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BBRSI2 Strategy Performance Results
Description:
This strategy is called BBRSI2. It is based on using both the Relative Strength Index (RSI) and Bollinger Bands indicators. The RSI is used to generate buy signals when the indicator crosses above 35 and sell signals when it crosses above 75. The Bollinger Bands indicator is used to identify situations where the price is beneath the lower band and is expected to rebound, or when the price is above the middle band and is expected to reverse. If either condition is met, a buy or sell signal is generated. For both buy and sell signals, it uses a limit order type. The strategy also includes a trailing stop feature that allows for more flexibility and dynamic trading. The Minimal ROI for this strategy has a decreasing slope over time to provide more realistic returns in the long term. It also includes safety features such as an emergency sell order and stop loss orders.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| BCH/USDT | 30 | 0.66 | 19.86 | 3.190867 | 3.19 | 4:01:00 | 22 | 0 | 8 | 73.33 |
| LINK/USDT | 21 | 0.59 | 12.42 | 2.093559 | 2.09 | 3:27:00 | 16 | 0 | 5 | 76.19 |
| ETC/USDT | 19 | 0.30 | 5.74 | 0.838417 | 0.84 | 4:11:00 | 9 | 0 | 10 | 47.37 |
| ETH/USDT | 19 | 0.20 | 3.79 | 0.551858 | 0.55 | 6:51:00 | 11 | 0 | 8 | 57.89 |
| LTC/USDT | 26 | 0.12 | 3.00 | 0.361632 | 0.36 | 4:40:00 | 16 | 0 | 10 | 61.54 |
| XRP/USDT | 17 | -0.02 | -0.37 | -0.049732 | -0.05 | 6:47:00 | 7 | 0 | 10 | 41.18 |
| BTC/USDT | 28 | -0.06 | -1.59 | -0.293921 | -0.29 | 5:03:00 | 15 | 2 | 11 | 53.57 |
| ADA/USDT | 15 | -0.49 | -7.34 | -1.566412 | -1.57 | 4:43:00 | 9 | 1 | 5 | 60.00 |
| BNB/USDT | 23 | -0.56 | -12.94 | -2.064169 | -2.06 | 5:49:00 | 10 | 0 | 13 | 43.48 |
| DOT/USDT | 15 | -1.11 | -16.63 | -3.564499 | -3.56 | 6:18:00 | 8 | 0 | 7 | 53.33 |
| LUNA/USDT | 20 | -1.17 | -23.50 | -4.456871 | -4.46 | 4:11:00 | 13 | 0 | 7 | 65.00 |
| ALGO/USDT | 21 | -1.88 | -39.44 | -7.008329 | -7.01 | 6:11:00 | 11 | 0 | 10 | 52.38 |
| SOL/USDT | 23 | -1.93 | -44.38 | -7.923417 | -7.92 | 5:52:00 | 12 | 0 | 11 | 52.17 |
| TOTAL | 277 | -0.37 | -101.40 | -19.891018 | -19.89 | 5:09:00 | 159 | 3 | 115 | 57.40 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 265 | 158 | 0 | 107 | -0.07 | -18.64 | -3.5125679599999993 | -3.73 | |
| 4 | 0 | 0 | 4 | -19.61 | -78.44 | -15.68929917 | -15.69 | |
| 4 | 0 | 0 | 4 | -1.16 | -4.64 | -0.74008366 | -0.93 | |
| 4 | 1 | 3 | 0 | 0.08 | 0.32 | 0.05093256 | 0.06 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 23.08 trades per day. The starting balance was $100 and the final balance was $80.10898177000001, resulting in an absolute profit of $-19.89101823 and a total profit percentage of -0.19891018230000002. The average stake amount was $17.19569630974729 and the total trade volume was $4763.2078778. The best pair was BCH/USDT and the worst pair was SOL/USDT. The maximum balance reached was $103.93341675 and the minimum balance was $77.01328068999999. The market change during this period was -0.018861146831135437.
| 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 | 277 / 23.08 |
| Starting balance | 100 |
| Final balance | 80.10898177000001 |
| Absolute profit | -19.89101823 |
| Total profit % | -0.19891018230000002 |
| Avg. stake amount | 17.19569630974729 |
| Total trade volume | 4763.2078778 |
| Best Pair | BCH/USDT |
| Worst Pair | SOL/USDT |
| Max Balance | 103.93341675 |
| Min Balance | 77.01328068999999 |
| Market Change | -0.018861146831135437 |
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
}