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bbrsi4Freq Strategy Performance Results
Description:
This bbrsi4Freq strategy uses two Bollinger Bands and a Relative Strength Index (RSI) indicator. The Bollinger Bands are used to identify the buy and sell signals. The RSI is used to measure the strength of the price action and identify potential overbought and oversold territories. The strategy looks for a move outside of this 3 standard deviation Bollinger Band. When price moves outside of the 3 Standard Deviation band, the strategy will issue a buy or sell signal accordingly. Additionally, this strategy utilizes a trailing stop-loss to protect profits.
Daily Profit
Pairs
Top cryptocurrency trading pairs
Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
---|---|---|---|---|---|---|---|---|---|---|
ADA/USDT | 4 | 1.33 | 5.32 | 1.010207 | 1.01 | 3:00:00 | 3 | 0 | 1 | 75.00 |
LINK/USDT | 2 | 1.44 | 2.88 | 0.545184 | 0.55 | 3:00:00 | 2 | 0 | 0 | 100.00 |
ETC/USDT | 1 | 1.28 | 1.28 | 0.245539 | 0.25 | 3:00:00 | 1 | 0 | 0 | 100.00 |
SOL/USDT | 5 | 0.22 | 1.09 | 0.184356 | 0.18 | 3:12:00 | 3 | 1 | 1 | 60.00 |
XRP/USDT | 3 | 0.31 | 0.93 | 0.157695 | 0.16 | 5:20:00 | 2 | 0 | 1 | 66.67 |
LUNA/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
BNB/USDT | 3 | -0.08 | -0.24 | -0.043984 | -0.04 | 4:20:00 | 2 | 0 | 1 | 66.67 |
ETH/USDT | 2 | -1.87 | -3.74 | -0.735284 | -0.74 | 8:30:00 | 0 | 1 | 1 | 0.00 |
DOT/USDT | 2 | -2.01 | -4.03 | -0.789423 | -0.79 | 7:30:00 | 1 | 0 | 1 | 50.00 |
ALGO/USDT | 4 | -1.12 | -4.47 | -0.873160 | -0.87 | 6:45:00 | 1 | 1 | 2 | 25.00 |
BCH/USDT | 4 | -1.14 | -4.55 | -0.896237 | -0.9 | 5:15:00 | 2 | 0 | 2 | 50.00 |
BTC/USDT | 4 | -1.29 | -5.14 | -1.015233 | -1.02 | 7:00:00 | 2 | 0 | 2 | 50.00 |
LTC/USDT | 4 | -1.29 | -5.15 | -1.042688 | -1.04 | 4:00:00 | 3 | 0 | 1 | 75.00 |
TOTAL | 38 | -0.42 | -15.82 | -3.253030 | -3.25 | 5:00:00 | 22 | 3 | 13 | 57.89 |
- 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 % |
---|---|---|---|---|---|---|---|---|
21 | 8 | 0 | 13 | -1.42 | -29.92 | -5.92325443 | -5.98 | |
17 | 14 | 3 | 0 | 0.83 | 14.1 | 2.67022481 | 2.82 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 3.17 trades per day. The starting balance was $100 and the final balance was $96.74697038, resulting in an absolute profit of $-3.2530296199999995 and a total profit percentage of -0.032530296199999996. The average stake amount was $19.118906313157893 and the total trade volume was $726.5184399. The best pair was ADA/USDT and the worst pair was LTC/USDT. The maximum balance reached was $99.518866 and the minimum balance was $94.91997898. The market change during this period was -0.04340441912794079.
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 | 38 / 3.17 |
Starting balance | 100 |
Final balance | 96.74697038 |
Absolute profit | -3.2530296199999995 |
Total profit % | -0.032530296199999996 |
Avg. stake amount | 19.118906313157893 |
Total trade volume | 726.5184399 |
Best Pair | ADA/USDT |
Worst Pair | LTC/USDT |
Max Balance | 99.518866 |
Min Balance | 94.91997898 |
Market Change | -0.04340441912794079 |
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
}