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TechnicalExampleStrategy Strategy Performance Results
Description:
This strategies uses the common behavior of the Chaikin Money Flow (CMF) indicator. CMF is an oscillator that measures the inflow vs. outflow of money into a security. Its primary purpose is to identify significant changes in money inflows. This strategy looks for opportunities when the indicator crosses the 0-line. When the CMF indicator crosses below 0 this strategy will place a buy order, while when the indicator goes above 0 it will place a sell order.
This strategy is most useful for intraday or swing traders as the CMF indicator is intended to be used on shorter timeframes. Using this strategy traders can catch potentially profitable intraday swings in the markets.
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 | 18 | 0.31 | 5.63 | 0.921263 | 0.92 | 2:35:00 | 16 | 0 | 2 | 88.89 |
| 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 | |
| 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 | |
| BNB/USDT | 12 | -0.40 | -4.74 | -0.849970 | -0.85 | 0:55:00 | 6 | 0 | 6 | 50.00 |
| BCH/USDT | 33 | -0.20 | -6.76 | -1.181733 | -1.18 | 1:40:00 | 15 | 0 | 18 | 45.45 |
| DOT/USDT | 48 | -0.16 | -7.70 | -1.468159 | -1.47 | 2:48:00 | 39 | 0 | 9 | 81.25 |
| LINK/USDT | 53 | -0.20 | -10.42 | -2.196544 | -2.2 | 5:29:00 | 42 | 0 | 11 | 79.25 |
| LTC/USDT | 47 | -0.29 | -13.52 | -2.694635 | -2.69 | 5:51:00 | 35 | 0 | 12 | 74.47 |
| ADA/USDT | 59 | -0.26 | -15.24 | -3.105245 | -3.11 | 4:10:00 | 47 | 0 | 12 | 79.66 |
| XRP/USDT | 33 | -0.54 | -17.74 | -3.327685 | -3.33 | 8:48:00 | 24 | 0 | 9 | 72.73 |
| SOL/USDT | 47 | -0.48 | -22.40 | -3.891957 | -3.89 | 2:49:00 | 29 | 0 | 18 | 61.70 |
| TOTAL | 350 | -0.27 | -92.88 | -17.794666 | -17.79 | 4:14:00 | 253 | 0 | 97 | 72.29 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 224 | 224 | 0 | 0 | 1.0 | 223.78 | 38.4708674 | 44.76 | |
| 66 | 28 | 0 | 38 | -0.38 | -24.86 | -4.35997977 | -4.97 | |
| 56 | 0 | 0 | 56 | -5.18 | -290.28 | -51.65625913 | -58.06 | |
| 4 | 1 | 0 | 3 | -0.38 | -1.52 | -0.24929463999999998 | -0.3 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 29.17 trades per day. The starting balance was $100 and the final balance was $82.20533385999998, resulting in an absolute profit of $-17.794666139999997 and a total profit percentage of -0.17794666139999996. The average stake amount was $17.294132485714286 and the total trade volume was $6052.946370000001. The best pair was ETC/USDT and the worst pair was SOL/USDT. The maximum balance reached was $103.4175998 and the minimum balance was $79.37492727. 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 | 350 / 29.17 |
| Starting balance | 100 |
| Final balance | 82.20533385999998 |
| Absolute profit | -17.794666139999997 |
| Total profit % | -0.17794666139999996 |
| Avg. stake amount | 17.294132485714286 |
| Total trade volume | 6052.946370000001 |
| Best Pair | ETC/USDT |
| Worst Pair | SOL/USDT |
| Max Balance | 103.4175998 |
| Min Balance | 79.37492727 |
| 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
}