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HarmonicDivergence Strategy Performance Results
Description:
The freqtrade strategy we are looking at here is based on analyzing the total bullish divergence of a currency, two bands check and the volume. The strategy works by first checking if the total bullish divergence of the currency has shifted significantly and then checks if two bands check is satisfied. If both are true, then a buy signal is registered. The second part of the strategy is the sell signal, which is merely checking if the volume of the currency 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 % |
|---|---|---|---|---|---|---|---|---|---|---|
| SOL/USDT | 26 | 0.54 | 13.97 | 2.831979 | 2.83 | 2:19:00 | 18 | 0 | 8 | 69.23 |
| LINK/USDT | 31 | 0.35 | 10.88 | 2.375168 | 2.38 | 3:34:00 | 22 | 0 | 9 | 70.97 |
| ETH/USDT | 23 | 0.47 | 10.71 | 2.277611 | 2.28 | 5:25:00 | 15 | 0 | 8 | 65.22 |
| BTC/USDT | 29 | 0.35 | 10.15 | 2.074087 | 2.07 | 4:55:00 | 18 | 0 | 11 | 62.07 |
| BNB/USDT | 18 | 0.54 | 9.75 | 2.000307 | 2.0 | 5:12:00 | 14 | 0 | 4 | 77.78 |
| BCH/USDT | 31 | 0.32 | 9.78 | 1.920063 | 1.92 | 3:50:00 | 20 | 0 | 11 | 64.52 |
| XRP/USDT | 13 | 0.43 | 5.65 | 1.116512 | 1.12 | 4:16:00 | 8 | 0 | 5 | 61.54 |
| ETC/USDT | 9 | 0.51 | 4.57 | 1.030199 | 1.03 | 2:45:00 | 6 | 0 | 3 | 66.67 |
| LUNA/USDT | 10 | 0.40 | 3.96 | 0.883430 | 0.88 | 2:36:00 | 7 | 0 | 3 | 70.00 |
| LTC/USDT | 27 | 0.13 | 3.45 | 0.761583 | 0.76 | 5:07:00 | 15 | 0 | 12 | 55.56 |
| DOT/USDT | 6 | -0.21 | -1.29 | -0.258094 | -0.26 | 3:22:00 | 3 | 0 | 3 | 50.00 |
| ADA/USDT | 9 | -0.18 | -1.65 | -0.382718 | -0.38 | 3:27:00 | 5 | 0 | 4 | 55.56 |
| ALGO/USDT | 15 | -0.10 | -1.56 | -0.392173 | -0.39 | 3:24:00 | 7 | 0 | 8 | 46.67 |
| TOTAL | 247 | 0.32 | 78.36 | 16.237953 | 16.24 | 4:02:00 | 158 | 0 | 89 | 63.97 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 155 | 66 | 0 | 89 | -0.31 | -47.41 | -9.990154579999999 | -9.48 | |
| 88 | 88 | 0 | 0 | 1.41 | 124.3 | 25.892550720000003 | 24.86 | |
| 4 | 4 | 0 | 0 | 0.37 | 1.47 | 0.33555716999999996 | 0.29 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 20.58 trades per day. The starting balance was $100 and the final balance was $116.23795331, resulting in an absolute profit of $16.237953309999998 and a total profit percentage of 0.16237953309999997. The average stake amount was $21.042107429959515 and the total trade volume was $5197.4005352. The best pair was SOL/USDT and the worst pair was ADA/USDT. The maximum balance reached was $116.58198158 and the minimum balance was $100.2807416. The market change during this period was -0.037012481011390805.
| 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 | 247 / 20.58 |
| Starting balance | 100 |
| Final balance | 116.23795331 |
| Absolute profit | 16.237953309999998 |
| Total profit % | 0.16237953309999997 |
| Avg. stake amount | 21.042107429959515 |
| Total trade volume | 5197.4005352 |
| Best Pair | SOL/USDT |
| Worst Pair | ADA/USDT |
| Max Balance | 116.58198158 |
| Min Balance | 100.2807416 |
| Market Change | -0.037012481011390805 |
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
}