SMAOffsetProtectOptV1 Strategy Performance Results

Description:

This strategy is based on SMA Offset Protect Opt V1 and uses a combination of multiple indicators. The core indicator used for this strategy is the exponential moving average (EMA) and it is used for determining when to buy and enter a position. To confirm the buy and sell signals, the strategy also uses RSI and EWO as additional indicators. The EWO is an oscillator that measures the relative strength of a given asset. RSI is another oscillator also used to determine strength in the markets. The parameters used in this strategy can be optimized to get the most out of each trading session. The strategy utilizes trailing stops to protect profits and minimize losses.

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 1 1.00 1.00 0.197248 0.2 0:10:00 1 0 0 100.00
BTC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
BCH/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
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
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
TOTAL 1 1.00 1.00 0.197248 0.2 0:10:00 1 0 0 100.00
  • 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 %
1 1 0 0 1.0 1.0 0.197248 0.2

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.08 trades per day. The starting balance was $100 and the final balance was $100.197248, resulting in an absolute profit of $0.197248 and a total profit percentage of 0.00197248. The average stake amount was $19.7248 and the total trade volume was $19.7248. The best pair was ETC/USDT and the worst pair was BTC/USDT. The maximum balance reached was $0 and the minimum balance was $0. The market change during this period was -0.034008199243972644.

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 1 / 0.08
Starting balance 100
Final balance 100.197248
Absolute profit 0.197248
Total profit % 0.00197248
Avg. stake amount 19.7248
Total trade volume 19.7248
Best Pair ETC/USDT
Worst Pair BTC/USDT
Max Balance 0
Min Balance 0
Market Change -0.034008199243972644

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
  }