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AdxSmas Strategy Performance Results
Description:
This is an AdxSmas Strategy implemented using freqtrade. This strategy relies on combining two very popular trading indicators: Average Directional Movement Index (ADX) and Simple Moving Average (SMA). The ADX tells us about how strong the trends are in the markets and the SMA tells us about the direction of the trend. Combining these two indicators allows us to identify when the market is in a strong trend that is either extremely bullish or bearish and when it is time to buy and sell. Additionally, the ADX will also allow us to determine when the trend is weak or overbought or oversold and subsequently use that to set tighter purchasing and selling signals.
The strategy relies on the ADX being above 25 to signify that the market is in a strong trend. Additionally, when the short-term SMA (3) crosses over the long-term SMA (6), it is a signal to buy and when the long-term SMA crosses over the short-term SMA, it is a signal to sell. This strategy also uses a stop-loss feature to manage risk and has a specified minimal ROI.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| ETH/USDT | 6 | 1.77 | 10.60 | 1.870890 | 1.87 | 1 day, 5:30:00 | 4 | 0 | 2 | 66.67 |
| BNB/USDT | 2 | 1.51 | 3.02 | 0.553213 | 0.55 | 16:30:00 | 2 | 0 | 0 | 100.00 |
| LINK/USDT | 6 | 0.41 | 2.43 | 0.422838 | 0.42 | 14:10:00 | 4 | 0 | 2 | 66.67 |
| LTC/USDT | 3 | 0.59 | 1.76 | 0.309292 | 0.31 | 1 day, 9:00:00 | 2 | 0 | 1 | 66.67 |
| DOT/USDT | 4 | -0.08 | -0.31 | -0.168533 | -0.17 | 18:00:00 | 2 | 0 | 2 | 50.00 |
| ADA/USDT | 3 | -0.34 | -1.02 | -0.194958 | -0.19 | 12:40:00 | 1 | 0 | 2 | 33.33 |
| LUNA/USDT | 1 | -2.61 | -2.61 | -0.487474 | -0.49 | 17:00:00 | 0 | 0 | 1 | 0.00 |
| XRP/USDT | 3 | -1.06 | -3.17 | -0.573326 | -0.57 | 23:00:00 | 0 | 0 | 3 | 0.00 |
| SOL/USDT | 1 | -4.85 | -4.85 | -0.855245 | -0.86 | 1 day, 21:00:00 | 0 | 0 | 1 | 0.00 |
| ETC/USDT | 3 | -1.58 | -4.73 | -1.023589 | -1.02 | 1 day, 1:00:00 | 1 | 0 | 2 | 33.33 |
| BTC/USDT | 2 | -3.13 | -6.25 | -1.204190 | -1.2 | 2 days, 15:30:00 | 0 | 0 | 2 | 0.00 |
| ALGO/USDT | 3 | -5.60 | -16.79 | -3.466749 | -3.47 | 7:40:00 | 1 | 0 | 2 | 33.33 |
| BCH/USDT | 4 | -5.63 | -22.52 | -4.361422 | -4.36 | 1 day, 9:45:00 | 1 | 0 | 3 | 25.00 |
| TOTAL | 41 | -1.08 | -44.45 | -9.179253 | -9.18 | 1 day, 0:16:00 | 18 | 0 | 23 | 43.90 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 33 | 15 | 0 | 18 | -0.77 | -25.31 | -5.20959313 | -5.06 | |
| 5 | 1 | 0 | 4 | -2.8 | -14.0 | -2.6431348400000005 | -2.8 | |
| 2 | 2 | 0 | 0 | 9.99 | 19.98 | 3.5925033 | 4.0 | |
| 1 | 0 | 0 | 1 | -25.13 | -25.13 | -4.919028 | -5.03 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 3.42 trades per day. The starting balance was $100 and the final balance was $90.82074733, resulting in an absolute profit of $-9.17925267 and a total profit percentage of -0.0917925267. The average stake amount was $18.34989158292683 and the total trade volume was $752.3455549. The best pair was ETH/USDT and the worst pair was BCH/USDT. The maximum balance reached was $99.39610992 and the minimum balance was $89.13215826. The market change during this period was -0.029744092813551205.
| Metric | Value |
|---|---|
| Backtesting from | 2024-01-01 00:00:00 |
| Backtesting to | 2024-01-13 14:00:00 |
| Max open trades | 5 |
| Total/Daily Avg Trades | 41 / 3.42 |
| Starting balance | 100 |
| Final balance | 90.82074733 |
| Absolute profit | -9.17925267 |
| Total profit % | -0.0917925267 |
| Avg. stake amount | 18.34989158292683 |
| Total trade volume | 752.3455549 |
| Best Pair | ETH/USDT |
| Worst Pair | BCH/USDT |
| Max Balance | 99.39610992 |
| Min Balance | 89.13215826 |
| Market Change | -0.029744092813551205 |
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
}