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bbema Strategy Performance Results

Description:

This Freqtrade strategy utilizes a combination of Bollinger Bands, Exponential Moving Averages (EMA) over 10 and 50 periods and a buy/sell indicator. Using these indicators, the strategy creates buy and sell signals when the EMA10 is above the EMA50 and vice-versa. The Stop-Loss is set to -10%. This strategy is designed for a 1-hour time interval. This strategy also uses a minimal ROI of 0.2%.

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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 20 0.50 9.95 1.678965 1.68 3:36:00 6 0 14 30.00
ETH/USDT 32 0.18 5.76 1.000892 1.0 3:34:00 10 0 22 31.25
ETC/USDT 22 0.19 4.23 0.537746 0.54 2:25:00 3 0 19 13.64
BCH/USDT 25 -0.02 -0.46 -0.216567 -0.22 2:51:00 3 0 22 12.00
ADA/USDT 20 -0.08 -1.60 -0.249002 -0.25 2:58:00 4 0 16 20.00
DOT/USDT 24 -0.07 -1.73 -0.403661 -0.4 3:29:00 6 0 18 25.00
LTC/USDT 40 -0.16 -6.58 -1.231999 -1.23 3:08:00 10 0 30 25.00
ALGO/USDT 17 -0.53 -9.06 -1.674005 -1.67 1:24:00 2 0 15 11.76
LINK/USDT 35 -0.26 -9.08 -1.713121 -1.71 2:29:00 10 0 25 28.57
BNB/USDT 27 -0.37 -9.93 -1.859428 -1.86 2:21:00 4 0 23 14.81
XRP/USDT 24 -0.51 -12.18 -2.183410 -2.18 2:11:00 5 0 19 20.83
BTC/USDT 29 -0.41 -11.97 -2.216868 -2.22 2:41:00 7 0 22 24.14
SOL/USDT 26 -0.51 -13.22 -2.412458 -2.41 2:13:00 4 0 22 15.38
TOTAL 341 -0.16 -55.86 -10.942917 -10.94 2:46:00 74 0 267 21.70
  • 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 %
335 68 0 267 -0.24 -78.78 -14.853324740000001 -15.76
5 5 0 0 0.59 2.93 0.51182794 0.59
1 1 0 0 19.98 19.98 3.39858 4.0

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 28.42 trades per day. The starting balance was $100 and the final balance was $89.0570832, resulting in an absolute profit of $-10.942916800000003 and a total profit percentage of -0.10942916800000002. The average stake amount was $18.31698839560117 and the total trade volume was $6246.0930429. The best pair was LUNA/USDT and the worst pair was SOL/USDT. The maximum balance reached was $102.5335855 and the minimum balance was $86.32421628. 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 341 / 28.42
Starting balance 100
Final balance 89.0570832
Absolute profit -10.942916800000003
Total profit % -0.10942916800000002
Avg. stake amount 18.31698839560117
Total trade volume 6246.0930429
Best Pair LUNA/USDT
Worst Pair SOL/USDT
Max Balance 102.5335855
Min Balance 86.32421628
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
  }