ASDTSRockwellTrading Strategy Performance Results

Description:

This strategy is called ASDTS Rockwell Trading and is based on the crossing of the MACD indicator. This strategy will buy if the MACD indicator is above 0 and crosses above its signal line, and sell if the MACD indicator is below the signal line. The strategy also sets a minimal ROI for the trades with 3 different options (30%, 20% and 0%) and a stop loss of -0.3. Finally, it uses a 5 minute timeframe.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
ETH/USDT 97 -0.09 -8.59 -1.490579 -1.49 0:46:00 28 0 69 28.87
LINK/USDT 100 -0.10 -9.85 -1.669217 -1.67 0:41:00 29 0 71 29.00
ADA/USDT 70 -0.15 -10.64 -1.714226 -1.71 0:37:00 17 0 53 24.29
LUNA/USDT 60 -0.19 -11.21 -1.887524 -1.89 0:40:00 16 0 44 26.67
DOT/USDT 69 -0.17 -11.98 -1.985311 -1.99 0:38:00 16 0 53 23.19
ALGO/USDT 54 -0.25 -13.62 -2.034346 -2.03 0:36:00 15 0 39 27.78
BTC/USDT 106 -0.15 -15.99 -2.559218 -2.56 0:47:00 30 0 76 28.30
XRP/USDT 80 -0.24 -19.21 -2.879123 -2.88 0:37:00 16 0 64 20.00
BCH/USDT 120 -0.12 -14.47 -3.121960 -3.12 0:39:00 28 0 92 23.33
ETC/USDT 64 -0.32 -20.29 -3.157920 -3.16 0:35:00 14 0 50 21.88
LTC/USDT 106 -0.19 -20.42 -3.317338 -3.32 0:46:00 25 0 81 23.58
BNB/USDT 94 -0.25 -23.85 -3.803778 -3.8 0:39:00 15 0 79 15.96
SOL/USDT 92 -0.28 -25.79 -3.856020 -3.86 0:37:00 22 0 70 23.91
TOTAL 1112 -0.19 -205.90 -33.476559 -33.48 0:40:00 271 0 841 24.37
  • 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 %
963 122 0 841 -0.44 -427.72 -66.7743902 -85.54
144 144 0 0 1.53 219.93 33.05143604 43.99
5 5 0 0 0.38 1.89 0.24639501 0.38

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 92.67 trades per day. The starting balance was $100 and the final balance was $66.52344084999996, resulting in an absolute profit of $-33.47655915 and a total profit percentage of -0.3347655915. The average stake amount was $15.776450925089929 and the total trade volume was $17543.4134287. The best pair was ETH/USDT and the worst pair was SOL/USDT. The maximum balance reached was $100.02478593 and the minimum balance was $66.27704583999994. 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 1112 / 92.67
Starting balance 100
Final balance 66.52344084999996
Absolute profit -33.47655915
Total profit % -0.3347655915
Avg. stake amount 15.776450925089929
Total trade volume 17543.4134287
Best Pair ETH/USDT
Worst Pair SOL/USDT
Max Balance 100.02478593
Min Balance 66.27704583999994
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
  }