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BBRSI Strategy Performance Results
Description:
The BBRSI strategy is a technical analysis strategy that combines the bollinger bands (BB) and the Relative Strength Index (RSI). The strategy is designed to look for entry points when the trading data’s price is lower than the bollinger lower band and exit points when the RSI is above 90 and the price is above the bollinger middle band.
The indicators this strategy uses are the bollinger bands and the RSI. The bollinger bands are used to define the trend in the price data and the RSI is used to measure the strength of the trend. The bollinger bands use a window of 20 periods and 4 standard deviations to define the trend, while the RSI uses 14 periods.
The strategy also defines the minimal return on investment (ROI), stop loss level and timeframe. The minimal ROI varies depending on the periods of time, with the longest period having the lowest ROI. The stop loss level is set to -0.363 and the timeframe is set to 1 hour. Finally, the order types and time in force are configured so that buy orders are limit and the order duration is ‘gtc’ (good-until-cancelled) and the same is true for sell 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 % |
|---|---|---|---|---|---|---|---|---|---|---|
| XRP/USDT | 1 | 2.12 | 2.12 | 0.409250 | 0.41 | 1:00:00 | 1 | 0 | 0 | 100.00 |
| BCH/USDT | 1 | 1.13 | 1.13 | 0.222663 | 0.22 | 2:00:00 | 1 | 0 | 0 | 100.00 |
| BNB/USDT | 1 | 1.03 | 1.03 | 0.204543 | 0.2 | 2:00:00 | 1 | 0 | 0 | 100.00 |
| ETH/USDT | 1 | 0.00 | 0.00 | 0.000000 | 0.0 | 5 days, 6:00:00 | 0 | 1 | 0 | 0.00 |
| LINK/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| LTC/USDT | 1 | 0.00 | 0.00 | 0.000000 | 0.0 | 7 days, 23:00:00 | 0 | 1 | 0 | 0.00 |
| SOL/USDT | 1 | 0.00 | 0.00 | 0.000000 | 0.0 | 1 day, 3:00:00 | 0 | 1 | 0 | 0.00 |
| DOT/USDT | 1 | 0.00 | 0.00 | 0.000000 | 0.0 | 7 days, 13:00:00 | 0 | 1 | 0 | 0.00 |
| ETC/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| LUNA/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| BTC/USDT | 3 | -1.01 | -3.04 | -0.594869 | -0.59 | 17:00:00 | 1 | 1 | 1 | 33.33 |
| ALGO/USDT | 1 | -3.18 | -3.18 | -0.636787 | -0.64 | 22:00:00 | 0 | 0 | 1 | 0.00 |
| ADA/USDT | 1 | -3.78 | -3.78 | -0.755847 | -0.76 | 22:00:00 | 0 | 0 | 1 | 0.00 |
| TOTAL | 12 | -0.48 | -5.72 | -1.151048 | -1.15 | 2 days, 4:05:00 | 4 | 5 | 3 | 33.33 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 9 | 4 | 5 | 0 | 0.59 | 5.31 | 1.03800888 | 1.06 | |
| 3 | 0 | 0 | 3 | -3.68 | -11.03 | -2.18905684 | -2.21 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 1.0 trades per day. The starting balance was $100 and the final balance was $98.84895204, resulting in an absolute profit of $-1.15104796 and a total profit percentage of -0.011510479600000002. The average stake amount was $19.698549558333333 and the total trade volume was $236.3825947. The best pair was XRP/USDT and the worst pair was ADA/USDT. The maximum balance reached was $101.03800888 and the minimum balance was $98.84895204. 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 | 12 / 1.0 |
| Starting balance | 100 |
| Final balance | 98.84895204 |
| Absolute profit | -1.15104796 |
| Total profit % | -0.011510479600000002 |
| Avg. stake amount | 19.698549558333333 |
| Total trade volume | 236.3825947 |
| Best Pair | XRP/USDT |
| Worst Pair | ADA/USDT |
| Max Balance | 101.03800888 |
| Min Balance | 98.84895204 |
| 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
}