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KC_BB Strategy Performance Results
Description:
This strategy is kc_bb which uses keltner channels and bollinger bands as its technical indicators, combined with RSI and Fisher transform. It looks to buy when the price is within the two channel (kc_lowerband_28_1 and bb_upperband2), when the delta between these two bands is high enough and when the Williams R indicator is around -80 to -90. To sell, it looks for a Fisher transform high enough as well as confirmation of a decreasing high and an EMA higher than the current price.
The custom_stoploss in this strategy uses a dynamic stoploss based on the current profit, so the stoploss can be changed for different profit levels.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| ALGO/USDT | 1 | 3.18 | 3.18 | 0.613484 | 0.61 | 5:25:00 | 1 | 0 | 0 | 100.00 |
| SOL/USDT | 3 | 0.73 | 2.20 | 0.414214 | 0.41 | 5:00:00 | 3 | 0 | 0 | 100.00 |
| BCH/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 | |
| DOT/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| ETC/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| LUNA/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| ETH/USDT | 1 | -0.91 | -0.91 | -0.179110 | -0.18 | 4:10:00 | 0 | 0 | 1 | 0.00 |
| BTC/USDT | 1 | -2.04 | -2.04 | -0.400613 | -0.4 | 10:05:00 | 0 | 0 | 1 | 0.00 |
| ADA/USDT | 1 | -2.85 | -2.85 | -0.565750 | -0.57 | 4:35:00 | 0 | 0 | 1 | 0.00 |
| XRP/USDT | 1 | -5.27 | -5.27 | -1.023398 | -1.02 | 4:15:00 | 0 | 0 | 1 | 0.00 |
| TOTAL | 8 | -0.71 | -5.70 | -1.141173 | -1.14 | 5:26:00 | 4 | 0 | 4 | 50.00 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 8 | 4 | 0 | 4 | -0.71 | -5.7 | -1.1411732000000003 | -1.14 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 0.67 trades per day. The starting balance was $100 and the final balance was $98.8588268, resulting in an absolute profit of $-1.1411732000000003 and a total profit percentage of -0.011411732000000003. The average stake amount was $19.3133555625 and the total trade volume was $154.5068445. The best pair was ALGO/USDT and the worst pair was XRP/USDT. The maximum balance reached was $99.82089014 and the minimum balance was $97.8311282. 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 | 8 / 0.67 |
| Starting balance | 100 |
| Final balance | 98.8588268 |
| Absolute profit | -1.1411732000000003 |
| Total profit % | -0.011411732000000003 |
| Avg. stake amount | 19.3133555625 |
| Total trade volume | 154.5068445 |
| Best Pair | ALGO/USDT |
| Worst Pair | XRP/USDT |
| Max Balance | 99.82089014 |
| Min Balance | 97.8311282 |
| 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
}