EXPERIMENTAL_STRATEGY Strategy Performance Results

Description:

This experimental strategy uses a combination of Technical Analysis indicators to generate signals for entry and exit in a trade, attempting to generate profitability in the markets. The indicators used by this strategy are ADX, MACD, MINUS_DI, PLUS_DI, RSI, STOCHF, BOLLINGER_BANDS, EMA, and SMA. This strategy creates "buy" signals when fastd is below 35, adx is above 30 and plus_di is above 0.5; or, when adx is above 65 and plus_di is above 0.5. It creates "sell" signals when either rsi or fastd crosses above 70, adx is above 10, and minus_di is above 0; or, when adx is above 70 and minus_di is above 0.5.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
ETC/USDT 11 0.41 4.53 0.806314 0.81 0:33:00 7 1 3 63.64
LTC/USDT 20 0.16 3.23 0.559593 0.56 0:35:00 11 0 9 55.00
DOT/USDT 24 -0.12 -2.96 -0.522403 -0.52 0:40:00 12 2 10 50.00
LUNA/USDT 26 -0.12 -3.07 -0.545362 -0.55 0:45:00 14 4 8 53.85
LINK/USDT 21 -0.16 -3.32 -0.663486 -0.66 0:43:00 12 0 9 57.14
ADA/USDT 15 -0.27 -4.07 -0.760933 -0.76 0:51:00 8 1 6 53.33
BNB/USDT 23 -0.22 -4.99 -0.890184 -0.89 0:42:00 12 2 9 52.17
XRP/USDT 21 -0.34 -7.09 -1.423731 -1.42 0:28:00 12 1 8 57.14
ALGO/USDT 24 -0.36 -8.70 -1.572553 -1.57 0:54:00 8 3 13 33.33
BTC/USDT 18 -0.53 -9.63 -1.804937 -1.8 0:45:00 10 0 8 55.56
BCH/USDT 21 -0.49 -10.37 -1.990114 -1.99 0:42:00 10 1 10 47.62
ETH/USDT 20 -0.57 -11.37 -2.204481 -2.2 0:37:00 12 1 7 60.00
SOL/USDT 17 -0.86 -14.68 -2.723160 -2.72 0:43:00 10 2 5 58.82
TOTAL 261 -0.28 -72.49 -13.735437 -13.74 0:42:00 138 18 105 52.87
  • 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 %
215 114 0 101 -0.24 -51.57 -9.388006700000002 -10.31
42 24 18 0 0.47 19.75 3.49287329 3.95
4 0 0 4 -10.17 -40.67 -7.840303660000001 -8.13

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 21.75 trades per day. The starting balance was $100 and the final balance was $86.26456293, resulting in an absolute profit of $-13.73543707 and a total profit percentage of -0.1373543707. The average stake amount was $17.996208231417626 and the total trade volume was $4697.0103484. The best pair was ETC/USDT and the worst pair was SOL/USDT. The maximum balance reached was $100.00628662 and the minimum balance was $85.93775213. 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 261 / 21.75
Starting balance 100
Final balance 86.26456293
Absolute profit -13.73543707
Total profit % -0.1373543707
Avg. stake amount 17.996208231417626
Total trade volume 4697.0103484
Best Pair ETC/USDT
Worst Pair SOL/USDT
Max Balance 100.00628662
Min Balance 85.93775213
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
  }