FrostAuraM315mStrategy Strategy Performance Results

Description:

The FrostAuraM315mStrategy is a cryptocurrency trading strategy that uses a combination of various technical indicators. This strategy uses the Relative Strength Index (RSI), Stochastic Oscillator (STOCH), and Bollinger Bands (BB). It looks for buying opportunities when the RSI rises above 22, the slowk line is lower than the slowd line, and the price is below the middle band of the Bollinger Bands. It looks for selling opportunities when the slowk line is lower than the slowd line, the RSI is above 72, and the price is above the middle band of the Bollinger Bands. This strategy also provides stop loss protection by setting a stop loss at -0.41114. Furthermore, it provides a trailing stop, so the stop loss will be adjusted as the price moves and the trader profit increases. Moreover, the strategy provides a "minimal ROI" feature that dictates when and how much a trader earns from their investments. Having this trading strategy and its features in place, helps greatly in reducing risks associated with trading and making it easier to maximize earnings.

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 2 0.91 1.83 0.323431 0.32 7:30:00 2 0 0 100.00
XRP/USDT 7 0.16 1.14 0.219795 0.22 9:51:00 2 4 1 28.57
ADA/USDT 4 0.04 0.15 0.028208 0.03 11:52:00 1 3 0 25.00
BNB/USDT 3 0.00 0.00 0.000000 0.0 9:20:00 0 3 0 0.00
ETC/USDT 2 0.00 0.00 0.000000 0.0 20:08:00 0 2 0 0.00
LUNA/USDT 3 -0.08 -0.23 -0.059197 -0.06 11:30:00 2 0 1 66.67
ETH/USDT 6 -0.32 -1.89 -0.385317 -0.39 12:50:00 1 4 1 16.67
LINK/USDT 6 -0.32 -1.94 -0.396780 -0.4 12:30:00 1 4 1 16.67
DOT/USDT 1 -3.00 -3.00 -0.564026 -0.56 3 days, 17:00:00 0 0 1 0.00
BTC/USDT 8 -0.51 -4.08 -0.791771 -0.79 12:39:00 3 3 2 37.50
LTC/USDT 2 -4.01 -8.02 -1.590350 -1.59 18:00:00 1 0 1 50.00
BCH/USDT 3 -3.52 -10.55 -1.989306 -1.99 19:50:00 0 2 1 0.00
ALGO/USDT 5 -4.52 -22.60 -4.339281 -4.34 1 day, 16:03:00 1 1 3 20.00
TOTAL 52 -0.95 -49.20 -9.544595 -9.54 16:46:00 14 26 12 26.92
  • 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 %
38 12 26 0 0.32 12.01 2.20148141 2.4
9 2 0 7 -3.82 -34.39 -6.720528399999999 -6.88
5 0 0 5 -5.37 -26.83 -5.0255480200000004 -5.37

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 4.33 trades per day. The starting balance was $100 and the final balance was $90.45540499, resulting in an absolute profit of $-9.54459501 and a total profit percentage of -0.0954459501. The average stake amount was $18.820327621153844 and the total trade volume was $978.6570363. The best pair was SOL/USDT and the worst pair was ALGO/USDT. The maximum balance reached was $100.2865423 and the minimum balance was $90.45540499. 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 52 / 4.33
Starting balance 100
Final balance 90.45540499
Absolute profit -9.54459501
Total profit % -0.0954459501
Avg. stake amount 18.820327621153844
Total trade volume 978.6570363
Best Pair SOL/USDT
Worst Pair ALGO/USDT
Max Balance 100.2865423
Min Balance 90.45540499
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
  }