TrixStrategy Strategy Performance Results

Description:

This strategy is based on the Trix indicator, which is a momentum based indicator that uses three exponential moving averages to measure the rate of change of a stock's price. The strategy is designed to generate buy and sell signals when these EMA's cross certain thresholds. The strategy also uses the StochRSI indicator which is used to confirm the trend of the market and genrate buy and sell signals. The strategy has been designed with a 0.8 buy stoch RSI, a 0.2 sell stoch RSI, a candle timeframe of 1 hour, the default minimal roi of 100%, and the default stoploss set to -0.99. The order settings for both buy and sell orders are set to use limit orders with 'gtc' time in force, and the plot configuration settings show the TRIX, Stoch RSI, TRIX PCT, TRIX Signal and TRIX histogram.

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 3 4.42 13.26 2.377923 2.38 1 day, 1:20:00 1 0 2 33.33
ETH/USDT 5 1.89 9.47 1.601821 1.6 20:24:00 2 0 3 40.00
ALGO/USDT 3 1.92 5.77 1.030684 1.03 12:00:00 2 0 1 66.67
BTC/USDT 6 0.68 4.10 0.669552 0.67 15:40:00 3 0 3 50.00
LUNA/USDT 4 0.76 3.04 0.437298 0.44 11:15:00 2 0 2 50.00
LINK/USDT 6 0.01 0.04 -0.213380 -0.21 21:00:00 2 0 4 33.33
BCH/USDT 8 -0.22 -1.76 -0.436521 -0.44 9:30:00 3 0 5 37.50
ADA/USDT 4 -0.56 -2.22 -0.471429 -0.47 14:30:00 1 0 3 25.00
BNB/USDT 2 -1.51 -3.02 -0.539813 -0.54 11:00:00 0 0 2 0.00
ETC/USDT 3 -1.25 -3.74 -0.717007 -0.72 14:00:00 1 0 2 33.33
SOL/USDT 3 -1.57 -4.70 -0.797132 -0.8 14:00:00 1 0 2 33.33
XRP/USDT 5 -1.85 -9.24 -1.754885 -1.75 14:24:00 1 0 4 20.00
LTC/USDT 6 -2.32 -13.89 -2.748177 -2.75 12:50:00 2 0 4 33.33
TOTAL 58 -0.05 -2.90 -1.561066 -1.56 14:58:00 21 0 37 36.21
  • 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 %
53 19 0 34 -0.08 -4.3 -1.8343890100000002 -0.86
5 2 0 3 0.28 1.41 0.27332261999999996 0.28

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 4.83 trades per day. The starting balance was $100 and the final balance was $98.43893361, resulting in an absolute profit of $-1.5610663900000006 and a total profit percentage of -0.015610663900000005. The average stake amount was $18.408802151724135 and the total trade volume was $1067.7105247999998. The best pair was DOT/USDT and the worst pair was LTC/USDT. The maximum balance reached was $101.81830143 and the minimum balance was $87.90616081. The market change during this period was -0.030683696585157808.

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-01-13 14:00:00
Max open trades 5
Total/Daily Avg Trades 58 / 4.83
Starting balance 100
Final balance 98.43893361
Absolute profit -1.5610663900000006
Total profit % -0.015610663900000005
Avg. stake amount 18.408802151724135
Total trade volume 1067.7105247999998
Best Pair DOT/USDT
Worst Pair LTC/USDT
Max Balance 101.81830143
Min Balance 87.90616081
Market Change -0.030683696585157808

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
  }