NotAnotherSMAOffsetStrategyModHO_LamineDz_20210901 Strategy Performance Results

Description:

The NotAnotherSMAOffsetStrategyModHO_LamineDz_20210901 is a strategy that utilizes a rich combination of technical indicators. It considers both trend-following and counter-trend strategies when making trading decisions with the help of three prime indicators: HMA, SMA, and RSI. Additionally, it also uses other more specialized indicators such as EMA and ADX. The strategy utilizes trailing stop loss and custom stop loss in order to minimize losses. The trailing stop loss allows the position to remain open as long as the profit is above a certain level while the custom stop loss is used to close the position when the profit dips below certain conditions such as minimal ROI and halting at certain trading signal or certain conditions such as a sudden increase in the ADX signal. In order to identify entry and exit points, the NotAnotherSMAOffsetStrategyModHO_LamineDz_20210901 strategy uses 8 different parameters - base_nb_candles_buy, base_nb_candles_sell, low_offset, high_offset, high_offset_2, ewo_low, ewo_high, and rsi_buy. These parameters help in determining whether the trend is in favor of the bot and when to exit a position. Overall, the NotAnotherSMAOffsetStrategyModHO_LamineDz_20210901 is a powerful strategy that assists traders in making efficient decisions. By carefully applying the right combination of technical indicators and parameters, it is possible to significantly reduce losses and maximize profits.

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 3 1.53 4.60 0.909908 0.91 0:23:00 3 0 0 100.00
BCH/USDT 1 0.72 0.72 0.142722 0.14 0:55:00 1 0 0 100.00
BTC/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
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 4 1.33 5.32 1.052630 1.05 0:31:00 4 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 %
4 4 0 0 1.33 5.32 1.0526303 1.06

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.33 trades per day. The starting balance was $100 and the final balance was $101.0526303, resulting in an absolute profit of $1.0526303 and a total profit percentage of 0.010526302999999999. The average stake amount was $19.7822 and the total trade volume was $79.1288. The best pair was ETC/USDT and the worst pair was BTC/USDT. The maximum balance reached was $0 and the minimum balance was $0. The market change during this period was -0.03336748620829983.

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 4 / 0.33
Starting balance 100
Final balance 101.0526303
Absolute profit 1.0526303
Total profit % 0.010526302999999999
Avg. stake amount 19.7822
Total trade volume 79.1288
Best Pair ETC/USDT
Worst Pair BTC/USDT
Max Balance 0
Min Balance 0
Market Change -0.03336748620829983

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
  }