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NotAnotherSMAOffsetStrategyLite Strategy Performance Results
Description:
Freqtrade Strategies is a Python library for the automated trading of crypto assets on multiple exchange platforms. This particular strategy is an adaptation of the NotAnotherSMAOffset strategy lite, and it relies heavily on the Exponential Moving Average (EMA), combined with a Weighted Offset (EWO) indicator, to identify when to buy/sell assets. It also uses volume as a secondary indicator to confirm buy/sell signals and to get additional insight into market conditions. Furthermore, it provides the option to customize the base_nb_candles, low_offset and high_offset parameters, and to set the stop-loss and take-profit values.
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 | 3 | 1.74 | 5.21 | 1.033546 | 1.03 | 0:37:00 | 3 | 0 | 0 | 100.00 |
| SOL/USDT | 2 | 0.81 | 1.63 | 0.324723 | 0.32 | 0:48:00 | 1 | 0 | 1 | 50.00 |
| BTC/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| BCH/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 | |
| XRP/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| ADA/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 | |
| ALGO/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| LUNA/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| BNB/USDT | 1 | -0.93 | -0.93 | -0.181542 | -0.18 | 0:45:00 | 0 | 0 | 1 | 0.00 |
| TOTAL | 6 | 0.98 | 5.90 | 1.176726 | 1.18 | 0:42:00 | 4 | 0 | 2 | 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 % |
|---|---|---|---|---|---|---|---|---|
| 5 | 3 | 0 | 2 | 0.68 | 3.41 | 0.6836061 | 0.68 | |
| 1 | 1 | 0 | 0 | 2.5 | 2.5 | 0.49312 | 0.5 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 0.5 trades per day. The starting balance was $100 and the final balance was $101.1767261, resulting in an absolute profit of $1.1767261 and a total profit percentage of 0.011767261. The average stake amount was $19.655216666666664 and the total trade volume was $117.9313. The best pair was ETC/USDT and the worst pair was BNB/USDT. The maximum balance reached was $101.1767261 and the minimum balance was $99.8184578. The market change during this period was -0.03336748620829983.
| 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 | 6 / 0.5 |
| Starting balance | 100 |
| Final balance | 101.1767261 |
| Absolute profit | 1.1767261 |
| Total profit % | 0.011767261 |
| Avg. stake amount | 19.655216666666664 |
| Total trade volume | 117.9313 |
| Best Pair | ETC/USDT |
| Worst Pair | BNB/USDT |
| Max Balance | 101.1767261 |
| Min Balance | 99.8184578 |
| Market Change | -0.03336748620829983 |
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
}