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Chandemtwo Strategy Performance Results
Description:
This is a Chandemtwo strategy for the freqtrade bot which is used for automated trading. It is based on technical analysis indicators such as CMO and BBANDS, but also has some custom settings such as minimal ROI, stoploss and trailing stop. The strategy also utilizes the “buy” and “sell” signals.
It considers the CMO (Chande Momentum Oscillator) to decide on entries and exits. CMO provides market direction and is used to compare current rate with the momentum rate.
The strategy also considers BBANDS (Bollinger Bands) to detect the trend entry and exit points. BBANDS produce three different lines – upper, middle, and lower. The indicator is used to confirm the CMO entries and exits.
In addition to the technical analysis indicators, this strategy also uses some custom settings. It has a minimal ROI setting depending on the timeframe, a stoploss setting, and a trailing stop setting. The trailing stop setting has a parameter to decide whether only the trailing offset is reached and it also has a positive offset setting.
Finally, the strategy also uses the “buy” and “sell” signals and it has an option to only use the sell signals, as well as to ignore the ROI if a buy signal is present.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| ETH/USDT | 4 | 2.33 | 9.32 | 1.588762 | 1.59 | 8:48:00 | 3 | 0 | 1 | 75.00 |
| BCH/USDT | 4 | 1.12 | 4.50 | 0.838545 | 0.84 | 19:28:00 | 4 | 0 | 0 | 100.00 |
| ETC/USDT | 6 | 0.58 | 3.46 | 0.465660 | 0.47 | 6:16:00 | 3 | 0 | 3 | 50.00 |
| LTC/USDT | 7 | -0.02 | -0.16 | -0.041978 | -0.04 | 1 day, 1:40:00 | 3 | 0 | 4 | 42.86 |
| BTC/USDT | 4 | 0.05 | 0.20 | -0.116068 | -0.12 | 1 day, 3:12:00 | 2 | 0 | 2 | 50.00 |
| ADA/USDT | 2 | -0.30 | -0.60 | -0.164019 | -0.16 | 1 day, 14:08:00 | 1 | 0 | 1 | 50.00 |
| DOT/USDT | 3 | -1.35 | -4.06 | -0.744960 | -0.74 | 18:57:00 | 1 | 0 | 2 | 33.33 |
| BNB/USDT | 5 | -1.52 | -7.61 | -1.355336 | -1.36 | 1 day, 8:51:00 | 2 | 0 | 3 | 40.00 |
| LINK/USDT | 8 | -0.81 | -6.48 | -1.378262 | -1.38 | 17:04:00 | 5 | 0 | 3 | 62.50 |
| XRP/USDT | 6 | -1.27 | -7.61 | -1.467281 | -1.47 | 1 day, 2:38:00 | 3 | 0 | 3 | 50.00 |
| SOL/USDT | 6 | -1.46 | -8.79 | -1.626698 | -1.63 | 16:08:00 | 3 | 0 | 3 | 50.00 |
| LUNA/USDT | 2 | -4.59 | -9.18 | -1.745192 | -1.75 | 2 days, 3:45:00 | 0 | 0 | 2 | 0.00 |
| ALGO/USDT | 4 | -2.46 | -9.82 | -1.797481 | -1.8 | 1 day, 5:44:00 | 1 | 1 | 2 | 25.00 |
| TOTAL | 61 | -0.60 | -36.82 | -7.544307 | -7.54 | 22:10:00 | 31 | 1 | 29 | 50.82 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 55 | 28 | 0 | 27 | -0.71 | -39.03 | -7.86240527 | -7.81 | |
| 4 | 2 | 0 | 2 | -1.74 | -6.97 | -1.31300975 | -1.39 | |
| 1 | 0 | 1 | 0 | 0.0 | 0.0 | 0.0 | 0.0 | |
| 1 | 1 | 0 | 0 | 9.17 | 9.17 | 1.6311077 | 1.83 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 5.08 trades per day. The starting balance was $100 and the final balance was $92.45569268, resulting in an absolute profit of $-7.544307320000001 and a total profit percentage of -0.0754430732. The average stake amount was $18.504694480327863 and the total trade volume was $1128.7863632999997. The best pair was ETH/USDT and the worst pair was ALGO/USDT. The maximum balance reached was $101.86940316 and the minimum balance was $87.86334358. 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 | 61 / 5.08 |
| Starting balance | 100 |
| Final balance | 92.45569268 |
| Absolute profit | -7.544307320000001 |
| Total profit % | -0.0754430732 |
| Avg. stake amount | 18.504694480327863 |
| Total trade volume | 1128.7863632999997 |
| Best Pair | ETH/USDT |
| Worst Pair | ALGO/USDT |
| Max Balance | 101.86940316 |
| Min Balance | 87.86334358 |
| 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
}