SuperTrend Strategy Performance Results

Description:

This strategy uses a combination of the EMAs, MACD, SuperTrend and Bollinger Bands indicators to generate buy and sell signals. The basic parameters to the strategy are the buy and sell RSI levels, which can be adjusted to meet the trader's preferences. The SuperTrend indicator is used to track the overall trend, and the MACD, EMA and Bollinger Bands are used to generate buy and sell signals. Additionally, volume is used as a filtering tool to make sure there is sufficient liquidity when entering a position.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
SOL/USDT 5 0.36 1.80 0.367074 0.37 1:51:00 4 0 1 80.00
LINK/USDT 5 0.36 1.81 0.351578 0.35 1:52:00 4 0 1 80.00
ADA/USDT 1 1.00 1.00 0.200576 0.2 9:03:00 1 0 0 100.00
LTC/USDT 4 0.20 0.81 0.154490 0.15 2:36:00 3 0 1 75.00
DOT/USDT 3 -0.06 -0.19 -0.020029 -0.02 2:44:00 2 0 1 66.67
ETH/USDT 2 -0.60 -1.20 -0.238455 -0.24 16:17:00 1 0 1 50.00
ALGO/USDT 5 -0.26 -1.31 -0.255048 -0.26 2:46:00 3 0 2 60.00
BNB/USDT 5 -0.27 -1.36 -0.273238 -0.27 4:50:00 3 0 2 60.00
BCH/USDT 4 -0.59 -2.36 -0.475639 -0.48 4:24:00 2 0 2 50.00
BTC/USDT 2 -2.20 -4.39 -0.828767 -0.83 9:49:00 0 0 2 0.00
LUNA/USDT 5 -0.91 -4.57 -0.907373 -0.91 2:05:00 2 0 3 40.00
XRP/USDT 4 -1.40 -5.59 -1.086660 -1.09 5:40:00 1 0 3 25.00
ETC/USDT 6 -1.11 -6.64 -1.302568 -1.3 4:48:00 2 0 4 33.33
TOTAL 51 -0.44 -22.19 -4.314059 -4.31 4:14:00 28 0 23 54.90
  • 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 %
28 28 0 0 1.0 28.03 5.49953969 5.61
23 0 0 23 -2.18 -50.22 -9.81359867 -10.04

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 4.25 trades per day. The starting balance was $100 and the final balance was $95.68594102, resulting in an absolute profit of $-4.31405898 and a total profit percentage of -0.043140589800000004. The average stake amount was $19.567207919607842 and the total trade volume was $997.9276039. The best pair was LINK/USDT and the worst pair was ETC/USDT. The maximum balance reached was $102.11006399 and the minimum balance was $95.49615622. The market change during this period was -0.014831441852052516.

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 51 / 4.25
Starting balance 100
Final balance 95.68594102
Absolute profit -4.31405898
Total profit % -0.043140589800000004
Avg. stake amount 19.567207919607842
Total trade volume 997.9276039
Best Pair LINK/USDT
Worst Pair ETC/USDT
Max Balance 102.11006399
Min Balance 95.49615622
Market Change -0.014831441852052516

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
  }