CombinedBinHAndCluc Strategy Performance Results

Description:

The CombinedBinHAndCluc Strategy is a strategy based on Bollinger Bands along with other indicators such as relative close delta, bbdelta and tail. The strategy is based on the idea of buying when the close is below the lower Bollinger Band and the other indicators specified confirm the trend, while selling when the close is above the middle Bollinger Band. The strategy also uses an exponential moving average (EMA) and the volume mean over a certain window to check the current market trend. This strategy also uses the minimal ROI of 0.05, with a stop loss set at -0.05 and the timeframe of 5m.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
BTC/USDT 1 4.02 4.02 0.756459 0.76 1:30:00 1 0 0 100.00
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
LINK/USDT 3 -0.01 -0.04 -0.044665 -0.04 0:27:00 2 0 1 66.67
ETH/USDT 2 -0.10 -0.19 -0.087943 -0.09 0:22:00 1 0 1 50.00
SOL/USDT 5 -0.11 -0.56 -0.110020 -0.11 0:57:00 4 0 1 80.00
ETC/USDT 2 -1.12 -2.24 -0.438540 -0.44 1:15:00 1 0 1 50.00
LTC/USDT 4 -1.29 -5.15 -0.986678 -0.99 0:31:00 2 0 2 50.00
BNB/USDT 1 -5.16 -5.16 -0.992273 -0.99 2 days, 1:55:00 0 0 1 0.00
LUNA/USDT 1 -5.19 -5.19 -1.002887 -1.0 1:55:00 0 0 1 0.00
BCH/USDT 4 -1.85 -7.40 -1.446463 -1.45 0:42:00 2 0 2 50.00
TOTAL 23 -0.95 -21.92 -4.353010 -4.35 2:56:00 13 0 10 56.52
  • 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 %
10 10 0 0 1.49 14.89 2.79363847 2.98
10 0 0 10 -5.18 -51.8 -9.93205836 -10.36
3 3 0 0 5.0 14.99 2.7854097500000004 3.0

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 1.92 trades per day. The starting balance was $100 and the final balance was $95.64698986, resulting in an absolute profit of $-4.3530101399999985 and a total profit percentage of -0.043530101399999986. The average stake amount was $18.95214147826087 and the total trade volume was $435.899254. The best pair was BTC/USDT and the worst pair was BCH/USDT. The maximum balance reached was $98.9776076 and the minimum balance was $93.06077189. 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 23 / 1.92
Starting balance 100
Final balance 95.64698986
Absolute profit -4.3530101399999985
Total profit % -0.043530101399999986
Avg. stake amount 18.95214147826087
Total trade volume 435.899254
Best Pair BTC/USDT
Worst Pair BCH/USDT
Max Balance 98.9776076
Min Balance 93.06077189
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
  }