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
  }