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LuxOSC Strategy Performance Results
Description:
The LuxOSC strategy is a technical indicator based trading strategies that uses the LUX SuperTrend Oscillator (LUX STO) to identify buy and sell signals. The LUX STO consists of two components, the Oscillator and the Super Trend, and can be used to identify both long-term and short-term buy and sell points. The strategy sends buy signals when the Oscillator crosses below -100 and aims to sell near the higher end of the Oscillator's range when it crosses over the 50 mark. The Super Trend component provides additional context by highlighting whether the oscillator is in an uptrend or downtrend. If the Super Trend is above the current price level, it is in an uptrend and if it is below the current price it is in a downtrend. The LuxOSC strategy includes parameters for the length of the lookback period, the multiple for the ATR, and the length for the smoothing period.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| DOT/USDT | 5 | 1.71 | 8.56 | 1.610623 | 1.61 | 13:38:00 | 4 | 0 | 1 | 80.00 |
| BNB/USDT | 6 | 1.24 | 7.46 | 1.423493 | 1.42 | 12:37:00 | 6 | 0 | 0 | 100.00 |
| LINK/USDT | 6 | 1.00 | 5.99 | 1.147624 | 1.15 | 13:38:00 | 3 | 0 | 3 | 50.00 |
| ALGO/USDT | 5 | 0.27 | 1.37 | 0.250460 | 0.25 | 15:09:00 | 3 | 0 | 2 | 60.00 |
| ETC/USDT | 2 | 0.00 | 0.00 | 0.004096 | 0.0 | 15:08:00 | 1 | 0 | 1 | 50.00 |
| ETH/USDT | 6 | -0.07 | -0.40 | -0.104170 | -0.1 | 12:10:00 | 4 | 0 | 2 | 66.67 |
| XRP/USDT | 6 | -0.12 | -0.72 | -0.148025 | -0.15 | 23:42:00 | 3 | 0 | 3 | 50.00 |
| LUNA/USDT | 4 | -0.59 | -2.37 | -0.437659 | -0.44 | 16:02:00 | 2 | 0 | 2 | 50.00 |
| BTC/USDT | 5 | -0.99 | -4.97 | -0.991416 | -0.99 | 21:31:00 | 3 | 0 | 2 | 60.00 |
| BCH/USDT | 5 | -1.23 | -6.14 | -1.253641 | -1.25 | 13:05:00 | 3 | 0 | 2 | 60.00 |
| ADA/USDT | 3 | -2.61 | -7.84 | -1.526081 | -1.53 | 1 day, 7:07:00 | 0 | 0 | 3 | 0.00 |
| SOL/USDT | 3 | -3.52 | -10.55 | -2.100198 | -2.1 | 1 day, 9:00:00 | 1 | 0 | 2 | 33.33 |
| LTC/USDT | 3 | -3.56 | -10.68 | -2.150064 | -2.15 | 23:30:00 | 1 | 0 | 2 | 33.33 |
| TOTAL | 59 | -0.34 | -20.28 | -4.274958 | -4.27 | 17:44:00 | 34 | 0 | 25 | 57.63 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 54 | 34 | 0 | 20 | -0.01 | -0.71 | -0.48605774 | -0.14 | |
| 5 | 0 | 0 | 5 | -3.91 | -19.57 | -3.78890048 | -3.91 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 4.92 trades per day. The starting balance was $100 and the final balance was $95.72504178, resulting in an absolute profit of $-4.27495822 and a total profit percentage of -0.042749582200000004. The average stake amount was $19.243064428813557 and the total trade volume was $1135.3408012999998. The best pair was DOT/USDT and the worst pair was LTC/USDT. The maximum balance reached was $101.7126163 and the minimum balance was $95.15024288000001. 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 | 59 / 4.92 |
| Starting balance | 100 |
| Final balance | 95.72504178 |
| Absolute profit | -4.27495822 |
| Total profit % | -0.042749582200000004 |
| Avg. stake amount | 19.243064428813557 |
| Total trade volume | 1135.3408012999998 |
| Best Pair | DOT/USDT |
| Worst Pair | LTC/USDT |
| Max Balance | 101.7126163 |
| Min Balance | 95.15024288000001 |
| 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
}