MiniLambo Strategy Performance Results

Description:

This strategy is based around a combination of two main indicators, the Exponential Moving Average (EMA) and the Relative Strength Index (RSI). The strategy specifies certain thresholds for a 14 period EMA and a combination of 4 period and 14 period RSI values. If the market price is lower than the EMA and below the RSI thresholds, then the "buy_tag" is triggered. The strategy also specifies a lower and upper percent change over certain defined periods, which needs to be met in order for the buy_tag to be triggered. Additionally, the “sell_trend” for this strategy is currently empty, which means that the strategy does not have any defined conditions for when to sell.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
BNB/USDT 1 3.46 3.46 0.597058 0.6 0:03:00 1 0 0 100.00
XRP/USDT 1 2.10 2.10 0.356090 0.36 0:02:00 1 0 0 100.00
ETH/USDT 1 1.96 1.96 0.343820 0.34 0:02:00 1 0 0 100.00
BTC/USDT 1 1.39 1.39 0.249777 0.25 0:01:00 1 0 0 100.00
ETC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LTC/USDT 2 -0.02 -0.03 -0.029347 -0.03 0:03:00 1 0 1 50.00
ADA/USDT 1 -0.35 -0.35 -0.062451 -0.06 0:00:00 0 0 1 0.00
LINK/USDT 3 -2.90 -8.69 -1.662067 -1.66 0:01:00 1 0 2 33.33
BCH/USDT 4 -2.51 -10.05 -1.967959 -1.97 0:01:00 1 0 3 25.00
LUNA/USDT 1 -10.17 -10.17 -2.003963 -2.0 0:04:00 0 0 1 0.00
ALGO/USDT 2 -5.21 -10.41 -2.050610 -2.05 0:01:00 0 0 2 0.00
SOL/USDT 2 -5.56 -11.13 -2.098920 -2.1 0:02:00 0 0 2 0.00
DOT/USDT 3 -3.64 -10.93 -2.147271 -2.15 0:01:00 0 0 3 0.00
TOTAL 22 -2.40 -52.86 -10.475844 -10.48 0:02:00 7 0 15 31.82
  • 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 %
16 7 0 9 0.51 8.16 1.3502118299999997 1.63
6 0 0 6 -10.17 -61.02 -11.82605571 -12.2

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 1.83 trades per day. The starting balance was $100 and the final balance was $89.52415612, resulting in an absolute profit of $-10.47584388 and a total profit percentage of -0.10475843879999999. The average stake amount was $18.461133818181818 and the total trade volume was $406.14494399999995. The best pair was BNB/USDT and the worst pair was SOL/USDT. The maximum balance reached was $99.9607244 and the minimum balance was $87.63446376. The market change during this period was -0.030944501691968607.

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-01-13 15:48:00
Max open trades 5
Total/Daily Avg Trades 22 / 1.83
Starting balance 100
Final balance 89.52415612
Absolute profit -10.47584388
Total profit % -0.10475843879999999
Avg. stake amount 18.461133818181818
Total trade volume 406.14494399999995
Best Pair BNB/USDT
Worst Pair SOL/USDT
Max Balance 99.9607244
Min Balance 87.63446376
Market Change -0.030944501691968607

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
  }