Divergences Strategy Performance Results

Description:

This is a Divergences strategy. Its main indicator is Bullish or Bearish Divergences. To use it, the user should set up the following indicators: - Bullish or Bearish Divergences - Mean 24-Hour Volume - Mean 68-Day Close - Commodity Channel Index (170 period & 34 period) - Average Directional Index, - Relative Strength Index - Stochastic Fast - Moving Average Convergence/Divergence - Money Flow Index - Bollinger Bands - Exponential Moving Averages (EMA) 3, 5, 10, 21, 50, 100, 200 - Parabolic SAR - Triple Exponential Moving Average - Hilbert Transform Sine Wave

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
ADA/USDT 8 1.19 9.53 1.787729 1.79 4:38:00 2 0 6 25.00
BCH/USDT 9 0.47 4.27 0.794518 0.79 4:40:00 3 0 6 33.33
LTC/USDT 8 0.23 1.80 0.336270 0.34 4:30:00 4 0 4 50.00
BNB/USDT 6 0.17 1.02 0.167127 0.17 4:30:00 2 0 4 33.33
XRP/USDT 4 0.22 0.87 0.161658 0.16 3:30:00 2 0 2 50.00
SOL/USDT 2 0.27 0.54 0.102287 0.1 5:30:00 1 0 1 50.00
ETH/USDT 5 0.10 0.48 0.094938 0.09 4:48:00 3 0 2 60.00
LUNA/USDT 5 0.05 0.27 0.043223 0.04 3:12:00 2 0 3 40.00
BTC/USDT 5 -0.28 -1.39 -0.306301 -0.31 2:48:00 2 0 3 40.00
DOT/USDT 5 -0.37 -1.83 -0.393454 -0.39 5:48:00 2 0 3 40.00
LINK/USDT 6 -0.39 -2.37 -0.454615 -0.45 3:30:00 1 0 5 16.67
ETC/USDT 6 -0.52 -3.09 -0.600072 -0.6 4:10:00 1 0 5 16.67
ALGO/USDT 9 -0.90 -8.14 -1.610358 -1.61 3:00:00 3 0 6 33.33
TOTAL 78 0.03 1.96 0.122951 0.12 4:08:00 28 0 50 35.90
  • 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 %
77 28 0 49 0.04 2.98 0.3238975600000007 0.6
1 0 0 1 -1.02 -1.02 -0.2009469 -0.2

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 6.5 trades per day. The starting balance was $100 and the final balance was $100.12295066, resulting in an absolute profit of $0.12295066000000068 and a total profit percentage of 0.001229506600000007. The average stake amount was $19.357622758974358 and the total trade volume was $1509.8945752. The best pair was ADA/USDT and the worst pair was ALGO/USDT. The maximum balance reached was $102.70007846 and the minimum balance was $96.17318926. The market change during this period was -0.04340441912794079.

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-01-13 14:00:00
Max open trades 5
Total/Daily Avg Trades 78 / 6.5
Starting balance 100
Final balance 100.12295066
Absolute profit 0.12295066000000068
Total profit % 0.001229506600000007
Avg. stake amount 19.357622758974358
Total trade volume 1509.8945752
Best Pair ADA/USDT
Worst Pair ALGO/USDT
Max Balance 102.70007846
Min Balance 96.17318926
Market Change -0.04340441912794079

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
  }