New 1m Bitmex Strategy Results


Cryptocurrency Trading Bot

Here are the backtest results of the new script "Shooting Stars". The strategy was backtested on BitMEX historical data, as far as possible in the past, in 1 minute timeframe, using Replay Mode.

We will see two configurations, one for the XBTUSD pair, and the other for ETHUSD.

Backtest Parameters

Initial Capital (€) Base Currency Pyramiding Order Size Commission
10000 EUR none 100 % of equity 0

XBTUSD 1m

Configuration

The default parameters of the indicator are used for this configuration.

Backtest

Date range: 2019-07-25 to 2019-07-31

backtest

Date range: 2019-07-31 to 2019-08-06

backtest

Date range: 2019-08-06 to 2019-08-13

backtest

Date range: 2019-08-13 to 2019-08-20

backtest

Date range: 2019-08-20 to 2019-08-26

backtest

Date range: 2019-08-26 to 2019-09-06

backtest
Net Profit (€) Total Closed Trades Percent Profitable Profit Factor Max Drawdown Avg Trade (€) Avg # Bars in Trades
-78,5 7 0,71 0,766 306,8 -11,2 236
406 8 1 N/A 0 50,8 37
383,3 7 0,86 3,051 186,9 54,8 34
430 13 0,92 3,008 214,2 33,1 78
668,6 1 1 N/A 0 66,9 73
137,9 15 0,8 1,268 329,1 9,2 266
TOTAL TOTAL AVERAGE AVERAGE AVERAGE AVERAGE AVERAGE
1947,30 51,00 0,88 2,02 172,83 33,93 120,67
AVERAGE
324,55

ETHUSD Custom Settings

Configuration

configuration

Backtest

Date range: 2019-07-25 to 2019-07-31

backtest

Date range: 2019-07-31 to 2019-08-05

backtest

Date range: 2019-08-05 to 2019-08-13

backtest

Date range: 2019-08-13 to 2019-08-20

backtest

Date range: 2019-08-20 to 2019-08-26

backtest

Date range: 2019-08-26 to 2019-09-06

backtest
Net Profit (€) Total Closed Trades Percent Profitable Profit Factor Max Drawdown Avg Trade (€) Avg # Bars in Trades
-103,39 13 0,69 0,911 677,15 -7,95 186
777,72 7 1 N/A 0 111,1 599
4,59 15 0,67 1,004 466,55 0,31 301
322,78 13 0,77 1,482 452,49 24,83 232
851,61 9 1 N/A 0 94,62 10
1971,29 2 0,9 3,966 347,08 98,56 422
TOTAL TOTAL AVERAGE AVERAGE AVERAGE AVERAGE AVERAGE
3824,60 59,00 0,84 1,84 323,88 53,58 291,67
AVERAGE
637,43

Did you find a better configuration ? Let me know in the comments!

Written by Cyato - 2019-09-06

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