RSIv2 Strategy Performance Results

Description:

This strategy, RSIv2, uses RSI (Relative Strength Index) and Rperc (WilliamsPercentR) indicators to detect possible trends. When the RSI value is below 30, and the Rperc value is below -80, it will trigger a "buy" signal, and when the RSI value is above 70 and the Rperc value is above -20, it will trigger a "sell" signal. To ensure that the purchase is made at the most optimum time, this strategy only processes recently acquired data, while taking into account the stoploss parameter, minimal return on investment and trailing stop losses. This strategy also uses an informative 30-minute chart to find suitable buy and sell opportunities, allowing the trader to take advantage of long-term suggestions. Furthermore, this strategy also allows traders to use sell signals and only sell their profitable positions, while also ignoring Return on Investment if the buy signal is detected.

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 3 1.00 3.00 0.593650 0.59 15:05:00 3 0 0 100.00
ALGO/USDT 3 1.00 3.00 0.588187 0.59 3:00:00 3 0 0 100.00
BNB/USDT 4 0.60 2.40 0.469426 0.47 11:00:00 3 0 1 75.00
ADA/USDT 3 0.57 1.71 0.324358 0.32 1 day, 2:20:00 2 0 1 66.67
DOT/USDT 1 1.00 1.00 0.197884 0.2 5:00:00 1 0 0 100.00
XRP/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LUNA/USDT 3 -0.02 -0.06 -0.000218 0.0 13:05:00 2 0 1 66.67
ETH/USDT 1 -2.98 -2.98 -0.591032 -0.59 1 day, 3:45:00 0 0 1 0.00
BCH/USDT 2 -1.57 -3.14 -0.595764 -0.6 17:45:00 1 0 1 50.00
BTC/USDT 1 -3.40 -3.40 -0.651671 -0.65 23:45:00 0 0 1 0.00
ETC/USDT 1 -6.94 -6.94 -1.381656 -1.38 5 days, 7:15:00 0 0 1 0.00
LINK/USDT 2 -4.56 -9.12 -1.799551 -1.8 3 days, 13:15:00 0 0 2 0.00
LTC/USDT 1 -9.14 -9.14 -1.811751 -1.81 6 days, 4:00:00 0 0 1 0.00
TOTAL 25 -0.95 -23.67 -4.658137 -4.66 1 day, 6:10:00 15 0 10 60.00
  • 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 %
15 15 0 0 1.0 14.99 2.94156432 3.0
5 0 0 5 -5.55 -27.75 -5.50616109 -5.55
5 0 0 5 -2.18 -10.9 -2.09354051 -2.18

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 2.08 trades per day. The starting balance was $100 and the final balance was $95.34186272, resulting in an absolute profit of $-4.65813728 and a total profit percentage of -0.0465813728. The average stake amount was $19.576903043999998 and the total trade volume was $489.42257609999996. The best pair was SOL/USDT and the worst pair was LTC/USDT. The maximum balance reached was $101.58566438 and the minimum balance was $95.34186272. The market change during this period was -0.03523636921251221.

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 25 / 2.08
Starting balance 100
Final balance 95.34186272
Absolute profit -4.65813728
Total profit % -0.0465813728
Avg. stake amount 19.576903043999998
Total trade volume 489.42257609999996
Best Pair SOL/USDT
Worst Pair LTC/USDT
Max Balance 101.58566438
Min Balance 95.34186272
Market Change -0.03523636921251221

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
  }