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
  }