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SRsi Strategy Performance Results
Description:
This strategy is called SRsi and it utilizes the RSI indicator. It uses a 14 period RSI and then normalizes it to between 0 and 1 by subtracting the RSI value from the minimum RSI value over the 14 period and then dividing by the maximum RSI value over the 14 period. It then uses a 3 period simple moving average to smooth out the normalized RSI (k) and a further 3 period simple moving average to get a "d" value. The buy signal is given when the k crosses above its d and is below 15. The sell signal is given when the k crosses below its d and is above 75. The strategy also utilizes a stoploss of -0.15.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| LUNA/USDT | 138 | -0.14 | -19.88 | -2.478694 | -2.48 | 0:23:00 | 57 | 0 | 81 | 41.30 |
| BNB/USDT | 194 | -0.12 | -22.96 | -2.678856 | -2.68 | 0:21:00 | 76 | 0 | 118 | 39.18 |
| ETC/USDT | 169 | -0.16 | -26.74 | -3.167383 | -3.17 | 0:22:00 | 58 | 0 | 111 | 34.32 |
| SOL/USDT | 187 | -0.17 | -32.38 | -3.514489 | -3.51 | 0:24:00 | 84 | 0 | 103 | 44.92 |
| XRP/USDT | 187 | -0.16 | -29.38 | -3.787145 | -3.79 | 0:22:00 | 59 | 0 | 128 | 31.55 |
| BCH/USDT | 235 | -0.18 | -42.06 | -4.935906 | -4.94 | 0:23:00 | 93 | 0 | 142 | 39.57 |
| ADA/USDT | 144 | -0.25 | -36.39 | -5.211648 | -5.21 | 0:21:00 | 56 | 0 | 88 | 38.89 |
| ALGO/USDT | 134 | -0.29 | -39.37 | -5.533253 | -5.53 | 0:21:00 | 60 | 0 | 74 | 44.78 |
| BTC/USDT | 250 | -0.18 | -45.47 | -5.578298 | -5.58 | 0:22:00 | 53 | 0 | 197 | 21.20 |
| DOT/USDT | 138 | -0.30 | -40.84 | -5.622454 | -5.62 | 0:24:00 | 54 | 0 | 84 | 39.13 |
| ETH/USDT | 238 | -0.21 | -49.52 | -5.912059 | -5.91 | 0:22:00 | 51 | 0 | 187 | 21.43 |
| LINK/USDT | 185 | -0.24 | -44.91 | -6.124127 | -6.12 | 0:23:00 | 78 | 0 | 107 | 42.16 |
| LTC/USDT | 197 | -0.25 | -48.55 | -6.873380 | -6.87 | 0:23:00 | 61 | 0 | 136 | 30.96 |
| TOTAL | 2396 | -0.20 | -478.43 | -61.417692 | -61.42 | 0:22:00 | 840 | 0 | 1556 | 35.06 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 2339 | 793 | 0 | 1546 | -0.2 | -457.22 | -54.56342516 | -91.44 | |
| 47 | 47 | 0 | 0 | 1.2 | 56.34 | 6.138708729999999 | 11.27 | |
| 5 | 0 | 0 | 5 | -15.17 | -75.83 | -12.862133830000001 | -15.17 | |
| 5 | 0 | 0 | 5 | -0.35 | -1.73 | -0.1308415 | -0.35 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 199.67 trades per day. The starting balance was $100 and the final balance was $38.582308240000074, resulting in an absolute profit of $-61.41769176 and a total profit percentage of -0.6141769175999999. The average stake amount was $12.461570686352253 and the total trade volume was $29857.9233645. The best pair was LUNA/USDT and the worst pair was ETH/USDT. The maximum balance reached was $100.22207276 and the minimum balance was $38.582308240000074. The market change during this period was -0.029801705770188616.
| Metric | Value |
|---|---|
| Backtesting from | 2024-01-01 00:00:00 |
| Backtesting to | 2024-01-13 15:48:00 |
| Max open trades | 5 |
| Total/Daily Avg Trades | 2396 / 199.67 |
| Starting balance | 100 |
| Final balance | 38.582308240000074 |
| Absolute profit | -61.41769176 |
| Total profit % | -0.6141769175999999 |
| Avg. stake amount | 12.461570686352253 |
| Total trade volume | 29857.9233645 |
| Best Pair | LUNA/USDT |
| Worst Pair | ETH/USDT |
| Max Balance | 100.22207276 |
| Min Balance | 38.582308240000074 |
| Market Change | -0.029801705770188616 |
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
}