bb_rsi_opt_new Strategy Performance Results

Description:

This strategy has three indicators - RSI, Bollinger Bands (1 & 4). It uses the RSI indicator to identify buy signals when the RSI is above 28 and the closing price of the candle is below the lower Bollinger Band (4). The strategy also has a trailing stop loss, with an offset of 0.23526 and a stop loss of 0.29207. Additionally, it also has a trailing_only_offset_is_reached setting configured with a value of false, which prevents the stop loss from moving too quickly to follow the market.

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 1.39 1.39 0.273478 0.27 1:40:00 1 0 0 100.00
SOL/USDT 1 0.98 0.98 0.189796 0.19 1:40:00 1 0 0 100.00
BTC/USDT 2 0.00 0.00 0.000000 0.0 4:50:00 0 2 0 0.00
BCH/USDT 2 0.00 0.00 0.000000 0.0 4 days, 8:35:00 0 2 0 0.00
ETH/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LTC/USDT 1 0.00 0.00 0.000000 0.0 8 days, 1:15:00 0 1 0 0.00
XRP/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
BNB/USDT 2 -1.57 -3.13 -0.622330 -0.62 13:20:00 1 0 1 50.00
ADA/USDT 1 -3.56 -3.56 -0.707240 -0.71 1 day, 0:15:00 0 0 1 0.00
LINK/USDT 2 -2.07 -4.13 -0.819764 -0.82 12:58:00 1 0 1 50.00
TOTAL 12 -0.70 -8.45 -1.686061 -1.69 1 day, 17:01:00 4 5 3 33.33
  • 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 %
9 4 5 0 0.3 2.71 0.53081894 0.54
3 0 0 3 -3.72 -11.16 -2.21687983 -2.23

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 1.0 trades per day. The starting balance was $100 and the final balance was $98.31393911, resulting in an absolute profit of $-1.6860608899999998 and a total profit percentage of -0.016860608899999997. The average stake amount was $19.696828083333333 and the total trade volume was $236.361937. The best pair was ETC/USDT and the worst pair was LINK/USDT. The maximum balance reached was $100.53081894 and the minimum balance was $98.31393911. The market change during this period was -0.027604419500472894.

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 12 / 1.0
Starting balance 100
Final balance 98.31393911
Absolute profit -1.6860608899999998
Total profit % -0.016860608899999997
Avg. stake amount 19.696828083333333
Total trade volume 236.361937
Best Pair ETC/USDT
Worst Pair LINK/USDT
Max Balance 100.53081894
Min Balance 98.31393911
Market Change -0.027604419500472894

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
  }