Here's two new backtests for you, on the January 2022 top coins (which exist on binance) with the current TA Community Bot Configs (which are maintained at https://bit.ly/TACBots).
March 2022
Full Result: https://bit.ly/3J1qYRp
Top 5 by actual ROI:
Interestingly, these were also the configs with the least Profitable Pairs. So here we see an example where being greedy over the whole market paid out (the red bags are compensated by the bigger gains of the profitable pairs).
Top 5 by ROI without unrealized profits & losses (i.e., ignoring the last deal):
When sorting by profitable pairs, i.e. "robustness", as March was so bullish, there were many configs that had 148/148 profitable pairs. Top 5 of them sorted by actual ROI are below. We see that their ROI is much worse than the Top 5 by ROI.
January - March 2022
Full Result: https://bit.ly/3NKY4bV
Top 5 by actual ROI:
Top 5 by ROI without unrealized profits & losses (i.e., ignoring the last deal):
When sorting by profitable pairs, i.e. "robustness", there were 6 configs that had 148/148 profitable pairs:
Backtester Update
Since the last Jan-Feb backtests, apart from the excel export, I also added a few new interesting columns (closed profit, ROI without uPNL, Max Red Bag time, etc.), and most importantly, improved the backtesting accuracy (shoutout to Shwao):
Old Version:
We only looked at open price of each 1min candle. If the open price triggered an SO or a TP, the order was done at the open price (this could incur some serious slippage)
New Version:
We also check candle high&low to decide if we should trigger a SO or TP.
Orders are now executed like Limit Orders, i.e. exactly at the calculated SO or TP price.
If you have questions, please read the README sheet in the excel file first. If still unanswered, you can reach me on Discord: Snardge#9572 / in the Trade Alts Server: https://discord.com/invite/tradealts
I hope these posts are useful to you. Please let me know if you have any feedback / see something that you think is wrong or missing. If you want to support the project, you can buy me a coffee here, it's always appreciated!