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BbRoi Strategy Performance Results
Description:
The BbRoi trading strategy is a mean-reversion type of strategy designed around Bollinger Bands and the Relative Strength Index. The strategy looks for pullbacks to the lower bound of the Bollinger Bands and buys when the price crosses the midpoint of the Bollinger Bands and if the Relative Strength Index (RSI) is below 75. It also looks for signs that the trend is reversing when the 9-period Exponential Moving Average (EMA) is above the 200-period EMA and the price is above both EMAs.
To help set the Stop Loss and Take Profit orders, the strategy also utilizes a Trailing Stop and Take Profit indicator. This indicator looks to lock in gains, and add to these gains, as the price rises beyond a certain threshold. It also aggressively cuts your losses, while still giving the position a chance to recover. The strategy uses a Minimal ROI setting to take profits when the price reaches certain levels of growth, and a Stop Loss to protect yourself against sudden reverses.
This strategy uses the following indicators: Relative Strength Index (RSI), Exponential Moving Average (EMA), and Bollinger Bands (BB).
The strategy is designed to find oversold or undervalued assets, making it a great tool for trading in a range-bound market. As a mean-reversion strategy, it looks to take advantage of the cyclical price movements of an asset over a certain period of time, with the ultimate purpose of profiting from these movements.
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 | 14 | 0.65 | 9.15 | 1.736128 | 1.74 | 4:51:00 | 10 | 1 | 3 | 71.43 |
| ETH/USDT | 20 | 0.43 | 8.61 | 1.628395 | 1.63 | 9:23:00 | 14 | 3 | 3 | 70.00 |
| BTC/USDT | 19 | 0.44 | 8.38 | 1.617297 | 1.62 | 7:43:00 | 14 | 3 | 2 | 73.68 |
| LUNA/USDT | 8 | 0.89 | 7.09 | 1.363898 | 1.36 | 3:24:00 | 6 | 2 | 0 | 75.00 |
| SOL/USDT | 9 | 0.45 | 4.09 | 0.771255 | 0.77 | 5:53:00 | 5 | 3 | 1 | 55.56 |
| ADA/USDT | 2 | -0.42 | -0.85 | -0.129892 | -0.13 | 7:32:00 | 1 | 0 | 1 | 50.00 |
| ALGO/USDT | 5 | -0.39 | -1.94 | -0.389435 | -0.39 | 4:57:00 | 3 | 1 | 1 | 60.00 |
| ETC/USDT | 8 | -0.71 | -5.67 | -1.112761 | -1.11 | 10:26:00 | 4 | 1 | 3 | 50.00 |
| LTC/USDT | 15 | -0.44 | -6.64 | -1.405849 | -1.41 | 13:53:00 | 10 | 2 | 3 | 66.67 |
| BNB/USDT | 14 | -0.58 | -8.07 | -1.564243 | -1.56 | 12:09:00 | 4 | 4 | 6 | 28.57 |
| DOT/USDT | 6 | -1.33 | -7.97 | -1.687608 | -1.69 | 8:42:00 | 2 | 2 | 2 | 33.33 |
| XRP/USDT | 13 | -0.70 | -9.06 | -1.880113 | -1.88 | 9:10:00 | 7 | 2 | 4 | 53.85 |
| BCH/USDT | 21 | -0.73 | -15.41 | -3.145585 | -3.15 | 7:01:00 | 10 | 6 | 5 | 47.62 |
| TOTAL | 154 | -0.12 | -18.27 | -4.198513 | -4.2 | 8:28:00 | 90 | 30 | 34 | 58.44 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 80 | 50 | 0 | 30 | -0.8 | -64.32 | -13.115267240000001 | -12.86 | |
| 40 | 10 | 30 | 0 | 0.19 | 7.5 | 1.43624536 | 1.5 | |
| 30 | 30 | 0 | 0 | 1.52 | 45.53 | 8.88533954 | 9.11 | |
| 4 | 0 | 0 | 4 | -1.75 | -6.99 | -1.4048306300000002 | -1.4 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 12.83 trades per day. The starting balance was $100 and the final balance was $95.80148703, resulting in an absolute profit of $-4.198512970000001 and a total profit percentage of -0.04198512970000001. The average stake amount was $19.39936851428571 and the total trade volume was $2987.5027511999997. The best pair was LINK/USDT and the worst pair was BCH/USDT. The maximum balance reached was $106.72095632 and the minimum balance was $92.60205165. 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 | 154 / 12.83 |
| Starting balance | 100 |
| Final balance | 95.80148703 |
| Absolute profit | -4.198512970000001 |
| Total profit % | -0.04198512970000001 |
| Avg. stake amount | 19.39936851428571 |
| Total trade volume | 2987.5027511999997 |
| Best Pair | LINK/USDT |
| Worst Pair | BCH/USDT |
| Max Balance | 106.72095632 |
| Min Balance | 92.60205165 |
| 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
}