CombinedBinHClucAndMADV6 Strategy Performance Results

Description:

This is the CombinedBinHClucAndMADV6 strategy which is an IStrategy subclass. It uses various indicators to generate both buy and sell signals. On the buy signal side, it implements various moving averages, Bollinger Bands, SSL Channels, and Relative Strength Index (RSI). It's also set to take a custom stoploss to help minimize losses. Simplifying it down to its core, it is a buy signal when the close is above the 200 EMA and below the 0.99x Bollinger Band. On the sell side, it has a sell signal when the close is above the 1.01x Middle Band. This strategy is designed to have a trailing stop to help increase profits and also a custom stoploss to prevent substantial losses from happening. Additionally, this strategy is designed to process only new candles, meaning it will adjust to changes in the market quickly. Overall, this strategy utilizes various indicators with a few additional settings to generate both buy and sell signals. By incorporating a trailing stop and custom stoploss, it allows for the traders to create a more safe trading environment and help generate higher profits.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
ADA/USDT 2 2.50 5.00 1.015950 1.02 0:05:00 2 0 0 100.00
LUNA/USDT 2 2.50 5.00 1.003766 1.0 0:05:00 2 0 0 100.00
ETC/USDT 3 0.95 2.86 0.591834 0.59 0:55:00 3 0 0 100.00
LINK/USDT 1 2.90 2.90 0.577152 0.58 0:00:00 1 0 0 100.00
XRP/USDT 1 2.90 2.90 0.570514 0.57 0:00:00 1 0 0 100.00
BNB/USDT 1 2.90 2.90 0.569032 0.57 0:05:00 1 0 0 100.00
BCH/USDT 1 2.68 2.68 0.531793 0.53 0:10:00 1 0 0 100.00
LTC/USDT 1 2.10 2.10 0.428400 0.43 0:25:00 1 0 0 100.00
BTC/USDT 3 0.54 1.61 0.325635 0.33 1:07:00 3 0 0 100.00
ETH/USDT 1 0.50 0.50 0.098868 0.1 0:40:00 1 0 0 100.00
SOL/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
DOT/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
TOTAL 16 1.78 28.43 5.712944 5.71 0:29:00 16 0 0 100.00
  • 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 %
15 15 0 0 1.88 28.17 5.6579988100000005 5.63
1 1 0 0 0.27 0.27 0.054945 0.05

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 1.33 trades per day. The starting balance was $100 and the final balance was $105.71294381, resulting in an absolute profit of $5.71294381 and a total profit percentage of 0.0571294381. The average stake amount was $20.16792373125 and the total trade volume was $322.6867797. The best pair was ADA/USDT and the worst pair was SOL/USDT. The maximum balance reached was $0 and the minimum balance was $0. The market change during this period was -0.03336748620829983.

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 16 / 1.33
Starting balance 100
Final balance 105.71294381
Absolute profit 5.71294381
Total profit % 0.0571294381
Avg. stake amount 20.16792373125
Total trade volume 322.6867797
Best Pair ADA/USDT
Worst Pair SOL/USDT
Max Balance 0
Min Balance 0
Market Change -0.03336748620829983

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
  }