Strategy004 Strategy Performance Results

Description:

This strategy is called Strategy004 and it uses several technical indicators to identify potential buying and selling opportunities. These include the ADX (Average Directional Index), the CCI (Commodity Channel Index), the STOCHF (Stochastic Fast) and the EMA (Exponential Moving Average). ADX is used to measure the strength of a trend, while CCI is used to identify potential buying and selling opportunities that are both overbought or oversold. The STOCHF is used to identify momentum changes in the market and a crossover signal can be used as a buy or sell signal. Finally, EMA is used to identify a trend in the market as well as indicate potential entry/exit points. This strategy also incorporates trailing stop-loss and take-profit orders as well as profit-only selling to increase the chances of profit with each trade. It also uses limit orders in both buying and selling, plus a market order for stop-loss. Additionally, it will only look at new candles to make sure more accurate readings are used.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
DOT/USDT 5 1.61 8.04 1.589300 1.59 3:39:00 5 0 0 100.00
SOL/USDT 4 1.26 5.04 0.989573 0.99 1:30:00 4 0 0 100.00
ADA/USDT 2 2.01 4.01 0.785423 0.79 6:35:00 2 0 0 100.00
XRP/USDT 3 1.13 3.40 0.679485 0.68 1:47:00 3 0 0 100.00
LUNA/USDT 3 0.69 2.07 0.419451 0.42 6:45:00 3 0 0 100.00
ETH/USDT 1 1.00 1.00 0.198487 0.2 5 days, 6:35:00 1 0 0 100.00
BTC/USDT 3 0.29 0.86 0.161874 0.16 6:28:00 2 0 1 66.67
BNB/USDT 2 0.21 0.42 0.082490 0.08 4:10:00 2 0 0 100.00
ETC/USDT 2 0.14 0.28 0.054388 0.05 5:22:00 2 0 0 100.00
LINK/USDT 2 0.11 0.21 0.042351 0.04 7:32:00 2 0 0 100.00
BCH/USDT 1 0.07 0.07 0.014017 0.01 7:10:00 1 0 0 100.00
LTC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ALGO/USDT 6 -1.89 -11.37 -2.288692 -2.29 4:48:00 4 0 2 66.67
TOTAL 34 0.41 14.04 2.728147 2.73 8:13:00 31 0 3 91.18
  • 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 %
17 17 0 0 1.85 31.4 6.20751987 6.28
14 14 0 0 0.25 3.56 0.7029441800000003 0.71
2 0 0 2 -10.15 -20.29 -4.0583324 -4.06
1 0 0 1 -0.62 -0.62 -0.12398428 -0.12

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 2.83 trades per day. The starting balance was $100 and the final balance was $102.72814737, resulting in an absolute profit of $2.7281473699999994 and a total profit percentage of 0.027281473699999993. The average stake amount was $19.89067877647059 and the total trade volume was $676.2830784. The best pair was DOT/USDT and the worst pair was ALGO/USDT. The maximum balance reached was $102.88757723 and the minimum balance was $98.77465651. 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 34 / 2.83
Starting balance 100
Final balance 102.72814737
Absolute profit 2.7281473699999994
Total profit % 0.027281473699999993
Avg. stake amount 19.89067877647059
Total trade volume 676.2830784
Best Pair DOT/USDT
Worst Pair ALGO/USDT
Max Balance 102.88757723
Min Balance 98.77465651
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
  }