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FEATURE: add rsicross strategy #1227

Merged
merged 4 commits into from
Jul 10, 2023
Merged

FEATURE: add rsicross strategy #1227

merged 4 commits into from
Jul 10, 2023

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c9s
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@c9s c9s commented Jul 9, 2023

BACK-TEST REPORT
===============================================
START TIME: Sat, 01 Jan 2022 08:00:00 CST
END TIME: Tue, 01 Feb 2022 08:00:00 CST
INITIAL TOTAL BALANCE: BalanceMap[BTC: 0, USDT: 10000]
FINAL TOTAL BALANCE: BalanceMap[BTC: 0.03956, USDT: -0.94693957]
binance BTCUSDT PROFIT AND LOSS REPORT
===============================================
TRADES SINCE: 2022-01-01 00:09:59.999 +0000 UTC
NUMBER OF TRADES: 2567
POSITION BTCUSDT: average cost = 38438.09978741, base = 0.03956, quote = -3025.02864113
AVERAGE COST: $ 38,438.10
BASE ASSET POSITION: 0.03956
TOTAL BUY VOLUME: 111.46599
TOTAL SELL VOLUME: 111.42643
CURRENT PRICE: $ 38,500.98
CURRENCY FEES:
 - USDT: 6973.6478243
PROFIT: $ 1,981.27
UNREALIZED PROFIT: $ 2.49
INITIAL ASSET IN USDT ~= 10000.00000 USDT (1 BTC = 46216.93)
FINAL ASSET IN USDT ~= 1522.15182 USDT (1 BTC = 38500.98)
REALIZED PROFIT: +1981.27126742 USDT
UNREALIZED PROFIT: +2.48754121 USDT
ASSET DECREASED: -8477.84817077 USDT (-84.77%)
REALIZED SHARPE RATIO: 3.6633
REALIZED SORTINO RATIO: 7.6758

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Welcome back! @c9s, This pull request may get 650 BBG.

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Re-estimated karma: this pull request may get 645 BBG

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Re-estimated karma: this pull request may get 652 BBG

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Re-estimated karma: this pull request may get 661 BBG

@c9s c9s merged commit 967f82e into c9s/base-strategy Jul 10, 2023
@c9s c9s deleted the c9s/rsicross-strategy branch July 10, 2023 09:10
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Hi @c9s,

Well done! 666 BBG has been sent to your polygon wallet. Please check the following tx:

https://polygonscan.com/tx/0xa04c072ddf76d66d40add97978fc42e01a5e88facf464cf7b0b110742d39d15d

Thank you for your contribution!

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4 participants