Babico_SMA5xBBmid Strategy Performance Results

Description:

This strategy utilizes two indicators for buy and sell entry signals; Bollinger Bands and an Exponential Moving Average (EMA). For buys, it looks for the EMA to cross the Bollinger band midline from the bottom. For sells, it looks for the Bollinger band midline to cross the EMA from the bottom. The time frames used are 1 day however they can be customized. The other settings used in this strategy include a stop-loss limit of -0.99, trailing stop-loss, using sell signal and sell profit only, plus only processing new candles. These settings are all configurable depending on the trading strategy used.

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 1 39.31 39.31 7.764719 7.76 2 days, 0:00:00 1 0 0 100.00
ETH/USDT 1 12.12 12.12 2.374105 2.37 3 days, 0:00:00 1 0 0 100.00
BCH/USDT 1 8.48 8.48 1.660882 1.66 3 days, 0:00:00 1 0 0 100.00
LTC/USDT 1 2.33 2.33 0.461922 0.46 1 day, 0:00:00 1 0 0 100.00
BTC/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
LINK/USDT 1 -0.54 -0.54 -0.107543 -0.11 1 day, 0:00:00 0 0 1 0.00
TOTAL 5 12.34 61.70 12.154085 12.15 2 days, 0:00:00 4 0 1 80.00
  • 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 4 0 1 12.34 61.7 12.1540847 12.34

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.45 trades per day. The starting balance was $100 and the final balance was $112.1540847, resulting in an absolute profit of $12.1540847 and a total profit percentage of 0.12154084700000001. The average stake amount was $19.6764084 and the total trade volume was $98.382042. The best pair was ETC/USDT and the worst pair was LINK/USDT. The maximum balance reached was $112.1540847 and the minimum balance was $101.6608823. The market change during this period was -0.059375984283198645.

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 5 / 0.45
Starting balance 100
Final balance 112.1540847
Absolute profit 12.1540847
Total profit % 0.12154084700000001
Avg. stake amount 19.6764084
Total trade volume 98.382042
Best Pair ETC/USDT
Worst Pair LINK/USDT
Max Balance 112.1540847
Min Balance 101.6608823
Market Change -0.059375984283198645

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
  }