Strategy001_custom_sell Strategy Performance Results

Description:

This strategy focuses on using the EMA, Heikin-Ashi and RSI indicators to identify buy and sell signals. The EMA is used to identify when the price has crossed above the EMA50 and EMA100. The Heikin-Ashi is used to help identify when the candleforms a positive pattern, i.e. the closing price is higher than the opening. And the RSI is used to identify when the RSI is above 70 and gains are present, which triggers a sell signal. The more complex sell logic also includes setting a defined stop loss and also setting a trailing stop if the conditions for a trailing stop are met. This allows for more control over the traders position, to ensure profits are locked in at the optimal time. Finally, this strategy allows for the user to define the ROI at various intervals, which allows the trader to define a reward structure that works best for them. This strategy is a great choice for traders who want to put in the extra effort to optimize their trading. The combination of the various indicators and complex logic allow traders to tweak their strategy to their own individual trading style.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
ETC/USDT 14 0.68 9.59 1.784978 1.78 4:22:00 14 0 0 100.00
ETH/USDT 7 0.66 4.65 0.850478 0.85 5:54:00 7 0 0 100.00
BNB/USDT 11 0.37 4.02 0.725670 0.73 7:40:00 10 0 1 90.91
LTC/USDT 8 0.10 0.79 0.154616 0.15 16:18:00 7 0 1 87.50
ADA/USDT 7 -0.10 -0.72 -0.147538 -0.15 8:59:00 6 0 1 85.71
XRP/USDT 9 -0.20 -1.80 -0.356151 -0.36 13:45:00 8 0 1 88.89
SOL/USDT 8 -0.21 -1.66 -0.358635 -0.36 5:22:00 7 0 1 87.50
BCH/USDT 13 -0.12 -1.58 -0.424434 -0.42 7:30:00 11 0 2 84.62
LINK/USDT 8 -0.75 -6.03 -1.287416 -1.29 4:52:00 7 0 1 87.50
ALGO/USDT 5 -1.34 -6.72 -1.406298 -1.41 8:04:00 4 0 1 80.00
DOT/USDT 9 -1.78 -16.06 -3.155767 -3.16 14:54:00 7 0 2 77.78
BTC/USDT 11 -1.55 -17.06 -3.356125 -3.36 11:30:00 9 0 2 81.82
LUNA/USDT 5 -3.78 -18.90 -3.571490 -3.57 15:31:00 3 0 2 60.00
TOTAL 115 -0.45 -51.47 -10.548112 -10.55 9:14:00 100 0 15 86.96
  • 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 %
63 63 0 0 0.45 28.05 5.20731289 5.61
37 37 0 0 1.08 40.04 7.3806630900000005 8.01
10 0 0 10 -10.17 -101.72 -19.80944994 -20.34
5 0 0 5 -3.57 -17.84 -3.3266378000000003 -3.57

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 9.58 trades per day. The starting balance was $100 and the final balance was $89.45188824, resulting in an absolute profit of $-10.548111760000001 and a total profit percentage of -0.10548111760000001. The average stake amount was $18.60715510260869 and the total trade volume was $2139.8228367999995. The best pair was ETC/USDT and the worst pair was LUNA/USDT. The maximum balance reached was $102.63939035 and the minimum balance was $89.45188824. 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 115 / 9.58
Starting balance 100
Final balance 89.45188824
Absolute profit -10.548111760000001
Total profit % -0.10548111760000001
Avg. stake amount 18.60715510260869
Total trade volume 2139.8228367999995
Best Pair ETC/USDT
Worst Pair LUNA/USDT
Max Balance 102.63939035
Min Balance 89.45188824
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
  }