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StochRSITEMA Strategy Performance Results
Description:
The StochRSITEMA strategy uses several technical indicators, including the Stochastic Oscillator, the Relative Strength Index (RSI) and the Triple Exponential Moving Average (TEMA). This strategy seeks to identify potentially profitable buy and sell signals based on these indicators.
The Stochastic Oscillator is used to determine if an asset's price is overbought (above 70) or oversold (below 30). The Relative Strength Index is a momentum indicator which measures the magnitude of recent price changes to gauge if a market is either overbought or oversold. TEMA is a smoothed version of the Exponential Moving Average, which helps to smooth out price fluctuations and identify the underlying trend.
When the Stochastic Oscillator is above a certain threshold (eg. 48) and crosses above the RSI (with a given period, usually 15 periods), it is a signal for a possible buy signal. The strategy then checks for a sell signal with TEMA, which is typically triggered when the price falls below the moving average.
The strategy also includes a stop-loss feature, trailing stop-loss, and can be configured to ignore the ROI if a buy signal is detected. Users can also define the number of candles to be used in the strategy, allowing them to optimize the trade timing.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| BNB/USDT | 3 | 1.15 | 3.46 | 0.682179 | 0.68 | 1:15:00 | 2 | 1 | 0 | 66.67 |
| BCH/USDT | 3 | 0.64 | 1.91 | 0.374679 | 0.37 | 0:52:00 | 3 | 0 | 0 | 100.00 |
| LINK/USDT | 3 | 0.08 | 0.23 | 0.044810 | 0.04 | 1:47:00 | 1 | 2 | 0 | 33.33 |
| ETH/USDT | 4 | 0.04 | 0.16 | 0.031836 | 0.03 | 3:26:00 | 1 | 3 | 0 | 25.00 |
| BTC/USDT | 4 | 0.00 | 0.00 | 0.000000 | 0.0 | 4:15:00 | 0 | 4 | 0 | 0.00 |
| LTC/USDT | 2 | 0.00 | 0.00 | 0.000000 | 0.0 | 5:10:00 | 0 | 2 | 0 | 0.00 |
| XRP/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| ADA/USDT | 2 | 0.00 | 0.00 | 0.000000 | 0.0 | 2:08:00 | 0 | 2 | 0 | 0.00 |
| ETC/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| ALGO/USDT | 1 | 0.00 | 0.00 | 0.000000 | 0.0 | 1:25:00 | 0 | 1 | 0 | 0.00 |
| LUNA/USDT | 4 | 0.00 | 0.00 | 0.000000 | 0.0 | 1:32:00 | 0 | 4 | 0 | 0.00 |
| DOT/USDT | 3 | -0.27 | -0.80 | -0.157515 | -0.16 | 0:55:00 | 2 | 0 | 1 | 66.67 |
| SOL/USDT | 3 | -0.69 | -2.07 | -0.387515 | -0.39 | 1:03:00 | 1 | 1 | 1 | 33.33 |
| TOTAL | 32 | 0.09 | 2.89 | 0.588474 | 0.59 | 2:12:00 | 10 | 20 | 2 | 31.25 |
- 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 | 6 | 20 | 0 | 0.06 | 1.51 | 0.29704467 | 0.3 | |
| 4 | 4 | 0 | 0 | 1.4 | 5.6 | 1.10401192 | 1.12 | |
| 2 | 0 | 0 | 2 | -2.11 | -4.22 | -0.81258247 | -0.84 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 2.67 trades per day. The starting balance was $100 and the final balance was $100.58847412, resulting in an absolute profit of $0.5884741199999999 and a total profit percentage of 0.005884741199999999. The average stake amount was $19.596085612499998 and the total trade volume was $627.0747395999999. The best pair was BNB/USDT and the worst pair was SOL/USDT. The maximum balance reached was $100.58847412 and the minimum balance was $99.2640636. The market change during this period was -0.034259528326949375.
| 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 | 32 / 2.67 |
| Starting balance | 100 |
| Final balance | 100.58847412 |
| Absolute profit | 0.5884741199999999 |
| Total profit % | 0.005884741199999999 |
| Avg. stake amount | 19.596085612499998 |
| Total trade volume | 627.0747395999999 |
| Best Pair | BNB/USDT |
| Worst Pair | SOL/USDT |
| Max Balance | 100.58847412 |
| Min Balance | 99.2640636 |
| Market Change | -0.034259528326949375 |
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
}