Chispei Strategy Performance Results

Description:

The Chispei strategy is a momentum based strategy. It uses two moving averages (SMA) to determine trends and the momentum indicator (MOM) to decide the entry and exit points. The strategy has a fixed stop loss of -0.32336 and is applied to a 4 hour timeframe. When the MOM is below 15 and the fastMA is higher than the slowMA, it provides a BUY signal. When the MOM is below 80 and the fastMA is lower than the slowMA, it provides a SELL signal. It also has adjustable minimal ROI values based on certain periods.

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 45 -0.06 -2.59 -0.488240 -0.49 1:16:00 13 0 32 28.89
ADA/USDT 49 -0.04 -1.77 -0.550477 -0.55 1:13:00 17 0 32 34.69
LUNA/USDT 43 -0.08 -3.60 -0.692875 -0.69 1:25:00 17 0 26 39.53
BTC/USDT 45 -0.10 -4.55 -0.829545 -0.83 0:58:00 8 0 37 17.78
ALGO/USDT 39 -0.12 -4.71 -0.862394 -0.86 1:29:00 9 0 30 23.08
ETH/USDT 70 -0.09 -6.57 -1.242025 -1.24 1:40:00 21 0 49 30.00
XRP/USDT 58 -0.14 -7.94 -1.336331 -1.34 1:35:00 16 0 42 27.59
LINK/USDT 64 -0.14 -8.66 -1.569760 -1.57 1:47:00 22 0 42 34.38
LTC/USDT 64 -0.19 -12.28 -2.169846 -2.17 1:43:00 22 0 42 34.38
SOL/USDT 60 -0.22 -13.39 -2.193169 -2.19 1:34:00 21 0 39 35.00
BNB/USDT 60 -0.25 -15.28 -2.572243 -2.57 1:31:00 13 0 47 21.67
DOT/USDT 40 -0.39 -15.77 -2.887397 -2.89 1:18:00 14 0 26 35.00
BCH/USDT 74 -0.25 -18.67 -3.342405 -3.34 1:31:00 18 0 56 24.32
TOTAL 711 -0.16 -115.77 -20.736707 -20.74 1:30:00 211 0 500 29.68
  • 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 %
699 200 0 499 -0.23 -160.91 -28.04863334 -32.18
7 7 0 0 6.14 42.96 6.973572999999999 8.59
5 4 0 1 0.44 2.18 0.33835308999999997 0.44

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 59.25 trades per day. The starting balance was $100 and the final balance was $79.26329275000003, resulting in an absolute profit of $-20.736707250000002 and a total profit percentage of -0.20736707250000003. The average stake amount was $17.31025575302391 and the total trade volume was $12307.5918404. The best pair was ADA/USDT and the worst pair was BCH/USDT. The maximum balance reached was $100.83797627 and the minimum balance was $78.92493966000002. 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 711 / 59.25
Starting balance 100
Final balance 79.26329275000003
Absolute profit -20.736707250000002
Total profit % -0.20736707250000003
Avg. stake amount 17.31025575302391
Total trade volume 12307.5918404
Best Pair ADA/USDT
Worst Pair BCH/USDT
Max Balance 100.83797627
Min Balance 78.92493966000002
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
  }