hansencandlepatternV1 Strategy Performance Results

Description:

This strategy uses an indicator combination that is called the Hansen Candlestick Pattern, to identify buy and sell signals. The indicators used are CDL3LINESTRIKE, CDLEVENINGSTAR, CDLABANDONEDBABY, CDLHARAMI, CDLINVERTEDHAMMER, and CDLENGULFING. Additionally, it uses simple moving averages of the open and close prices of previous two candles for an additional buy/sell signal. A buy signal is generated when all of the following conditions are met: - CDL3LINESTRIKE is less than zero - CDLEVENINGSTAR is greater than zero - CDLABANDONEDBABY is greater than zero - CDLHARAMI is greater than zero - CDLINVERTEDHAMMER is greater than zero - CDLENGULFING is greater than zero - the sma of the open is less than the sma of the close. A sell signal is generated when the sma of the open is greater than the sma of the close. This strategy is particularly useful for short-term swing trading.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
DOT/USDT 5 2.12 10.62 2.012361 2.01 8:36:00 3 0 2 60.00
BTC/USDT 8 1.14 9.12 1.708871 1.71 9:52:00 4 0 4 50.00
SOL/USDT 3 2.11 6.33 1.117446 1.12 12:40:00 2 0 1 66.67
LINK/USDT 8 0.05 0.36 0.024083 0.02 7:08:00 3 0 5 37.50
XRP/USDT 3 -0.05 -0.15 -0.023466 -0.02 8:40:00 1 0 2 33.33
BNB/USDT 1 -0.46 -0.46 -0.084864 -0.08 4:00:00 0 0 1 0.00
BCH/USDT 6 -0.18 -1.09 -0.223641 -0.22 5:50:00 2 0 4 33.33
ETH/USDT 6 -0.44 -2.64 -0.499086 -0.5 4:40:00 2 0 4 33.33
ETC/USDT 3 -1.71 -5.12 -0.982274 -0.98 4:20:00 0 0 3 0.00
ALGO/USDT 3 -1.79 -5.38 -1.038641 -1.04 5:20:00 1 0 2 33.33
LTC/USDT 7 -0.93 -6.50 -1.245077 -1.25 6:43:00 2 0 5 28.57
ADA/USDT 5 -2.05 -10.23 -1.969425 -1.97 2:48:00 0 0 5 0.00
LUNA/USDT 6 -2.43 -14.56 -2.885707 -2.89 7:50:00 2 0 4 33.33
TOTAL 64 -0.31 -19.69 -4.089422 -4.09 6:59:00 22 0 42 34.38
  • 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 %
63 22 0 41 -0.15 -9.52 -2.03936381 -1.9
1 0 0 1 -10.17 -10.17 -2.05005773 -2.03

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 5.33 trades per day. The starting balance was $100 and the final balance was $95.91057846, resulting in an absolute profit of $-4.089421539999999 and a total profit percentage of -0.04089421539999999. The average stake amount was $19.107755010937503 and the total trade volume was $1222.8963207000002. The best pair was DOT/USDT and the worst pair was LUNA/USDT. The maximum balance reached was $101.69620027 and the minimum balance was $93.49960684. The market change during this period was -0.029744092813551205.

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-01-13 14:00:00
Max open trades 5
Total/Daily Avg Trades 64 / 5.33
Starting balance 100
Final balance 95.91057846
Absolute profit -4.089421539999999
Total profit % -0.04089421539999999
Avg. stake amount 19.107755010937503
Total trade volume 1222.8963207000002
Best Pair DOT/USDT
Worst Pair LUNA/USDT
Max Balance 101.69620027
Min Balance 93.49960684
Market Change -0.029744092813551205

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
  }