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ADX_15M_USDT Strategy Performance Results
Description:
This strategy is called ADX_15M_USDT and it is designed to be used with a 15-minute (15m) ticker interval. It has a minimal ROI set at 0.26552 (when trading with 0 periods), 0.10255 (when trading with 30 periods) and 0.03545 (when trading with 210 periods). Lastly, it has a default stop-loss of -0.1255.
It uses the following indicators to make trading decisions: ADX (average directional index), plus DI (plus directional index), minus DI (minus directional index), SAR (stop-and-reverse) and MOM (momentum). These indicators are used in both the buy and sell entries, along with the crossover of the plus DI and minus DI for making buy and sell decisions.
Daily Profit
Pairs
Top cryptocurrency trading pairs
Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
---|---|---|---|---|---|---|---|---|---|---|
BTC/USDT | 8 | 1.46 | 11.70 | 2.145980 | 2.15 | 12:52:00 | 5 | 3 | 0 | 62.50 |
ETC/USDT | 3 | 3.73 | 11.20 | 2.058044 | 2.06 | 6:23:00 | 3 | 0 | 0 | 100.00 |
ADA/USDT | 3 | 3.43 | 10.28 | 1.821417 | 1.82 | 9:28:00 | 2 | 1 | 0 | 66.67 |
BCH/USDT | 4 | 2.25 | 8.99 | 1.662257 | 1.66 | 7:42:00 | 3 | 1 | 0 | 75.00 |
ETH/USDT | 9 | 0.56 | 5.06 | 0.976613 | 0.98 | 14:29:00 | 3 | 6 | 0 | 33.33 |
LUNA/USDT | 4 | 0.62 | 2.49 | 0.462026 | 0.46 | 7:40:00 | 3 | 1 | 0 | 75.00 |
BNB/USDT | 5 | -0.76 | -3.78 | -0.671115 | -0.67 | 2 days, 0:52:00 | 2 | 2 | 1 | 40.00 |
LINK/USDT | 7 | -0.81 | -5.65 | -1.282099 | -1.28 | 15:38:00 | 3 | 3 | 1 | 42.86 |
XRP/USDT | 6 | -1.20 | -7.20 | -1.365484 | -1.37 | 20:18:00 | 0 | 4 | 2 | 0.00 |
SOL/USDT | 8 | -1.26 | -10.07 | -2.140865 | -2.14 | 18:44:00 | 4 | 2 | 2 | 50.00 |
LTC/USDT | 10 | -1.47 | -14.66 | -2.974209 | -2.97 | 17:12:00 | 3 | 5 | 2 | 30.00 |
ALGO/USDT | 4 | -6.28 | -25.12 | -4.892822 | -4.89 | 15:11:00 | 1 | 1 | 2 | 25.00 |
DOT/USDT | 5 | -6.68 | -33.41 | -6.446129 | -6.45 | 1 day, 5:30:00 | 2 | 0 | 3 | 40.00 |
TOTAL | 76 | -0.66 | -50.16 | -10.646387 | -10.65 | 17:44:00 | 34 | 29 | 13 | 44.74 |
- 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 % |
---|---|---|---|---|---|---|---|---|
61 | 32 | 29 | 0 | 1.31 | 79.85 | 14.59587848 | 15.97 | |
9 | 0 | 0 | 9 | -12.72 | -114.44 | -22.290079000000002 | -22.89 | |
5 | 2 | 0 | 3 | -3.02 | -15.12 | -2.87599237 | -3.02 | |
1 | 0 | 0 | 1 | -0.44 | -0.44 | -0.076194 | -0.09 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 6.33 trades per day. The starting balance was $100 and the final balance was $89.35361311, resulting in an absolute profit of $-10.64638689 and a total profit percentage of -0.10646386890000001. The average stake amount was $18.557102748684212 and the total trade volume was $1410.3398089. The best pair was BTC/USDT and the worst pair was DOT/USDT. The maximum balance reached was $104.13236177 and the minimum balance was $87.38482729. 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 | 76 / 6.33 |
Starting balance | 100 |
Final balance | 89.35361311 |
Absolute profit | -10.64638689 |
Total profit % | -0.10646386890000001 |
Avg. stake amount | 18.557102748684212 |
Total trade volume | 1410.3398089 |
Best Pair | BTC/USDT |
Worst Pair | DOT/USDT |
Max Balance | 104.13236177 |
Min Balance | 87.38482729 |
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
}