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quantumfirst Strategy Performance Results
Description:
This quantamfirst strategy is a technical strategy that tries to predict the market direction based on indicators. It uses various indicators such as MACD, RSI, FISHER RSI and SAR. This strategy also takes into account some price, volume and time-based conditions. It generates buy signals when certain conditions are met, such as the price and volume being above their rolling mean and the fast moving Average Convergence Divergence (MACD) and Fast Stochastic (FASTD) indicator lines crossing up. The strategy also generates sell signals when certain conditions are met, such as when Relative Strength Index (RSI) crosses above 50 or when the Parabolic Stop and Reverse (SAR) indicator is above the current price. The strategy also uses a trailing stop and has a trailing stop positive offset of 0.02. This strategy has a minimal_roi of 0.01 to 0.05 based on timeframes from 1440 minutes (1 day) to 0 minutes (Live). It also has a fixed stoploss of -10%.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| LTC/USDT | 11 | 0.51 | 5.60 | 1.010980 | 1.01 | 6:53:00 | 11 | 0 | 0 | 100.00 |
| BNB/USDT | 7 | 0.75 | 5.27 | 0.951522 | 0.95 | 23:07:00 | 7 | 0 | 0 | 100.00 |
| XRP/USDT | 4 | 0.72 | 2.89 | 0.503282 | 0.5 | 3:46:00 | 4 | 0 | 0 | 100.00 |
| ETH/USDT | 7 | 0.16 | 1.10 | 0.189090 | 0.19 | 9:01:00 | 6 | 0 | 1 | 85.71 |
| ADA/USDT | 7 | 0.05 | 0.32 | 0.055918 | 0.06 | 6:14:00 | 6 | 0 | 1 | 85.71 |
| LINK/USDT | 8 | -0.20 | -1.58 | -0.361112 | -0.36 | 12:24:00 | 6 | 0 | 2 | 75.00 |
| BTC/USDT | 5 | -0.76 | -3.82 | -0.696895 | -0.7 | 12:18:00 | 4 | 0 | 1 | 80.00 |
| LUNA/USDT | 7 | -0.98 | -6.88 | -1.290196 | -1.29 | 6:01:00 | 6 | 0 | 1 | 85.71 |
| ALGO/USDT | 5 | -1.52 | -7.62 | -1.530803 | -1.53 | 5:01:00 | 4 | 0 | 1 | 80.00 |
| ETC/USDT | 5 | -1.75 | -8.74 | -1.749628 | -1.75 | 2:09:00 | 4 | 0 | 1 | 80.00 |
| SOL/USDT | 7 | -1.40 | -9.79 | -1.902357 | -1.9 | 5:06:00 | 5 | 0 | 2 | 71.43 |
| BCH/USDT | 11 | -1.38 | -15.16 | -2.976317 | -2.98 | 4:31:00 | 8 | 0 | 3 | 72.73 |
| DOT/USDT | 7 | -2.56 | -17.91 | -3.446765 | -3.45 | 9:55:00 | 5 | 0 | 2 | 71.43 |
| TOTAL | 91 | -0.62 | -56.32 | -11.243281 | -11.24 | 8:16:00 | 76 | 0 | 15 | 83.52 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 66 | 66 | 0 | 0 | 0.55 | 36.11 | 6.51192867 | 7.22 | |
| 10 | 10 | 0 | 0 | 2.24 | 22.41 | 4.01068733 | 4.48 | |
| 10 | 0 | 0 | 10 | -10.18 | -101.77 | -19.38833823 | -20.35 | |
| 5 | 0 | 0 | 5 | -2.61 | -13.07 | -2.37755893 | -2.61 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 7.58 trades per day. The starting balance was $100 and the final balance was $88.75671884, resulting in an absolute profit of $-11.24328116 and a total profit percentage of -0.1124328116. The average stake amount was $18.114709975824177 and the total trade volume was $1648.4386078. The best pair was LTC/USDT and the worst pair was DOT/USDT. The maximum balance reached was $100.88182007 and the minimum balance was $88.3586774. 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 | 91 / 7.58 |
| Starting balance | 100 |
| Final balance | 88.75671884 |
| Absolute profit | -11.24328116 |
| Total profit % | -0.1124328116 |
| Avg. stake amount | 18.114709975824177 |
| Total trade volume | 1648.4386078 |
| Best Pair | LTC/USDT |
| Worst Pair | DOT/USDT |
| Max Balance | 100.88182007 |
| Min Balance | 88.3586774 |
| 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
}