Combined_Indicators Strategy Performance Results

Description:

This strategy uses a combination of indicators to analyze enrtry/exit points, starting with Bollinger Bands, EMA (Exponential Moving Average) and Volume. Firstly, it uses bollinger bands to detect when the market is about to move away from its current position. Secondly, it uses EMA to detect trend changes and when the current price is below the EMA, it's an indication to enter a trade. Finally, it uses volume to detect the strength of current entry. The strategy also utilizes the trailing-stop mechanism to get maximum profits.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
SOL/USDT 3 1.50 4.50 0.849729 0.85 0:03:00 3 0 0 100.00
XRP/USDT 2 1.37 2.75 0.515517 0.52 0:06:00 2 0 0 100.00
LUNA/USDT 2 1.19 2.39 0.454844 0.45 0:06:00 2 0 0 100.00
BTC/USDT 3 0.71 2.14 0.394404 0.39 0:10:00 2 0 1 66.67
ADA/USDT 1 1.04 1.04 0.201183 0.2 0:12:00 1 0 0 100.00
BNB/USDT 1 0.94 0.94 0.179315 0.18 0:16:00 1 0 0 100.00
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
LTC/USDT 5 -0.15 -0.77 -0.163001 -0.16 0:00:00 4 0 1 80.00
BCH/USDT 5 -0.22 -1.08 -0.224785 -0.22 0:03:00 4 0 1 80.00
ETH/USDT 1 -1.69 -1.69 -0.332363 -0.33 0:21:00 0 0 1 0.00
ETC/USDT 2 -2.62 -5.23 -1.042914 -1.04 0:08:00 1 0 1 50.00
LINK/USDT 6 -1.35 -8.10 -1.611591 -1.61 0:03:00 4 0 2 66.67
TOTAL 31 -0.10 -3.12 -0.779663 -0.78 0:05:00 24 0 7 77.42
  • 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 %
18 18 0 0 1.5 26.97 5.0874777600000005 5.39
8 6 0 2 0.46 3.69 0.7010375799999999 0.74
5 0 0 5 -6.76 -33.79 -6.568177840000001 -6.76

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 2.58 trades per day. The starting balance was $100 and the final balance was $99.2203375, resulting in an absolute profit of $-0.7796625000000008 and a total profit percentage of -0.007796625000000008. The average stake amount was $19.06622831290323 and the total trade volume was $591.0530777000001. The best pair was SOL/USDT and the worst pair was LINK/USDT. The maximum balance reached was $100.294567 and the minimum balance was $93.72638916. The market change during this period was -0.018861146831135437.

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-01-13 15:48:00
Max open trades 5
Total/Daily Avg Trades 31 / 2.58
Starting balance 100
Final balance 99.2203375
Absolute profit -0.7796625000000008
Total profit % -0.007796625000000008
Avg. stake amount 19.06622831290323
Total trade volume 591.0530777000001
Best Pair SOL/USDT
Worst Pair LINK/USDT
Max Balance 100.294567
Min Balance 93.72638916
Market Change -0.018861146831135437

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
  }