Hacklemore3 Strategy Performance Results

Description:

The Hacklemore3 Strategy is designed to enter the markets when a trend is identified and the RMI indicator is signaling a positive trend. It uses the SAR Indicator to set a trailing stop-loss to protect profits while the price increases. The strategy uses the upper and lower indicators to identify up and down trends and also uses the mean volume to ensure that the order is placed under significant volume. The strategy also employs a sell signal once the RMI indicator has dropped below 50 and the maximum price reached has dropped below 80 percent of the original entry price. Additionally, for confirmation of the sell signal, the closing price of the candlestick must be lower than the previous and the previous must be lower than the one before that. Finally, the strategy ensures that no trades are placed if the current order is not filled within 1 percent of the ask price. Overall, this strategy is designed to maximize profits while minimizing risk by combining multiple technical indicators and a trailing stop.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
BCH/USDT 4 1.73 6.92 1.410372 1.41 2 days, 18:21:00 4 0 0 100.00
BTC/USDT 4 1.50 5.99 1.200848 1.2 8:56:00 4 0 0 100.00
ETH/USDT 6 0.56 3.39 0.639117 0.64 1 day, 17:21:00 5 0 1 83.33
DOT/USDT 2 1.50 3.00 0.610571 0.61 3:22:00 2 0 0 100.00
BNB/USDT 2 1.50 3.00 0.609332 0.61 17:00:00 2 0 0 100.00
ETC/USDT 1 1.50 1.50 0.315894 0.32 20:35:00 1 0 0 100.00
ALGO/USDT 1 1.50 1.50 0.306860 0.31 1:55:00 1 0 0 100.00
LUNA/USDT 1 1.50 1.50 0.296959 0.3 11:05:00 1 0 0 100.00
SOL/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LTC/USDT 5 0.01 0.04 -0.024332 -0.02 11:15:00 4 0 1 80.00
LINK/USDT 3 -2.71 -8.12 -1.662386 -1.66 3 days, 23:42:00 2 0 1 66.67
XRP/USDT 1 -9.66 -9.66 -1.965114 -1.97 10 days, 6:00:00 0 0 1 0.00
ADA/USDT 1 -12.42 -12.42 -2.509604 -2.51 11 days, 15:05:00 0 0 1 0.00
TOTAL 31 -0.11 -3.36 -0.771482 -0.77 2 days, 0:08:00 26 0 5 83.87
  • 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 %
24 24 0 0 1.53 36.63 7.4483304100000005 7.33
5 0 0 5 -8.71 -43.53 -8.94068985 -8.71
2 2 0 0 1.77 3.54 0.720877 0.71

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 2.58 trades per day. The starting balance was $100 and the final balance was $99.22851756, resulting in an absolute profit of $-0.7714824399999998 and a total profit percentage of -0.007714824399999998. The average stake amount was $20.36186972903226 and the total trade volume was $631.2179616000001. The best pair was BCH/USDT and the worst pair was ADA/USDT. The maximum balance reached was $108.16920741 and the minimum balance was $99.22851756. 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 31 / 2.58
Starting balance 100
Final balance 99.22851756
Absolute profit -0.7714824399999998
Total profit % -0.007714824399999998
Avg. stake amount 20.36186972903226
Total trade volume 631.2179616000001
Best Pair BCH/USDT
Worst Pair ADA/USDT
Max Balance 108.16920741
Min Balance 99.22851756
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
  }