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Roth03 Strategy Performance Results
Description:
This strategy, called Roth03, is based on technical indicators and pattern recognition. It uses the Bollinger Bands, Moving Average Convergence Divergence (MACD) and Relative Strength Index (RSI). It also uses the Stochastic Oscillator, Commodity Channel Index (CCI), Relative Vigor Index (RVI) and Money Flow Index (MFI). The buy logic of the strategy is triggered when the close price is below the lower band and the fastd is greater than 37 and the mfi is less than 20. The sell logic is triggered when the SAR is greater than the close price, the RSI is higher than 69.0, the MFI is greater than 86 and the fastd is higher than 79.
The strategy also has user-defined parameters for both buy and sell orders. The parameters for buy orders are: adx-enabled (whether to use the ADX or not), adx-value (the value of the ADX), cci-enabled (whether to use the CCI or not), cci-value (the value of the CCI), fastd-enabled (whether to use the fastd or not), fastd-value (the value of the fastd), mfi-enabled (whether to use the mfi or not), mfi-value (the value of the mfi), rsi-enabled (whether to use the rsi or not), rsi-value (the value of the rsi), and trigger (the indicative used to trigger the buy orders). For sell orders, the parameters are: sell-adx-enabled (whether to use the ADX or not), sell-adx-value (the value of the ADX), sell-cci-enabled (whether to use the CCI or not), sell-cci-value (the value of the CCI), sell-fastd-enabled (whether to use the fastd
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 | 2 | 3.56 | 7.12 | 1.328253 | 1.33 | 1:30:00 | 2 | 0 | 0 | 100.00 |
| SOL/USDT | 2 | 1.51 | 3.02 | 0.543790 | 0.54 | 1:42:00 | 2 | 0 | 0 | 100.00 |
| LINK/USDT | 4 | 0.54 | 2.15 | 0.400449 | 0.4 | 1:58:00 | 2 | 2 | 0 | 50.00 |
| ALGO/USDT | 2 | 1.01 | 2.02 | 0.383180 | 0.38 | 1:42:00 | 2 | 0 | 0 | 100.00 |
| BTC/USDT | 4 | 0.28 | 1.12 | 0.206631 | 0.21 | 2:05:00 | 3 | 1 | 0 | 75.00 |
| ETC/USDT | 2 | 0.45 | 0.89 | 0.176364 | 0.18 | 1:55:00 | 1 | 1 | 0 | 50.00 |
| BCH/USDT | 4 | 0.21 | 0.83 | 0.159340 | 0.16 | 2 days, 1:31:00 | 3 | 1 | 0 | 75.00 |
| LTC/USDT | 4 | 0.05 | 0.21 | 0.038796 | 0.04 | 2:19:00 | 2 | 2 | 0 | 50.00 |
| ETH/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| BNB/USDT | 2 | 0.00 | 0.00 | 0.000000 | 0.0 | 2 days, 17:55:00 | 0 | 2 | 0 | 0.00 |
| XRP/USDT | 2 | 0.00 | 0.00 | 0.000000 | 0.0 | 2:18:00 | 0 | 2 | 0 | 0.00 |
| ADA/USDT | 1 | 0.00 | 0.00 | 0.000000 | 0.0 | 5 days, 20:40:00 | 0 | 1 | 0 | 0.00 |
| LUNA/USDT | 6 | -5.32 | -31.92 | -6.349894 | -6.35 | 8:10:00 | 2 | 3 | 1 | 33.33 |
| TOTAL | 35 | -0.42 | -14.55 | -3.113091 | -3.11 | 16:06:00 | 19 | 15 | 1 | 54.29 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 34 | 19 | 15 | 0 | 0.52 | 17.53 | 3.2667909 | 3.51 | |
| 1 | 0 | 0 | 1 | -32.07 | -32.07 | -6.37988215 | -6.41 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 2.92 trades per day. The starting balance was $100 and the final balance was $96.88690875, resulting in an absolute profit of $-3.1130912500000005 and a total profit percentage of -0.031130912500000007. The average stake amount was $18.80976771142857 and the total trade volume was $658.3418699. The best pair was DOT/USDT and the worst pair was LUNA/USDT. The maximum balance reached was $100.3674392 and the minimum balance was $93.98755704999999. The market change during this period was -0.02114756712873641.
| 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 | 35 / 2.92 |
| Starting balance | 100 |
| Final balance | 96.88690875 |
| Absolute profit | -3.1130912500000005 |
| Total profit % | -0.031130912500000007 |
| Avg. stake amount | 18.80976771142857 |
| Total trade volume | 658.3418699 |
| Best Pair | DOT/USDT |
| Worst Pair | LUNA/USDT |
| Max Balance | 100.3674392 |
| Min Balance | 93.98755704999999 |
| Market Change | -0.02114756712873641 |
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
}