Ok, so these are results for backtesting I have completed over the last 6 months (1st December 2022 to 31st May 2023). I won't disclose my buy signal, but this test has been performed over all USDT trading pairs currently listed on Binance (322 trading pairs).
| Trial 7 | Trial 8 | Trial 9 | Trial 10 | |
| max_open_trades | 20 | 20 | 20 | 20 |
| investment_amount | 250 | 250 | 250 | 250 |
| take_profit | 2.0% | 4.0% | 3.0% | 4.0% |
| stop_loss | 30.0% | 10.0% | 20.0% | 30.0% |
| trailing_take_profit | 0.1% | 0.1% | 0.1% | 0.1% |
| trailing_stop_loss | 4.0% | 3.0% | 3.0% | 3.0% |
| Total trades | 276 | 455 | 295 | 193 |
| Total losing trades | 21 | 152 | 42 | 19 |
| Total profit | $ 2,278 | $ 3,938 | $ 2,833 | $ 1,957 |
| Total losses | $ 1,587 | $ 4,379 | $ 2,266 | $ 1,472 |
| Net Profit | $ 691 | -$ 441 | $ 567 | $ 485 |
| Max runup | 46% | 81% | 81% | 25% |
| Max drawdown | 43% | 39% | 39% | 36% |
I am not sure what to make of the results yet, it feels like I'm missing something... Market return over the same period is only 0.33% (so 3 out of the 4 trials outperformed the market), which is effectively a DCA calculation i.e. if I bought all trading pairs evenly at the beginning of the backtest and then sold at the end.
Trailing take profit moves the take profit level up by that amount once the initial take profit has been hit. It cannot close out a trade, it will just continually raise the take profit level so the trade can secure more profits. The trade is exited with the trailing stop loss, which will be set at a percentage below the most recent peak that set the new take profit level. The original stop loss will only be hit if the trade never reaches it's first take profit level and is counted as a losing trade.
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, did ol mate Gary not get the memo?
