BBRSINaiveStrategy Strategy Performance Results

Description:

This trading strategy is a combination of two popular lagging indicators — Bollinger Bands and RSI. The strategy involves buying when the coin comes below the lower Bollinger Band and RSI reading is less than 25, and selling when the coin goes above the midline of Bollinger Band and RSI reads higher than 70. It also includes a built-in stoploss setting of -0.1. The strategy also includes the minimal ROIs, with varying targets of 60, 30 and 0 days. Using this strategy, trading is done according to the trend and with confirmed signals, which is of great benefit for traders. Applying the strategy to the market will result in entry at favorable prices and exit at profitable prices.

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 8 0.59 4.74 0.852290 0.85 7:22:00 7 0 1 87.50
BCH/USDT 7 0.64 4.45 0.804350 0.8 7:04:00 6 0 1 85.71
BNB/USDT 8 0.29 2.31 0.410400 0.41 12:51:00 6 0 2 75.00
XRP/USDT 5 0.40 2.01 0.378197 0.38 1 day, 4:03:00 4 0 1 80.00
LUNA/USDT 3 0.27 0.81 0.166805 0.17 9:40:00 2 0 1 66.67
ETC/USDT 5 -0.33 -1.63 -0.312982 -0.31 22:45:00 3 0 2 60.00
BTC/USDT 8 -0.27 -2.20 -0.472318 -0.47 15:47:00 6 0 2 75.00
ETH/USDT 6 -0.70 -4.19 -0.984792 -0.98 12:30:00 5 0 1 83.33
LTC/USDT 4 -1.87 -7.47 -1.547612 -1.55 16:34:00 3 0 1 75.00
ALGO/USDT 6 -1.93 -11.58 -2.180588 -2.18 11:00:00 4 0 2 66.67
DOT/USDT 7 -1.77 -12.36 -2.415687 -2.42 5:51:00 5 0 2 71.43
ADA/USDT 5 -3.47 -17.34 -3.131254 -3.13 17:36:00 3 0 2 60.00
SOL/USDT 7 -3.59 -25.14 -4.747119 -4.75 10:30:00 4 0 3 57.14
TOTAL 79 -0.86 -67.58 -13.180309 -13.18 13:02:00 58 0 21 73.42
  • 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 %
54 54 0 0 1.12 60.67 11.13403295 12.13
10 3 0 7 -1.17 -11.69 -2.2665397 -2.34
10 0 0 10 -10.17 -101.74 -19.343539519999997 -20.35
5 1 0 4 -2.96 -14.82 -2.70426293 -2.96

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 6.58 trades per day. The starting balance was $100 and the final balance was $86.8196908, resulting in an absolute profit of $-13.1803092 and a total profit percentage of -0.131803092. The average stake amount was $18.529189599999995 and the total trade volume was $1463.8059783999997. The best pair was LINK/USDT and the worst pair was SOL/USDT. The maximum balance reached was $102.58148775 and the minimum balance was $86.8196908. The market change during this period was -0.037012481011390805.

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-01-13 15:30:00
Max open trades 5
Total/Daily Avg Trades 79 / 6.58
Starting balance 100
Final balance 86.8196908
Absolute profit -13.1803092
Total profit % -0.131803092
Avg. stake amount 18.529189599999995
Total trade volume 1463.8059783999997
Best Pair LINK/USDT
Worst Pair SOL/USDT
Max Balance 102.58148775
Min Balance 86.8196908
Market Change -0.037012481011390805

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
  }