DIV_v1 Strategy Performance Results

Description:

This DIV_v1 strategy is an algo-trading strategy that uses the TA-Lib indicator library to identify potential trading opportunities. Specifically, it uses the RSI (Relative Strength Index) technical indicator to detect bullish divergence and the ohlc_bottom (the value of the open price, the high price, the low price, and the close price) for trading signals. Additionally, it includes a trailing stop-loss function for managing risk. This strategy is mainly suited for intra-day trading, as the timeframe is set to 5 minutes, and the startup_candle_count is 200.

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 5 1.05 5.23 1.017774 1.02 6:23:00 3 2 0 60.00
BCH/USDT 3 1.66 4.98 0.967565 0.97 3:17:00 2 0 1 66.67
DOT/USDT 3 1.20 3.59 0.703582 0.7 3:48:00 3 0 0 100.00
ALGO/USDT 5 0.58 2.88 0.561925 0.56 10:27:00 2 3 0 40.00
ADA/USDT 3 0.82 2.45 0.487509 0.49 7:08:00 1 2 0 33.33
ETC/USDT 1 1.55 1.55 0.306088 0.31 4:55:00 1 0 0 100.00
BNB/USDT 3 0.38 1.15 0.226714 0.23 8:48:00 1 2 0 33.33
SOL/USDT 1 0.52 0.52 0.104028 0.1 6:25:00 1 0 0 100.00
ETH/USDT 1 0.00 0.00 0.000000 0.0 5 days, 7:35:00 0 1 0 0.00
XRP/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LUNA/USDT 5 -0.34 -1.70 -0.341104 -0.34 16:13:00 1 3 1 20.00
BTC/USDT 1 -3.25 -3.25 -0.637846 -0.64 23:55:00 0 0 1 0.00
LTC/USDT 1 -15.16 -15.16 -3.012120 -3.01 21:10:00 0 0 1 0.00
TOTAL 32 0.07 2.23 0.384114 0.38 13:04:00 15 13 4 46.88
  • 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 %
23 10 13 0 0.54 12.37 2.4064883999999997 2.47
5 5 0 0 2.17 10.85 2.1401474400000002 2.17
3 0 0 3 -1.94 -5.82 -1.15040231 -1.16
1 0 0 1 -15.16 -15.16 -3.01212 -3.03

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 2.67 trades per day. The starting balance was $100 and the final balance was $100.38411353, resulting in an absolute profit of $0.3841135299999996 and a total profit percentage of 0.003841135299999996. The average stake amount was $19.5500534 and the total trade volume was $625.6017088. The best pair was LINK/USDT and the worst pair was LTC/USDT. The maximum balance reached was $101.53451584 and the minimum balance was $97.2939676. The market change during this period was -0.03336748620829983.

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 32 / 2.67
Starting balance 100
Final balance 100.38411353
Absolute profit 0.3841135299999996
Total profit % 0.003841135299999996
Avg. stake amount 19.5500534
Total trade volume 625.6017088
Best Pair LINK/USDT
Worst Pair LTC/USDT
Max Balance 101.53451584
Min Balance 97.2939676
Market Change -0.03336748620829983

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
  }