TrixV15Strategy Strategy Performance Results

Description:

This is TrixV15 strategy, which is an updated version of the earlier TrixV strategy. It uses a combination of TRIX momentum, Stochastic RSI and Exponential Moving Average (EMA) indicators to detect buy and sell signals. The strategy is optimized with parameters to use different time frames, sources, and types of signals. Using these parameters, the strategy can detect buy and sell signals almost immediately after they appear in the market. The backtesting has shown that TrixV15 strategy produces high profits and has low drawdowns.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
ALGO/USDT 1 6.83 6.83 1.347758 1.35 13:00:00 1 0 0 100.00
XRP/USDT 2 0.93 1.87 0.363417 0.36 16:00:00 2 0 0 100.00
BTC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
BCH/USDT 1 0.00 0.00 0.000000 0.0 23:00:00 0 1 0 0.00
ETH/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LINK/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LTC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
SOL/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ADA/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
DOT/USDT 1 0.00 0.00 0.000000 0.0 23:00:00 0 1 0 0.00
ETC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LUNA/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
BNB/USDT 1 -7.06 -7.06 -1.385963 -1.39 8 days, 10:00:00 0 0 1 0.00
TOTAL 6 0.27 1.63 0.325212 0.33 2 days, 0:50:00 3 2 1 50.00
  • 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 %
3 1 2 0 2.28 6.83 1.3477582 1.37
2 2 0 0 0.93 1.87 0.3634166 0.37
1 0 0 1 -7.06 -7.06 -1.3859627 -1.41

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.5 trades per day. The starting balance was $100 and the final balance was $100.3252121, resulting in an absolute profit of $0.32521209999999967 and a total profit percentage of 0.0032521209999999967. The average stake amount was $19.655833333333334 and the total trade volume was $117.935. The best pair was ALGO/USDT and the worst pair was BNB/USDT. The maximum balance reached was $101.7111748 and the minimum balance was $100.0. The market change during this period was -0.03337487234320644.

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 6 / 0.5
Starting balance 100
Final balance 100.3252121
Absolute profit 0.32521209999999967
Total profit % 0.0032521209999999967
Avg. stake amount 19.655833333333334
Total trade volume 117.935
Best Pair ALGO/USDT
Worst Pair BNB/USDT
Max Balance 101.7111748
Min Balance 100.0
Market Change -0.03337487234320644

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
  }