BB_RPB_TSL_RNG_TBS Strategy Performance Results

Description:

This freqtrade strategy uses a combination of several indicators to determine when to buy and sell cryptocurrencies. To buy, it uses the Relative Momentum Index (RMI), Commodity Channel Index (CCI), Stochastic Relative Strength Index (SRSI-FK), Bollinger Bands (BB), exponential moving average (EMA), Coppock Curve & Fisher Transform (CoFi-CT), and NFI 32 & 33. To sell, it uses a combination of simple moving average (SMA) and Hull Moving Average (HMA) with a relative strength index (RSI) fast or slow filter. Combining these indicators allows for a more comprehensive and effective approach to trading.

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 1 9.99 9.99 1.967190 1.97 0:00:00 1 0 0 100.00
LTC/USDT 2 2.54 5.07 1.014096 1.01 0:05:00 2 0 0 100.00
ADA/USDT 2 1.22 2.43 0.494647 0.49 0:05:00 1 0 1 50.00
BCH/USDT 1 2.20 2.20 0.435213 0.44 0:05:00 1 0 0 100.00
BTC/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
ETC/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 1 -0.20 -0.20 -0.041649 -0.04 0:00:00 0 0 1 0.00
XRP/USDT 1 -0.22 -0.22 -0.044205 -0.04 0:00:00 0 0 1 0.00
ETH/USDT 1 -0.25 -0.25 -0.049680 -0.05 0:00:00 0 0 1 0.00
LINK/USDT 2 -0.29 -0.58 -0.115289 -0.12 0:00:00 0 0 2 0.00
TOTAL 11 1.68 18.44 3.660323 3.66 0:02:00 5 0 6 45.45
  • 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 %
10 4 0 6 0.85 8.45 1.6931333300000002 1.69
1 1 0 0 9.99 9.99 1.96719 2.0

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.92 trades per day. The starting balance was $100 and the final balance was $103.66032333, resulting in an absolute profit of $3.6603233300000007 and a total profit percentage of 0.03660323330000001. The average stake amount was $20.01802818181818 and the total trade volume was $220.19831. The best pair was SOL/USDT and the worst pair was LINK/USDT. The maximum balance reached was $103.66032333 and the minimum balance was $99.89570916. 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 11 / 0.92
Starting balance 100
Final balance 103.66032333
Absolute profit 3.6603233300000007
Total profit % 0.03660323330000001
Avg. stake amount 20.01802818181818
Total trade volume 220.19831
Best Pair SOL/USDT
Worst Pair LINK/USDT
Max Balance 103.66032333
Min Balance 99.89570916
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
  }