CustomStoplossWithPSAR Strategy Performance Results

Description:

This strategy uses the Parabolic SAR (PSAR) indicator together with custom stoploss to identify potential trading opportunities. The strategy marks a buy trend when the current PSAR value is lower than the previous one. The custom stoploss then evaluates the last PSAR value and sets an appropriate stoploss based on the current rate, resulting in a more accurate stoploss value. This helps to improve the risk/return ratio of the trades by setting a more conservative stoploss.

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 1 11.29 11.29 2.216378 2.22 12 days, 9:00:00 1 0 0 100.00
BTC/USDT 1 0.60 0.60 0.116854 0.12 12 days, 9:00:00 1 0 0 100.00
LTC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
BNB/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
ETC/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 -2.65 -2.65 -0.525464 -0.53 12 days, 11:00:00 0 0 1 0.00
LINK/USDT 1 -4.98 -4.98 -0.980926 -0.98 12 days, 9:00:00 0 0 1 0.00
SOL/USDT 1 -10.34 -10.34 -2.018718 -2.02 12 days, 9:00:00 0 0 1 0.00
TOTAL 5 -1.22 -6.08 -1.191876 -1.19 12 days, 9:24:00 2 0 3 40.00
  • 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 %
5 2 0 3 -1.22 -6.08 -1.1918757499999997 -1.22

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.42 trades per day. The starting balance was $100 and the final balance was $98.80812425, resulting in an absolute profit of $-1.1918757499999997 and a total profit percentage of -0.011918757499999997. The average stake amount was $19.61546696 and the total trade volume was $98.0773348. The best pair was ETH/USDT and the worst pair was SOL/USDT. The maximum balance reached was $101.80776827 and the minimum balance was $98.80812425. The market change during this period was -0.029744092813551205.

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 5 / 0.42
Starting balance 100
Final balance 98.80812425
Absolute profit -1.1918757499999997
Total profit % -0.011918757499999997
Avg. stake amount 19.61546696
Total trade volume 98.0773348
Best Pair ETH/USDT
Worst Pair SOL/USDT
Max Balance 101.80776827
Min Balance 98.80812425
Market Change -0.029744092813551205

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
  }