hlhb Strategy Performance Results

Description:

This Freqtrade strategy is using the LHHB strategy which stands for "Low High High Breakout" and is based on the Moving Average Convergence Divergence (MACD), RSI, and ADX indicators. The strategy utilizes the MACD to determine when the market is overbought and determines two moving averages (EMA5 and EMA10) to verify the trend. It also uses RSI(Relative Strength Index) to make sure the market is not already overbought and the ADX indicator to measure market volatility. This strategy is ideal for the 4hr timeframe and should be used with a stop-loss of 0.3211. Additional features of the strategy include position stacking (allowing traders to enter multiple trades within the same trade pair), trailing stop settings which take into account market volatility, order types settings and time in force, as well as a newly implemented feature to process only new candles. The minimal ROI is also set in accordance with the settings.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
ADA/USDT 2 2.06 4.12 0.820924 0.82 1 day, 0:00:00 2 0 0 100.00
LINK/USDT 1 3.63 3.63 0.720903 0.72 2 days, 0:00:00 1 0 0 100.00
LTC/USDT 1 3.63 3.63 0.719718 0.72 2 days, 0:00:00 1 0 0 100.00
XRP/USDT 1 3.63 3.63 0.716700 0.72 2 days, 0:00:00 1 0 0 100.00
SOL/USDT 1 3.30 3.30 0.655600 0.66 8:00:00 1 0 0 100.00
BNB/USDT 1 2.15 2.15 0.440954 0.44 8:00:00 1 0 0 100.00
ALGO/USDT 2 0.87 1.74 0.353830 0.35 4:00:00 2 0 0 100.00
ETC/USDT 1 0.95 0.95 0.189024 0.19 4:00:00 1 0 0 100.00
DOT/USDT 1 0.49 0.49 0.100476 0.1 0:00:00 1 0 0 100.00
ETH/USDT 1 0.49 0.49 0.096616 0.1 0:00:00 1 0 0 100.00
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
LUNA/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
TOTAL 12 2.01 24.12 4.814745 4.81 18:20:00 12 0 0 100.00
  • 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 %
8 8 0 0 1.2 9.61 1.93706825 1.92
4 4 0 0 3.63 14.51 2.87767705 2.9

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 1.0 trades per day. The starting balance was $100 and the final balance was $104.8147453, resulting in an absolute profit of $4.8147453 and a total profit percentage of 0.048147453. The average stake amount was $20.040870249999998 and the total trade volume was $240.49044299999997. The best pair was ADA/USDT and the worst pair was BTC/USDT. The maximum balance reached was $0 and the minimum balance was $0. The market change during this period was -0.005144106928302925.

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-01-13 08:00:00
Max open trades 5
Total/Daily Avg Trades 12 / 1.0
Starting balance 100
Final balance 104.8147453
Absolute profit 4.8147453
Total profit % 0.048147453
Avg. stake amount 20.040870249999998
Total trade volume 240.49044299999997
Best Pair ADA/USDT
Worst Pair BTC/USDT
Max Balance 0
Min Balance 0
Market Change -0.005144106928302925

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
  }