NormalizerStrategyHO2 Strategy Performance Results

Description:

This strategy is called NormalizerStrategyHO2 and is an implementation of the IStrategy interface from the freqtrade library. It uses a set of indicators derived from Fischer's normalization technique to generate buy and sell signals for the strategy. Additionally, this strategy also implements a custom stoploss mechanism which allows for automatic profit taking or cutting losses if a certain parameter is reached. In addition, it also has a trailing stop feature built in which allows for trailing of profits or losses in order to maximize the gains or minimize possible losses. Overall, this strategy provides the user with a set of features tailored to generate profitable trades while mitigating risks.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
LINK/USDT 3 3.67 11.01 2.223941 2.22 18:00:00 2 0 1 66.67
LUNA/USDT 3 3.25 9.74 1.902438 1.9 19:20:00 2 0 1 66.67
XRP/USDT 3 2.74 8.23 1.654918 1.65 1 day, 3:00:00 3 0 0 100.00
LTC/USDT 4 0.44 1.77 0.350813 0.35 18:45:00 2 0 2 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
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
ETC/USDT 2 -0.06 -0.12 -0.024213 -0.02 16:30:00 1 0 1 50.00
DOT/USDT 1 -1.51 -1.51 -0.308927 -0.31 6:00:00 0 0 1 0.00
ALGO/USDT 1 -1.70 -1.70 -0.348051 -0.35 6:00:00 0 0 1 0.00
ADA/USDT 4 -1.93 -7.74 -1.589714 -1.59 16:30:00 1 1 2 25.00
TOTAL 21 0.94 19.68 3.861206 3.86 18:03:00 11 1 9 52.38
  • 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 %
12 11 1 0 3.49 41.86 8.370992619999999 8.37
9 0 0 9 -2.47 -22.19 -4.5097868199999995 -4.44

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 1.75 trades per day. The starting balance was $100 and the final balance was $103.86120580000001, resulting in an absolute profit of $3.8612058 and a total profit percentage of 0.038612058. The average stake amount was $20.14912204761905 and the total trade volume was $423.131563. The best pair was LINK/USDT and the worst pair was ADA/USDT. The maximum balance reached was $103.86120580000001 and the minimum balance was $99.85700584. The market change during this period was 0.11590139720422982.

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-01-13 14:00:00
Max open trades 5
Total/Daily Avg Trades 21 / 1.75
Starting balance 100
Final balance 103.86120580000001
Absolute profit 3.8612058
Total profit % 0.038612058
Avg. stake amount 20.14912204761905
Total trade volume 423.131563
Best Pair LINK/USDT
Worst Pair ADA/USDT
Max Balance 103.86120580000001
Min Balance 99.85700584
Market Change 0.11590139720422982

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
  }