FiveMinCrossAbove Strategy Performance Results

Description:

This strategy is a generic trend-following strategy that utilizes a RSI8 indicator to detect buy/sell signals. It is designed to trade the 5 minute timeframe. When the RSI8 value crosses above 30, a buy signal is triggered. For sell signals, the strategy is configured to always use a stop-loss at -0.99. This strategy also utilizes the "process_only_new_candles" setting to prevent redundant signals and only process new candles when a signal is triggered. Additionally, this strategy is set to "use_sell_signal" and "sell_profit_only", meaning it will only look for signals to sell when they will generate a profit. This strategy is set to "ignore_roi_if_buy_signal" meaning it will ignore ROI if it is in the middle of a buy signal, preventing it from prematurely exiting the trade.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
ETC/USDT 5 0.78 3.91 0.787392 0.79 2:08:00 5 0 0 100.00
ALGO/USDT 5 0.70 3.50 0.707280 0.71 2:26:00 5 0 0 100.00
SOL/USDT 3 0.67 2.00 0.400900 0.4 3:48:00 3 0 0 100.00
ETH/USDT 3 0.55 1.66 0.332561 0.33 2 days, 16:43:00 3 0 0 100.00
ADA/USDT 3 0.50 1.50 0.298758 0.3 2:52:00 3 0 0 100.00
BCH/USDT 2 0.50 1.00 0.200120 0.2 4 days, 14:22:00 2 0 0 100.00
LTC/USDT 2 0.50 1.00 0.199963 0.2 1:58:00 2 0 0 100.00
BTC/USDT 1 0.86 0.86 0.172870 0.17 1:40:00 1 0 0 100.00
BNB/USDT 3 -0.95 -2.85 -0.581705 -0.58 17:47:00 2 0 1 66.67
XRP/USDT 2 -2.64 -5.27 -1.062515 -1.06 1 day, 4:38:00 1 0 1 50.00
LINK/USDT 3 -2.80 -8.39 -1.703503 -1.7 3 days, 18:10:00 2 0 1 66.67
DOT/USDT 2 -5.42 -10.84 -2.193176 -2.19 5 days, 15:15:00 1 0 1 50.00
LUNA/USDT 3 -5.96 -17.89 -3.633854 -3.63 3 days, 21:00:00 2 0 1 66.67
TOTAL 37 -0.81 -29.81 -6.074909 -6.07 1 day, 13:40:00 32 0 5 86.49
  • 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 %
32 32 0 0 0.62 19.91 3.9959192599999995 3.98
5 0 0 5 -9.95 -49.73 -10.07082853 -9.95

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 3.08 trades per day. The starting balance was $100 and the final balance was $93.92509073, resulting in an absolute profit of $-6.07490927 and a total profit percentage of -0.0607490927. The average stake amount was $20.031238572972974 and the total trade volume was $741.1558272000001. The best pair was ETC/USDT and the worst pair was LUNA/USDT. The maximum balance reached was $103.99591926 and the minimum balance was $93.92509073. 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 37 / 3.08
Starting balance 100
Final balance 93.92509073
Absolute profit -6.07490927
Total profit % -0.0607490927
Avg. stake amount 20.031238572972974
Total trade volume 741.1558272000001
Best Pair ETC/USDT
Worst Pair LUNA/USDT
Max Balance 103.99591926
Min Balance 93.92509073
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
  }