Schism2 Strategy Performance Results

Description:

This Freqtrade strategy uses the Relative Momentum Index (RMI) as its core indicator. Italso uses the RSI to detect overbought and oversold conditions. Additionally, itconsiders the 3-day-low, Average Daily Range (ADR), momentum per hour (MPH), and Profit Factor. This strategy is set to analyze Historical Data to determine the right points to buy and sell. When a buy signal is triggered, the strategy uses stops losses and take profits to maximize gains. As the trade continues, the strategy also adjusts parameters to maximize gains. If a sell signal is triggered, the strategy uses stop losses with a pre-determined loss threshold.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
LUNA/USDT 2 1.25 2.50 0.510448 0.51 0:45:00 2 0 0 100.00
BNB/USDT 3 0.67 2.00 0.402673 0.4 18:50:00 2 1 0 66.67
DOT/USDT 2 1.00 2.00 0.397294 0.4 1:48:00 2 0 0 100.00
ALGO/USDT 2 1.00 2.00 0.396648 0.4 1:35:00 2 0 0 100.00
ETC/USDT 2 0.50 1.00 0.198559 0.2 4 days, 6:00:00 1 1 0 50.00
ETH/USDT 1 1.00 1.00 0.197798 0.2 1:50:00 1 0 0 100.00
LINK/USDT 1 1.00 1.00 0.197241 0.2 8:00:00 1 0 0 100.00
LTC/USDT 1 0.00 0.00 0.000000 0.0 10 days, 6:40:00 0 1 0 0.00
SOL/USDT 7 -0.61 -4.30 -0.859457 -0.86 8:24:00 6 0 1 85.71
XRP/USDT 3 -2.60 -7.79 -1.585627 -1.59 3 days, 17:25:00 2 0 1 66.67
BTC/USDT 2 -4.75 -9.51 -1.947796 -1.95 3 days, 16:08:00 0 1 1 0.00
BCH/USDT 3 -3.24 -9.72 -1.993076 -1.99 23:45:00 1 1 1 33.33
ADA/USDT 1 -11.82 -11.82 -2.393599 -2.39 11 days, 4:00:00 0 0 1 0.00
TOTAL 30 -1.05 -31.64 -6.478893 -6.48 1 day, 21:36:00 20 5 5 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 %
25 20 5 0 0.8 19.98 3.96825899 4.0
5 0 0 5 -10.32 -51.62 -10.447151810000001 -10.32

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 2.5 trades per day. The starting balance was $100 and the final balance was $93.52110718, resulting in an absolute profit of $-6.4788928199999996 and a total profit percentage of -0.0647889282. The average stake amount was $19.93061549333333 and the total trade volume was $597.9184647999999. The best pair was LUNA/USDT and the worst pair was ADA/USDT. The maximum balance reached was $103.96825899 and the minimum balance was $93.52110718. The market change during this period was -0.03472053946975863.

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 30 / 2.5
Starting balance 100
Final balance 93.52110718
Absolute profit -6.4788928199999996
Total profit % -0.0647889282
Avg. stake amount 19.93061549333333
Total trade volume 597.9184647999999
Best Pair LUNA/USDT
Worst Pair ADA/USDT
Max Balance 103.96825899
Min Balance 93.52110718
Market Change -0.03472053946975863

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
  }