Leveraged Strategy Performance Results

Description:

Leveraged is a momentum-based strategy for trading cryptos which uses the following technical indicators for finding entry and exit points: - Moving Averages (Exponential Moving Averages) - Bollinger Bands - Commodity Channel Index (CCI) - Money Flow Index (MFI) - Relative Strength Index (RSI) This strategy also looks for specific patterns such as bearish and bullish divergences, an trend following to help evaluate both long and short trades. All signals must be confirmed in order to take an action. Moreover, parameters such as stop loss, minimal ROI and trading time frame are configurable according to the trader's preferences.

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 12 0.19 2.29 0.390059 0.39 2:44:00 7 3 2 58.33
ETH/USDT 7 -0.02 -0.14 -0.028639 -0.03 5:27:00 3 1 3 42.86
LINK/USDT 9 -0.05 -0.41 -0.081982 -0.08 4:27:00 3 3 3 33.33
LTC/USDT 13 -0.03 -0.35 -0.094884 -0.09 3:01:00 9 0 4 69.23
BTC/USDT 9 -0.09 -0.84 -0.156424 -0.16 5:46:00 4 1 4 44.44
XRP/USDT 6 -0.20 -1.19 -0.215514 -0.22 7:43:00 2 2 2 33.33
LUNA/USDT 9 -0.13 -1.19 -0.224677 -0.22 2:07:00 4 4 1 44.44
ALGO/USDT 8 -0.34 -2.73 -0.523108 -0.52 2:11:00 4 2 2 50.00
DOT/USDT 5 -0.74 -3.71 -0.681648 -0.68 3:09:00 3 1 1 60.00
BNB/USDT 7 -0.97 -6.82 -1.274619 -1.27 4:55:00 3 1 3 42.86
SOL/USDT 9 -0.99 -8.92 -1.751072 -1.75 1:41:00 6 0 3 66.67
ADA/USDT 9 -1.18 -10.64 -2.032381 -2.03 4:24:00 0 5 4 0.00
BCH/USDT 15 -0.79 -11.83 -2.231295 -2.23 4:31:00 6 2 7 40.00
TOTAL 118 -0.39 -46.48 -8.906183 -8.91 3:53:00 54 25 39 45.76
  • 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 %
69 44 25 0 0.58 40.27 7.394728140000001 8.05
38 10 0 28 -0.78 -29.77 -5.6353139400000005 -5.95
11 0 0 11 -5.18 -56.98 -10.66559738 -11.4

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 9.83 trades per day. The starting balance was $100 and the final balance was $91.09381682, resulting in an absolute profit of $-8.90618318 and a total profit percentage of -0.08906183179999999. The average stake amount was $18.512086244915253 and the total trade volume was $2184.4261769. The best pair was ETC/USDT and the worst pair was BCH/USDT. The maximum balance reached was $100.25996243 and the minimum balance was $90.94820168. 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 118 / 9.83
Starting balance 100
Final balance 91.09381682
Absolute profit -8.90618318
Total profit % -0.08906183179999999
Avg. stake amount 18.512086244915253
Total trade volume 2184.4261769
Best Pair ETC/USDT
Worst Pair BCH/USDT
Max Balance 100.25996243
Min Balance 90.94820168
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
  }