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RSI Strategy Performance Results
Description:
This strategy uses two indicators to help traders to identify profitable buying and selling opportunities in the cryptocurrency market and this strategy is called RSI (Relative Strength Index) and WILLR(Williams %R). The RSI indicator is used to detect overbought and oversold conditions in the market and is calculated using the past 14 candlestick data. The WILLR indicator is used to detect future market trends and is calculated using the past 14 bar data.
The strategy utilizes the RSI indicator to identify buy signals in the market. When the RSI crosses below 30 and the Williams %R crosses below 80 then the freqtrade algorithm will execute a buy signal. The strategy also uses the WILLR indicator to identify sell signals. To execute sell a signal the RSI must move above 70 and the WILLR above -20.
All of the above indicators and parameters has been used to generate the strategy and help improve trading accuracy. This strategy is an excellent way for traders to spot strong trends and capitalize on them.
Daily Profit
Pairs
Top cryptocurrency trading pairs
Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
---|---|---|---|---|---|---|---|---|---|---|
ALGO/USDT | 1 | 8.99 | 8.99 | 1.834560 | 1.83 | 13:00:00 | 1 | 0 | 0 | 100.00 |
ADA/USDT | 1 | 5.45 | 5.45 | 1.115310 | 1.12 | 1 day, 11:45:00 | 1 | 0 | 0 | 100.00 |
ETC/USDT | 2 | 1.73 | 3.46 | 0.686570 | 0.69 | 3 days, 14:45:00 | 2 | 0 | 0 | 100.00 |
BNB/USDT | 3 | 1.12 | 3.36 | 0.651348 | 0.65 | 1 day, 4:00:00 | 2 | 0 | 1 | 66.67 |
LTC/USDT | 2 | 1.25 | 2.50 | 0.493920 | 0.49 | 4 days, 20:52:00 | 2 | 0 | 0 | 100.00 |
ETH/USDT | 2 | 1.18 | 2.36 | 0.463587 | 0.46 | 2 days, 23:38:00 | 2 | 0 | 0 | 100.00 |
LUNA/USDT | 1 | 2.00 | 2.00 | 0.405968 | 0.41 | 16:30:00 | 1 | 0 | 0 | 100.00 |
BCH/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 | |
XRP/USDT | 2 | -0.65 | -1.30 | -0.290289 | -0.29 | 1 day, 2:22:00 | 1 | 0 | 1 | 50.00 |
BTC/USDT | 1 | -4.29 | -4.29 | -0.888499 | -0.89 | 1 day, 0:00:00 | 0 | 0 | 1 | 0.00 |
LINK/USDT | 1 | -8.80 | -8.80 | -1.784665 | -1.78 | 11 days, 0:45:00 | 0 | 0 | 1 | 0.00 |
SOL/USDT | 1 | -15.97 | -15.97 | -3.164875 | -3.16 | 11 days, 0:30:00 | 0 | 0 | 1 | 0.00 |
TOTAL | 17 | -0.13 | -2.25 | -0.477066 | -0.48 | 3 days, 4:49:00 | 12 | 0 | 5 | 70.59 |
- 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 % |
---|---|---|---|---|---|---|---|---|
11 | 11 | 0 | 0 | 2.05 | 22.52 | 4.50438134 | 4.5 | |
5 | 0 | 0 | 5 | -6.75 | -33.76 | -6.816007429999999 | -6.75 | |
1 | 1 | 0 | 0 | 8.99 | 8.99 | 1.83456 | 1.8 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 1.42 trades per day. The starting balance was $100 and the final balance was $99.52293391, resulting in an absolute profit of $-0.47706608999999944 and a total profit percentage of -0.004770660899999994. The average stake amount was $20.174336152941176 and the total trade volume was $342.9637146. The best pair was ALGO/USDT and the worst pair was SOL/USDT. The maximum balance reached was $106.33894134 and the minimum balance was $99.52293391. The market change during this period was -0.023333079088339856.
Metric | Value |
---|---|
Backtesting from | 2024-01-01 00:00:00 |
Backtesting to | 2024-01-13 15:30:00 |
Max open trades | 5 |
Total/Daily Avg Trades | 17 / 1.42 |
Starting balance | 100 |
Final balance | 99.52293391 |
Absolute profit | -0.47706608999999944 |
Total profit % | -0.004770660899999994 |
Avg. stake amount | 20.174336152941176 |
Total trade volume | 342.9637146 |
Best Pair | ALGO/USDT |
Worst Pair | SOL/USDT |
Max Balance | 106.33894134 |
Min Balance | 99.52293391 |
Market Change | -0.023333079088339856 |
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
}