SupertrendStrategy Strategy Performance Results

Description:

This particular strategy, SupertrendStrategy, utilizes the Supertrend and Stoch RSI indicators to help decide when to buy and sell in a particular market. The Supertrend indicator produces a trendline that is based off the average price and volatility of a security over a given period of time. It is then used to inform buys and sells when it breaks out of its normal parameters. The Stoch RSI indicator is used to measure momentum and provides support for entries and exits. If a sell signal appears with a higher Stoch RSI reading than what was set in the parameters, the trader will execute a sell. On the other hand, if a buy signal appears with a lower Stoch RSI reading, the trader will execute the buy.

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 2 16.93 33.86 6.225496 6.23 2 days, 8:00:00 1 0 1 50.00
LTC/USDT 1 9.05 9.05 1.680381 1.68 2 days, 13:00:00 1 0 0 100.00
LINK/USDT 1 0.05 0.05 0.010198 0.01 4 days, 3:00:00 1 0 0 100.00
ADA/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 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
BCH/USDT 1 -0.07 -0.07 -0.013642 -0.01 1 day, 23:00:00 0 0 1 0.00
ETH/USDT 3 -0.34 -1.01 -0.239949 -0.24 1 day, 16:20:00 1 0 2 33.33
BNB/USDT 2 -1.44 -2.88 -0.548460 -0.55 12:00:00 0 0 2 0.00
BTC/USDT 4 -1.36 -5.42 -0.998179 -1.0 2 days, 10:45:00 2 0 2 50.00
SOL/USDT 3 -1.84 -5.53 -0.999311 -1.0 1 day, 12:40:00 1 0 2 33.33
XRP/USDT 1 -8.09 -8.09 -1.571784 -1.57 13:00:00 0 0 1 0.00
DOT/USDT 1 -9.19 -9.19 -1.814050 -1.81 1 day, 18:00:00 0 0 1 0.00
TOTAL 19 0.57 10.77 1.730700 1.73 1 day, 21:28:00 7 0 12 36.84
  • 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 %
18 6 0 12 -1.35 -24.27 -4.72757274 -4.85
1 1 0 0 35.04 35.04 6.4582732 7.01

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 1.58 trades per day. The starting balance was $100 and the final balance was $101.73070046, resulting in an absolute profit of $1.7307004599999996 and a total profit percentage of 0.017307004599999995. The average stake amount was $18.96640177894737 and the total trade volume was $360.3616338. The best pair was ETC/USDT and the worst pair was DOT/USDT. The maximum balance reached was $101.73070046 and the minimum balance was $92.39036777. The market change during this period was -0.07037625921412526.

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-01-13 14:00:00
Max open trades 5
Total/Daily Avg Trades 19 / 1.58
Starting balance 100
Final balance 101.73070046
Absolute profit 1.7307004599999996
Total profit % 0.017307004599999995
Avg. stake amount 18.96640177894737
Total trade volume 360.3616338
Best Pair ETC/USDT
Worst Pair DOT/USDT
Max Balance 101.73070046
Min Balance 92.39036777
Market Change -0.07037625921412526

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
  }