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ElliotV4 Strategy Performance Results
Description:
This is the ElliotV4 strategy, it is an advanced strategy that makes use of several technical indicators to generate both buy and sell signals.
The buy signals are generated by combining a few conditions including low price relative to the exponential moving average (EMA) combined with high values in the Elliot Wave Oscillator (EWO), or low values in the Relative Strength Indicator (RSI).
The sell signals are generated by simply looking for the price crossing above the EMA.
The strategy also makes use of Bollinger Bands, Average Directional Index (ADX), Keltner Channel, Ultimate Oscillator, Commodity Channel Index (CCI), Moving Average Convergence/Divergence (MACD), Money Flow Index (MFI), Momentum, and several other technical indicators.
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 | 6 | 0.97 | 5.80 | 1.144318 | 1.14 | 5:18:00 | 5 | 0 | 1 | 83.33 |
| DOT/USDT | 1 | 3.20 | 3.20 | 0.635412 | 0.64 | 1:10:00 | 1 | 0 | 0 | 100.00 |
| BCH/USDT | 1 | 1.60 | 1.60 | 0.321101 | 0.32 | 1:55:00 | 1 | 0 | 0 | 100.00 |
| LUNA/USDT | 2 | 0.01 | 0.03 | 0.005201 | 0.01 | 3:28:00 | 1 | 1 | 0 | 50.00 |
| BTC/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| ETH/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| LINK/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| LTC/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| 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 | 2 | 0.00 | 0.00 | 0.000000 | 0.0 | 3:42:00 | 0 | 2 | 0 | 0.00 |
| ALGO/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| SOL/USDT | 2 | -4.91 | -9.83 | -1.921987 | -1.92 | 1 day, 1:52:00 | 0 | 1 | 1 | 0.00 |
| TOTAL | 14 | 0.06 | 0.80 | 0.184044 | 0.18 | 7:12:00 | 8 | 4 | 2 | 57.14 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 12 | 8 | 4 | 0 | 1.29 | 15.46 | 3.08267283 | 3.09 | |
| 2 | 0 | 0 | 2 | -7.33 | -14.66 | -2.8986283999999998 | -2.93 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 1.17 trades per day. The starting balance was $100 and the final balance was $100.18404443, resulting in an absolute profit of $0.18404442999999993 and a total profit percentage of 0.0018404442999999993. The average stake amount was $19.842743285714285 and the total trade volume was $277.798406. The best pair was ETC/USDT and the worst pair was SOL/USDT. The maximum balance reached was $103.08267283 and the minimum balance was $100.0. The market change during this period was -0.02869048877093661.
| 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 | 14 / 1.17 |
| Starting balance | 100 |
| Final balance | 100.18404443 |
| Absolute profit | 0.18404442999999993 |
| Total profit % | 0.0018404442999999993 |
| Avg. stake amount | 19.842743285714285 |
| Total trade volume | 277.798406 |
| Best Pair | ETC/USDT |
| Worst Pair | SOL/USDT |
| Max Balance | 103.08267283 |
| Min Balance | 100.0 |
| Market Change | -0.02869048877093661 |
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
}