Uptrend Strategy Performance Results

Description:

This freqtrade strategy uses two technical indicators -- RSI (Relative Strength Index) and MAMA (Moving Average With A Momentum Adaptive). The entries are indicated when the RSI is below 80 and the MAMA crosses above the FAMA line, as well as when the MAMAdifference ratio is greater than 0.04. The exits are indicated when the MAMA difference ratio is below 0.01, and the volume is greater than 0.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
BTC/USDT 1 0.29 0.29 0.057185 0.06 1:30:00 1 0 0 100.00
LINK/USDT 1 0.18 0.18 0.036394 0.04 1:50:00 1 0 0 100.00
ETH/USDT 1 0.13 0.13 0.024760 0.02 1:25:00 1 0 0 100.00
SOL/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
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
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 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LTC/USDT 1 -0.01 -0.01 -0.001755 0.0 1:40:00 0 0 1 0.00
BCH/USDT 1 -0.20 -0.20 -0.039459 -0.04 1:20:00 0 0 1 0.00
TOTAL 5 0.08 0.39 0.077125 0.08 1:33:00 3 0 2 60.00
  • 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 0.08 0.39 0.07712515 0.08

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.42 trades per day. The starting balance was $100 and the final balance was $100.07712515, resulting in an absolute profit of $0.07712515 and a total profit percentage of 0.0007712515. The average stake amount was $19.707837200000004 and the total trade volume was $98.53918600000002. The best pair was BTC/USDT and the worst pair was BCH/USDT. The maximum balance reached was $100.07712515 and the minimum balance was $99.9605408. The market change during this period was -0.034008199243972644.

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 5 / 0.42
Starting balance 100
Final balance 100.07712515
Absolute profit 0.07712515
Total profit % 0.0007712515
Avg. stake amount 19.707837200000004
Total trade volume 98.53918600000002
Best Pair BTC/USDT
Worst Pair BCH/USDT
Max Balance 100.07712515
Min Balance 99.9605408
Market Change -0.034008199243972644

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
  }