ElliotV8_original_ichiv3 Strategy Performance Results

Description:

The ElliotV8_original_ichiv3 strategy is a mean reversal strategy, which means it looks for opportunities to buy when the price moves below the low of the last 10-20 candles and then to sell when it reaches the high of the last 10-20 candles. The strategy uses two main indicators, the relative strength index (rsi) and Elliot wave oscillator (ewo). The strategy also uses a Hull Moving Average (HMA) and a Simple Moving Average (SMA) to further confirm the signals. The strategy helps identify potential buy and sell signals and will only execute orders if both indicators provide the same direction. The strategy uses a trailing stoploss that can be triggered if there is a sudden drop in the price. This stoploss will be triggered if the price surpasses the breakeven point. The strategy also uses a number of protections such as cooldown period, max drawdown, stoploss guard, and low profit pairs. These protections help protect the trader from unexpected losses and can help maximize profits.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
ETC/USDT 5 1.79 8.97 1.789183 1.79 1:37:00 5 0 0 100.00
DOT/USDT 1 2.17 2.17 0.430499 0.43 0:55:00 1 0 0 100.00
ADA/USDT 1 2.06 2.06 0.408051 0.41 1:15:00 1 0 0 100.00
BCH/USDT 1 1.94 1.94 0.390149 0.39 3:10:00 1 0 0 100.00
LUNA/USDT 1 0.11 0.11 0.021996 0.02 3:20:00 1 0 0 100.00
BTC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ETH/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
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
BNB/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
XRP/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
TOTAL 9 1.69 15.25 3.039877 3.04 1:52:00 9 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 %
7 7 0 0 2.16 15.14 3.01662559 3.03
2 2 0 0 0.06 0.12 0.0232515 0.02

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.75 trades per day. The starting balance was $100 and the final balance was $103.03987709, resulting in an absolute profit of $3.03987709 and a total profit percentage of 0.0303987709. The average stake amount was $19.909736444444444 and the total trade volume was $179.187628. The best pair was ETC/USDT and the worst pair was BTC/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 9 / 0.75
Starting balance 100
Final balance 103.03987709
Absolute profit 3.03987709
Total profit % 0.0303987709
Avg. stake amount 19.909736444444444
Total trade volume 179.187628
Best Pair ETC/USDT
Worst Pair BTC/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
  }