CombinedBinHAndClucV7 Strategy Performance Results

Description:

This strategy uses various indicators to identify buy and sell signals. On the buy side, it uses exponential moving averages (EMA) to detect price trend and momentum, bollinger band delta (BBDelta) and close delta (CloseDelta) to measure the strength of the buy signal, the tail of the bollinger bands (Tail) to determine the underlying volatility, and the Relative Strength Index (RSI) to check for oversold conditions. On the sell side, it uses a Bollinger Band Upper Band (BBUpperBand) to capture a high price level, and the RSI to detect when the price is overbought. Additionally, a rolling mean (SMA) and moving average convergence divergence (MACD) are used to measure the general trend of the price.

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 5 0.92 4.58 0.902915 0.9 1:30:00 4 0 1 80.00
LTC/USDT 1 1.81 1.81 0.361418 0.36 1:05:00 1 0 0 100.00
BTC/USDT 1 1.04 1.04 0.201691 0.2 6:50:00 1 0 0 100.00
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
SOL/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
BNB/USDT 1 -1.05 -1.05 -0.206317 -0.21 6:50:00 0 0 1 0.00
TOTAL 8 0.80 6.37 1.259707 1.26 2:47:00 6 0 2 75.00
  • 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 %
5 5 0 0 1.81 9.04 1.79336013 1.81
2 0 0 2 -1.85 -3.7 -0.7353438 -0.74
1 1 0 0 1.04 1.04 0.20169105 0.21

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.67 trades per day. The starting balance was $100 and the final balance was $101.25970738, resulting in an absolute profit of $1.25970738 and a total profit percentage of 0.0125970738. The average stake amount was $19.75521495 and the total trade volume was $158.0417196. The best pair was ETC/USDT and the worst pair was BNB/USDT. The maximum balance reached was $101.78873378 and the minimum balance was $99.7936826. 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 8 / 0.67
Starting balance 100
Final balance 101.25970738
Absolute profit 1.25970738
Total profit % 0.0125970738
Avg. stake amount 19.75521495
Total trade volume 158.0417196
Best Pair ETC/USDT
Worst Pair BNB/USDT
Max Balance 101.78873378
Min Balance 99.7936826
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
  }