StrategyScalpingFast2 Strategy Performance Results

Description:

This is a scalping-focused trading strategy called "StrategyScalpingFast2". The strategy is based on price and volume. It uses indicators like SMA, EMA, STOCHF, ADX, CCI, RSI, MFI and Bollinger Bands. The strategy is designed to enter buy positions when the open is under the EMA low and the resampled SMA is lower than the close. The strategy also sets parameters for when to sell, such as when the MFI is higher than a certain value, or when the ADX is lower than a certain value. There is also a stop loss set at -0.326. Finally, the strategy has minimal ROI specified for different time frames so that it can be adjusted depending on how long the trader holds their positions.

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 4 1.50 5.99 1.249866 1.25 3:07:00 1 3 0 25.00
ETH/USDT 9 0.45 4.08 0.836013 0.84 2:04:00 4 5 0 44.44
LTC/USDT 5 0.44 2.19 0.438984 0.44 2 days, 2:22:00 3 2 0 60.00
ADA/USDT 4 0.54 2.18 0.435229 0.44 1:56:00 4 0 0 100.00
DOT/USDT 5 0.40 1.99 0.399380 0.4 2:30:00 2 3 0 40.00
LUNA/USDT 5 0.38 1.92 0.386228 0.39 2:11:00 3 2 0 60.00
BNB/USDT 4 0.42 1.67 0.335341 0.34 2:03:00 2 2 0 50.00
BCH/USDT 3 0.00 0.00 0.000000 0.0 3 days, 9:15:00 0 3 0 0.00
XRP/USDT 3 -0.06 -0.18 -0.040213 -0.04 7:43:00 2 0 1 66.67
BTC/USDT 6 -1.20 -7.22 -1.491470 -1.49 10:14:00 3 2 1 50.00
LINK/USDT 6 -1.39 -8.36 -1.756011 -1.76 1 day, 23:01:00 3 2 1 50.00
SOL/USDT 7 -1.82 -12.73 -2.690179 -2.69 1 day, 16:06:00 4 2 1 57.14
ALGO/USDT 2 -10.17 -20.35 -4.217578 -4.22 5 days, 14:38:00 1 0 1 50.00
TOTAL 63 -0.46 -28.81 -6.114409 -6.11 23:32:00 32 26 5 50.79
  • 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 %
58 32 26 0 0.6 34.75 7.048368719999999 6.95
5 0 0 5 -12.71 -63.57 -13.162777900000002 -12.71

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 5.25 trades per day. The starting balance was $100 and the final balance was $93.88559082, resulting in an absolute profit of $-6.114409180000001 and a total profit percentage of -0.06114409180000001. The average stake amount was $20.22234192063492 and the total trade volume was $1274.007541. The best pair was ETC/USDT and the worst pair was ALGO/USDT. The maximum balance reached was $107.04836872 and the minimum balance was $93.88559082. The market change during this period was -0.018861146831135437.

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-01-13 15:48:00
Max open trades 5
Total/Daily Avg Trades 63 / 5.25
Starting balance 100
Final balance 93.88559082
Absolute profit -6.114409180000001
Total profit % -0.06114409180000001
Avg. stake amount 20.22234192063492
Total trade volume 1274.007541
Best Pair ETC/USDT
Worst Pair ALGO/USDT
Max Balance 107.04836872
Min Balance 93.88559082
Market Change -0.018861146831135437

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
  }