ADX_15M_USDT2 Strategy Performance Results

Description:

This strategy is called ADX_15M_USDT2, and it uses a 15 minute ticker interval. It has a minimal ROI of 0.10313, a stoploss of -0.31941, and it uses four technical indicators: the Average Directional Index (ADX), the Plus Directional Index (Plus DI), the Minus Directional Index (Minus DI), and the Parabolic SAR (SAR). The strategy buy signal is triggered when there is a cross of the Plus DI and Minus DI. The sell signal is triggered when the ADX, Minus DI and Plus DI are all above 91 and Plus DI crosses above Minus DI.

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 5.85 11.70 2.370408 2.37 5:28:00 2 0 0 100.00
XRP/USDT 2 0.90 1.81 0.348888 0.35 9:50:00 2 0 0 100.00
BCH/USDT 3 0.47 1.41 0.281315 0.28 16:18:00 2 1 0 66.67
BTC/USDT 4 0.00 0.00 0.000000 0.0 1 day, 21:20:00 0 4 0 0.00
ETH/USDT 1 0.00 0.00 0.000000 0.0 6 days, 16:45:00 0 1 0 0.00
LTC/USDT 1 0.00 0.00 0.000000 0.0 9 days, 23:55:00 0 1 0 0.00
SOL/USDT 1 0.00 0.00 0.000000 0.0 21:00:00 0 1 0 0.00
LUNA/USDT 2 0.00 0.00 0.000000 0.0 9:50:00 0 2 0 0.00
LINK/USDT 2 -1.35 -2.70 -0.571208 -0.57 19:38:00 1 0 1 50.00
BNB/USDT 4 -0.80 -3.18 -0.657987 -0.66 23:25:00 1 2 1 25.00
DOT/USDT 4 -1.49 -5.95 -1.243262 -1.24 20:39:00 1 2 1 25.00
ADA/USDT 2 -4.60 -9.20 -1.867075 -1.87 5 days, 20:40:00 1 0 1 50.00
ALGO/USDT 3 -6.53 -19.58 -3.949195 -3.95 3 days, 23:52:00 2 0 1 66.67
TOTAL 31 -0.83 -25.69 -5.288115 -5.29 1 day, 23:57:00 12 14 5 38.71
  • 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 %
26 12 14 0 0.9 23.52 4.7097806900000005 4.7
5 0 0 5 -9.84 -49.21 -9.997896050000001 -9.84

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 2.58 trades per day. The starting balance was $100 and the final balance was $94.71188464, resulting in an absolute profit of $-5.288115359999999 and a total profit percentage of -0.05288115359999999. The average stake amount was $20.00597297741935 and the total trade volume was $620.1851622999999. The best pair was ETC/USDT and the worst pair was ALGO/USDT. The maximum balance reached was $104.70978069 and the minimum balance was $94.71188464. The market change during this period was -0.02114756712873641.

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 31 / 2.58
Starting balance 100
Final balance 94.71188464
Absolute profit -5.288115359999999
Total profit % -0.05288115359999999
Avg. stake amount 20.00597297741935
Total trade volume 620.1851622999999
Best Pair ETC/USDT
Worst Pair ALGO/USDT
Max Balance 104.70978069
Min Balance 94.71188464
Market Change -0.02114756712873641

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
  }