Backtesting 3commas DCA Bot v2 — Strategy by rouxam
By RealSaim
Performance Metrics
- Author: RealSaim
- Symbol: BINANCE:BTCUSDT
- Timeframe: 15 minutes
- Net P&L: +265.44 NONE (+9.06%)
- Win Rate: 68.3%
- Profit Factor: 3.544
- Max Drawdown: 76.67 NONE (2.62%)
- Total Trades: 63
- Sharpe Ratio: 0.37
Description
Apr 21, 2021Updating previously published simulated 3commas DCA logic with a sexier insert and more meaningful default parameters.Apr 29, 2021Release NotesAdded possibility to use the RSI [configurable as per 3c presets] as buy signalMay 3, 2021Release NotesLarge Revamp:- Added Label with warning and summary- Added Stop Loss support- Improved time inputs- General bug fixesMay 3, 2021Release NotesQuick amend on previous commit:- add comments in script- add warnings for limitations on backtesting with stop loss (in general, do not use a stop loss if you use DCA on the Spot market)May 3, 2021Release NotesQuick amend previous commit:- Improved currency formattingMay 3, 2021Release Notesmore realistic amount of BTC (divided amount of BTC by 1000 because who owns 2000 BTC ?!)May 3, 2021Release NotesFixed stop loss, reordered input as per 3c bot setup, fix max deviation calculation, add list of bot parameters on label printoutMay 3, 2021Release Notes- Fix quantities calculation- Default to RSI-7 < 30 for buy signalMay 3, 2021Release Notesamend previous commitMay 3, 2021Release Notes- fix RSI start condition (Below; not crossover)- set RSI default timeframe to 15- small rework on the warning/results labelsMay 3, 2021Release Notes- Fixed Stop Loss triggers. Thank you RealSaim for testing and reporting !May 3, 2021Release Notes- more meaningful default inputs- Slightly more sexy snapshotMay 4, 2021Release NotesNew feature:- Add a counter of total dealsMay 4, 2021Release NotesNew Feature:- Add nb of deals closed on hitting Stop LossMay 6, 2021Release Notesadded support for Take Profit Type "% From Total Volume" or "% From Base Order "May 7, 2021Release NotesAfter getting the request from many of you, here it is:- YOU CAN NOW BACK-TEST SHORT BOTS !May 10, 2021Release Notesnew update includes:- refactored closing deal code- add comparison of DCA bot performance to simple Buy and Hold. May 16, 2021Release NotesFix Trailing TP logic for short botMay 17, 2021Release NotesNew features !!- Using TA Presets (Buy/Strong Buy/Sell/Strong Sell)- Allow using different timeframes for RSI- Allow using a percentage of equity rather than fixed amount of currency- Numbered warningsMay 23, 2021Release NotesNew feature !!- Backtesting timeframe updated automatically on the label This is because the number of bars available is a fixed amount so if you select a 1m timeframe, you can backtest over only a few days, but if you select a 15m timeframe you can backtest over several months.limits:free account = 5000 barspro/pro+ account = 10000 barspremium account = 20000 barsJul 2, 2021Release NotesFix bug on deal closureRenamed "TA Preset" to "TV Preset"Jul 4, 2021Release Notesfixed typoJul 31, 2021Release NotesFancy update people !! A few weeks ago, TradingView released a new object called a "Table" and this is really a big upgrade on the usability of this backtester.