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EI3v2_tag_cofi_green Strategy Performance Results
Description:
This strategy uses a combination of technical indicators to identify potential buy and sell signals. Specifically, it uses the 14 period EMA (Exponential Moving Average), the RSI (Relative Strength Index) on 4 and 14 periods, the EWO (Elder's Force Index), the ADX (Average Directional Index), the fast and slow Stochastic Oscillator, and the Hull Moving Average (HMA) 50. The strategy then combines these signals to determine if the conditions for buying or selling the asset are met and sets a buy or sell tag accordingly.
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 | 4 | 1.29 | 5.16 | 0.996341 | 1.0 | 2:30:00 | 4 | 0 | 0 | 100.00 |
LUNA/USDT | 3 | 1.34 | 4.03 | 0.783402 | 0.78 | 0:18:00 | 3 | 0 | 0 | 100.00 |
ETC/USDT | 3 | 1.25 | 3.75 | 0.735078 | 0.74 | 0:48:00 | 3 | 0 | 0 | 100.00 |
LINK/USDT | 3 | 1.13 | 3.39 | 0.661617 | 0.66 | 6:55:00 | 3 | 0 | 0 | 100.00 |
BCH/USDT | 2 | 1.26 | 2.52 | 0.495211 | 0.5 | 1:22:00 | 2 | 0 | 0 | 100.00 |
XRP/USDT | 1 | 1.24 | 1.24 | 0.239897 | 0.24 | 0:10:00 | 1 | 0 | 0 | 100.00 |
BTC/USDT | 1 | 1.10 | 1.10 | 0.218351 | 0.22 | 3:40:00 | 1 | 0 | 0 | 100.00 |
ETH/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
LTC/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
BNB/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
ADA/USDT | 4 | -0.56 | -2.22 | -0.450539 | -0.45 | 12:21:00 | 3 | 0 | 1 | 75.00 |
ALGO/USDT | 4 | -3.02 | -12.09 | -2.395690 | -2.4 | 1 day, 0:36:00 | 3 | 0 | 1 | 75.00 |
SOL/USDT | 6 | -2.59 | -15.54 | -3.147018 | -3.15 | 1 day, 2:38:00 | 4 | 0 | 2 | 66.67 |
TOTAL | 31 | -0.28 | -8.68 | -1.863349 | -1.86 | 11:14:00 | 27 | 0 | 4 | 87.10 |
- 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 % |
---|---|---|---|---|---|---|---|---|
26 | 26 | 0 | 0 | 1.31 | 33.95 | 6.528325070000001 | 6.79 | |
2 | 0 | 0 | 2 | -14.22 | -28.44 | -5.6084796 | -5.69 | |
2 | 0 | 0 | 2 | -7.61 | -15.22 | -2.98760279 | -3.04 | |
1 | 1 | 0 | 0 | 1.03 | 1.03 | 0.2044086 | 0.21 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 2.58 trades per day. The starting balance was $100 and the final balance was $98.13665128, resulting in an absolute profit of $-1.8633487199999998 and a total profit percentage of -0.0186334872. The average stake amount was $19.32507860322581 and the total trade volume was $599.0774367. The best pair was DOT/USDT and the worst pair was SOL/USDT. The maximum balance reached was $101.12425407 and the minimum balance was $95.6919839. The market change during this period was -0.03350112917651888.
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 | 31 / 2.58 |
Starting balance | 100 |
Final balance | 98.13665128 |
Absolute profit | -1.8633487199999998 |
Total profit % | -0.0186334872 |
Avg. stake amount | 19.32507860322581 |
Total trade volume | 599.0774367 |
Best Pair | DOT/USDT |
Worst Pair | SOL/USDT |
Max Balance | 101.12425407 |
Min Balance | 95.6919839 |
Market Change | -0.03350112917651888 |
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
}