BBlower Strategy Performance Results

Description:

This strategy uses the Relative Strength Index (RSI), the Center of Mass oscillator (CMO) and the Triple Exponential Moving Average (TEMA) as well as Bollinger Bands (BBANDS) from the TA-LIB library. It is designed to identify potential buy and sell signals. It is triggered when the RSI crosses above a certain threshold and the TEMA crosses above the lower BBAND. A trailing stop loss is used to minimize losses. Also, this strategy can be configured to only trigger sell signals for profit taking.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
LTC/USDT 1 3.35 3.35 0.626488 0.63 1 day, 11:15:00 1 0 0 100.00
XRP/USDT 3 1.02 3.05 0.557865 0.56 1 day, 14:15:00 2 1 0 66.67
BTC/USDT 1 2.50 2.50 0.482735 0.48 1 day, 11:15:00 1 0 0 100.00
ETH/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 1 0.00 0.00 0.000000 0.0 3 days, 10:35:00 0 1 0 0.00
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
DOT/USDT 3 -0.59 -1.77 -0.339044 -0.34 1 day, 18:10:00 1 0 2 33.33
ADA/USDT 1 -1.75 -1.75 -0.348344 -0.35 21:30:00 0 0 1 0.00
LUNA/USDT 1 -2.79 -2.79 -0.557380 -0.56 1 day, 21:50:00 0 0 1 0.00
LINK/USDT 2 -1.80 -3.60 -0.712940 -0.71 2 days, 11:08:00 0 1 1 0.00
BCH/USDT 2 -1.67 -3.35 -0.769713 -0.77 19:10:00 1 0 1 50.00
TOTAL 15 -0.29 -4.36 -1.060332 -1.06 1 day, 17:13:00 6 3 6 40.00
  • 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 %
8 5 3 0 4.05 32.42 6.1376866 6.48
5 1 0 4 -1.73 -8.64 -1.71751306 -1.73
2 0 0 2 -14.07 -28.14 -5.4805056400000005 -5.63

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 1.25 trades per day. The starting balance was $100 and the final balance was $98.9396679, resulting in an absolute profit of $-1.0603321000000006 and a total profit percentage of -0.010603321000000006. The average stake amount was $19.282368333333334 and the total trade volume was $289.235525. The best pair was LTC/USDT and the worst pair was LINK/USDT. The maximum balance reached was $100.65718096 and the minimum balance was $94.51949436. 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 15 / 1.25
Starting balance 100
Final balance 98.9396679
Absolute profit -1.0603321000000006
Total profit % -0.010603321000000006
Avg. stake amount 19.282368333333334
Total trade volume 289.235525
Best Pair LTC/USDT
Worst Pair LINK/USDT
Max Balance 100.65718096
Min Balance 94.51949436
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
  }