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BBRSIOptimizedStrategy Strategy Performance Results
Description:
The BBRSIOptimizedStrategy is a strategy designed to maximize profits while managing risk. This strategy incorporates both Bollinger Bands and Relative Strength Index (RSI). The Bollinger Bands are used to identify oversold and overbought conditions, while the RSI is used to measure the current level of market momentum. As such, the buy signal is triggered when the closing price is below the Bollinger Band lower band (3 std) and the sell signal is triggered when the RSI is above 64 and the closing price is above the Bollinger Band midband (1 std). Additionally, this strategy implements a stoploss of -0.295 and has pre-defined minimal ROI's for different holding periods.
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 | 0.71 | 7.81 | 1.190467 | 1.19 | 4:48:00 | 6 | 2 | 3 | 54.55 |
| ADA/USDT | 14 | 0.33 | 4.57 | 0.783605 | 0.78 | 4:22:00 | 10 | 1 | 3 | 71.43 |
| ETC/USDT | 7 | 0.60 | 4.20 | 0.734066 | 0.73 | 3:49:00 | 4 | 0 | 3 | 57.14 |
| BTC/USDT | 17 | 0.16 | 2.69 | 0.481409 | 0.48 | 4:08:00 | 9 | 2 | 6 | 52.94 |
| ETH/USDT | 14 | 0.15 | 2.05 | 0.371551 | 0.37 | 4:01:00 | 6 | 5 | 3 | 42.86 |
| LINK/USDT | 13 | 0.17 | 2.18 | 0.231984 | 0.23 | 4:05:00 | 6 | 4 | 3 | 46.15 |
| BNB/USDT | 18 | -0.22 | -3.94 | -0.740246 | -0.74 | 4:14:00 | 11 | 1 | 6 | 61.11 |
| ALGO/USDT | 7 | -1.40 | -9.81 | -1.697281 | -1.7 | 5:59:00 | 3 | 1 | 3 | 42.86 |
| BCH/USDT | 11 | -0.79 | -8.74 | -1.723723 | -1.72 | 4:44:00 | 6 | 1 | 4 | 54.55 |
| LTC/USDT | 10 | -0.92 | -9.21 | -1.829758 | -1.83 | 5:12:00 | 5 | 1 | 4 | 50.00 |
| DOT/USDT | 11 | -0.90 | -9.91 | -1.905978 | -1.91 | 4:35:00 | 5 | 1 | 5 | 45.45 |
| SOL/USDT | 11 | -0.96 | -10.53 | -2.001551 | -2.0 | 6:44:00 | 4 | 1 | 6 | 36.36 |
| LUNA/USDT | 9 | -3.82 | -34.34 | -6.743690 | -6.74 | 3:51:00 | 3 | 1 | 5 | 33.33 |
| TOTAL | 153 | -0.41 | -62.99 | -12.849145 | -12.85 | 4:35:00 | 78 | 21 | 54 | 50.98 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 106 | 54 | 0 | 52 | -0.52 | -54.79 | -10.473935459999996 | -10.96 | |
| 45 | 24 | 21 | 0 | 0.5 | 22.6 | 3.7230294400000004 | 4.52 | |
| 1 | 0 | 0 | 1 | -1.17 | -1.17 | -0.1988778 | -0.23 | |
| 1 | 0 | 0 | 1 | -29.64 | -29.64 | -5.89936081 | -5.93 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 12.75 trades per day. The starting balance was $100 and the final balance was $87.15085537, resulting in an absolute profit of $-12.84914463 and a total profit percentage of -0.1284914463. The average stake amount was $17.904635922222223 and the total trade volume was $2739.4092961. The best pair was XRP/USDT and the worst pair was LUNA/USDT. The maximum balance reached was $101.94981088 and the minimum balance was $86.79290204. 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 | 153 / 12.75 |
| Starting balance | 100 |
| Final balance | 87.15085537 |
| Absolute profit | -12.84914463 |
| Total profit % | -0.1284914463 |
| Avg. stake amount | 17.904635922222223 |
| Total trade volume | 2739.4092961 |
| Best Pair | XRP/USDT |
| Worst Pair | LUNA/USDT |
| Max Balance | 101.94981088 |
| Min Balance | 86.79290204 |
| 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
}