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Heracles Strategy Performance Results
Description:
Heracles is a strategy that uses two main indicators, Volatility Keltner Channel Width (KCW) and Donchian Channel Percentage Band (DCP). It uses KCW for the buy signal and DCP for the sell signal. It has a minimal return on investment (ROI) depending on the timeframe, ranging from 0.32836 in 0-1629, 0.17896 from 1629-6302, 0.05372 from 6302-10744, and 0 from 10744 and beyond. For the stop loss setting, it uses a default value of -0.04655 and enables the trailing stop with a positive trail of 0.02444 and a positive offset of 0.04406. This trailing stop will only initiate when the offset has been reached. The timeframe for Heracles is 12 hours.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| BCH/USDT | 3 | 0.68 | 2.03 | 0.393524 | 0.39 | 4:00:00 | 2 | 0 | 1 | 66.67 |
| LTC/USDT | 3 | 0.19 | 0.57 | 0.131230 | 0.13 | 4:00:00 | 2 | 0 | 1 | 66.67 |
| 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 | |
| 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 | |
| BTC/USDT | 2 | -1.33 | -2.65 | -0.536286 | -0.54 | 12:00:00 | 1 | 0 | 1 | 50.00 |
| ETH/USDT | 1 | -4.85 | -4.85 | -0.952648 | -0.95 | 1 day, 12:00:00 | 0 | 0 | 1 | 0.00 |
| LINK/USDT | 1 | -4.84 | -4.84 | -0.956883 | -0.96 | 1 day, 12:00:00 | 0 | 0 | 1 | 0.00 |
| TOTAL | 10 | -0.97 | -9.74 | -1.921063 | -1.92 | 12:00:00 | 5 | 0 | 5 | 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 % |
|---|---|---|---|---|---|---|---|---|
| 5 | 5 | 0 | 0 | 2.89 | 14.46 | 2.87341324 | 2.89 | |
| 5 | 0 | 0 | 5 | -4.84 | -24.2 | -4.79447627 | -4.84 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 0.83 trades per day. The starting balance was $100 and the final balance was $98.07893697, resulting in an absolute profit of $-1.92106303 and a total profit percentage of -0.0192106303. The average stake amount was $19.82216408 and the total trade volume was $198.22164080000002. The best pair was BCH/USDT and the worst pair was ETH/USDT. The maximum balance reached was $102.87341324 and the minimum balance was $98.07893697. The market change during this period was -0.031444012395615194.
| Metric | Value |
|---|---|
| Backtesting from | 2024-01-01 00:00:00 |
| Backtesting to | 2024-01-13 00:00:00 |
| Max open trades | 5 |
| Total/Daily Avg Trades | 10 / 0.83 |
| Starting balance | 100 |
| Final balance | 98.07893697 |
| Absolute profit | -1.92106303 |
| Total profit % | -0.0192106303 |
| Avg. stake amount | 19.82216408 |
| Total trade volume | 198.22164080000002 |
| Best Pair | BCH/USDT |
| Worst Pair | ETH/USDT |
| Max Balance | 102.87341324 |
| Min Balance | 98.07893697 |
| Market Change | -0.031444012395615194 |
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
}