CombinedBinHAndClucV3 Strategy Performance Results

Description:

The CombinedBinHAndClucV3 Strategy is a combination of Bollinger Bands, Exponential Moving Average and Volume that is used to identify trading opportunities. The strategy uses lower band of Bollinger Bands along with closedelta and tail indicator to identify buying signals and use upper band of Bollinger Bands along with volume to identify selling signals. Additionally, it uses custom stop losses and trailing stop loss mechanism to regulate the trades. This strategy is suitable for all time frames but is best suited for a 5m interval trading.

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 6 1.80 10.79 2.104792 2.1 1:35:00 6 0 0 100.00
ETC/USDT 2 1.80 3.60 0.713585 0.71 0:15:00 2 0 0 100.00
ETH/USDT 1 0.43 0.43 0.084932 0.08 1 day, 3:00:00 1 0 0 100.00
BTC/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
LINK/USDT 2 -0.30 -0.59 -0.119702 -0.12 1 day, 0:58:00 1 0 1 50.00
BNB/USDT 1 -1.78 -1.78 -0.347439 -0.35 1 day, 15:05:00 0 0 1 0.00
LUNA/USDT 1 -2.74 -2.74 -0.547003 -0.55 1 day, 0:15:00 0 0 1 0.00
BCH/USDT 2 -2.87 -5.74 -1.133822 -1.13 1 day, 5:58:00 0 0 2 0.00
LTC/USDT 2 -3.35 -6.69 -1.328736 -1.33 1 day, 5:58:00 0 0 2 0.00
TOTAL 17 -0.16 -2.72 -0.573393 -0.57 15:53:00 10 0 7 58.82
  • 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 %
8 8 0 0 1.8 14.39 2.818377 2.88
4 0 0 4 -2.52 -10.08 -2.00529661 -2.02
3 0 0 3 -2.64 -7.91 -1.5597344 -1.58
2 2 0 0 0.44 0.88 0.17326112 0.18

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 1.42 trades per day. The starting balance was $100 and the final balance was $99.42660711, resulting in an absolute profit of $-0.5733928900000002 and a total profit percentage of -0.005733928900000002. The average stake amount was $19.67787670588235 and the total trade volume was $334.52390399999996. The best pair was SOL/USDT and the worst pair was LTC/USDT. The maximum balance reached was $101.43190372 and the minimum balance was $99.31664542. The market change during this period was -0.034008199243972644.

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 17 / 1.42
Starting balance 100
Final balance 99.42660711
Absolute profit -0.5733928900000002
Total profit % -0.005733928900000002
Avg. stake amount 19.67787670588235
Total trade volume 334.52390399999996
Best Pair SOL/USDT
Worst Pair LTC/USDT
Max Balance 101.43190372
Min Balance 99.31664542
Market Change -0.034008199243972644

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
  }