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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
}