CryptoFrogHO3A2 Strategy Performance Results

Description:

This is a momentum-based trading strategy using a combination of trend and oscillator indicators. It uses the Smooth Heikin-Ashi, Ema Crossover, Bollinger Band Width Expansion, Squeeze Momentum Indicator, Money Flow Index (MFI), Directional Movement Index (DMI), Stochastic Relative Strength Index (SRSI), and Volume Flow Index (VFI) indicators to help identify potentially profitable market entry points. The strategy is designed to take advantage of short-term price momentum and provides a flexible approach to trading that can accommodate different objectives.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
SOL/USDT 30 0.25 7.47 1.435117 1.44 0:12:00 11 0 19 36.67
LUNA/USDT 10 0.65 6.48 1.253959 1.25 0:42:00 7 2 1 70.00
LINK/USDT 13 0.49 6.39 1.235443 1.24 0:31:00 8 2 3 61.54
ETC/USDT 5 1.00 5.02 0.936475 0.94 0:22:00 2 0 3 40.00
ALGO/USDT 15 0.18 2.76 0.530669 0.53 0:24:00 6 1 8 40.00
DOT/USDT 15 0.17 2.49 0.482548 0.48 0:19:00 5 1 9 33.33
ADA/USDT 19 0.06 1.05 0.194749 0.19 0:16:00 5 0 14 26.32
LTC/USDT 19 -0.04 -0.78 -0.154200 -0.15 0:47:00 4 3 12 21.05
BNB/USDT 29 -0.11 -3.29 -0.644007 -0.64 0:28:00 6 3 20 20.69
BTC/USDT 27 -0.13 -3.49 -0.684221 -0.68 0:22:00 7 0 20 25.93
BCH/USDT 27 -0.17 -4.54 -0.920031 -0.92 0:22:00 8 1 18 29.63
XRP/USDT 12 -0.47 -5.67 -1.140351 -1.14 0:23:00 5 0 7 41.67
ETH/USDT 15 -0.72 -10.86 -2.137921 -2.14 0:38:00 4 0 11 26.67
TOTAL 236 0.01 3.02 0.388229 0.39 0:25:00 78 13 145 33.05
  • 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 %
142 0 0 142 -0.34 -48.83 -9.449295 -9.77
91 78 13 0 0.86 77.88 14.97095178 15.58
3 0 0 3 -8.68 -26.03 -5.13342739 -5.21

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 19.67 trades per day. The starting balance was $100 and the final balance was $100.38822939, resulting in an absolute profit of $0.38822939000000023 and a total profit percentage of 0.0038822939000000022. The average stake amount was $19.307146528813558 and the total trade volume was $4556.4865807999995. The best pair was SOL/USDT and the worst pair was ETH/USDT. The maximum balance reached was $100.55075309 and the minimum balance was $94.81370279. 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 236 / 19.67
Starting balance 100
Final balance 100.38822939
Absolute profit 0.38822939000000023
Total profit % 0.0038822939000000022
Avg. stake amount 19.307146528813558
Total trade volume 4556.4865807999995
Best Pair SOL/USDT
Worst Pair ETH/USDT
Max Balance 100.55075309
Min Balance 94.81370279
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
  }