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UltimateMomentumIndicator Strategy Performance Results
Description:
This strategy uses the Ultimate Momentum Indicator (UTMI) to make buy/sell decisions. The UTMI takes into account several indicators to come up with a composite indicator. It uses the SMA, EMA, RSI, MFI, and the bPct band. This strategy then creates a buy signal when UTMI crosses above 50 and a sell signal when UTMI crosses below 70. It also takes into account the volume of the asset when making the buy/sell decisions.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| LUNA/USDT | 1 | 9.86 | 9.86 | 1.695772 | 1.7 | 4 days, 12:35:00 | 1 | 0 | 0 | 100.00 |
| BNB/USDT | 2 | 2.00 | 4.00 | 0.715529 | 0.72 | 1 day, 9:20:00 | 2 | 0 | 0 | 100.00 |
| ADA/USDT | 2 | 1.64 | 3.27 | 0.500323 | 0.5 | 18:38:00 | 1 | 0 | 1 | 50.00 |
| BTC/USDT | 3 | 0.87 | 2.61 | 0.409227 | 0.41 | 1 day, 21:12:00 | 2 | 0 | 1 | 66.67 |
| LINK/USDT | 2 | 0.88 | 1.77 | 0.284023 | 0.28 | 3 days, 2:40:00 | 1 | 0 | 1 | 50.00 |
| ETC/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| ETH/USDT | 1 | -2.51 | -2.51 | -0.442128 | -0.44 | 2 days, 5:15:00 | 0 | 0 | 1 | 0.00 |
| XRP/USDT | 3 | -1.36 | -4.07 | -0.898567 | -0.9 | 1 day, 6:33:00 | 2 | 0 | 1 | 66.67 |
| ALGO/USDT | 4 | -1.52 | -6.09 | -1.030302 | -1.03 | 1 day, 6:41:00 | 2 | 0 | 2 | 50.00 |
| SOL/USDT | 2 | -2.54 | -5.09 | -1.264613 | -1.26 | 2 days, 17:25:00 | 1 | 0 | 1 | 50.00 |
| LTC/USDT | 6 | -2.35 | -14.09 | -2.730750 | -2.73 | 21:56:00 | 1 | 0 | 5 | 16.67 |
| BCH/USDT | 4 | -3.87 | -15.46 | -2.844104 | -2.84 | 2 days, 5:20:00 | 0 | 0 | 4 | 0.00 |
| DOT/USDT | 1 | -14.72 | -14.72 | -2.907780 | -2.91 | 6 days, 0:45:00 | 0 | 0 | 1 | 0.00 |
| TOTAL | 31 | -1.31 | -40.51 | -8.513370 | -8.51 | 1 day, 20:42:00 | 13 | 0 | 18 | 41.94 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 26 | 12 | 0 | 14 | -0.89 | -23.23 | -5.38176367 | -4.65 | |
| 5 | 1 | 0 | 4 | -3.46 | -17.28 | -3.1316062999999996 | -3.46 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 2.58 trades per day. The starting balance was $100 and the final balance was $91.48663003, resulting in an absolute profit of $-8.51336997 and a total profit percentage of -0.0851336997. The average stake amount was $18.29286263870968 and the total trade volume was $567.0787418. The best pair was LUNA/USDT and the worst pair was BCH/USDT. The maximum balance reached was $100.77928037 and the minimum balance was $86.74478916. The market change during this period was -0.034008199243972644.
| 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 | 31 / 2.58 |
| Starting balance | 100 |
| Final balance | 91.48663003 |
| Absolute profit | -8.51336997 |
| Total profit % | -0.0851336997 |
| Avg. stake amount | 18.29286263870968 |
| Total trade volume | 567.0787418 |
| Best Pair | LUNA/USDT |
| Worst Pair | BCH/USDT |
| Max Balance | 100.77928037 |
| Min Balance | 86.74478916 |
| Market Change | -0.034008199243972644 |
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
}