SuperHV27 Strategy Performance Results

Description:

This strategy is a trend-following strategy that uses technical indicators to identify buy and sell signals. The indicators used in this strategy include the Relative Momentum Index (RMI), Slow SMA (slowsma), High SMA (highsma), Low SMA (lowsma), Minus DI (minusdi), Minus DI EMA (minusdiema), RSI, ADX, Elliott Wave Oscillator (EWO or EMARSI) and Volume. The strategy uses these indicators to identify buy signal when there is up trend and when price is below lowsma, minusdi is above minusdiema, rsi is growing, adx is above certain value and emarise is below certain value; sell signal will be generated when price is above highsma, adx is above certain value, emarise is above certain value, etc. This strategy is ideal for traders who prefer to go with the trend and for traders who want to minimize their risk exposure.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
LINK/USDT 7 0.73 5.08 0.974201 0.97 2:19:00 6 0 1 85.71
BTC/USDT 4 0.54 2.15 0.402104 0.4 3:49:00 3 0 1 75.00
ETC/USDT 5 -0.01 -0.04 -0.044907 -0.04 4:48:00 3 0 2 60.00
ETH/USDT 7 -0.06 -0.42 -0.066858 -0.07 4:46:00 4 0 3 57.14
SOL/USDT 8 -0.08 -0.65 -0.144546 -0.14 3:35:00 4 0 4 50.00
BNB/USDT 3 -0.95 -2.85 -0.534484 -0.53 8:08:00 0 0 3 0.00
LTC/USDT 8 -0.45 -3.61 -0.675106 -0.68 6:19:00 5 0 3 62.50
ALGO/USDT 6 -0.62 -3.70 -0.697079 -0.7 3:54:00 5 0 1 83.33
LUNA/USDT 8 -0.48 -3.85 -0.758340 -0.76 4:32:00 5 0 3 62.50
DOT/USDT 4 -1.42 -5.66 -1.094336 -1.09 7:09:00 1 0 3 25.00
BCH/USDT 11 -0.52 -5.69 -1.132787 -1.13 3:10:00 7 0 4 63.64
ADA/USDT 5 -1.32 -6.60 -1.252997 -1.25 6:23:00 2 0 3 40.00
XRP/USDT 7 -1.30 -9.10 -1.766795 -1.77 4:54:00 4 0 3 57.14
TOTAL 83 -0.42 -34.94 -6.791930 -6.79 4:36:00 49 0 34 59.04
  • 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 %
67 33 0 34 -0.92 -61.34 -11.790544959999998 -12.27
16 16 0 0 1.65 26.39 4.99861538 5.28

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 6.92 trades per day. The starting balance was $100 and the final balance was $93.20807042, resulting in an absolute profit of $-6.79192958 and a total profit percentage of -0.0679192958. The average stake amount was $18.83682998554217 and the total trade volume was $1563.4568888000001. The best pair was LINK/USDT and the worst pair was XRP/USDT. The maximum balance reached was $100.64032287 and the minimum balance was $92.04646432. 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 83 / 6.92
Starting balance 100
Final balance 93.20807042
Absolute profit -6.79192958
Total profit % -0.0679192958
Avg. stake amount 18.83682998554217
Total trade volume 1563.4568888000001
Best Pair LINK/USDT
Worst Pair XRP/USDT
Max Balance 100.64032287
Min Balance 92.04646432
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
  }