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SAR Strategy Performance Results
Description:
This portfolio strategy is called SAR and utilizes the parabolic SAR indicator as its main indicator. It uses the popular RSI indicator as well as the MACD, Bollinger Bands, MFI, Stochastic Fast, Hilbert Transform Sine, and TEMA indicators.
The Parabolic SAR is used as the main indicator to spot buy and sell signals. The RSI indicator is used to determine the strength of the buy/sell signals. The MACD, Bollinger Bands, MFI and Stochastic Fast indicators are used to confirm the Parabolic SAR’s signals. The Hilbert Transform Sine is used to identify wave periods and the TEMA is used to smooth out long-term trends.
In addition to the main indicators, this strategy also uses order types, order time in force, startup candle count, and stop loss features to improve its performance.
The stop loss feature helps the strategy to reduce its losses should the price move against it.
Lastly, this strategy also includes useful visualizations to help the user better understand its strategies. The user can customize the plots to display the various indicators used by this strategy in the most helpful manner.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| ADA/USDT | 64 | -0.16 | -10.56 | -1.530620 | -1.53 | 0:54:00 | 25 | 0 | 39 | 39.06 |
| SOL/USDT | 78 | -0.14 | -11.21 | -1.569301 | -1.57 | 0:51:00 | 24 | 0 | 54 | 30.77 |
| ETH/USDT | 98 | -0.12 | -11.90 | -2.004102 | -2.0 | 0:51:00 | 30 | 0 | 68 | 30.61 |
| BTC/USDT | 93 | -0.16 | -14.74 | -2.236546 | -2.24 | 1:00:00 | 25 | 0 | 68 | 26.88 |
| XRP/USDT | 68 | -0.23 | -15.32 | -2.440731 | -2.44 | 0:52:00 | 16 | 0 | 52 | 23.53 |
| DOT/USDT | 68 | -0.23 | -15.63 | -2.494618 | -2.49 | 0:49:00 | 16 | 0 | 52 | 23.53 |
| ALGO/USDT | 70 | -0.27 | -18.84 | -2.770182 | -2.77 | 0:46:00 | 16 | 0 | 54 | 22.86 |
| BNB/USDT | 86 | -0.23 | -20.21 | -3.265916 | -3.27 | 0:58:00 | 22 | 0 | 64 | 25.58 |
| LUNA/USDT | 61 | -0.36 | -21.78 | -3.280464 | -3.28 | 0:50:00 | 15 | 0 | 46 | 24.59 |
| BCH/USDT | 93 | -0.27 | -24.66 | -4.153388 | -4.15 | 0:49:00 | 24 | 0 | 69 | 25.81 |
| ETC/USDT | 68 | -0.44 | -30.20 | -4.365117 | -4.37 | 0:48:00 | 16 | 0 | 52 | 23.53 |
| LTC/USDT | 107 | -0.28 | -29.66 | -4.626383 | -4.63 | 0:53:00 | 22 | 0 | 85 | 20.56 |
| LINK/USDT | 117 | -0.27 | -31.38 | -5.088828 | -5.09 | 0:45:00 | 27 | 0 | 90 | 23.08 |
| TOTAL | 1071 | -0.24 | -256.08 | -39.826197 | -39.83 | 0:51:00 | 278 | 0 | 793 | 25.96 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 931 | 138 | 0 | 793 | -0.49 | -456.98 | -70.13793406 | -91.4 | |
| 135 | 135 | 0 | 0 | 1.47 | 198.86 | 30.07990524 | 39.77 | |
| 5 | 5 | 0 | 0 | 0.41 | 2.04 | 0.23183226 | 0.41 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 89.25 trades per day. The starting balance was $100 and the final balance was $60.173803439999986, resulting in an absolute profit of $-39.82619656 and a total profit percentage of -0.3982619656. The average stake amount was $15.708257466386554 and the total trade volume was $16823.5437465. The best pair was ADA/USDT and the worst pair was LINK/USDT. The maximum balance reached was $100.16975362 and the minimum balance was $59.94197117999998. 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 | 1071 / 89.25 |
| Starting balance | 100 |
| Final balance | 60.173803439999986 |
| Absolute profit | -39.82619656 |
| Total profit % | -0.3982619656 |
| Avg. stake amount | 15.708257466386554 |
| Total trade volume | 16823.5437465 |
| Best Pair | ADA/USDT |
| Worst Pair | LINK/USDT |
| Max Balance | 100.16975362 |
| Min Balance | 59.94197117999998 |
| 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
}