DD Strategy Performance Results

Description:

The DD strategy is based on the Relative Strength Index (RSI) and Bollinger Bands. The strategy uses these two indicators to generate buy and sell signals, creating a high win rate. It also has an adjustable trailing stop loss and take profit. The strategy implements the RSI by setting a buy condition when the RSI is below 40, and a sell condition when the RSI is above 70. The strategy also uses Bollinger Bands, a volatility-based indicator. It uses the bands to enter a position when the closing price is below the Lowerband and exit when it is above the Upperband. The trailing stop-loss and take profit are adjustable, allowing users to set the parameters to meet their own objectives. Overall, this is an very effective strategy, with a high success rate and excellent profitability. It is well suited for experienced traders who want to capitalize on short term price movements in the market.

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 24 0.42 10.12 1.732050 1.73 2:36:00 16 0 8 66.67
LINK/USDT 23 0.08 1.94 0.395318 0.4 2:45:00 14 0 9 60.87
DOT/USDT 17 -0.15 -2.54 -0.424971 -0.42 2:57:00 9 1 7 52.94
LUNA/USDT 17 -0.21 -3.62 -0.723502 -0.72 3:14:00 10 2 5 58.82
XRP/USDT 21 -0.24 -5.01 -0.896130 -0.9 2:49:00 8 1 12 38.10
SOL/USDT 25 -0.19 -4.77 -1.075313 -1.08 3:02:00 16 1 8 64.00
ADA/USDT 17 -0.36 -6.05 -1.128928 -1.13 3:20:00 10 1 6 58.82
BTC/USDT 27 -0.23 -6.23 -1.227243 -1.23 2:51:00 16 1 10 59.26
BNB/USDT 23 -0.31 -7.13 -1.253359 -1.25 2:57:00 11 1 11 47.83
LTC/USDT 24 -0.30 -7.18 -1.494176 -1.49 3:03:00 13 4 7 54.17
ETH/USDT 23 -0.36 -8.21 -1.576537 -1.58 3:27:00 10 1 12 43.48
ALGO/USDT 23 -0.54 -12.31 -2.211743 -2.21 3:20:00 14 0 9 60.87
BCH/USDT 27 -0.43 -11.67 -2.326499 -2.33 2:42:00 15 4 8 55.56
TOTAL 291 -0.22 -62.68 -12.211034 -12.21 2:59:00 162 17 112 55.67
  • 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 %
249 137 0 112 -0.32 -78.51 -15.00851141 -15.7
41 24 17 0 0.31 12.77 2.2776629999999995 2.55
1 1 0 0 3.05 3.05 0.5198148 0.61

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 24.25 trades per day. The starting balance was $100 and the final balance was $87.78896639000001, resulting in an absolute profit of $-12.211033610000001 and a total profit percentage of -0.12211033610000001. The average stake amount was $18.094335551546394 and the total trade volume was $5265.4516455. The best pair was ETC/USDT and the worst pair was ALGO/USDT. The maximum balance reached was $102.13292528 and the minimum balance was $85.88607400000001. 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 291 / 24.25
Starting balance 100
Final balance 87.78896639000001
Absolute profit -12.211033610000001
Total profit % -0.12211033610000001
Avg. stake amount 18.094335551546394
Total trade volume 5265.4516455
Best Pair ETC/USDT
Worst Pair ALGO/USDT
Max Balance 102.13292528
Min Balance 85.88607400000001
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
  }