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SMAOPv1_TTF Strategy Performance Results
Description:
This strategy is based on the Simple Moving Average (SMA) and Time Traveling Factor (TTF) criteria. The SMA is used as the buy signal, and the TTF is used as the sell signal. The SMA reading indicates when the price has hit a strong level of support in the trend, which makes it a good signal for a buy. The TTF indicates when the market has started to consolidate and that it is time to take profits. Additionally, the trading strategy also uses several other indicators: the Exponential Moving Average (EMA), the Relative Strength Index (RSI), and the Ease of Movement (EWO). The EMA is used to determine the entry and exit levels, while the RSI helps to identify market fatigue. And the EWO is used to capture short-term price directions. In order to increase the robustness of the strategy, the parameters of the SMA and the TTF can be customized according to the user preferences. Furthermore, the strategy also provides additional features such as the ability to use a custom stop loss and a trailing stop, to ignore the ROI if a buy signal is detected, and to require a minimum profit before triggering a sell signal.
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 | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| BCH/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| ETH/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| LINK/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| LTC/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 | |
| BNB/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| XRP/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 | |
| DOT/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| ALGO/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 | |
| ETC/USDT | 1 | -0.50 | -0.50 | -0.099689 | -0.1 | 5:55:00 | 0 | 0 | 1 | 0.00 |
| TOTAL | 1 | -0.50 | -0.50 | -0.099689 | -0.1 | 5:55:00 | 0 | 0 | 1 | 0.00 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 1 | -0.5 | -0.5 | -0.0996893 | -0.1 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 0.08 trades per day. The starting balance was $100 and the final balance was $99.9003107, resulting in an absolute profit of $-0.0996893 and a total profit percentage of -0.000996893. The average stake amount was $19.7248 and the total trade volume was $19.7248. The best pair was BTC/USDT and the worst pair was ETC/USDT. The maximum balance reached was $0 and the minimum balance was $0. The market change during this period was -0.034008199243972644.
| 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 | 1 / 0.08 |
| Starting balance | 100 |
| Final balance | 99.9003107 |
| Absolute profit | -0.0996893 |
| Total profit % | -0.000996893 |
| Avg. stake amount | 19.7248 |
| Total trade volume | 19.7248 |
| Best Pair | BTC/USDT |
| Worst Pair | ETC/USDT |
| Max Balance | 0 |
| Min Balance | 0 |
| Market Change | -0.034008199243972644 |
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
}