NotAnotherSMAOffsetStrategy_uzi Strategy Performance Results

Description:

This strategy is intended to help you scalp small profits from a series of trades made on the same pair. It is mainly a trend-reversal strategy, meaning it will execute a buy signal when the trend is reversing upwards and a sell signal when the trend is reversing downwards. This strategy uses a combination of indicators including RSI, EMA, HMA, and SMA, as well as offset settings to determine when to buy and sell. The RSI is used to determine when the market is overbought or oversold and the EWO is used to measure the momentum of the trend reversal. Once the buy or sell signal is given, a stoploss is set as well as a trailing stop that will adjust your stoploss as the price moves in your favor. Additionally, there are customizable parameters for both the buy and sell signals. For example, the offset settings offer the ability to set different buy and sell offsets and the RSI buy signal can be adjusted for different settings. Additionally, the number of candles used in the signal generation can be adjusted as well. Overall, this strategy offers a solid set of tools to assist in scalp trading, but is also highly customizeable to fit different styles of trading.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
BTC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
BCH/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ETH/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LINK/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LTC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
SOL/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
XRP/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ADA/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
ALGO/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LUNA/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ETC/USDT 2 -0.05 -0.10 -0.015847 -0.02 2:38:00 1 0 1 50.00
TOTAL 2 -0.05 -0.10 -0.015847 -0.02 2:38:00 1 0 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 %
1 0 0 1 -2.85 -2.85 -0.558714 -0.57
1 1 0 0 2.75 2.75 0.5428675 0.55

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.17 trades per day. The starting balance was $100 and the final balance was $99.9841535, resulting in an absolute profit of $-0.015846500000000097 and a total profit percentage of -0.00015846500000000097. The average stake amount was $19.6709 and the total trade volume was $39.3418. The best pair was BTC/USDT and the worst pair was ETC/USDT. The maximum balance reached was $100.5428675 and the minimum balance was $99.9841535. The market change during this period was -0.03336748620829983.

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 2 / 0.17
Starting balance 100
Final balance 99.9841535
Absolute profit -0.015846500000000097
Total profit % -0.00015846500000000097
Avg. stake amount 19.6709
Total trade volume 39.3418
Best Pair BTC/USDT
Worst Pair ETC/USDT
Max Balance 100.5428675
Min Balance 99.9841535
Market Change -0.03336748620829983

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
  }