adxbbrsi2 Strategy Performance Results

Description:

This strategy utilizes the ADX, RSI, Bollinger Bands, STOCHF, and MFI indicators to help make decisions. The strategy uses the ADX indicator to determine when to enter a trade, with a threshold above 47. It then requires the Fast-D of the STOCHF indicator to be below 41, coupled with the Close price being below the Lower Band of the Bollinger Bands indicator. For exit signals, it uses a threshold of 67 on the ADX indicator, coupled with the MFI indicator being above 97 and the Fast-D of the STOCHF indicator being below 74. This strategy also has a trailing stop, with a positive offset of 0.1195 and a positive offset of 0.1568. The minimal ROI and the stoploss are also part of the strategy and are set at 0.16083, -0.32237 respectively. Finally, the timeframe needs to be set to '1h' and the startup candle count is set to 20.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
BTC/USDT 1 1.22 1.22 0.240774 0.24 2:00:00 1 0 0 100.00
BCH/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ETH/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LINK/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LTC/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
ETC/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
TOTAL 1 1.22 1.22 0.240774 0.24 2:00:00 1 0 0 100.00
  • 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 %
1 1 0 0 1.22 1.22 0.24077421 0.24

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.08 trades per day. The starting balance was $100 and the final balance was $100.24077421, resulting in an absolute profit of $0.24077421 and a total profit percentage of 0.0024077421. The average stake amount was $19.6550376 and the total trade volume was $19.6550376. The best pair was BTC/USDT and the worst pair was BCH/USDT. The maximum balance reached was $0 and the minimum balance was $0. The market change during this period was -0.033346548737245074.

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-01-13 14:00:00
Max open trades 5
Total/Daily Avg Trades 1 / 0.08
Starting balance 100
Final balance 100.24077421
Absolute profit 0.24077421
Total profit % 0.0024077421
Avg. stake amount 19.6550376
Total trade volume 19.6550376
Best Pair BTC/USDT
Worst Pair BCH/USDT
Max Balance 0
Min Balance 0
Market Change -0.033346548737245074

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
  }