Guacamole Strategy Performance Results

Description:

This Guacamole strategy is designed for scalping 5 minute candles, and uses various technical indicators such as SAR, RMI, KAMA-3 and KAMA-21 in order to identify buy and sell signals. It uses a combination of MACD and RMI to indicate when a trend may be changing and generates buy and sell signals accordingly. This strategy implements trailing stop losses to protect profit, and is able to wait for extended trend periods in order to generate better returns. Finally, this strategy also has a built in ROI specified in the strategy parameters, ensuring that trades are closed according to pre-defined ROI targets.

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 3 1.11 3.34 0.653661 0.65 4:10:00 3 0 0 100.00
BTC/USDT 10 0.17 1.73 0.297658 0.3 18:25:00 9 0 1 90.00
BNB/USDT 4 0.32 1.28 0.256340 0.26 19:08:00 4 0 0 100.00
LINK/USDT 2 0.52 1.05 0.209301 0.21 3:20:00 2 0 0 100.00
ALGO/USDT 2 0.46 0.91 0.181613 0.18 7:00:00 2 0 0 100.00
LTC/USDT 2 0.25 0.50 0.099647 0.1 5 days, 7:25:00 2 0 0 100.00
LUNA/USDT 1 0.25 0.25 0.050557 0.05 6:40:00 1 0 0 100.00
ADA/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ETC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ETH/USDT 7 -0.29 -2.04 -0.440619 -0.44 13:29:00 6 0 1 85.71
XRP/USDT 4 -2.27 -9.09 -1.798310 -1.8 2 days, 22:49:00 3 0 1 75.00
BCH/USDT 6 -1.46 -8.79 -1.829896 -1.83 2 days, 0:02:00 5 0 1 83.33
DOT/USDT 3 -3.83 -11.49 -2.323920 -2.32 3 days, 23:53:00 2 0 1 66.67
TOTAL 44 -0.51 -22.35 -4.643967 -4.64 1 day, 10:18:00 39 0 5 88.64
  • 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 %
34 34 0 0 0.56 19.15 3.81439663 3.83
5 5 0 0 1.09 5.47 1.10930069 1.09
5 0 0 5 -9.39 -46.96 -9.56766468 -9.39

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 3.67 trades per day. The starting balance was $100 and the final balance was $95.35603264, resulting in an absolute profit of $-4.64396736 and a total profit percentage of -0.0464396736. The average stake amount was $20.01124645 and the total trade volume was $880.4948438. The best pair was SOL/USDT and the worst pair was DOT/USDT. The maximum balance reached was $104.92369732 and the minimum balance was $95.35603264. 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 44 / 3.67
Starting balance 100
Final balance 95.35603264
Absolute profit -4.64396736
Total profit % -0.0464396736
Avg. stake amount 20.01124645
Total trade volume 880.4948438
Best Pair SOL/USDT
Worst Pair DOT/USDT
Max Balance 104.92369732
Min Balance 95.35603264
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
  }