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keltnerchannel Strategy Performance Results
Description:
This strategy is based on the Keltner Channel and the Relative Strength Index (RSI) indicators. The Keltner Channel is calculated using a 20-time window and a multiple of 1 ATR. The RSI indicator is used to confirm the trend direction. Buy signals are triggered when the close crosses above the upper Keltner Channel and the RSI is above 55. Since the strategy utilizes the mid-Keltner Channel as the sell signal rather than the lower Keltner Channel, it is less volatile and hence more suitable for a longer holding or semi-hunching strategy.
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 | 1 | 39.78 | 39.78 | 7.857626 | 7.86 | 3 days, 6:00:00 | 1 | 0 | 0 | 100.00 |
| ETH/USDT | 1 | 10.51 | 10.51 | 2.062600 | 2.06 | 4 days, 12:00:00 | 1 | 0 | 0 | 100.00 |
| BCH/USDT | 1 | 2.86 | 2.86 | 0.560883 | 0.56 | 4 days, 6:00:00 | 1 | 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 | |
| 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 | |
| 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 | |
| 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 | |
| BTC/USDT | 1 | -2.06 | -2.06 | -0.405002 | -0.41 | 4 days, 6:00:00 | 0 | 0 | 1 | 0.00 |
| SOL/USDT | 1 | -6.76 | -6.76 | -1.312442 | -1.31 | 3 days, 12:00:00 | 0 | 0 | 1 | 0.00 |
| TOTAL | 5 | 8.87 | 44.33 | 8.763665 | 8.76 | 3 days, 22:48:00 | 3 | 0 | 2 | 60.00 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 3 | 3 | 0 | 0 | 17.72 | 53.15 | 10.48110934 | 10.63 | |
| 2 | 0 | 0 | 2 | -4.41 | -8.82 | -1.7174444899999999 | -1.76 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 0.42 trades per day. The starting balance was $100 and the final balance was $108.76366485, resulting in an absolute profit of $8.76366485 and a total profit percentage of 0.0876366485. The average stake amount was $19.589782 and the total trade volume was $97.94891. The best pair was ETC/USDT and the worst pair was SOL/USDT. The maximum balance reached was $108.76366485 and the minimum balance was $98.28255551. The market change during this period was -0.014617357729129313.
| Metric | Value |
|---|---|
| Backtesting from | 2024-01-01 00:00:00 |
| Backtesting to | 2024-01-13 06:00:00 |
| Max open trades | 5 |
| Total/Daily Avg Trades | 5 / 0.42 |
| Starting balance | 100 |
| Final balance | 108.76366485 |
| Absolute profit | 8.76366485 |
| Total profit % | 0.0876366485 |
| Avg. stake amount | 19.589782 |
| Total trade volume | 97.94891 |
| Best Pair | ETC/USDT |
| Worst Pair | SOL/USDT |
| Max Balance | 108.76366485 |
| Min Balance | 98.28255551 |
| Market Change | -0.014617357729129313 |
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
}