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CombinedBinHAndCluc2021 Strategy Performance Results
Description:
This strategy combines 2 indicators, Bollinger Bands and a Heikin-Ashi Candlestick pattern, to generate buy and sell signals. The Bollinger Band is used to measure the volatility of the market and determine when a market has become overextended. The Heikin-Ashi Candlestick pattern is used to identify trends and spots where the price may reverse.
Buy signals are generated when:
- The lower band of the Bollinger Band is positive
- The distance between the middle band and the lower band exceeds 8% of the closing price
- The absolute difference between the current closing price and the previous closing price is greater or equals to 1.75% of the previous closing price
- The absolute distance between the low and the closing price is less than 25% of the distance between the middle and lower band
- The closing price is less than the previous lower band
- The closing price is less than or equals to the previous closing price
- The closing price is less than the 50-period exponential moving average
- The closing price is less than 98.5% of the lower-band of the 20-period Bollinger band
- The volume is less than 20 times the 30-period moving average of the volume
- The relative strength index (RSI) is less than 12
- The closing price is less than the lower-band of the 20-period bollinger band with 4 standard deviations
Sell signals are generated when the closing price is greater than the middle-band of the 20-period Bollinger band.
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 | 1 | 4.14 | 4.14 | 0.762514 | 0.76 | 1:00:00 | 1 | 0 | 0 | 100.00 |
| ETC/USDT | 2 | 0.57 | 1.13 | 0.210404 | 0.21 | 1:35:00 | 1 | 0 | 1 | 50.00 |
| 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 | |
| BNB/USDT | 1 | -0.55 | -0.55 | -0.104841 | -0.1 | 1:25:00 | 0 | 0 | 1 | 0.00 |
| ETH/USDT | 1 | -1.61 | -1.61 | -0.314868 | -0.31 | 1:30:00 | 0 | 0 | 1 | 0.00 |
| LUNA/USDT | 1 | -2.40 | -2.40 | -0.459465 | -0.46 | 2:40:00 | 0 | 0 | 1 | 0.00 |
| LINK/USDT | 3 | -0.98 | -2.93 | -0.664524 | -0.66 | 0:33:00 | 2 | 0 | 1 | 66.67 |
| SOL/USDT | 5 | -1.12 | -5.58 | -1.049979 | -1.05 | 0:55:00 | 4 | 0 | 1 | 80.00 |
| LTC/USDT | 3 | -1.98 | -5.94 | -1.189406 | -1.19 | 0:47:00 | 1 | 1 | 1 | 33.33 |
| BCH/USDT | 3 | -2.08 | -6.24 | -1.310506 | -1.31 | 0:50:00 | 1 | 0 | 2 | 33.33 |
| TOTAL | 20 | -1.00 | -19.97 | -4.120672 | -4.12 | 1:02:00 | 10 | 1 | 9 | 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 % |
|---|---|---|---|---|---|---|---|---|
| 9 | 4 | 0 | 5 | -0.07 | -0.62 | -0.14150343000000004 | -0.12 | |
| 7 | 6 | 1 | 0 | 2.48 | 17.37 | 3.14921719 | 3.47 | |
| 4 | 0 | 0 | 4 | -9.18 | -36.72 | -7.12838538 | -7.34 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 1.67 trades per day. The starting balance was $100 and the final balance was $95.87932838, resulting in an absolute profit of $-4.1206716199999995 and a total profit percentage of -0.04120671619999999. The average stake amount was $18.85557945 and the total trade volume was $377.11158900000004. The best pair was BTC/USDT and the worst pair was BCH/USDT. The maximum balance reached was $98.1903092 and the minimum balance was $92.87161462. 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 | 20 / 1.67 |
| Starting balance | 100 |
| Final balance | 95.87932838 |
| Absolute profit | -4.1206716199999995 |
| Total profit % | -0.04120671619999999 |
| Avg. stake amount | 18.85557945 |
| Total trade volume | 377.11158900000004 |
| Best Pair | BTC/USDT |
| Worst Pair | BCH/USDT |
| Max Balance | 98.1903092 |
| Min Balance | 92.87161462 |
| 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
}