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BBRSIStrategy Strategy Performance Results
Description:
This is a BBRSI strategy which uses the Relative Strength Index (RSI) and Bollinger Bands as its indicators. The strategy involves checking whether the RSI is greater than 25 and the close price is lower than the lower Bollinger Band (BB_lowerband_1sd). In these cases, the signal to buy occurs. On the other hand, if the RSI is greater than 95 and the close price is higher than the upper Bollinger Band (BB_upperband_1sd), the signal to sell occurs.
In addition, this strategy can be customized by setting the appropriate parameters, such as minimal_roi, stoploss, and trailing_stop. These setting will help to ensure that trades fulfill certain profit requirements, reduce losses, and maximize 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 % |
|---|---|---|---|---|---|---|---|---|---|---|
| BCH/USDT | 10 | 0.47 | 4.74 | 0.944674 | 0.94 | 4:26:00 | 6 | 4 | 0 | 60.00 |
| DOT/USDT | 2 | 0.87 | 1.74 | 0.346947 | 0.35 | 1:38:00 | 2 | 0 | 0 | 100.00 |
| ETC/USDT | 3 | 0.43 | 1.30 | 0.258528 | 0.26 | 2 days, 20:55:00 | 1 | 2 | 0 | 33.33 |
| ETH/USDT | 3 | 0.27 | 0.80 | 0.159196 | 0.16 | 8:50:00 | 2 | 1 | 0 | 66.67 |
| ADA/USDT | 3 | 0.19 | 0.58 | 0.117003 | 0.12 | 2:15:00 | 2 | 1 | 0 | 66.67 |
| LTC/USDT | 2 | 0.00 | 0.00 | 0.000000 | 0.0 | 4 days, 23:00:00 | 0 | 2 | 0 | 0.00 |
| XRP/USDT | 3 | 0.00 | 0.00 | 0.000000 | 0.0 | 5:15:00 | 0 | 3 | 0 | 0.00 |
| LUNA/USDT | 3 | 0.00 | 0.00 | 0.000000 | 0.0 | 6:05:00 | 0 | 3 | 0 | 0.00 |
| BNB/USDT | 5 | -0.31 | -1.55 | -0.321738 | -0.32 | 13:30:00 | 3 | 1 | 1 | 60.00 |
| BTC/USDT | 10 | -0.30 | -2.97 | -0.604402 | -0.6 | 17:03:00 | 5 | 4 | 1 | 50.00 |
| ALGO/USDT | 5 | -1.03 | -5.15 | -1.048056 | -1.05 | 7:18:00 | 1 | 3 | 1 | 20.00 |
| LINK/USDT | 4 | -2.09 | -8.37 | -1.691217 | -1.69 | 2 days, 20:22:00 | 2 | 1 | 1 | 50.00 |
| SOL/USDT | 1 | -18.37 | -18.37 | -3.540400 | -3.54 | 11 days, 1:15:00 | 0 | 0 | 1 | 0.00 |
| TOTAL | 54 | -0.50 | -27.26 | -5.379465 | -5.38 | 1 day, 1:25:00 | 24 | 25 | 5 | 44.44 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 49 | 24 | 25 | 0 | 0.35 | 17.13 | 3.42120414 | 3.43 | |
| 5 | 0 | 0 | 5 | -8.88 | -44.39 | -8.80066917 | -8.88 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 4.5 trades per day. The starting balance was $100 and the final balance was $94.62053497, resulting in an absolute profit of $-5.37946503 and a total profit percentage of -0.0537946503. The average stake amount was $19.975218185185184 and the total trade volume was $1078.661782. The best pair was BCH/USDT and the worst pair was SOL/USDT. The maximum balance reached was $103.42120414 and the minimum balance was $94.62053497. The market change during this period was -0.037012481011390805.
| Metric | Value |
|---|---|
| Backtesting from | 2024-01-01 00:00:00 |
| Backtesting to | 2024-01-13 15:30:00 |
| Max open trades | 5 |
| Total/Daily Avg Trades | 54 / 4.5 |
| Starting balance | 100 |
| Final balance | 94.62053497 |
| Absolute profit | -5.37946503 |
| Total profit % | -0.0537946503 |
| Avg. stake amount | 19.975218185185184 |
| Total trade volume | 1078.661782 |
| Best Pair | BCH/USDT |
| Worst Pair | SOL/USDT |
| Max Balance | 103.42120414 |
| Min Balance | 94.62053497 |
| Market Change | -0.037012481011390805 |
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
}