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MFI Strategy Performance Results
Description:
The MFI strategy is a momentum indicator strategy that seeks to capitalize on trends in the markets encoded as changes in the Money Flow Index indicator. The MFI strategy is based on looking for a rapid change in the Money Flow Index, which signals a trend change in the asset's price. The strategy works by buying when a rapid decreases in the MFI occurs, which typically signals the start of an upward trend, and selling when the MFI rapidly increases, which typically signals a downward trend. The strategy is meant to be used with the 5-minute timeframe and has minimal ROI's ranging from 0.01 to 0.05 depending on the timeframe. The strategy also has a static stoploss of -0.10 and does not include trailing stop loss. It utilizes the talib.abstract library for the calculation of the Money Flow Index.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| SOL/USDT | 15 | 1.64 | 24.63 | 4.423511 | 4.42 | 1:54:00 | 12 | 0 | 3 | 80.00 |
| ETC/USDT | 14 | 1.17 | 16.44 | 3.084602 | 3.08 | 3:09:00 | 14 | 0 | 0 | 100.00 |
| ETH/USDT | 9 | 0.94 | 8.48 | 1.556354 | 1.56 | 2:22:00 | 7 | 0 | 2 | 77.78 |
| XRP/USDT | 5 | 0.54 | 2.70 | 0.485745 | 0.49 | 2:16:00 | 4 | 0 | 1 | 80.00 |
| BTC/USDT | 5 | -0.03 | -0.14 | -0.080941 | -0.08 | 3:10:00 | 3 | 0 | 2 | 60.00 |
| LINK/USDT | 8 | -0.12 | -0.97 | -0.252893 | -0.25 | 3:57:00 | 4 | 0 | 4 | 50.00 |
| ALGO/USDT | 15 | -0.24 | -3.54 | -0.699010 | -0.7 | 4:04:00 | 10 | 0 | 5 | 66.67 |
| LTC/USDT | 9 | -0.53 | -4.76 | -1.048931 | -1.05 | 3:14:00 | 6 | 0 | 3 | 66.67 |
| BNB/USDT | 8 | -0.84 | -6.74 | -1.275802 | -1.28 | 6:08:00 | 2 | 0 | 6 | 25.00 |
| DOT/USDT | 11 | -0.62 | -6.87 | -1.406893 | -1.41 | 4:36:00 | 5 | 0 | 6 | 45.45 |
| ADA/USDT | 12 | -0.92 | -10.98 | -2.194562 | -2.19 | 4:07:00 | 6 | 0 | 6 | 50.00 |
| BCH/USDT | 20 | -0.67 | -13.45 | -2.663807 | -2.66 | 4:08:00 | 11 | 0 | 9 | 55.00 |
| LUNA/USDT | 19 | -1.44 | -27.44 | -5.317336 | -5.32 | 2:54:00 | 7 | 0 | 12 | 36.84 |
| TOTAL | 150 | -0.15 | -22.63 | -5.389962 | -5.39 | 3:32:00 | 91 | 0 | 59 | 60.67 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 123 | 70 | 0 | 53 | -0.18 | -22.34 | -4.484382779999999 | -4.47 | |
| 21 | 21 | 0 | 0 | 2.89 | 60.71 | 11.054854330000001 | 12.14 | |
| 6 | 0 | 0 | 6 | -10.17 | -61.01 | -11.960433570000001 | -12.2 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 12.5 trades per day. The starting balance was $100 and the final balance was $94.61003798, resulting in an absolute profit of $-5.3899620200000005 and a total profit percentage of -0.053899620200000005. The average stake amount was $18.790965208 and the total trade volume was $2818.6447811999997. The best pair was SOL/USDT and the worst pair was LUNA/USDT. The maximum balance reached was $102.0636827 and the minimum balance was $90.36920713. 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 | 150 / 12.5 |
| Starting balance | 100 |
| Final balance | 94.61003798 |
| Absolute profit | -5.3899620200000005 |
| Total profit % | -0.053899620200000005 |
| Avg. stake amount | 18.790965208 |
| Total trade volume | 2818.6447811999997 |
| Best Pair | SOL/USDT |
| Worst Pair | LUNA/USDT |
| Max Balance | 102.0636827 |
| Min Balance | 90.36920713 |
| 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
}