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RSIBB02 Strategy Performance Results
Description:
The RSIBB02 strategy is a trade strategy that is designed to help traders maximize profits while minimizing risk. This strategy incorporates both Relative Strength Index (RSI) and Bollinger Bands (BB) indicators which are popularly used in combining technical analysis.
The RSI indicator ranges between 0-100. It is used to measure a stocks momentum (with over-bought and over-sold conditions). The BB indicator consisting of an upper band, middle band, and lower band is used to measure a stocks volatility.
The core of the strategy is to wait for the RSI to go below 19, signaling an over-sold condition, and for the close value to be below the lower band of the BB indicating an opportunity for buying. Selling is done when the RSI reaches or goes beyond 83, as an indication of an over-bought condition, and the closing price is higher than the middle band. Using these conditions allows for a more calculated approach to trading, reducing the risk of sudden large losses.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| DOT/USDT | 1 | 1.09 | 1.09 | 0.199931 | 0.2 | 0:55:00 | 1 | 0 | 0 | 100.00 |
| ETC/USDT | 1 | 1.05 | 1.05 | 0.191434 | 0.19 | 0:55:00 | 1 | 0 | 0 | 100.00 |
| BTC/USDT | 3 | 0.25 | 0.74 | 0.134580 | 0.13 | 4:10:00 | 2 | 1 | 0 | 66.67 |
| ETH/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 | |
| SOL/USDT | 3 | -0.30 | -0.89 | -0.178216 | -0.18 | 8:50:00 | 2 | 0 | 1 | 66.67 |
| XRP/USDT | 4 | -0.28 | -1.11 | -0.205582 | -0.21 | 7:25:00 | 2 | 1 | 1 | 50.00 |
| ADA/USDT | 2 | -1.25 | -2.51 | -0.467099 | -0.47 | 12:38:00 | 1 | 0 | 1 | 50.00 |
| LINK/USDT | 2 | -2.21 | -4.41 | -0.816132 | -0.82 | 13:15:00 | 0 | 1 | 1 | 0.00 |
| BNB/USDT | 3 | -1.58 | -4.75 | -0.868840 | -0.87 | 1 day, 11:17:00 | 0 | 1 | 2 | 0.00 |
| BCH/USDT | 3 | -4.06 | -12.19 | -2.393690 | -2.39 | 6:53:00 | 1 | 1 | 1 | 33.33 |
| ALGO/USDT | 1 | -12.67 | -12.67 | -2.492028 | -2.49 | 0:50:00 | 0 | 0 | 1 | 0.00 |
| LTC/USDT | 2 | -6.34 | -12.68 | -2.511333 | -2.51 | 1:50:00 | 0 | 1 | 1 | 0.00 |
| TOTAL | 25 | -1.93 | -48.34 | -9.406975 | -9.41 | 10:08:00 | 10 | 6 | 9 | 40.00 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 16 | 10 | 6 | 0 | 0.54 | 8.67 | 1.56955859 | 1.73 | |
| 5 | 0 | 0 | 5 | -3.49 | -17.43 | -3.20736264 | -3.49 | |
| 3 | 0 | 0 | 3 | -12.67 | -38.02 | -7.48505061 | -7.6 | |
| 1 | 0 | 0 | 1 | -1.55 | -1.55 | -0.2841204 | -0.31 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 2.08 trades per day. The starting balance was $100 and the final balance was $90.59302494, resulting in an absolute profit of $-9.40697506 and a total profit percentage of -0.0940697506. The average stake amount was $18.527599935999998 and the total trade volume was $463.1899984. The best pair was DOT/USDT and the worst pair was LTC/USDT. The maximum balance reached was $100.0 and the minimum balance was $90.59302494. 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 | 25 / 2.08 |
| Starting balance | 100 |
| Final balance | 90.59302494 |
| Absolute profit | -9.40697506 |
| Total profit % | -0.0940697506 |
| Avg. stake amount | 18.527599935999998 |
| Total trade volume | 463.1899984 |
| Best Pair | DOT/USDT |
| Worst Pair | LTC/USDT |
| Max Balance | 100.0 |
| Min Balance | 90.59302494 |
| 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
}