Kamaflage Strategy Performance Results

Description:

The Kamaflage strategy is a momentum-based strategy that uses RSI, MACD, and Kama indicators to determine when to enter and exit trades. The strategy includes buy and sell parameters, meaning that the users can customize the parameters to their own individual needs. The strategy also includes minimal ROI while taking into account Profit Only, which allows the user to control their risk and also increase their reward. The strategy also implements trailing stop and stoploss to provide users with more flexibility and control over their risk management. Additionally, the strategy uses a confirm_trade_entry function to check the orders before submitting, to ensure that the orders remain profitable. Finally, the strategy also implements a min_roi_reached function to confirm whether a trade has met the minimum required ROI before exiting.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
DOT/USDT 4 1.96 7.83 1.613693 1.61 8:00:00 4 0 0 100.00
SOL/USDT 2 2.10 4.20 0.842208 0.84 11:25:00 2 0 0 100.00
ADA/USDT 1 3.57 3.57 0.741565 0.74 11:00:00 1 0 0 100.00
ALGO/USDT 2 1.55 3.11 0.616116 0.62 8:45:00 2 0 0 100.00
BNB/USDT 2 1.00 2.00 0.400036 0.4 1 day, 0:55:00 2 0 0 100.00
ETH/USDT 7 0.22 1.55 0.257545 0.26 1 day, 12:01:00 6 0 1 85.71
LTC/USDT 1 1.00 1.00 0.205170 0.21 10 days, 4:35:00 1 0 0 100.00
LINK/USDT 6 0.10 0.61 0.060163 0.06 11:48:00 5 0 1 83.33
ETC/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
BTC/USDT 7 -0.18 -1.25 -0.382549 -0.38 1 day, 11:42:00 6 0 1 85.71
BCH/USDT 4 -1.84 -7.36 -1.637396 -1.64 2 days, 22:31:00 3 0 1 75.00
XRP/USDT 1 -9.66 -9.66 -1.965114 -1.97 11 days, 12:55:00 0 0 1 0.00
TOTAL 37 0.15 5.59 0.751438 0.75 1 day, 16:48:00 32 0 5 86.49
  • 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 %
29 29 0 0 1.31 37.94 7.685924339999999 7.59
5 0 0 5 -8.88 -44.38 -9.45911903 -8.88
3 3 0 0 4.01 12.03 2.52463228 2.41

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 3.08 trades per day. The starting balance was $100 and the final balance was $100.75143759000001, resulting in an absolute profit of $0.7514375899999988 and a total profit percentage of 0.007514375899999988. The average stake amount was $20.46615147837838 and the total trade volume was $757.2476047. The best pair was DOT/USDT and the worst pair was XRP/USDT. The maximum balance reached was $110.21055662 and the minimum balance was $100.1976769. The market change during this period was -0.027604419500472894.

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 37 / 3.08
Starting balance 100
Final balance 100.75143759000001
Absolute profit 0.7514375899999988
Total profit % 0.007514375899999988
Avg. stake amount 20.46615147837838
Total trade volume 757.2476047
Best Pair DOT/USDT
Worst Pair XRP/USDT
Max Balance 110.21055662
Min Balance 100.1976769
Market Change -0.027604419500472894

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
  }