554414
Best Pair SOL/USDT
Worst Pair LINK/USDT
Max Balance 100.35568
Min Balance 96.82166083
Market Change -0.034259528326949375

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
  }