BigZ04_TSL4 Strategy Performance Results

Description:

This freqtrade strategy is an automated trading strategy that utilizes various indicators such as the Relative Strength Index (RSI), Exponential Moving Averages (EMA) and Bollinger Bands (BB) to analyze the market for buy and sell signals. The buy conditions that this trade strategy has include checking for a closing price above the 200 period EMA, a lower Bollinger Band at less than 99.3% compared to closing price, low prices that are less than 98.5% of Bollinger Band, shift closing price over lower band and RSI of 1H under 72.8 and other conditions. The sell conditions that this strategy has include the closing price being over 1% the middle Bollinger Band, RSI of 1H over 50 and other conditions.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
BCH/USDT 2 1.28 2.55 0.501346 0.5 0:30:00 2 0 0 100.00
ADA/USDT 1 1.44 1.44 0.283573 0.28 13:25:00 1 0 0 100.00
ETC/USDT 1 1.24 1.24 0.245271 0.25 2:00:00 1 0 0 100.00
BTC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ETH/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LINK/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LTC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
SOL/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
BNB/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
DOT/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
XRP/USDT 1 -0.22 -0.22 -0.041879 -0.04 0:00:00 0 0 1 0.00
ALGO/USDT 2 -0.22 -0.44 -0.088697 -0.09 0:08:00 1 0 1 50.00
LUNA/USDT 2 -1.25 -2.50 -0.493770 -0.49 6:32:00 1 0 1 50.00
TOTAL 9 0.23 2.09 0.405843 0.41 3:18:00 6 0 3 66.67
  • Pair: This is the cryptocurrency trading pair that was used for the backtesting.
  • Buys: This is the total number of buy orders placed during the backtesting.
  • Avg Profit %: This is the average percentage of profit that was made on each buy order.
  • Cum Profit: This is the cumulative profit made over all buy orders.
  • Tot Profit Abs: This is the total absolute profit made over all buy orders.
  • Tot Profit %: This is the total percentage of profit made over all buy orders.
  • Avg Duration: This is the average duration of each buy order.
  • Win: This is the total number of buy orders that resulted in a win.
  • Draw: This is the total number of buy orders that resulted in a draw.
  • Loss: This is the total number of buy orders that resulted in a loss.
  • Win %: This is the percentage of buy orders that resulted in a win.

Sell Reason

Sell Reason Sells Win Draws Loss Avg Profit % Cum Profit % Tot Profit ABS Tot Profit %
9 6 0 3 0.23 2.09 0.40584344000000006 0.42

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.75 trades per day. The starting balance was $100 and the final balance was $100.40584344, resulting in an absolute profit of $0.40584344000000006 and a total profit percentage of 0.004058434400000001. The average stake amount was $19.600742444444446 and the total trade volume was $176.40668200000002. The best pair was BCH/USDT and the worst pair was LUNA/USDT. The maximum balance reached was $100.40584344 and the minimum balance was $98.96671802. The market change during this period was -0.03350112917651888.

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-01-13 15:40:00
Max open trades 5
Total/Daily Avg Trades 9 / 0.75
Starting balance 100
Final balance 100.40584344
Absolute profit 0.40584344000000006
Total profit % 0.004058434400000001
Avg. stake amount 19.600742444444446
Total trade volume 176.40668200000002
Best Pair BCH/USDT
Worst Pair LUNA/USDT
Max Balance 100.40584344
Min Balance 98.96671802
Market Change -0.03350112917651888

Config

                  
{
    "pairlists": [
      {
        "method": "StaticPairList"
      }
    ],
    "timeframe": "15m",
    "tradable_balance_ratio": 0.99,
    "fiat_display_currency": "USD",
    "stake_amount": "unlimited",
    "stake_currency": "USDT",
    "amend_last_stake_amount": true,
    "exchange": {
      "pair_whitelist": [
        "BTC/USDT",
        "BCH/USDT",
        "ETH/USDT",
        "LINK/USDT",
        "LTC/USDT",
        "SOL/USDT",
        "BNB/USDT",
        "XRP/USDT",
        "ADA/USDT",
        "DOT/USDT",
        "ETC/USDT",
        "ALGO/USDT",
        "LUNA/USDT"
      ],
      "name": "binance"
    },
    "dry_run_wallet": 100,
    "max_open_trades": 5
  }