SmoothOperator Strategy Performance Results

Description:

The Smooth Operator strategy is an advanced technical strategy that uses a variety of indicators to determine when to buy and sell. These indicators include the Bollinger Bands, the Moving Average Convergence Divergence (MACD), Relative Strength Index (RSI), Commodity Channel Index (CCI), and Money Flow Index (MFI). This strategy also takes into account the trend of the market and the Candle Size. It uses multiple Moving Averages to smooth out shorter-term price movements and determine the long-term trend of the market. Moreover, entries are filtered by looking at the previous five candles to ensure they are in the direction of the long-term trend. This strategy uses various indicators with different timeframes to get the best possible buy and sell signals. The Smooth Operator strategy uses the Bollinger Bands to indicate entry to the market. When the price is below the lower band or above the upper band, a buy or sell signal can be triggered. Additionally, MACD is used to determine the overall market trend. For example, if the MACDs are trending strongly upwards, the strategy can use this as an indication to look for buy signals from other indicators. Finally, RSI, CCI, and MFI are used as confirmations for potential buys and sells.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
LTC/USDT 7 2.31 16.15 3.173196 3.17 8:49:00 7 0 0 100.00
BTC/USDT 8 0.62 4.94 0.918991 0.92 7:59:00 7 0 1 87.50
ETC/USDT 6 0.77 4.62 0.914283 0.91 12:05:00 5 0 1 83.33
BCH/USDT 10 0.52 5.15 0.896895 0.9 6:08:00 8 0 2 80.00
LUNA/USDT 6 0.73 4.38 0.835424 0.84 12:58:00 5 0 1 83.33
XRP/USDT 11 0.28 3.11 0.584975 0.58 10:18:00 6 0 5 54.55
BNB/USDT 6 0.14 0.81 0.074477 0.07 1 day, 0:28:00 4 0 2 66.67
ETH/USDT 8 -0.30 -2.39 -0.504523 -0.5 13:31:00 4 0 4 50.00
ALGO/USDT 5 -0.67 -3.36 -0.725683 -0.73 9:16:00 3 0 2 60.00
DOT/USDT 4 -1.36 -5.45 -1.087155 -1.09 8:19:00 2 0 2 50.00
ADA/USDT 9 -0.72 -6.45 -1.328777 -1.33 7:04:00 5 0 4 55.56
SOL/USDT 5 -1.99 -9.93 -1.915852 -1.92 5:18:00 2 0 3 40.00
LINK/USDT 6 -1.70 -10.19 -2.142238 -2.14 5:54:00 2 0 4 33.33
TOTAL 91 0.02 1.38 -0.305986 -0.31 10:00:00 60 0 31 65.93
  • 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 %
65 56 0 9 1.69 110.1 21.2007905 22.02
21 0 0 21 -5.18 -108.79 -21.51667077 -21.76
5 4 0 1 0.02 0.08 0.009894160000000003 0.02

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 7.58 trades per day. The starting balance was $100 and the final balance was $99.69401389, resulting in an absolute profit of $-0.3059861100000001 and a total profit percentage of -0.003059861100000001. The average stake amount was $19.5307179032967 and the total trade volume was $1777.2953291999997. The best pair was LTC/USDT and the worst pair was LINK/USDT. The maximum balance reached was $103.30928944 and the minimum balance was $95.88133635. 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 91 / 7.58
Starting balance 100
Final balance 99.69401389
Absolute profit -0.3059861100000001
Total profit % -0.003059861100000001
Avg. stake amount 19.5307179032967
Total trade volume 1777.2953291999997
Best Pair LTC/USDT
Worst Pair LINK/USDT
Max Balance 103.30928944
Min Balance 95.88133635
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
  }