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Stavix2 Strategy Performance Results
Description:
The Stavix2 strategy is a trend-following strategy that uses Ichimoku cloud indicators as signals for detecting when to open and close a trading position. The Ichimoku cloud is composed of five indicators: the Tenkan-sen, the Kijun-sen, the Senkou Span A, the Senkou Span B, and the Chikou Span.
The Tenkan-sen and Kijun-sen are calculated using the average of the highest high and lowest low of a given period. The Senkou Span A and Senkou Span B are calculated using the average of the Tenkan-sen and Kijun-sen and the average of the highest high and lowest low respectively. Lastly, the Chikou Span is the closing price shifted backwards 26 periods.
The strategy looks for trading signals when the Tenkan-sen and Kijun-sen cross above or below each other. When the Tenkan-sen crosses above the Kijun-sen it is a buy signal, while when the Kijun-sen crosses above the Tenkan-sen it is a sell signal. Additionally, the strategy also looks for trading signals when the closing price is above or below the Senkou Span lines. When the closing price is above both the Senkou Span A and B it is a buy signal, while when the closing price is below both the Senkou Span A and B it is a sell signal.
Some additional notes: The strategy has a stoploss of -0.10. It also has a minimal ROI of 0.15. Lastly, the strategy is set to a 1m ticker interval.
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 | 1 | 14.99 | 14.99 | 2.786040 | 2.79 | 5 days, 20:30:00 | 1 | 0 | 0 | 100.00 |
BCH/USDT | 1 | 14.99 | 14.99 | 2.683560 | 2.68 | 3 days, 4:50:00 | 1 | 0 | 0 | 100.00 |
ETC/USDT | 1 | 14.99 | 14.99 | 2.330790 | 2.33 | 1 day, 4:55:00 | 1 | 0 | 0 | 100.00 |
ETH/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 | |
LUNA/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
XRP/USDT | 1 | -2.75 | -2.75 | -0.520470 | -0.52 | 9 days, 17:40:00 | 0 | 0 | 1 | 0.00 |
BNB/USDT | 1 | -4.67 | -4.67 | -0.912349 | -0.91 | 10 days, 10:40:00 | 0 | 0 | 1 | 0.00 |
LINK/USDT | 1 | -4.89 | -4.89 | -0.948883 | -0.95 | 3 days, 16:55:00 | 0 | 0 | 1 | 0.00 |
DOT/USDT | 1 | -10.18 | -10.18 | -1.968967 | -1.97 | 2 days, 8:15:00 | 0 | 0 | 1 | 0.00 |
BTC/USDT | 1 | -10.18 | -10.18 | -1.984428 | -1.98 | 6:40:00 | 0 | 0 | 1 | 0.00 |
ALGO/USDT | 2 | -10.16 | -20.32 | -3.660087 | -3.66 | 1 day, 18:20:00 | 0 | 0 | 2 | 0.00 |
TOTAL | 10 | -0.80 | -8.04 | -2.194795 | -2.19 | 4 days, 0:42:00 | 3 | 0 | 7 | 30.00 |
- 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 % |
---|---|---|---|---|---|---|---|---|
4 | 0 | 0 | 4 | -10.17 | -40.67 | -7.61348296 | -8.13 | |
3 | 3 | 0 | 0 | 14.99 | 44.96 | 7.80039 | 8.99 | |
2 | 0 | 0 | 2 | -3.71 | -7.43 | -1.4328189999999998 | -1.49 | |
1 | 0 | 0 | 1 | -4.89 | -4.89 | -0.94888255 | -0.98 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 0.83 trades per day. The starting balance was $100 and the final balance was $97.80520549, resulting in an absolute profit of $-2.1947945100000004 and a total profit percentage of -0.021947945100000005. The average stake amount was $18.45562658 and the total trade volume was $184.5562658. The best pair was LTC/USDT and the worst pair was ALGO/USDT. The maximum balance reached was $99.23802449 and the minimum balance was $91.43763449. 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 | 10 / 0.83 |
Starting balance | 100 |
Final balance | 97.80520549 |
Absolute profit | -2.1947945100000004 |
Total profit % | -0.021947945100000005 |
Avg. stake amount | 18.45562658 |
Total trade volume | 184.5562658 |
Best Pair | LTC/USDT |
Worst Pair | ALGO/USDT |
Max Balance | 99.23802449 |
Min Balance | 91.43763449 |
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
}