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SMAOffset Strategy Performance Results
Description:
The SMAOffset strategy is a momentum based strategy. It uses Simple Moving Average (SMA) and Exponential Moving Average (EMA) as indicators in order to identify potential buy/sell signals. The SMAOffset strategy looks for buy signals when the price action crosses below the SMA line. Then, it will look for sell signals when the price action crosses above the EMA line. Additionally, it uses a low and high offset (in percentage) in order to narrow down the signals. The low offset defines the threshold under which the buy signal is triggered and the high offset defines the threshold over which the sell signal is triggered. Furthermore, the strategy relies on trailing stop-loss in order to adjust the stop-loss level according to the current market dynamics. This enables different levels of risk management and protects from rapidly changing markets.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| LUNA/USDT | 2 | 4.72 | 9.45 | 1.861697 | 1.86 | 5:08:00 | 2 | 0 | 0 | 100.00 |
| SOL/USDT | 3 | 3.00 | 9.01 | 1.741016 | 1.74 | 9:42:00 | 3 | 0 | 0 | 100.00 |
| BTC/USDT | 1 | 0.96 | 0.96 | 0.190513 | 0.19 | 4:00:00 | 1 | 0 | 0 | 100.00 |
| ETH/USDT | 1 | 0.75 | 0.75 | 0.148031 | 0.15 | 1 day, 2:55:00 | 1 | 0 | 0 | 100.00 |
| BNB/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 | |
| ADA/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 | |
| ETC/USDT | 1 | -0.51 | -0.51 | -0.099569 | -0.1 | 7:15:00 | 0 | 0 | 1 | 0.00 |
| BCH/USDT | 1 | -1.90 | -1.90 | -0.375240 | -0.38 | 3:55:00 | 0 | 0 | 1 | 0.00 |
| LINK/USDT | 2 | -1.17 | -2.34 | -0.460492 | -0.46 | 13:05:00 | 1 | 0 | 1 | 50.00 |
| LTC/USDT | 1 | -3.81 | -3.81 | -0.753839 | -0.75 | 1 day, 3:35:00 | 0 | 0 | 1 | 0.00 |
| TOTAL | 12 | 0.97 | 11.62 | 2.252118 | 2.25 | 11:16:00 | 8 | 0 | 4 | 66.67 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 10 | 6 | 0 | 4 | 0.62 | 6.19 | 1.19221271 | 1.24 | |
| 2 | 2 | 0 | 0 | 2.72 | 5.43 | 1.0599048 | 1.09 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 1.0 trades per day. The starting balance was $100 and the final balance was $102.25211751, resulting in an absolute profit of $2.2521175099999997 and a total profit percentage of 0.0225211751. The average stake amount was $19.60235785 and the total trade volume was $235.22829420000002. The best pair was LUNA/USDT and the worst pair was LTC/USDT. The maximum balance reached was $102.25211751 and the minimum balance was $98.63477799. The market change during this period was -0.034008199243972644.
| 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 | 12 / 1.0 |
| Starting balance | 100 |
| Final balance | 102.25211751 |
| Absolute profit | 2.2521175099999997 |
| Total profit % | 0.0225211751 |
| Avg. stake amount | 19.60235785 |
| Total trade volume | 235.22829420000002 |
| Best Pair | LUNA/USDT |
| Worst Pair | LTC/USDT |
| Max Balance | 102.25211751 |
| Min Balance | 98.63477799 |
| Market Change | -0.034008199243972644 |
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
}