TrixV23Strategy Strategy Performance Results

Description:

This is a trend-following strategy for trading cryptocurrencies. It uses several indicators to determine when it is a good time to buy or sell. The popluate_buy_trend function uses Volume, the Trix Signal, and EMA (Exponential Moving Average) for the BTC/stake currency pair, Stochastic RSI, EMA for the base currency, and the Trix Signal for a trailing/trigger condition. The populate_sell_trend function also uses Volume and Stochastic RSI, as well as the Trix Signal for a trailing/trigger condition.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
ALGO/USDT 1 6.83 6.83 1.322329 1.32 13:00:00 1 0 0 100.00
BCH/USDT 2 0.40 0.80 0.127838 0.13 11:30:00 1 0 1 50.00
BTC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ETH/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LINK/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LTC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
SOL/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 1 0.00 0.00 0.000000 0.0 23:00:00 0 1 0 0.00
ETC/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
XRP/USDT 2 -1.87 -3.73 -0.722561 -0.72 15:00:00 1 0 1 50.00
BNB/USDT 1 -6.29 -6.29 -1.233615 -1.23 1 day, 2:00:00 0 0 1 0.00
TOTAL 7 -0.34 -2.39 -0.506009 -0.51 16:26:00 3 1 3 42.86
  • 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 %
3 0 0 3 -5.49 -16.47 -3.2092016 -3.29
3 2 1 0 4.55 13.64 2.6194709 2.73
1 1 0 0 0.43 0.43 0.0837216 0.09

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.58 trades per day. The starting balance was $100 and the final balance was $99.4939909, resulting in an absolute profit of $-0.5060091 and a total profit percentage of -0.005060091. The average stake amount was $19.354574285714286 and the total trade volume was $135.48202. The best pair was ALGO/USDT and the worst pair was BNB/USDT. The maximum balance reached was $99.4939909 and the minimum balance was $96.7907984. The market change during this period was -0.01688937839330919.

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 7 / 0.58
Starting balance 100
Final balance 99.4939909
Absolute profit -0.5060091
Total profit % -0.005060091
Avg. stake amount 19.354574285714286
Total trade volume 135.48202
Best Pair ALGO/USDT
Worst Pair BNB/USDT
Max Balance 99.4939909
Min Balance 96.7907984
Market Change -0.01688937839330919

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
  }