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BBandsRSI Strategy Performance Results
Description:
The BBandsRSI strategy is based on the RSI indicator and the Bollinger Bands indicator. The idea behind this strategy is to buy and sell when RSI breaks out of its overbought and oversold ranges. The Bollinger Bands are used to measure volatility in the markets and to help determine the ideal entry and exit points.
The strategy uses the intraday timeframe (5 minutes) and has a minimal ROI of 0%. It also has a stop loss at -0.15 and allows trailing stop. The buy and sell signals are based on RSI, with buy signaling when the RSI falls below 30 and sell signaling when the RSI is above 70. The Bollinger Bands are used to confirm the buy and sell signals, with the strategy only buying when the close is at or below the lower band and selling when the close is at or above the upper band.
The order types are set to limit for buy and sell orders, and market for stop loss orders. The order time in force is set to GTC for both buy and sell orders. As for plotting, the main plot includes the Bollinger Bands, and the subplot includes the RSI, with overbought and oversold points.
This strategy uses the Talib, Pandas Ta, and Qtpylib packages in order to calculate the technical indicators and determine the buy and sell signals. Overall, this strategy is a good option for those looking for an Intraday strategy that uses equity indicators.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| BCH/USDT | 26 | -0.10 | -2.71 | -0.441279 | -0.44 | 0:53:00 | 0 | 25 | 1 | 0.00 |
| BNB/USDT | 19 | -0.18 | -3.47 | -0.567413 | -0.57 | 2:18:00 | 0 | 18 | 1 | 0.00 |
| DOT/USDT | 17 | -0.21 | -3.56 | -0.600286 | -0.6 | 0:59:00 | 0 | 15 | 2 | 0.00 |
| BTC/USDT | 18 | -0.25 | -4.46 | -0.723827 | -0.72 | 1:26:00 | 0 | 17 | 1 | 0.00 |
| LINK/USDT | 28 | -0.15 | -4.16 | -0.761258 | -0.76 | 1:23:00 | 0 | 25 | 3 | 0.00 |
| LUNA/USDT | 17 | -0.30 | -5.18 | -0.846580 | -0.85 | 1:05:00 | 0 | 16 | 1 | 0.00 |
| ADA/USDT | 27 | -0.19 | -5.07 | -0.856591 | -0.86 | 0:51:00 | 0 | 25 | 2 | 0.00 |
| ETH/USDT | 20 | -0.27 | -5.40 | -1.057221 | -1.06 | 1:41:00 | 0 | 19 | 1 | 0.00 |
| ALGO/USDT | 14 | -0.91 | -12.71 | -2.142891 | -2.14 | 2:54:00 | 0 | 11 | 3 | 0.00 |
| ETC/USDT | 18 | -0.84 | -15.14 | -2.964296 | -2.96 | 0:24:00 | 0 | 17 | 1 | 0.00 |
| LTC/USDT | 20 | -0.76 | -15.17 | -2.997099 | -3.0 | 1:30:00 | 0 | 19 | 1 | 0.00 |
| SOL/USDT | 26 | -0.62 | -15.99 | -3.047769 | -3.05 | 0:38:00 | 0 | 24 | 2 | 0.00 |
| XRP/USDT | 19 | -0.84 | -16.04 | -3.109062 | -3.11 | 1:15:00 | 0 | 17 | 2 | 0.00 |
| TOTAL | 269 | -0.41 | -109.07 | -20.115572 | -20.12 | 1:16:00 | 0 | 248 | 21 | 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 % |
|---|---|---|---|---|---|---|---|---|
| 248 | 0 | 248 | 0 | 0.0 | 0.0 | 0.0 | 0.0 | |
| 16 | 0 | 0 | 16 | -2.86 | -45.73 | -7.8434424499999995 | -9.15 | |
| 4 | 0 | 0 | 4 | -15.16 | -60.63 | -11.83085054 | -12.13 | |
| 1 | 0 | 0 | 1 | -2.71 | -2.71 | -0.4412788 | -0.54 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 22.42 trades per day. The starting balance was $100 and the final balance was $79.88442821000001, resulting in an absolute profit of $-20.11557179 and a total profit percentage of -0.2011557179. The average stake amount was $17.076732666914495 and the total trade volume was $4593.641087399999. The best pair was BCH/USDT and the worst pair was XRP/USDT. The maximum balance reached was $100.0 and the minimum balance was $79.88442821000001. 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 | 269 / 22.42 |
| Starting balance | 100 |
| Final balance | 79.88442821000001 |
| Absolute profit | -20.11557179 |
| Total profit % | -0.2011557179 |
| Avg. stake amount | 17.076732666914495 |
| Total trade volume | 4593.641087399999 |
| Best Pair | BCH/USDT |
| Worst Pair | XRP/USDT |
| Max Balance | 100.0 |
| Min Balance | 79.88442821000001 |
| 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
}