BBRSIS Strategy Performance Results

Description:

Freqtrade strategies are developed to help trading cryptocurrencies. The BBRSIS strategy uses several technical indicators to generate both buy and sell signals. It first uses a Simple Moving Average (SMA) indicator to determine whether the short-term, medium-term and log-term trends are moving up or down. Then it uses the Relative Strength Index (RSI) indicators from the various timeframes to verify if the price is overbought or oversold. Finally, it uses Bollinger Bands to identify when the market is overextended and is ready for a pullback. With these indicators, the BBRSIS strategy identifies when to enter a trade, how much to risk, and when to exit for the most optimal entry and exit points.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
ETC/USDT 5 1.48 7.40 1.296056 1.3 4:09:00 2 0 3 40.00
BTC/USDT 7 0.50 3.50 0.603038 0.6 4:21:00 3 0 4 42.86
ETH/USDT 5 0.32 1.60 0.288947 0.29 4:45:00 2 0 3 40.00
BNB/USDT 7 -0.12 -0.82 -0.149696 -0.15 3:09:00 5 0 2 71.43
XRP/USDT 3 -0.52 -1.57 -0.293221 -0.29 4:37:00 1 0 2 33.33
ADA/USDT 4 -1.38 -5.52 -1.012214 -1.01 3:46:00 1 0 3 25.00
LUNA/USDT 3 -1.98 -5.93 -1.051937 -1.05 6:17:00 0 0 3 0.00
LINK/USDT 5 -1.16 -5.78 -1.096202 -1.1 4:05:00 2 0 3 40.00
ALGO/USDT 2 -3.31 -6.62 -1.305540 -1.31 6:32:00 1 0 1 50.00
SOL/USDT 3 -3.26 -9.79 -1.840497 -1.84 3:10:00 0 0 3 0.00
BCH/USDT 3 -3.13 -9.40 -1.848498 -1.85 3:20:00 2 0 1 66.67
DOT/USDT 5 -2.56 -12.79 -2.465444 -2.47 4:25:00 1 0 4 20.00
LTC/USDT 4 -3.25 -12.98 -2.524696 -2.52 4:44:00 0 0 4 0.00
TOTAL 56 -1.05 -58.70 -11.399904 -11.4 4:16:00 20 0 36 35.71
  • 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 %
56 20 0 36 -1.05 -58.7 -11.399904470000001 -11.74

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 4.67 trades per day. The starting balance was $100 and the final balance was $88.60009553, resulting in an absolute profit of $-11.399904470000001 and a total profit percentage of -0.11399904470000001. The average stake amount was $18.079315969642856 and the total trade volume was $1012.4416943. The best pair was ETC/USDT and the worst pair was LTC/USDT. The maximum balance reached was $100.890775 and the minimum balance was $88.49563753. 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 56 / 4.67
Starting balance 100
Final balance 88.60009553
Absolute profit -11.399904470000001
Total profit % -0.11399904470000001
Avg. stake amount 18.079315969642856
Total trade volume 1012.4416943
Best Pair ETC/USDT
Worst Pair LTC/USDT
Max Balance 100.890775
Min Balance 88.49563753
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
  }