ClucHAnix Strategy Performance Results

Description:

1. The ClucHAnix strategy uses both buy and sell signals from technical indicators such as bollinger bands, ha_typical_price, exponential moving average, relative strength index, rate of change (ROCR), and fisher transformation. 2. The strategy employs a custom stoploss which takes the price when the trade (entry) was made, and uses a formula to determine the stoploss level that the strategy should use if the trend goes against it. 3. The strategy also uses the DecimalParameter to define the various parameters that control selling and stoploss. The parameters are pHSL, pPF_1, pPF_2, pSL_1, and pSL_2. All of these parameters can be adjusted in the hyperopt process. 4. The strategy also uses the order types stoploss_on_exchange, stoploss_on_exchange_interval, and stoploss_on_exchange_limit_ratio to control the risk associated with the trades. 5. In addition, the strategy is set to be executed only with new candles and a startup candle count of 168. Overall, the ClucHAnix strategy is a comprehensive trading strategy that uses technical analysis, risk management, and hyperparameter adjustments to make profitable trading decisions.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
ETC/USDT 4 2.16 8.63 1.655302 1.66 0:37:00 4 0 0 100.00
SOL/USDT 4 1.49 5.97 1.129663 1.13 0:26:00 3 0 1 75.00
BTC/USDT 1 1.50 1.50 0.288165 0.29 0:35:00 1 0 0 100.00
BNB/USDT 1 1.04 1.04 0.194383 0.19 1:24:00 1 0 0 100.00
LUNA/USDT 2 0.04 0.09 0.016450 0.02 1:10:00 1 0 1 50.00
ETH/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
XRP/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ALGO/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ADA/USDT 2 -1.37 -2.73 -0.549784 -0.55 0:43:00 1 0 1 50.00
BCH/USDT 1 -3.70 -3.70 -0.727080 -0.73 0:55:00 0 0 1 0.00
DOT/USDT 1 -4.01 -4.01 -0.794327 -0.79 0:58:00 0 0 1 0.00
LINK/USDT 1 -5.40 -5.40 -1.064321 -1.06 1:01:00 0 0 1 0.00
LTC/USDT 1 -6.20 -6.20 -1.226797 -1.23 0:49:00 0 0 1 0.00
TOTAL 18 -0.27 -4.82 -1.078348 -1.08 0:46:00 11 0 7 61.11
  • 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 %
11 4 0 7 -1.79 -19.71 -3.91758449 -3.94
7 7 0 0 2.13 14.89 2.8392367999999997 2.98

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 1.5 trades per day. The starting balance was $100 and the final balance was $98.92165231, resulting in an absolute profit of $-1.0783476899999995 and a total profit percentage of -0.010783476899999995. The average stake amount was $19.182596 and the total trade volume was $345.286728. The best pair was ETC/USDT and the worst pair was LTC/USDT. The maximum balance reached was $98.92165231 and the minimum balance was $95.40743984. The market change during this period was -0.031975031907801016.

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-01-13 15:48:00
Max open trades 5
Total/Daily Avg Trades 18 / 1.5
Starting balance 100
Final balance 98.92165231
Absolute profit -1.0783476899999995
Total profit % -0.010783476899999995
Avg. stake amount 19.182596
Total trade volume 345.286728
Best Pair ETC/USDT
Worst Pair LTC/USDT
Max Balance 98.92165231
Min Balance 95.40743984
Market Change -0.031975031907801016

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
  }