Scalping Bot Backtest Results Revealed !

Cryptocurrency Trading Bot

Since July 2019, I have been working on a scalping strategy, with the goal to be able to automate it and be profitable. I have now created 3 versions of the script, and we will see which one of them performs better on the last 6 months.

The timeframe used is 5m, on BitMEX XBTUSD data.

Yes, 6 months of data in 5 minute timeframe. I can already hear you : "But that's impossible, unless you waited 6 months by forward testing, TradingView's chart has a limit of 10 000 candles at once so in 5 minutes timeframe that means you can only go back to 30 days in the past!"

Well, you're wrong, because there IS a way to do it, without having to forward test the strategy!

Here is the video showing how to do it if you are interested:

How To Backtest Further In The Past On Low Timeframes by cyatophilum

Anyway, let's see these backtest results!

Backtest parameters

Initial Capital Base Currency Pyramiding Order Size Commission
10000 EUR none 100 % of equity 0.05 %

Scalping Bot V1

Date range: 2019-08-07 to 2019-08-30

Date range: 2019-07-17 to 2019-08-07

Date range: 2019-06-26 to 2019-07-17

Date range: 2019-06-05 to 2019-06-26

Date range: 2019-05-15 to 2019-06-05

Date range: 2019-04-24 to 2019-05-15

Date range: 2019-04-04 to 2019-04-24

Date range: 2019-03-13 to 2019-04-04

Net Profit (€) Total Closed Trades Percent Profitable Profit Factor Max Drawdown Avg Trade (€) Avg # Bars in Trades
352,2 14,00 0,79 1,71 320,80 25,20 36,00
464,8 23,00 0,87 1,406 610,90 20,20 197,00
2092,4 32,00 0,94 3,447 544,20 65,40 137,00
-2016,6 48,00 0,71 0,586 2450,80 -42,00 93,00
3281,6 43,00 0,93 4,428 811,90 76,30 92,00
2280,1 73,00 0,86 1,415 2619,60 31,20 43,00
663,1 47,00 0,83 1,234 717,10 14,10 87,00
681,1 39,00 0,82 1,269 2025,80 17,50 129,00
TOTAL (€) TOTAL AVERAGE AVERAGE AVERAGE AVERAGE (€) AVERAGE
7798,70 319,00 0,84 1,936875 1262,64 25,99 101,75
AVERAGE (€)
974,8375

Scalping Bot V2

Date range: 2019-08-07 to 2019-08-30

Date range: 2019-07-17 to 2019-08-07

Date range: 2019-06-26 to 2019-07-17

Date range: 2019-06-05 to 2019-06-26

Date range: 2019-05-15 to 2019-06-05

Date range: 2019-04-24 to 2019-05-15

Date range: 2019-04-04 to 2019-04-24

Date range: 2019-03-13 to 2019-04-04

Net Profit (€) Total Closed Trades Percent Profitable Profit Factor Max Drawdown Avg Trade (€) Avg # Bars in Trades
-402 5,00 0,20 0,214 515,90 -80,40 603,00
73,6 7,00 0,43 1,128 313,30 10,50 212,00
429,5 16,00 0,50 1,346 815,70 26,80 135,00
169,2 29,00 0,55 1,072 1154,40 5,80 61,00
1543,7 2,00 0,75 2,732 284,90 77,20 84,00
5375,9 3,00 0,83 6,797 452,90 179,20 35,00
1305,4 23,00 0,65 1,781 936,60 56,80 84,00
76,1 26,00 0,54 1,035 957,90 2,90 78,00
TOTAL (€) TOTAL AVERAGE AVERAGE AVERAGE AVERAGE (€) AVERAGE
8571,40 111,00 0,56 2,013125 678,95 34,85 161,50
AVERAGE (€)
1071,425

Scalping Bot V3

Date range: 2019-08-10 to 2019-08-30

Date range: 2019-07-19 to 2019-08-10

Date range: 2019-06-28 to 2019-07-19

Date range: 2019-06-07 to 2019-06-28

Date range: 2019-05-17 to 2019-06-07

Date range: 2019-04-26 to 2019-05-17

Date range: 2019-04-06 to 2019-04-26

Date range: 2019-03-15 to 2019-04-06

Net Profit (€) Total Closed Trades Percent Profitable Profit Factor Max Drawdown Avg Trade (€) Avg # Bars in Trades
363,8 15,00 0,73 1,324 467,30 24,30 345,00
-360,4 2,00 0,50 0,833 1231,70 -18,00 246,00
1856,6 37,00 0,73 1,683 731,80 50,20 102,00
369,5 4,00 0,65 1,099 837,10 9,20 112,00
1063,5 41,00 0,76 1,308 745,60 25,90 92,00
2809,1 69,00 0,77 1,545 1457,50 40,70 44,00
951,5 36,00 0,72 1,316 1104,80 26,40 106,00
-15,1 31,00 0,68 0,996 2383,10 -0,50 126,00
TOTAL (€) TOTAL AVERAGE AVERAGE AVERAGE AVERAGE (€) AVERAGE
7038,50 235,00 0,69 1,263 1119,86 19,78 146,63
AVERAGE (€)
879,8125

Conclusion

Each strategy has different results, and these should help you pick up the version that suits the best your trading.

Indicator Net Profit TOTAL (€) Percent Profitable (AVG) Max Drawdown (AVG) Avg Trade (€)
V1 7798,70 84% 1262,64 25,99
V2 8571,4 56% 678,95 34,85
V3 7038,5 69% 1119,86 19,78

I continuously code and improve my scripts. Come back later if those results are not satisfying enough for you ;)

Detail of trades and more can be found at my Discord Channel

Learn more about the Scalping Bot Strategy

Which version do you prefer ? Tell me in the comments !

Written by Cyato - 2019-08-30

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