Combined_NFIv6_SMA Strategy Performance Results

Description:

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
XRP/USDT 2 2.78 5.57 1.090242 1.09 0:32:00 2 0 0 100.00
BNB/USDT 2 1.97 3.93 0.784430 0.78 0:18:00 2 0 0 100.00
BTC/USDT 1 2.23 2.23 0.438340 0.44 0:05:00 1 0 0 100.00
ETH/USDT 1 2.15 2.15 0.423431 0.42 0:05:00 1 0 0 100.00
BCH/USDT 2 0.86 1.73 0.346363 0.35 0:15:00 2 0 0 100.00
LINK/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
SOL/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
ETC/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
TOTAL 8 1.95 15.61 3.082806 3.08 0:18:00 8 0 0 100.00
  • 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 %
2 2 0 0 2.47 4.94 0.9893292 0.99
2 2 0 0 1.04 2.08 0.4112306 0.42
2 2 0 0 2.19 4.38 0.86177123 0.88
1 1 0 0 0.69 0.69 0.1398446 0.14
1 1 0 0 3.52 3.52 0.6806304 0.7

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.67 trades per day. The starting balance was $100 and the final balance was $103.08280603, resulting in an absolute profit of $3.08280603 and a total profit percentage of 0.0308280603. The average stake amount was $19.792592499999998 and the total trade volume was $158.34073999999998. The best pair was XRP/USDT and the worst pair was LINK/USDT. The maximum balance reached was $0 and the minimum balance was $0. 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 8 / 0.67
Starting balance 100
Final balance 103.08280603
Absolute profit 3.08280603
Total profit % 0.0308280603
Avg. stake amount 19.792592499999998
Total trade volume 158.34073999999998
Best Pair XRP/USDT
Worst Pair LINK/USDT
Max Balance 0
Min Balance 0
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
  }