NFI5MOHO2 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 %
BTC/USDT 4 0.88 3.53 0.703716 0.7 1:10:00 4 0 0 100.00
LUNA/USDT 1 2.04 2.04 0.408560 0.41 0:15:00 1 0 0 100.00
BCH/USDT 2 0.86 1.73 0.342390 0.34 0:15:00 2 0 0 100.00
LINK/USDT 1 1.64 1.64 0.322432 0.32 0:05:00 1 0 0 100.00
ETC/USDT 3 0.33 0.99 0.202433 0.2 4:05:00 2 0 1 66.67
DOT/USDT 1 1.00 1.00 0.197561 0.2 0:15:00 1 0 0 100.00
ETH/USDT 1 1.00 1.00 0.196884 0.2 0:20:00 1 0 0 100.00
XRP/USDT 1 1.00 1.00 0.194075 0.19 0:05:00 1 0 0 100.00
BNB/USDT 3 0.31 0.92 0.185257 0.19 2:50:00 2 0 1 66.67
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
ALGO/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
TOTAL 17 0.81 13.85 2.753307 2.75 1:35:00 15 0 2 88.24
  • 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 %
9 9 0 0 1.0 8.99 1.7858952 1.8
3 3 0 0 1.24 3.72 0.73131533 0.74
2 2 0 0 0.61 1.22 0.24377678 0.24
2 0 0 2 -1.06 -2.12 -0.4162402 -0.42
1 1 0 0 2.04 2.04 0.40856024 0.41

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 1.42 trades per day. The starting balance was $100 and the final balance was $102.75330735, resulting in an absolute profit of $2.75330735 and a total profit percentage of 0.0275330735. The average stake amount was $19.79975238823529 and the total trade volume was $336.59579059999993. The best pair was BTC/USDT and the worst pair was LTC/USDT. The maximum balance reached was $102.75330735 and the minimum balance was $99.7813205. The market change during this period was -0.03161085916214122.

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 17 / 1.42
Starting balance 100
Final balance 102.75330735
Absolute profit 2.75330735
Total profit % 0.0275330735
Avg. stake amount 19.79975238823529
Total trade volume 336.59579059999993
Best Pair BTC/USDT
Worst Pair LTC/USDT
Max Balance 102.75330735
Min Balance 99.7813205
Market Change -0.03161085916214122

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
  }