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Schism Strategy Performance Results
Description:
This Schism strategy is an IStrategy that implements the buy and sell behavior of a trading pair. It uses a combination of several technical indicators in order to make a trading decision. The buy conditions include the RMI-fast and RMI-slow indicator surpassing a certain level, the Relative Strength Index being higher than a certain level and the price being at a certain level. Furthermore, the strategy looks at the open time of the active trade and the peak profits created by this trade. On the other hands, the sell conditions include the RSI being lower than a certain level, the price being at a certain level, or the RMI-slow crossing below a certain level. Other conditions include the position of the trade in comparison to other open trades and the amount of free slots that is available. The strategy also takes into account the startup_candle_count when making decisions.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| BCH/USDT | 8 | 0.73 | 5.88 | 1.182656 | 1.18 | 1 day, 4:45:00 | 7 | 1 | 0 | 87.50 |
| XRP/USDT | 4 | 0.50 | 2.00 | 0.401896 | 0.4 | 8:04:00 | 4 | 0 | 0 | 100.00 |
| LINK/USDT | 3 | 0.67 | 2.00 | 0.397265 | 0.4 | 3:33:00 | 3 | 0 | 0 | 100.00 |
| ETC/USDT | 3 | 0.50 | 1.50 | 0.299160 | 0.3 | 2 days, 21:08:00 | 2 | 1 | 0 | 66.67 |
| DOT/USDT | 1 | 1.13 | 1.13 | 0.226183 | 0.23 | 1:00:00 | 1 | 0 | 0 | 100.00 |
| LTC/USDT | 3 | 0.33 | 1.00 | 0.200805 | 0.2 | 3 days, 10:25:00 | 2 | 1 | 0 | 66.67 |
| ETH/USDT | 1 | 1.00 | 1.00 | 0.200125 | 0.2 | 1:50:00 | 1 | 0 | 0 | 100.00 |
| ALGO/USDT | 1 | 0.50 | 0.50 | 0.098956 | 0.1 | 10:20:00 | 1 | 0 | 0 | 100.00 |
| BNB/USDT | 2 | -1.32 | -2.63 | -0.542001 | -0.54 | 23:30:00 | 1 | 0 | 1 | 50.00 |
| BTC/USDT | 3 | -2.19 | -6.58 | -1.356696 | -1.36 | 16:42:00 | 2 | 0 | 1 | 66.67 |
| SOL/USDT | 3 | -2.57 | -7.70 | -1.597052 | -1.6 | 17:53:00 | 2 | 0 | 1 | 66.67 |
| ADA/USDT | 2 | -5.66 | -11.32 | -2.309289 | -2.31 | 5 days, 18:02:00 | 1 | 0 | 1 | 50.00 |
| LUNA/USDT | 3 | -5.15 | -15.45 | -3.162774 | -3.16 | 3 days, 11:02:00 | 2 | 0 | 1 | 66.67 |
| TOTAL | 37 | -0.78 | -28.68 | -5.960766 | -5.96 | 1 day, 14:17:00 | 29 | 3 | 5 | 78.38 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 32 | 29 | 3 | 0 | 0.7 | 22.45 | 4.4986909100000005 | 4.49 | |
| 5 | 0 | 0 | 5 | -10.23 | -51.13 | -10.459457400000002 | -10.23 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 3.08 trades per day. The starting balance was $100 and the final balance was $94.03923351, resulting in an absolute profit of $-5.960766489999999 and a total profit percentage of -0.059607664899999996. The average stake amount was $20.093491345945946 and the total trade volume was $743.4591798. The best pair was BCH/USDT and the worst pair was LUNA/USDT. The maximum balance reached was $104.49869091 and the minimum balance was $94.03923351. The market change during this period was -0.03472053946975863.
| 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 | 37 / 3.08 |
| Starting balance | 100 |
| Final balance | 94.03923351 |
| Absolute profit | -5.960766489999999 |
| Total profit % | -0.059607664899999996 |
| Avg. stake amount | 20.093491345945946 |
| Total trade volume | 743.4591798 |
| Best Pair | BCH/USDT |
| Worst Pair | LUNA/USDT |
| Max Balance | 104.49869091 |
| Min Balance | 94.03923351 |
| Market Change | -0.03472053946975863 |
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
}