RalliV1_disable56 Strategy Performance Results

Description:

The RalliV1_disable strategies is a Hybrid Strategy which uses both traditional moving averages and comentary indicators to make buy and sell decisions. It uses 14 base candles to buy, 24 base candles to sell and EMA, RSI, EWO and HMA averages to make decisions. On the buy side it uses the EWO>2.327 , RSI<60 and closing price<EMA to open a position. On the Sell side it looks for the closing price being higher than 0.991 times the MA sell line. It also has a trailing stop loss feature and custom stop loss. The strategy requires a minimal roi of 0.04 for a duration of 0 days, 0.032 for a duration of 40 days and 0.018 for a duration of 87 days.

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 2.41 7.24 1.440713 1.44 0:37:00 3 0 0 100.00
LINK/USDT 1 4.00 4.00 0.790800 0.79 0:30:00 1 0 0 100.00
BNB/USDT 1 3.75 3.75 0.733596 0.73 0:35:00 1 0 0 100.00
LTC/USDT 1 1.30 1.30 0.257777 0.26 2:25:00 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
SOL/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
BCH/USDT 1 -4.73 -4.73 -0.932283 -0.93 2:25:00 0 0 1 0.00
TOTAL 7 1.65 11.55 2.290604 2.29 1:06:00 6 0 1 85.71
  • 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 2.07 8.29 1.6418626 1.66
2 2 0 0 4.0 7.99 1.581024 1.6
1 0 0 1 -4.73 -4.73 -0.9322826 -0.95

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.58 trades per day. The starting balance was $100 and the final balance was $102.290604, resulting in an absolute profit of $2.290604 and a total profit percentage of 0.022906040000000003. The average stake amount was $19.82587142857143 and the total trade volume was $138.7811. The best pair was ETC/USDT and the worst pair was BCH/USDT. The maximum balance reached was $102.3146205 and the minimum balance was $100.7908. 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 7 / 0.58
Starting balance 100
Final balance 102.290604
Absolute profit 2.290604
Total profit % 0.022906040000000003
Avg. stake amount 19.82587142857143
Total trade volume 138.7811
Best Pair ETC/USDT
Worst Pair BCH/USDT
Max Balance 102.3146205
Min Balance 100.7908
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
  }