BB%B short strategy (Divergence + Combined Ratings + BB%B)

Trading Strategies / Bot Setups
1

Hi,

I was inspired by the BB%B short discussion here: BB%B scalping strategy - tests & optimizations

I tried to improve the short strategy with another Indicator: Supertrend 15min up trend. I think with this aditional indicator, one can get rid of the last deals which are many times responsible of the big drawdowns after a pump period.

I’ve added a supertrand 15min uptrend + dynamic ATR /ADR takeprofit and a stoplos of -10% (on some periods -20% are even better like the bear period of 2021) I’ve also changed the %USDT to USDT (whitout compounding) as i think the results are more “real”.

I have not tested a multi coin version of it yet and also not other coins than BTC
https://app.gainium.io/bot/backtests?a=4591&aid=share-backtest&backtestShare=05400024-a551-49ee-8378-486d48084bd1

Bear 21 - 22

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Bull Sept23 - now

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It’s not perfect yet but I think it’s sometimes not easy to create a short bot with a proper risk management.

I’m happy about improvements.

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2

It’s a bit hit and miss for other coins in the last 6 months → Gainium app

BTCUSDT ETHUSDT BCHUSDT LTCUSDT ETCUSDT
Deals 8 (profit - 6, loss - 2, open - 0) 5 (profit - 2, loss - 3, open - 0) 7 (profit - 5, loss - 2, open - 0) 12 (profit - 6, loss - 6, open - 0) 6 (profit - 3, loss - 3, open - 0)
Net Result 29.49% -9.92% 36.55% -25% 16.55%
Daily return 0.17% -0.06% 0.22% -0.15% 0.1%
Win Rate 75% 40% 71.43% 50% 50%
Profit Factor 2.819 0.666 2.832 0.582 1.552
Max. deal duration 14H 0MIN 13H 0MIN 8H 0MIN 7H 30MIN 5H 45MIN
Avg. deal duration 5H 7MIN 5H 42MIN 3H 12MIN 3H 35MIN 2H 32MIN

But it looks like a good starting point. I think with some optimizations there could be something worth testing. I will check if I can improve it when I have time.

1 Like