TDSequentialStrategy Strategy Performance Results

Description:

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 2 6.16 12.32 2.279719 2.28 23:30:00 2 0 0 100.00
XRP/USDT 2 3.97 7.93 1.479892 1.48 23:30:00 2 0 0 100.00
ADA/USDT 2 3.16 6.31 1.104934 1.1 1 day, 18:00:00 1 0 1 50.00
ETC/USDT 2 1.14 2.28 0.444939 0.44 1 day, 10:30:00 2 0 0 100.00
BCH/USDT 4 0.54 2.16 0.268954 0.27 11:15:00 2 0 2 50.00
DOT/USDT 3 0.73 2.18 0.254096 0.25 20:20:00 1 0 2 33.33
LINK/USDT 2 0.59 1.18 0.233449 0.23 13:30:00 2 0 0 100.00
BTC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LTC/USDT 1 -1.85 -1.85 -0.365777 -0.37 14:00:00 0 0 1 0.00
LUNA/USDT 5 -0.63 -3.15 -0.672661 -0.67 14:12:00 2 0 3 40.00
BNB/USDT 1 -5.16 -5.16 -0.995161 -1.0 1 day, 17:00:00 0 0 1 0.00
SOL/USDT 2 -5.19 -10.37 -1.995349 -2.0 1 day, 2:30:00 0 0 2 0.00
ALGO/USDT 3 -5.16 -15.49 -2.990125 -2.99 17:40:00 0 0 3 0.00
TOTAL 29 -0.06 -1.66 -0.953089 -0.95 21:06:00 14 0 15 48.28
  • 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 %
13 0 0 13 -5.18 -67.29 -13.23886256 -13.46
11 11 0 0 6.18 67.97 12.745554539999999 13.59
5 3 0 2 -0.47 -2.34 -0.4597812000000001 -0.47

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 2.42 trades per day. The starting balance was $100 and the final balance was $99.04691078, resulting in an absolute profit of $-0.9530892200000007 and a total profit percentage of -0.009530892200000007. The average stake amount was $19.43098534482759 and the total trade volume was $563.4985750000001. The best pair was ETH/USDT and the worst pair was ALGO/USDT. The maximum balance reached was $102.64058273 and the minimum balance was $93.18013288. The market change during this period was -0.04340441912794079.

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-01-13 14:00:00
Max open trades 5
Total/Daily Avg Trades 29 / 2.42
Starting balance 100
Final balance 99.04691078
Absolute profit -0.9530892200000007
Total profit % -0.009530892200000007
Avg. stake amount 19.43098534482759
Total trade volume 563.4985750000001
Best Pair ETH/USDT
Worst Pair ALGO/USDT
Max Balance 102.64058273
Min Balance 93.18013288
Market Change -0.04340441912794079

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
  }