Bandtastic Strategy Performance Results

Description:

The Bandtastic strategy is a trading strategy based on the indicators of RSI (Relative Strength Index), MFI (Money Flow Index), EMA (Exponential Moving Average), and BB (Bollinger Bands). Its main purpose is to buy low and sell high using the indicators together with the "buy" and "sell" signals generated by the technical analysis. The strategy is set up so that when the RSI is lower than a set threshold, the "buy" signal will be generated. When the MFI is over a set threshold, the "sell" signal will be generated. When the EMA is higher than a set threshold, the "buy" signal will be generated. And finally, when the BB is lower than a set threshold, the "buy" signal will be generated. The parameters for each of the indicators are adjustable depending on the user's needs, such as the buy and sell thresholds and the timeframes that is being used. Additionally, the user can choose if each of the indicators should be used for each of the buy and sell signals. By using this strategy the user can minimize their risk and maximize their returns, while having ample room to make adjustments to the parameters in order to match their own trading style and preferences.

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 0.40 5.64 0.985830 0.99 6:39:00 9 0 5 64.29
BNB/USDT 19 0.17 3.22 0.601424 0.6 7:06:00 13 1 5 68.42
ETC/USDT 7 0.22 1.51 0.294702 0.29 7:41:00 4 0 3 57.14
XRP/USDT 10 0.11 1.07 0.189243 0.19 7:12:00 4 2 4 40.00
LUNA/USDT 7 0.02 0.12 0.048562 0.05 7:47:00 5 1 1 71.43
DOT/USDT 10 -0.28 -2.79 -0.527413 -0.53 8:18:00 4 3 3 40.00
ALGO/USDT 12 -0.25 -2.95 -0.548907 -0.55 8:56:00 6 1 5 50.00
BTC/USDT 13 -0.38 -4.97 -1.026721 -1.03 7:48:00 7 3 3 53.85
ETH/USDT 9 -0.89 -8.05 -1.577931 -1.58 10:35:00 4 0 5 44.44
SOL/USDT 5 -1.75 -8.73 -1.609061 -1.61 10:33:00 2 0 3 40.00
LTC/USDT 9 -1.04 -9.35 -1.896907 -1.9 8:52:00 5 1 3 55.56
ADA/USDT 9 -1.19 -10.70 -2.101686 -2.1 11:08:00 5 0 4 55.56
BCH/USDT 13 -0.85 -11.07 -2.229448 -2.23 8:45:00 8 2 3 61.54
TOTAL 137 -0.34 -47.04 -9.398312 -9.4 8:20:00 76 14 47 55.47
  • 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 %
118 73 0 45 -0.32 -37.22 -7.544921499999998 -7.44
17 3 14 0 0.08 1.31 0.24089216 0.26
2 0 0 2 -5.57 -11.13 -2.094283 -2.23

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 11.42 trades per day. The starting balance was $100 and the final balance was $90.60168766, resulting in an absolute profit of $-9.398312339999999 and a total profit percentage of -0.09398312339999998. The average stake amount was $18.819896483941605 and the total trade volume was $2578.3258183. The best pair was LINK/USDT and the worst pair was BCH/USDT. The maximum balance reached was $103.36113136 and the minimum balance was $89.93772474000001. The market change during this period was -0.023333079088339856.

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-01-13 15:30:00
Max open trades 5
Total/Daily Avg Trades 137 / 11.42
Starting balance 100
Final balance 90.60168766
Absolute profit -9.398312339999999
Total profit % -0.09398312339999998
Avg. stake amount 18.819896483941605
Total trade volume 2578.3258183
Best Pair LINK/USDT
Worst Pair BCH/USDT
Max Balance 103.36113136
Min Balance 89.93772474000001
Market Change -0.023333079088339856

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
  }