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ActionZone Strategy Performance Results
Description:
This strategy is designed to identify buy and sell signals in the cryptocurrency market. It utilizes two indicators that are based on exponential moving averages (EMAs): a 12-period EMA (fastMA) and a 26-period EMA (slowMA). It also uses the lowest closing prices over a certain period (min_price_period) to calculate a minimum trade amount supported by a maximum stop-loss of 10%.
Buy signals are generated when the fastMA is greater than the slowMA and the current closing price is greater than the fastMA. Sell signals are generated when the fastMA is less than the slowMA and the current closing price is less than the fastMA.
The strategy also utilizes a custom stop-loss system which is calculated using the lowest closing price of a fixed period (defined by min_price_period).
In addition, the strategy uses a custom amount determining system which is calculated by utilizing the maximum loss per trade and the maximum stop-loss of 10% along with the current rate and the expected stop price.
Finally, the strategy outputs two plots for the user: one for the fast MA and one for the slow MA.
Daily Profit
Pairs
Top cryptocurrency trading pairs
Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
---|---|---|---|---|---|---|---|---|---|---|
DOT/USDT | 1 | 1.76 | 1.76 | 0.002817 | 0.0 | 1 day, 0:00:00 | 1 | 0 | 0 | 100.00 |
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 | |
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 | |
ETC/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 | |
BNB/USDT | 1 | -4.87 | -4.87 | -1.733940 | -1.73 | 6 days, 0:00:00 | 0 | 0 | 1 | 0.00 |
ETH/USDT | 2 | 2.38 | 4.76 | -1.745489 | -1.75 | 1 day, 0:00:00 | 1 | 0 | 1 | 50.00 |
SOL/USDT | 1 | -8.45 | -8.45 | -3.609848 | -3.61 | 2 days, 0:00:00 | 0 | 0 | 1 | 0.00 |
BTC/USDT | 2 | -4.94 | -9.87 | -6.851716 | -6.85 | 3 days, 12:00:00 | 0 | 0 | 2 | 0.00 |
BCH/USDT | 1 | -11.15 | -11.15 | -10.154844 | -10.15 | 0:00:00 | 0 | 0 | 1 | 0.00 |
TOTAL | 8 | -3.48 | -27.81 | -24.093020 | -24.09 | 2 days, 6:00:00 | 2 | 0 | 6 | 25.00 |
- 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 % |
---|---|---|---|---|---|---|---|---|
4 | 0 | 0 | 4 | -6.93 | -27.71 | -22.622015910000002 | -5.54 | |
2 | 2 | 0 | 0 | 6.61 | 13.21 | 3.8727840000000002 | 2.64 | |
2 | 0 | 0 | 2 | -6.66 | -13.31 | -5.343788 | -2.66 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 0.73 trades per day. The starting balance was $100 and the final balance was $75.90698008999999, resulting in an absolute profit of $-24.09301991 and a total profit percentage of -0.2409301991. The average stake amount was $53.1653911 and the total trade volume was $425.3231288. The best pair was ETH/USDT and the worst pair was BCH/USDT. The maximum balance reached was $95.07458384 and the minimum balance was $72.03419609. The market change during this period was 0.17604069554365684.
Metric | Value |
---|---|
Backtesting from | 2024-01-01 00:00:00 |
Backtesting to | 2024-01-12 00:00:00 |
Max open trades | 5 |
Total/Daily Avg Trades | 8 / 0.73 |
Starting balance | 100 |
Final balance | 75.90698008999999 |
Absolute profit | -24.09301991 |
Total profit % | -0.2409301991 |
Avg. stake amount | 53.1653911 |
Total trade volume | 425.3231288 |
Best Pair | ETH/USDT |
Worst Pair | BCH/USDT |
Max Balance | 95.07458384 |
Min Balance | 72.03419609 |
Market Change | 0.17604069554365684 |
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
}