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bbrsi Strategy Performance Results
Description:
The bbrsi strategy is a momentum trading strategy that uses the Relative Strength Index (RSI) as an indicator. The strategy uses a combination of RSI and Bollinger Bands to detect buy/sell signals and trigger orders. For buys, this strategy will look for a RSI value of 25, which matches a bullish momentum trend, and a close price below the lower Bollinger Band (1 standard deviation). For sell signals, the strategy will look for a RSI value of 95, which matches a bearish momentum trend, and a close price above the upper Bollinger Band (1 standard deviation). This strategy also comes with predefined Stop Loss settings, as well as order types and time in force settings.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| LINK/USDT | 2 | 0.55 | 1.10 | 0.216406 | 0.22 | 3 days, 18:00:00 | 1 | 1 | 0 | 50.00 |
| BNB/USDT | 6 | 0.17 | 1.02 | 0.200587 | 0.2 | 4:00:00 | 3 | 3 | 0 | 50.00 |
| BCH/USDT | 3 | 0.10 | 0.30 | 0.060407 | 0.06 | 1 day, 21:20:00 | 1 | 2 | 0 | 33.33 |
| LTC/USDT | 2 | 0.15 | 0.29 | 0.058295 | 0.06 | 4 days, 0:00:00 | 1 | 1 | 0 | 50.00 |
| LUNA/USDT | 1 | 0.12 | 0.12 | 0.024566 | 0.02 | 4:00:00 | 1 | 0 | 0 | 100.00 |
| XRP/USDT | 2 | 0.04 | 0.08 | 0.015316 | 0.02 | 4:00:00 | 2 | 0 | 0 | 100.00 |
| ETC/USDT | 1 | 0.07 | 0.07 | 0.014418 | 0.01 | 4:00:00 | 1 | 0 | 0 | 100.00 |
| ETH/USDT | 1 | 0.07 | 0.07 | 0.014322 | 0.01 | 4:00:00 | 1 | 0 | 0 | 100.00 |
| ALGO/USDT | 1 | 0.02 | 0.02 | 0.003253 | 0.0 | 4:00:00 | 1 | 0 | 0 | 100.00 |
| SOL/USDT | 2 | 0.00 | 0.00 | 0.000000 | 0.0 | 4:00:00 | 0 | 2 | 0 | 0.00 |
| ADA/USDT | 1 | 0.00 | 0.00 | 0.000000 | 0.0 | 7 days, 20:00:00 | 0 | 1 | 0 | 0.00 |
| DOT/USDT | 1 | 0.00 | 0.00 | 0.000000 | 0.0 | 7 days, 12:00:00 | 0 | 1 | 0 | 0.00 |
| BTC/USDT | 1 | -3.25 | -3.25 | -0.636502 | -0.64 | 16:00:00 | 0 | 0 | 1 | 0.00 |
| TOTAL | 24 | -0.01 | -0.17 | -0.028932 | -0.03 | 1 day, 15:30:00 | 12 | 11 | 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 % |
|---|---|---|---|---|---|---|---|---|
| 23 | 12 | 11 | 0 | 0.13 | 3.08 | 0.6075697099999999 | 0.62 | |
| 1 | 0 | 0 | 1 | -3.25 | -3.25 | -0.63650179 | -0.65 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 2.0 trades per day. The starting balance was $100 and the final balance was $99.97106792, resulting in an absolute profit of $-0.02893207999999997 and a total profit percentage of -0.0002893207999999997. The average stake amount was $19.719481916666666 and the total trade volume was $473.267566. The best pair was LINK/USDT and the worst pair was BTC/USDT. The maximum balance reached was $100.60756971 and the minimum balance was $99.97106792. The market change during this period was -0.005144106928302925.
| Metric | Value |
|---|---|
| Backtesting from | 2024-01-01 00:00:00 |
| Backtesting to | 2024-01-13 08:00:00 |
| Max open trades | 5 |
| Total/Daily Avg Trades | 24 / 2.0 |
| Starting balance | 100 |
| Final balance | 99.97106792 |
| Absolute profit | -0.02893207999999997 |
| Total profit % | -0.0002893207999999997 |
| Avg. stake amount | 19.719481916666666 |
| Total trade volume | 473.267566 |
| Best Pair | LINK/USDT |
| Worst Pair | BTC/USDT |
| Max Balance | 100.60756971 |
| Min Balance | 99.97106792 |
| Market Change | -0.005144106928302925 |
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
}