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bbrsi1_strategy Strategy Performance Results
Description:
The bbrsi1_strategy is a MarkTwee style trading strategy that uses the RSI and Bollinger Band indicators to generate signals in the markets. This strategy is optimal for trading short-term market breakouts.
The bbrsi1_strategy uses RSI as a filter to identify when to enter the trade. Buy signals are triggered when the RSI is below 30 and the price is below the lower band of the Bollinger Bands. Sell signals are triggered when the RSI is above 70. Additionally, the strategy uses the middle band of the Bollinger bands as a trailing stop and the upper band of the Bollinger bands as an exit signal. The bbrsi1_strategy also uses the TEMA and SAR indicators to confirm signals.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| XRP/USDT | 11 | 0.41 | 4.53 | 0.817061 | 0.82 | 8:06:00 | 8 | 0 | 3 | 72.73 |
| BNB/USDT | 9 | 0.45 | 4.09 | 0.712510 | 0.71 | 11:49:00 | 7 | 0 | 2 | 77.78 |
| DOT/USDT | 5 | 0.48 | 2.42 | 0.451809 | 0.45 | 4:37:00 | 4 | 0 | 1 | 80.00 |
| ETC/USDT | 9 | 0.12 | 1.10 | 0.156377 | 0.16 | 7:12:00 | 7 | 0 | 2 | 77.78 |
| ADA/USDT | 14 | -0.03 | -0.49 | -0.107721 | -0.11 | 5:03:00 | 10 | 0 | 4 | 71.43 |
| BTC/USDT | 10 | -0.17 | -1.72 | -0.376330 | -0.38 | 6:28:00 | 8 | 0 | 2 | 80.00 |
| LTC/USDT | 9 | -0.32 | -2.91 | -0.754915 | -0.75 | 4:36:00 | 7 | 0 | 2 | 77.78 |
| LINK/USDT | 12 | -0.32 | -3.90 | -0.808900 | -0.81 | 4:08:00 | 8 | 0 | 4 | 66.67 |
| ETH/USDT | 8 | -0.57 | -4.59 | -0.990997 | -0.99 | 8:23:00 | 6 | 0 | 2 | 75.00 |
| ALGO/USDT | 6 | -1.70 | -10.17 | -1.903475 | -1.9 | 5:52:00 | 4 | 0 | 2 | 66.67 |
| BCH/USDT | 9 | -1.08 | -9.71 | -1.950372 | -1.95 | 6:52:00 | 7 | 0 | 2 | 77.78 |
| LUNA/USDT | 7 | -1.62 | -11.33 | -2.089702 | -2.09 | 8:07:00 | 5 | 0 | 2 | 71.43 |
| SOL/USDT | 9 | -1.42 | -12.79 | -2.464051 | -2.46 | 6:03:00 | 5 | 0 | 4 | 55.56 |
| TOTAL | 118 | -0.39 | -45.46 | -9.308706 | -9.31 | 6:39:00 | 86 | 0 | 32 | 72.88 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 70 | 70 | 0 | 0 | 1.18 | 82.69 | 15.011794189999998 | 16.54 | |
| 39 | 15 | 0 | 24 | -1.27 | -49.63 | -9.296853119999998 | -9.93 | |
| 7 | 0 | 0 | 7 | -10.17 | -71.17 | -13.66369741 | -14.23 | |
| 2 | 1 | 0 | 1 | -3.67 | -7.35 | -1.35995 | -1.47 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 9.83 trades per day. The starting balance was $100 and the final balance was $90.69129366, resulting in an absolute profit of $-9.308706339999997 and a total profit percentage of -0.09308706339999998. The average stake amount was $18.43769855169491 and the total trade volume was $2175.6484290999997. The best pair was XRP/USDT and the worst pair was SOL/USDT. The maximum balance reached was $100.77648179 and the minimum balance was $89.7527291. The market change during this period was -0.034008199243972644.
| 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 | 118 / 9.83 |
| Starting balance | 100 |
| Final balance | 90.69129366 |
| Absolute profit | -9.308706339999997 |
| Total profit % | -0.09308706339999998 |
| Avg. stake amount | 18.43769855169491 |
| Total trade volume | 2175.6484290999997 |
| Best Pair | XRP/USDT |
| Worst Pair | SOL/USDT |
| Max Balance | 100.77648179 |
| Min Balance | 89.7527291 |
| Market Change | -0.034008199243972644 |
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
}