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BB_RPB_TSL_RNG_2 Strategy Performance Results
Description:
This strategy uses a combination of indicators to identify potential buy and sell signals. The indicators used are RMI, CCI, SRSI_FK, BB_DELTA, BB_WIDTH, CLOSDELTA, EMA_26, EMA_12, EMA_8, EMA_16, RSI_FAST, EWI, FASTK, FASTD, ADX, RSI_SLOW, SMA_9, HMA_50 and CTI.
For buy signals, the strategy will look for dips in RMI, values below the buy cci value, below the buy srsi_fk value, a BB delta higher than the buy BB delta value, a BB width above the buy BBWidth value, a close delta above the buy close delta value, crossed above EMA 26 and 12, below EMA 8 and 16, RSI fast below the buy RSI fast value, EWI above the buy EWI value, fastK below the buy fastK value, fastD below the buy fastD value, ADX above the buy ADX value and RSI below the buy RSI value.
For sell signals, the strategy will look for a close above the SMA_9, above the MA sell value with a high offset 2 and RSI above the 50 value, volume above 0, RSI fast above RSI slow, SMA_9 above SMA_9 + SMA_9 * 0.005, close below HMA_50, close above MA sell with a high offset and volume above 0, RSI_fast above RSI_slow.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| SOL/USDT | 1 | 9.99 | 9.99 | 1.967190 | 1.97 | 0:00:00 | 1 | 0 | 0 | 100.00 |
| LTC/USDT | 2 | 2.54 | 5.07 | 1.014096 | 1.01 | 0:05:00 | 2 | 0 | 0 | 100.00 |
| ADA/USDT | 2 | 1.22 | 2.43 | 0.494647 | 0.49 | 0:05:00 | 1 | 0 | 1 | 50.00 |
| BCH/USDT | 1 | 2.20 | 2.20 | 0.435213 | 0.44 | 0:05:00 | 1 | 0 | 0 | 100.00 |
| BTC/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| BNB/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| DOT/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| ETC/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| ALGO/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| LUNA/USDT | 1 | -0.20 | -0.20 | -0.041649 | -0.04 | 0:00:00 | 0 | 0 | 1 | 0.00 |
| XRP/USDT | 1 | -0.22 | -0.22 | -0.044205 | -0.04 | 0:00:00 | 0 | 0 | 1 | 0.00 |
| ETH/USDT | 1 | -0.25 | -0.25 | -0.049680 | -0.05 | 0:00:00 | 0 | 0 | 1 | 0.00 |
| LINK/USDT | 2 | -0.29 | -0.58 | -0.115289 | -0.12 | 0:00:00 | 0 | 0 | 2 | 0.00 |
| TOTAL | 11 | 1.68 | 18.44 | 3.660323 | 3.66 | 0:02:00 | 5 | 0 | 6 | 45.45 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 10 | 4 | 0 | 6 | 0.85 | 8.45 | 1.6931333300000002 | 1.69 | |
| 1 | 1 | 0 | 0 | 9.99 | 9.99 | 1.96719 | 2.0 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 0.92 trades per day. The starting balance was $100 and the final balance was $103.66032333, resulting in an absolute profit of $3.6603233300000007 and a total profit percentage of 0.03660323330000001. The average stake amount was $20.01802818181818 and the total trade volume was $220.19831. The best pair was SOL/USDT and the worst pair was LINK/USDT. The maximum balance reached was $103.66032333 and the minimum balance was $99.89570916. 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 | 11 / 0.92 |
| Starting balance | 100 |
| Final balance | 103.66032333 |
| Absolute profit | 3.6603233300000007 |
| Total profit % | 0.03660323330000001 |
| Avg. stake amount | 20.01802818181818 |
| Total trade volume | 220.19831 |
| Best Pair | SOL/USDT |
| Worst Pair | LINK/USDT |
| Max Balance | 103.66032333 |
| Min Balance | 99.89570916 |
| 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
}