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NormalizerStrategy Strategy Performance Results
Description:
This NormalizerStrategy is a trend-following strategy that uses the fischer_norm indicator. The fischer_norm indicator is a momentum indicator that is calculated by taking the proportion of (close - min) divided by (max - min) of the last n candles. It is used to measure how strong a trend is and which positions should be taken when entering or exiting. The NormalizerStrategy also uses multiple timeframes (1h, 13, 21, 34, 55, 89, 144, 233, 377, 610) to help better spot trends. It has a minimal ROI of 0.18 and a stoploss of -0.99. Sell signals are given when the pct_sum (sum of the fischer_norm values of the various timeframes) is above 8 and a buy signal is given when it is below 0.2. The strategy also has trailing stops, meaning that it can adjust its stop loss value depending on market conditions. Additionally, there is a custom_stoploss function which sets the stop loss to 0.01 after 5 hours of the trade being open, this is to prevent losses from snowballing during a large trend.
Overall, this NormalizerStrategy focuses on capturing trends in the market and reducing losses in the event of a large trend reversal.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| XRP/USDT | 4 | 1.99 | 7.96 | 1.576382 | 1.58 | 2:30:00 | 4 | 0 | 0 | 100.00 |
| ALGO/USDT | 3 | 1.10 | 3.31 | 0.654701 | 0.65 | 5:00:00 | 3 | 0 | 0 | 100.00 |
| BCH/USDT | 1 | 2.16 | 2.16 | 0.434491 | 0.43 | 4:00:00 | 1 | 0 | 0 | 100.00 |
| LTC/USDT | 5 | 0.40 | 1.98 | 0.396610 | 0.4 | 9:36:00 | 4 | 0 | 1 | 80.00 |
| 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 | |
| SOL/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 | |
| LINK/USDT | 3 | -0.02 | -0.07 | -0.013954 | -0.01 | 3:40:00 | 2 | 0 | 1 | 66.67 |
| ETC/USDT | 2 | -0.19 | -0.38 | -0.077012 | -0.08 | 5:30:00 | 1 | 0 | 1 | 50.00 |
| LUNA/USDT | 5 | -0.19 | -0.97 | -0.192607 | -0.19 | 5:12:00 | 4 | 0 | 1 | 80.00 |
| DOT/USDT | 1 | -1.51 | -1.51 | -0.302644 | -0.3 | 6:00:00 | 0 | 0 | 1 | 0.00 |
| ADA/USDT | 4 | -1.88 | -7.54 | -1.505965 | -1.51 | 5:30:00 | 2 | 0 | 2 | 50.00 |
| TOTAL | 28 | 0.18 | 4.94 | 0.970003 | 0.97 | 5:28:00 | 21 | 0 | 7 | 75.00 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 28 | 21 | 0 | 7 | 0.18 | 4.94 | 0.97000285 | 0.99 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 2.33 trades per day. The starting balance was $100 and the final balance was $100.97000285, resulting in an absolute profit of $0.97000285 and a total profit percentage of 0.0097000285. The average stake amount was $19.843996535714286 and the total trade volume was $555.631903. The best pair was XRP/USDT and the worst pair was ADA/USDT. The maximum balance reached was $102.00218505 and the minimum balance was $99.65837591. The market change during this period was 0.11590139720422982.
| 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 | 28 / 2.33 |
| Starting balance | 100 |
| Final balance | 100.97000285 |
| Absolute profit | 0.97000285 |
| Total profit % | 0.0097000285 |
| Avg. stake amount | 19.843996535714286 |
| Total trade volume | 555.631903 |
| Best Pair | XRP/USDT |
| Worst Pair | ADA/USDT |
| Max Balance | 102.00218505 |
| Min Balance | 99.65837591 |
| Market Change | 0.11590139720422982 |
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
}