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ForexSignal Strategy Performance Results
Description:
The ForexSignal strategy is an arbitrage-based strategy that uses Moving Averages (MA) Indicators and support and resistance (SAR) levels to analyze the market and generate signals to buy or sell.
The strategy uses the exponential moving average (EMA) indicators to identify trend changes. It uses a 8-period EMA to identify the overall trend, and a 13- and 21-period EMA to identify short-term trend changes. In order to generate buy and sell signals, the strategy will look for when the 8-period EMA crosses above the 13-period EMA, and also check to see if both EMAs are above the 21-period EMA, and finally see if the low of the current candle is below the 8-period EMA. If all the conditions are true, a buy signal is generated. For a sell signal, the 8-period EMA must cross below the 13-period EMA, and both EMAs must be below the 21-period EMA.
The strategy also takes into account support and resistance (SAR) levels. The SAR indicator will identify current levels of support and resistance, and the strategy uses these levels to determine where to place the buy and sell signals.
The strategy provides the option to configure the minimal ROI and the stoploss level. Furthermore, the strategy also offers trailing stop functionality, as well as the option to configure the order types, time in force and the plot configurations.
Daily Profit
Pairs
Top cryptocurrency trading pairs
Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
---|---|---|---|---|---|---|---|---|---|---|
LUNA/USDT | 36 | -0.07 | -2.40 | -0.506057 | -0.51 | 0:44:00 | 10 | 0 | 26 | 27.78 |
LTC/USDT | 46 | -0.09 | -4.19 | -0.782914 | -0.78 | 1:07:00 | 11 | 0 | 35 | 23.91 |
SOL/USDT | 35 | -0.24 | -8.55 | -1.243783 | -1.24 | 0:49:00 | 12 | 0 | 23 | 34.29 |
DOT/USDT | 26 | -0.30 | -7.87 | -1.460741 | -1.46 | 0:52:00 | 5 | 0 | 21 | 19.23 |
ADA/USDT | 34 | -0.25 | -8.39 | -1.504381 | -1.5 | 0:48:00 | 7 | 0 | 27 | 20.59 |
ALGO/USDT | 28 | -0.33 | -9.13 | -1.558050 | -1.56 | 0:48:00 | 7 | 0 | 21 | 25.00 |
ETH/USDT | 61 | -0.14 | -8.74 | -1.661642 | -1.66 | 0:54:00 | 14 | 0 | 47 | 22.95 |
LINK/USDT | 38 | -0.27 | -10.07 | -1.787497 | -1.79 | 0:45:00 | 9 | 0 | 29 | 23.68 |
XRP/USDT | 29 | -0.37 | -10.72 | -1.796543 | -1.8 | 1:09:00 | 3 | 0 | 26 | 10.34 |
BCH/USDT | 48 | -0.21 | -10.28 | -1.842590 | -1.84 | 0:49:00 | 11 | 0 | 37 | 22.92 |
ETC/USDT | 50 | -0.24 | -11.84 | -2.040756 | -2.04 | 0:45:00 | 13 | 0 | 37 | 26.00 |
BNB/USDT | 36 | -0.36 | -12.81 | -2.341902 | -2.34 | 1:01:00 | 8 | 0 | 28 | 22.22 |
BTC/USDT | 59 | -0.26 | -15.16 | -2.686575 | -2.69 | 1:11:00 | 8 | 0 | 51 | 13.56 |
TOTAL | 526 | -0.23 | -120.15 | -21.213432 | -21.21 | 0:54:00 | 118 | 0 | 408 | 22.43 |
- 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 % |
---|---|---|---|---|---|---|---|---|
415 | 13 | 0 | 402 | -0.63 | -260.07 | -45.18452507 | -52.01 | |
105 | 105 | 0 | 0 | 1.51 | 159.04 | 27.082537830000003 | 31.81 | |
6 | 0 | 0 | 6 | -3.19 | -19.11 | -3.1114444100000003 | -3.82 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 43.83 trades per day. The starting balance was $100 and the final balance was $78.78656835, resulting in an absolute profit of $-21.21343165 and a total profit percentage of -0.2121343165. The average stake amount was $17.531151485361214 and the total trade volume was $9221.385681299998. The best pair was LUNA/USDT and the worst pair was BTC/USDT. The maximum balance reached was $100.51655758 and the minimum balance was $78.78656835. The market change during this period was -0.034008199243972644.
Metric | Value |
---|---|
Backtesting from | 2024-01-01 00:00:00 |
Backtesting to | 2024-01-13 15:40:00 |
Max open trades | 5 |
Total/Daily Avg Trades | 526 / 43.83 |
Starting balance | 100 |
Final balance | 78.78656835 |
Absolute profit | -21.21343165 |
Total profit % | -0.2121343165 |
Avg. stake amount | 17.531151485361214 |
Total trade volume | 9221.385681299998 |
Best Pair | LUNA/USDT |
Worst Pair | BTC/USDT |
Max Balance | 100.51655758 |
Min Balance | 78.78656835 |
Market Change | -0.034008199243972644 |
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
}