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ObeliskIM_v1_1 Strategy Performance Results
Description:
This strategy is based on the ObeliskIM v1.1 version using a 5 minute timeframe. This strategy has a minimal ROI set at 5%, while it features a stop loss of -0.04. It is also set to process only new candles and it has a startup candle count of 288.
The strategy uses various indicators to help generate signals for buy and sell entry points. It uses the Exponential Moving Average (EMA) with different time periods such as 3, 5, and 10. It also uses the Relative Strength Index (RSI), the Ichimoku Cloud which includes conversion line and base line periods, lagging span and displacement, and the Tenkan Sen and Kijun Sen lines. Additionally, this strategy also uses the 'cloud_green_strong' and 'cloud_red_strong' indicators as well as a 'tk_cross_up' indicator.
For buy signals, the conditions are based on the indicators above including the 'cloud_green_strong' being greater than 0 and the 'tk_cross_up' also being greater than 0. For sell signals, it conditions are based on the tenkan_sen and kijun_sen crossing below each other or the close crossing below the kijun_sen.
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 | 6 | 1.75 | 10.51 | 2.028936 | 2.03 | 3:41:00 | 4 | 0 | 2 | 66.67 |
| SOL/USDT | 3 | 1.58 | 4.75 | 0.914322 | 0.91 | 4:05:00 | 1 | 0 | 2 | 33.33 |
| ETH/USDT | 8 | 0.48 | 3.84 | 0.744681 | 0.74 | 3:58:00 | 4 | 0 | 4 | 50.00 |
| BTC/USDT | 3 | 1.31 | 3.94 | 0.740763 | 0.74 | 4:20:00 | 1 | 0 | 2 | 33.33 |
| LINK/USDT | 9 | 0.30 | 2.70 | 0.536473 | 0.54 | 3:26:00 | 4 | 0 | 5 | 44.44 |
| ETC/USDT | 1 | 0.55 | 0.55 | 0.108567 | 0.11 | 4:35:00 | 1 | 0 | 0 | 100.00 |
| LTC/USDT | 6 | 0.04 | 0.26 | 0.036373 | 0.04 | 4:02:00 | 3 | 0 | 3 | 50.00 |
| ADA/USDT | 5 | -0.04 | -0.18 | -0.049219 | -0.05 | 3:06:00 | 2 | 0 | 3 | 40.00 |
| XRP/USDT | 3 | -0.43 | -1.28 | -0.253153 | -0.25 | 2:48:00 | 0 | 0 | 3 | 0.00 |
| DOT/USDT | 4 | -0.44 | -1.76 | -0.350460 | -0.35 | 4:06:00 | 1 | 0 | 3 | 25.00 |
| BNB/USDT | 6 | -0.45 | -2.70 | -0.539681 | -0.54 | 2:01:00 | 2 | 0 | 4 | 33.33 |
| BCH/USDT | 6 | -0.83 | -4.98 | -0.976493 | -0.98 | 1:22:00 | 0 | 0 | 6 | 0.00 |
| ALGO/USDT | 5 | -1.08 | -5.39 | -1.070503 | -1.07 | 0:59:00 | 0 | 0 | 5 | 0.00 |
| TOTAL | 65 | 0.16 | 10.26 | 1.870606 | 1.87 | 3:09:00 | 23 | 0 | 42 | 35.38 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 65 | 23 | 0 | 42 | 0.16 | 10.26 | 1.8706055599999996 | 2.05 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 5.42 trades per day. The starting balance was $100 and the final balance was $101.87060556, resulting in an absolute profit of $1.8706055599999996 and a total profit percentage of 0.018706055599999997. The average stake amount was $19.74459762307692 and the total trade volume was $1283.3988454999999. The best pair was LUNA/USDT and the worst pair was ALGO/USDT. The maximum balance reached was $103.33185101 and the minimum balance was $97.75483517. The market change during this period was -0.031433460042730135.
| 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 | 65 / 5.42 |
| Starting balance | 100 |
| Final balance | 101.87060556 |
| Absolute profit | 1.8706055599999996 |
| Total profit % | 0.018706055599999997 |
| Avg. stake amount | 19.74459762307692 |
| Total trade volume | 1283.3988454999999 |
| Best Pair | LUNA/USDT |
| Worst Pair | ALGO/USDT |
| Max Balance | 103.33185101 |
| Min Balance | 97.75483517 |
| Market Change | -0.031433460042730135 |
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
}