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ElliotV5HOMod2 Strategy Performance Results
Description:
This ElliotV5HOMod2 strategy is an implementation of the Elliott Wave Principle, developed by Ralph Nelson Elliott in the 1930s. This strategy uses 5 distinct indicators to identify market turning points. The indicators used by this strategy are the Exponential Moving Average (EMA), the Weighted Moving Average (WMA), the Relative Strength Index (RSI), the Hull Moving Average (HMA) and the Ease of Movement (EWO). This strategy also uses the low-offset and high-offset parameters for defining the buying and selling boundaries. Additionally, it uses the RSI buy parameter to create buy signals when the RSI drops below a certain threshold. Additionally, the trailing stop and sell profit-only parameters can be used to exit trades before they go into profit. Finally, the minimal ROI parameter is used to adjust the profit threshhold.
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 | 2 | 2.70 | 5.39 | 1.068344 | 1.07 | 2:15:00 | 2 | 0 | 0 | 100.00 |
| BTC/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| BCH/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 | |
| 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 | |
| XRP/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| ADA/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 | |
| ALGO/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 | |
| TOTAL | 2 | 2.70 | 5.39 | 1.068344 | 1.07 | 2:15:00 | 2 | 0 | 0 | 100.00 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 1 | 1 | 0 | 0 | 2.64 | 2.64 | 0.5254764 | 0.53 | |
| 1 | 1 | 0 | 0 | 2.75 | 2.75 | 0.5428675 | 0.55 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 0.17 trades per day. The starting balance was $100 and the final balance was $101.0683439, resulting in an absolute profit of $1.0683439 and a total profit percentage of 0.010683439. The average stake amount was $19.80185 and the total trade volume was $39.6037. The best pair was ETC/USDT and the worst pair was BTC/USDT. The maximum balance reached was $0 and the minimum balance was $0. The market change during this period was -0.03419614523059663.
| 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 | 2 / 0.17 |
| Starting balance | 100 |
| Final balance | 101.0683439 |
| Absolute profit | 1.0683439 |
| Total profit % | 0.010683439 |
| Avg. stake amount | 19.80185 |
| Total trade volume | 39.6037 |
| Best Pair | ETC/USDT |
| Worst Pair | BTC/USDT |
| Max Balance | 0 |
| Min Balance | 0 |
| Market Change | -0.03419614523059663 |
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
}