DCA_Conditional_Buy_LR_with_TrailingStop
Note:
This is a work in progress. It's a software configuration guide. This Is Not Financial Advice.
Experiment's source code can be found here.
Scenarios and best results for BTC
DCA_Conditional_Buy_LR_with_TrailingStop works better on 1 day timeframe in any scenario. It took thousands of test sampling ranging dates to discard minute and hourly trading for this strategy.
Sampling moving and overlapping dates helped to reduce the parameters space.
Range
From: 2022-06-16 to 2023-03-10.
Optimized parameters
- band_length=3
- band_mult=1
- band_low_pct=2.065553230602729
- minimal_benefit_to_start_trailing=1.003
- reinvest=2
- dca_budget=1000
- buy_all_days=0
- lr_buy_longitude=6
Results
- Return: 36.37531513528706% over -1.2284505259711431% on buy and hold.
- Initial investment: 1000.0
- Final result: 1363.7531513528706
Up and Down
From 2019-11-01 to 2022-01-23.
Optimized parameters
- band_length=34
- band_mult=2
- band_low_pct=3.0025190627892058
- minimal_benefit_to_start_trailing=1.003
- reinvest=2
- dca_budget=100
- buy_all_days=1
- lr_buy_longitude=10
Results
- Return: 965.4840942441458% over 292.6135311175407% on buy and hold.
- Initial investment: 1000.0
- Final result: 10654.840942441459
Bear
From 2021-11-12 to 2022-11-12.
Optimized parameters
- band_length=3
- band_mult=1
- band_low_pct=2.8111930348691905
- minimal_benefit_to_start_trailing=1.003
- reinvest=2
- dca_budget=50
- buy_all_days=0
- lr_buy_longitude=11
Results
- Return: -9.49249976588443% over -73.78119881357838% on buy and hold.
- Initial investment: 1000.0
- Final result: 905.0750023411557
Long Term
From 2017-01-01 to 2024-01-20.
Optimized parameters
- band_length=34
- band_mult=2
- band_low_pct=2.815263919591264
- minimal_benefit_to_start_trailing=1.003
- reinvest=2
- dca_budget=100
- buy_all_days=1
- lr_buy_longitude=7
Results
- Return: 1487.0788390592738% over 904.5432166669% on buy and hold.
- Initial investment: 1000.0
- Final result: 15870.788390592737
BTC
Bear
Binance_BTC-USDT_1d_2021-11-12_2021-11-12_2024-01-20_1525
Binance_BTC-USDT_1w_2021-11-12_2021-11-12_2024-01-20_1542
Range
Binance_BTC-USDT_1d_2022-06-16_2022-06-16_2024-01-20_1515
Binance_BTC-USDT_1w_2022-06-16_2022-06-16_2024-01-20_1537
Up and down
Binance_BTC-USDT_1w_2019-11-01_2019-11-01_2024-01-20_1555
Binance_BTC-USDT_1d_2019-11-01_2019-11-01_2024-01-20_1523
Binance_BTC-USDT_1h_2019-11-01_2019-11-01_2024-01-20_1556
Long Term
Binance_BTC-USDT_1w_2017-01-01_2017-01-01_2024-01-20_1543
Binance_BTC-USDT_1d_2017-01-01_2017-01-01_2024-01-20_1526
ETH
Bear
Binance_ETH-USDT_1d_2021-11-12_2021-11-12_2024-01-20_1611
Range
Binance_ETH-USDT_1d_2022-06-16_2022-06-16_2024-01-20_1612
Up_and_down
Binance_ETH-USDT_1d_2019-11-01_2019-11-01_2024-01-20_1609