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SwingHigh Strategy Performance Results
Description:
This SwingHigh IStrategy uses the MACD and CCI indicators to generate trading signals. The MACD is used to identify divergences in the price, and the CCI to determine overbought and oversold conditions in the market. This strategy is designed for a 30 minute ticker interval and has specific configuration parameters for managing stop losses, trailing stops and minimal ROI thresholds. Additionally, the strategy defines a buy trend by looking for convergences in the MACD, and a sell trend by looking for divergences and overbought conditions in the CCI.
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 | 4 | 1.18 | 4.72 | 0.924820 | 0.92 | 1:28:00 | 4 | 0 | 0 | 100.00 |
| BNB/USDT | 3 | 1.24 | 3.73 | 0.747851 | 0.75 | 1:15:00 | 3 | 0 | 0 | 100.00 |
| BTC/USDT | 4 | 0.76 | 3.06 | 0.618841 | 0.62 | 2:10:00 | 4 | 0 | 0 | 100.00 |
| LTC/USDT | 5 | 0.55 | 2.77 | 0.561410 | 0.56 | 2:27:00 | 4 | 1 | 0 | 80.00 |
| LINK/USDT | 2 | 1.18 | 2.36 | 0.474176 | 0.47 | 1:10:00 | 2 | 0 | 0 | 100.00 |
| LUNA/USDT | 6 | 0.25 | 1.50 | 0.305147 | 0.31 | 3:49:00 | 2 | 4 | 0 | 33.33 |
| DOT/USDT | 2 | 0.59 | 1.18 | 0.244002 | 0.24 | 2 days, 21:40:00 | 1 | 1 | 0 | 50.00 |
| XRP/USDT | 2 | 0.62 | 1.24 | 0.241256 | 0.24 | 2:55:00 | 2 | 0 | 0 | 100.00 |
| ALGO/USDT | 1 | 1.18 | 1.18 | 0.236282 | 0.24 | 2:00:00 | 1 | 0 | 0 | 100.00 |
| BCH/USDT | 2 | 0.59 | 1.18 | 0.234105 | 0.23 | 5:25:00 | 1 | 1 | 0 | 50.00 |
| ETH/USDT | 3 | 0.08 | 0.24 | 0.047790 | 0.05 | 13:23:00 | 1 | 2 | 0 | 33.33 |
| ADA/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| ETC/USDT | 1 | 0.00 | 0.00 | 0.000000 | 0.0 | 8 days, 8:20:00 | 0 | 1 | 0 | 0.00 |
| TOTAL | 35 | 0.66 | 23.16 | 4.635680 | 4.64 | 12:59:00 | 25 | 10 | 0 | 71.43 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 35 | 25 | 10 | 0 | 0.66 | 23.16 | 4.6356795900000005 | 4.63 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 2.92 trades per day. The starting balance was $100 and the final balance was $104.63567959, resulting in an absolute profit of $4.6356795900000005 and a total profit percentage of 0.046356795900000004. The average stake amount was $20.028369685714285 and the total trade volume was $700.992939. The best pair was SOL/USDT and the worst pair was ADA/USDT. The maximum balance reached was $0 and the minimum balance was $0. The market change during this period was -0.02114756712873641.
| 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 | 35 / 2.92 |
| Starting balance | 100 |
| Final balance | 104.63567959 |
| Absolute profit | 4.6356795900000005 |
| Total profit % | 0.046356795900000004 |
| Avg. stake amount | 20.028369685714285 |
| Total trade volume | 700.992939 |
| Best Pair | SOL/USDT |
| Worst Pair | ADA/USDT |
| Max Balance | 0 |
| Min Balance | 0 |
| Market Change | -0.02114756712873641 |
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
}