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MultiRSI Strategy Performance Results
Description:
The MultiRSI strategy is a combination of SMA and RSI indicators. It uses 5 and 200 periods for the SMA and 14 for the RSI.
The strategy executes a buy when the 5 period SMA is greater than the 200 period SMA, and the RSI is below the RSI at the 8-hour interval. A sell is triggered when the RSI is above the RSI at the 2-hour interval and the 8-hour interval. All indicators use 14 periods.
This strategy uses the talib.abstract library to identify the buy and sell trends. To make sure these indicators are sampled correctly with the given timeframes, the resampling method is used. This is done to choose appropriate sampled data according to the timeframe being used (5m). Dataframe is also filled using forward filling.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| LTC/USDT | 11 | 0.33 | 3.64 | 0.639467 | 0.64 | 2:21:00 | 8 | 0 | 3 | 72.73 |
| BTC/USDT | 19 | 0.08 | 1.45 | 0.276614 | 0.28 | 2:48:00 | 10 | 0 | 9 | 52.63 |
| DOT/USDT | 10 | -0.04 | -0.41 | -0.059265 | -0.06 | 2:18:00 | 6 | 0 | 4 | 60.00 |
| ETH/USDT | 15 | -0.13 | -1.95 | -0.368454 | -0.37 | 3:00:00 | 9 | 0 | 6 | 60.00 |
| ADA/USDT | 7 | -0.35 | -2.46 | -0.500499 | -0.5 | 1:14:00 | 4 | 0 | 3 | 57.14 |
| ETC/USDT | 28 | -0.10 | -2.70 | -0.531647 | -0.53 | 1:18:00 | 18 | 0 | 10 | 64.29 |
| LINK/USDT | 9 | -0.38 | -3.45 | -0.674773 | -0.67 | 1:34:00 | 4 | 0 | 5 | 44.44 |
| BCH/USDT | 16 | -0.38 | -6.02 | -1.181197 | -1.18 | 1:53:00 | 9 | 0 | 7 | 56.25 |
| ALGO/USDT | 10 | -0.90 | -9.05 | -1.664418 | -1.66 | 2:14:00 | 3 | 0 | 7 | 30.00 |
| SOL/USDT | 13 | -0.73 | -9.53 | -1.761133 | -1.76 | 1:51:00 | 9 | 0 | 4 | 69.23 |
| LUNA/USDT | 17 | -0.61 | -10.33 | -1.955887 | -1.96 | 1:29:00 | 10 | 0 | 7 | 58.82 |
| BNB/USDT | 11 | -0.96 | -10.51 | -2.016051 | -2.02 | 1:40:00 | 4 | 0 | 7 | 36.36 |
| XRP/USDT | 9 | -1.19 | -10.68 | -2.046359 | -2.05 | 2:19:00 | 2 | 0 | 7 | 22.22 |
| TOTAL | 175 | -0.35 | -62.00 | -11.843602 | -11.84 | 1:59:00 | 96 | 0 | 79 | 54.86 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 98 | 34 | 0 | 64 | -0.47 | -46.25 | -8.54974461 | -9.25 | |
| 62 | 62 | 0 | 0 | 1.0 | 61.94 | 11.33590735 | 12.39 | |
| 15 | 0 | 0 | 15 | -5.18 | -77.69 | -14.629764580000002 | -15.54 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 14.58 trades per day. The starting balance was $100 and the final balance was $88.15639816, resulting in an absolute profit of $-11.843601840000002 and a total profit percentage of -0.11843601840000001. The average stake amount was $18.32939408742857 and the total trade volume was $3207.6439653. The best pair was LTC/USDT and the worst pair was XRP/USDT. The maximum balance reached was $102.30013198 and the minimum balance was $88.15639816. 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 | 175 / 14.58 |
| Starting balance | 100 |
| Final balance | 88.15639816 |
| Absolute profit | -11.843601840000002 |
| Total profit % | -0.11843601840000001 |
| Avg. stake amount | 18.32939408742857 |
| Total trade volume | 3207.6439653 |
| Best Pair | LTC/USDT |
| Worst Pair | XRP/USDT |
| Max Balance | 102.30013198 |
| Min Balance | 88.15639816 |
| 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
}