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Seb Strategy Performance Results
Description:
This strategy uses four indicators to buy and sell trends of a market. It uses Exponential Moving Average (EMA) for detecting the trend. For example, it will buy if EMA(20) crosses above EMA(50) and the Heikin-Ashi closing price is higher than the EMA(20). It will sell if the EMA(50) crosses above EMA(100) and Heikin-Ashi closing price is lower than EMA(20).
It also uses the Relative Strength Index (RSI), Moving Average Convergence/Divergence (MACD), Stochastic Fast (STOCHF), Average Directional Movement Index (ADX), Commodity Channel Index (CCI), Bollinger Bands (BBANDS), SAR, and Simple Moving Average (SMA) to determine the buy and sell signals.
The strategy also implements a trailing stop loss of 10%. It has volume average, RSI, fastD, and fishRsiNorma which can be optimized. The sell parameters can also be optimized in terms of RSI, minUSDI, fishRsiNorma, and the trigger "rsi-macd-minusdi" or "sar-fisherRsi".
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| LINK/USDT | 7 | 1.28 | 8.99 | 1.715687 | 1.72 | 1:50:00 | 7 | 0 | 0 | 100.00 |
| ETC/USDT | 7 | 1.13 | 7.93 | 1.534361 | 1.53 | 4:58:00 | 7 | 0 | 0 | 100.00 |
| ETH/USDT | 6 | 1.03 | 6.17 | 1.164087 | 1.16 | 19:10:00 | 6 | 0 | 0 | 100.00 |
| BNB/USDT | 5 | 1.00 | 5.00 | 0.954526 | 0.95 | 1 day, 10:16:00 | 5 | 0 | 0 | 100.00 |
| SOL/USDT | 5 | 1.01 | 5.05 | 0.954288 | 0.95 | 7:17:00 | 5 | 0 | 0 | 100.00 |
| ADA/USDT | 4 | -0.61 | -2.43 | -0.487159 | -0.49 | 14:40:00 | 3 | 0 | 1 | 75.00 |
| XRP/USDT | 3 | -1.08 | -3.25 | -0.646107 | -0.65 | 2 days, 10:43:00 | 2 | 0 | 1 | 66.67 |
| DOT/USDT | 5 | -1.24 | -6.18 | -1.185363 | -1.19 | 12:15:00 | 4 | 0 | 1 | 80.00 |
| BCH/USDT | 7 | -0.89 | -6.26 | -1.288702 | -1.29 | 11:41:00 | 5 | 0 | 2 | 71.43 |
| LTC/USDT | 6 | -1.35 | -8.08 | -1.654474 | -1.65 | 1 day, 4:25:00 | 4 | 0 | 2 | 66.67 |
| BTC/USDT | 8 | -1.80 | -14.37 | -2.885196 | -2.89 | 16:12:00 | 6 | 0 | 2 | 75.00 |
| LUNA/USDT | 5 | -3.47 | -17.35 | -3.389914 | -3.39 | 16:41:00 | 3 | 0 | 2 | 60.00 |
| ALGO/USDT | 4 | -4.58 | -18.33 | -3.641276 | -3.64 | 14:04:00 | 2 | 0 | 2 | 50.00 |
| TOTAL | 72 | -0.60 | -43.10 | -8.855242 | -8.86 | 16:30:00 | 59 | 0 | 13 | 81.94 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 58 | 58 | 0 | 0 | 1.07 | 62.3 | 11.915855419999998 | 12.46 | |
| 9 | 0 | 0 | 9 | -10.17 | -91.54 | -18.08236966 | -18.31 | |
| 5 | 1 | 0 | 4 | -2.77 | -13.86 | -2.68872784 | -2.77 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 6.0 trades per day. The starting balance was $100 and the final balance was $91.14475792, resulting in an absolute profit of $-8.85524208 and a total profit percentage of -0.0885524208. The average stake amount was $19.149472002777777 and the total trade volume was $1378.7619842. The best pair was LINK/USDT and the worst pair was ALGO/USDT. The maximum balance reached was $103.08608734 and the minimum balance was $91.14475792. 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 | 72 / 6.0 |
| Starting balance | 100 |
| Final balance | 91.14475792 |
| Absolute profit | -8.85524208 |
| Total profit % | -0.0885524208 |
| Avg. stake amount | 19.149472002777777 |
| Total trade volume | 1378.7619842 |
| Best Pair | LINK/USDT |
| Worst Pair | ALGO/USDT |
| Max Balance | 103.08608734 |
| Min Balance | 91.14475792 |
| 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
}