BB_RSI Strategy Performance Results

Description:

BB_RSI is a strategy designed to take advantage of the relative strength index (RSI) and the bollinger bands. It will look at the RSI and if it drops below 7 and the closing price is below the lower bollinger band, it will enter a trade and if the RSI rises above 74 and the closing price is above the upper bollinger band the strategy will exit the trade, protecting the user from drastic reductions in the price of their asset. This strategy also allows for trailing stop losses, meaning if the price of the asset begins to slide, the strategy will set a stop loss lower than the purchase price, ensuring the user will not take too large of a loss.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
ALGO/USDT 7 1.06 7.39 1.395074 1.4 8:24:00 6 0 1 85.71
XRP/USDT 8 0.48 3.82 0.676257 0.68 17:11:00 5 3 0 62.50
LUNA/USDT 7 0.13 0.88 0.155829 0.16 4:44:00 5 0 2 71.43
BNB/USDT 10 0.07 0.68 0.082101 0.08 14:02:00 7 1 2 70.00
LTC/USDT 15 0.04 0.57 0.014086 0.01 9:38:00 9 4 2 60.00
BTC/USDT 13 -0.05 -0.70 -0.286521 -0.29 14:13:00 8 2 3 61.54
SOL/USDT 10 -0.36 -3.59 -0.740578 -0.74 4:49:00 7 0 3 70.00
BCH/USDT 23 -0.34 -7.91 -1.602711 -1.6 6:43:00 15 2 6 65.22
ETH/USDT 12 -0.70 -8.39 -1.673512 -1.67 9:59:00 7 2 3 58.33
DOT/USDT 9 -1.00 -8.96 -1.721608 -1.72 15:09:00 6 0 3 66.67
ETC/USDT 9 -1.02 -9.18 -1.768721 -1.77 11:59:00 5 1 3 55.56
ADA/USDT 3 -3.62 -10.87 -1.968586 -1.97 4:37:00 1 0 2 33.33
LINK/USDT 18 -1.10 -19.88 -3.919319 -3.92 7:26:00 10 0 8 55.56
TOTAL 144 -0.39 -56.14 -11.358209 -11.36 9:49:00 91 15 38 63.19
  • 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 %
65 34 0 31 -1.62 -105.35 -20.28570381 -21.07
51 51 0 0 1.46 74.51 13.635043289999999 14.9
19 4 15 0 0.22 4.18 0.74764904 0.84
5 2 0 3 -0.57 -2.83 -0.5021149799999999 -0.57
4 0 0 4 -6.66 -26.65 -4.95308211 -5.33

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 12.0 trades per day. The starting balance was $100 and the final balance was $88.64179143, resulting in an absolute profit of $-11.358208569999997 and a total profit percentage of -0.11358208569999997. The average stake amount was $18.229644708333336 and the total trade volume was $2625.068838. The best pair was ALGO/USDT and the worst pair was LINK/USDT. The maximum balance reached was $103.61905251 and the minimum balance was $86.29553112. 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 144 / 12.0
Starting balance 100
Final balance 88.64179143
Absolute profit -11.358208569999997
Total profit % -0.11358208569999997
Avg. stake amount 18.229644708333336
Total trade volume 2625.068838
Best Pair ALGO/USDT
Worst Pair LINK/USDT
Max Balance 103.61905251
Min Balance 86.29553112
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
  }