CryptoFrogHO2 Strategy Performance Results

Description:

This freqtrade strategy uses several indicators, including the Smooth Heikin Ashi (HA), Exponential Weighted Moving Average (EWMA), Bollinger Bands width (BBW), Squeeze Momentum Indicator (SQZMI), Money Flow Index (MFI), Directional Movement Index (DMI), Stochastic RSI (SRSI), Fast Directional Movement Index (FDM), and Volume Flow Index (VFI). Additionally, this strategy looks for the price of the asset to break below or above the Smooth_HA_H or Smooth_HA_L, the EMA_O and EMA_C to cross, and the BBW expanding. It also uses certain thresholds on the MFI, DMI, SRSI, FDM and VFI to enable an entry. Finally, it looks for the SQZMI indicator to turn to true and a higher fastd than fastk with a threshold of 23 or 20 in order to exit a position.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
SOL/USDT 16 0.52 8.25 1.579382 1.58 0:31:00 6 0 10 37.50
LINK/USDT 9 0.71 6.42 1.220432 1.22 1:17:00 6 0 3 66.67
LUNA/USDT 6 0.95 5.69 1.089377 1.09 1:34:00 5 1 0 83.33
DOT/USDT 8 0.68 5.43 1.058652 1.06 0:46:00 5 0 3 62.50
ETC/USDT 4 0.88 3.53 0.666473 0.67 1:12:00 1 1 2 25.00
ALGO/USDT 12 0.21 2.57 0.498836 0.5 0:44:00 5 0 7 41.67
ADA/USDT 12 0.01 0.10 0.015232 0.02 0:28:00 3 0 9 25.00
LTC/USDT 18 -0.05 -0.88 -0.163262 -0.16 0:55:00 4 2 12 22.22
BNB/USDT 19 -0.07 -1.33 -0.262170 -0.26 0:49:00 4 1 14 21.05
BCH/USDT 17 -0.18 -3.07 -0.625521 -0.63 0:43:00 4 2 11 23.53
BTC/USDT 23 -0.18 -4.08 -0.784534 -0.78 0:27:00 4 0 19 17.39
ETH/USDT 16 -0.37 -5.84 -1.142506 -1.14 0:42:00 3 0 13 18.75
XRP/USDT 5 -2.34 -11.69 -2.322058 -2.32 1:01:00 3 0 2 60.00
TOTAL 165 0.03 5.10 0.828333 0.83 0:46:00 53 7 105 32.12
  • 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 %
104 0 0 104 -0.45 -46.95 -9.078007159999999 -9.39
60 53 7 0 1.09 65.22 12.516157289999999 13.04
1 0 0 1 -13.17 -13.17 -2.6098176 -2.63

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 13.75 trades per day. The starting balance was $100 and the final balance was $100.82833253, resulting in an absolute profit of $0.8283325299999991 and a total profit percentage of 0.008283325299999991. The average stake amount was $19.199596652121212 and the total trade volume was $3167.9334476. The best pair was SOL/USDT and the worst pair was XRP/USDT. The maximum balance reached was $101.18313097000001 and the minimum balance was $93.83871084. The market change during this period was -0.02114756712873641.

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 165 / 13.75
Starting balance 100
Final balance 100.82833253
Absolute profit 0.8283325299999991
Total profit % 0.008283325299999991
Avg. stake amount 19.199596652121212
Total trade volume 3167.9334476
Best Pair SOL/USDT
Worst Pair XRP/USDT
Max Balance 101.18313097000001
Min Balance 93.83871084
Market Change -0.02114756712873641

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
  }