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SampleStrategyV2 Strategy Performance Results
Description:
The SampleStrategyV2 is a strategy based on technical analysis indicators, specifically the Relative Strength Index (RSI), the Moving Average Convergence Divergence (MACD), and the Bollinger Bands (BB).
The strategy trades when either the RSI is above a user-defined value or when the MACD histogram crosses the MACD signal line. When the RSI is above a user-defined value it signifies that the market is overbought and a sell operation would be profitable. When the MACD histogram crosses the signal line it signals a potential change in trend and can also signal entry or exit points.
In addition to these indicators, the SampleStrategyV2 uses other indicators such as the Stochastic Oscillator, the Moving Average Convergence Divergence, the Average True Range, and the Heikin-Ashi. These indicators are used to measure volatility, momentum, trend direction, and overbought and oversold conditions. The strategy also uses several additional parameters such as the stop-loss level and whether to use the trailing stop.
Finally, the SampleStrategyV2 has several plot configurations which can be used to visualise the indicators and track the performance of the strategy.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| ETH/USDT | 4 | 1.00 | 4.00 | 0.742470 | 0.74 | 15:24:00 | 4 | 0 | 0 | 100.00 |
| LINK/USDT | 4 | 0.88 | 3.52 | 0.674517 | 0.67 | 5:04:00 | 4 | 0 | 0 | 100.00 |
| ALGO/USDT | 3 | 1.08 | 3.25 | 0.620967 | 0.62 | 4:07:00 | 3 | 0 | 0 | 100.00 |
| XRP/USDT | 3 | 1.00 | 3.00 | 0.570524 | 0.57 | 2 days, 4:15:00 | 3 | 0 | 0 | 100.00 |
| BTC/USDT | 3 | 1.00 | 3.00 | 0.561416 | 0.56 | 5:02:00 | 3 | 0 | 0 | 100.00 |
| DOT/USDT | 2 | 1.00 | 2.00 | 0.389218 | 0.39 | 1:38:00 | 2 | 0 | 0 | 100.00 |
| ETC/USDT | 1 | 1.00 | 1.00 | 0.199496 | 0.2 | 8 days, 9:40:00 | 1 | 0 | 0 | 100.00 |
| SOL/USDT | 1 | 1.00 | 1.00 | 0.180720 | 0.18 | 3 days, 16:45:00 | 1 | 0 | 0 | 100.00 |
| LUNA/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| BNB/USDT | 4 | -0.01 | -0.04 | -0.007687 | -0.01 | 1 day, 2:12:00 | 3 | 0 | 1 | 75.00 |
| BCH/USDT | 5 | -1.32 | -6.61 | -1.304897 | -1.3 | 18:23:00 | 4 | 0 | 1 | 80.00 |
| LTC/USDT | 5 | -3.29 | -16.45 | -3.324674 | -3.32 | 13:20:00 | 4 | 0 | 1 | 80.00 |
| ADA/USDT | 4 | -4.38 | -17.54 | -3.506982 | -3.51 | 8:14:00 | 3 | 0 | 1 | 75.00 |
| TOTAL | 39 | -0.51 | -19.88 | -4.204912 | -4.2 | 21:57:00 | 35 | 0 | 4 | 89.74 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 30 | 30 | 0 | 0 | 1.0 | 30.06 | 5.704601589999999 | 6.01 | |
| 5 | 5 | 0 | 0 | 0.77 | 3.87 | 0.73384941 | 0.77 | |
| 2 | 0 | 0 | 2 | -6.75 | -13.51 | -2.6125467999999996 | -2.7 | |
| 2 | 0 | 0 | 2 | -20.15 | -40.3 | -8.030816430000002 | -8.06 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 3.25 trades per day. The starting balance was $100 and the final balance was $95.79508777, resulting in an absolute profit of $-4.204912230000001 and a total profit percentage of -0.042049122300000005. The average stake amount was $19.031843466666665 and the total trade volume was $742.2418951999999. The best pair was ETH/USDT and the worst pair was ADA/USDT. The maximum balance reached was $101.3793312 and the minimum balance was $93.34851477. The market change during this period was -0.06889984857397359.
| 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 | 39 / 3.25 |
| Starting balance | 100 |
| Final balance | 95.79508777 |
| Absolute profit | -4.204912230000001 |
| Total profit % | -0.042049122300000005 |
| Avg. stake amount | 19.031843466666665 |
| Total trade volume | 742.2418951999999 |
| Best Pair | ETH/USDT |
| Worst Pair | ADA/USDT |
| Max Balance | 101.3793312 |
| Min Balance | 93.34851477 |
| Market Change | -0.06889984857397359 |
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
}