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AdxSmas Strategy Performance Results
Description:
This strategy uses an ADX (Average Directional Movement Index) and two SMAs (Simple Moving Averages) to identify a buy or sell signal. The ADX indicates the presence of a trend and the SMAs indicates whether the trend is bullish or bearish, by checking if the short SMA has crossed above the long SMA. To generate a buy signal, the ADX value must be greater than 25 and the short SMA must cross above the long SMA. To generate a sell signal, the ADX value must be less than 25 and the long SMA must cross above the short SMA.
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 | 6 | 1.77 | 10.60 | 1.870890 | 1.87 | 1 day, 5:30:00 | 4 | 0 | 2 | 66.67 |
| BNB/USDT | 2 | 1.51 | 3.02 | 0.553213 | 0.55 | 16:30:00 | 2 | 0 | 0 | 100.00 |
| LINK/USDT | 6 | 0.41 | 2.43 | 0.422838 | 0.42 | 14:10:00 | 4 | 0 | 2 | 66.67 |
| LTC/USDT | 3 | 0.59 | 1.76 | 0.309292 | 0.31 | 1 day, 9:00:00 | 2 | 0 | 1 | 66.67 |
| DOT/USDT | 4 | -0.08 | -0.31 | -0.168533 | -0.17 | 18:00:00 | 2 | 0 | 2 | 50.00 |
| ADA/USDT | 3 | -0.34 | -1.02 | -0.194958 | -0.19 | 12:40:00 | 1 | 0 | 2 | 33.33 |
| LUNA/USDT | 1 | -2.61 | -2.61 | -0.487474 | -0.49 | 17:00:00 | 0 | 0 | 1 | 0.00 |
| XRP/USDT | 3 | -1.06 | -3.17 | -0.573326 | -0.57 | 23:00:00 | 0 | 0 | 3 | 0.00 |
| SOL/USDT | 1 | -4.85 | -4.85 | -0.855245 | -0.86 | 1 day, 21:00:00 | 0 | 0 | 1 | 0.00 |
| ETC/USDT | 3 | -1.58 | -4.73 | -1.023589 | -1.02 | 1 day, 1:00:00 | 1 | 0 | 2 | 33.33 |
| BTC/USDT | 2 | -3.13 | -6.25 | -1.204190 | -1.2 | 2 days, 15:30:00 | 0 | 0 | 2 | 0.00 |
| ALGO/USDT | 3 | -5.60 | -16.79 | -3.466749 | -3.47 | 7:40:00 | 1 | 0 | 2 | 33.33 |
| BCH/USDT | 4 | -5.63 | -22.52 | -4.361422 | -4.36 | 1 day, 9:45:00 | 1 | 0 | 3 | 25.00 |
| TOTAL | 41 | -1.08 | -44.45 | -9.179253 | -9.18 | 1 day, 0:16:00 | 18 | 0 | 23 | 43.90 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 33 | 15 | 0 | 18 | -0.77 | -25.31 | -5.20959313 | -5.06 | |
| 5 | 1 | 0 | 4 | -2.8 | -14.0 | -2.6431348400000005 | -2.8 | |
| 2 | 2 | 0 | 0 | 9.99 | 19.98 | 3.5925033 | 4.0 | |
| 1 | 0 | 0 | 1 | -25.13 | -25.13 | -4.919028 | -5.03 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 3.42 trades per day. The starting balance was $100 and the final balance was $90.82074733, resulting in an absolute profit of $-9.17925267 and a total profit percentage of -0.0917925267. The average stake amount was $18.34989158292683 and the total trade volume was $752.3455549. The best pair was ETH/USDT and the worst pair was BCH/USDT. The maximum balance reached was $99.39610992 and the minimum balance was $89.13215826. The market change during this period was -0.029744092813551205.
| 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 | 41 / 3.42 |
| Starting balance | 100 |
| Final balance | 90.82074733 |
| Absolute profit | -9.17925267 |
| Total profit % | -0.0917925267 |
| Avg. stake amount | 18.34989158292683 |
| Total trade volume | 752.3455549 |
| Best Pair | ETH/USDT |
| Worst Pair | BCH/USDT |
| Max Balance | 99.39610992 |
| Min Balance | 89.13215826 |
| Market Change | -0.029744092813551205 |
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
}