PRICEFOLLOWINGX Strategy Performance Results

Description:

This freqtrade strategy is a pricefollowingX that uses a combination of indicators to identify buy and sell signals. The main indicators used are: the Relative Strength Index (RSI), the Exponential Moving Average (EMA) and the Heikin-Ashi chart (HAC). In addition to these, it also implements a Bollinger Band (BB) indicator, a MACD and a Chaikin A/D oscillator for added precision. The strategy looks for buy signals when the EMA crosses above the RSI and the Heikin-Ashi candlestick closes above its moving average. Conversely, it looks for sell signals when the EMA crosses below the RSI and the Heikin-Ashi candlestick closes below its moving average. Furthermore, the strategy is a trailing one and uses additional protections such as the Max Drawdown, StoplossGuard and Low Profit Pairs so users can limit their losses and maximize their profits on every trade.

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 2 1.50 3.00 0.595703 0.6 19:15:00 2 0 0 100.00
BNB/USDT 1 1.50 1.50 0.299892 0.3 1 day, 9:00:00 1 0 0 100.00
LTC/USDT 1 1.50 1.50 0.296813 0.3 10 days, 4:00:00 1 0 0 100.00
SOL/USDT 1 1.50 1.50 0.282863 0.28 6:30:00 1 0 0 100.00
ETC/USDT 2 0.58 1.16 0.232461 0.23 7:08:00 1 0 1 50.00
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
DOT/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
ALGO/USDT 2 -1.40 -2.80 -0.564512 -0.56 19:15:00 1 0 1 50.00
BTC/USDT 2 -1.77 -3.53 -0.708266 -0.71 15:45:00 1 0 1 50.00
XRP/USDT 1 -9.10 -9.10 -1.779524 -1.78 11 days, 9:30:00 0 0 1 0.00
ADA/USDT 1 -12.07 -12.07 -2.389349 -2.39 11 days, 9:45:00 0 0 1 0.00
TOTAL 13 -1.45 -18.85 -3.733920 -3.73 3 days, 1:21:00 8 0 5 61.54
  • 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 1.5 11.99 2.3715357999999997 2.4
5 0 0 5 -6.17 -30.84 -6.105455409999999 -6.17

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 1.08 trades per day. The starting balance was $100 and the final balance was $96.26608039, resulting in an absolute profit of $-3.7339196100000005 and a total profit percentage of -0.037339196100000006. The average stake amount was $19.807398646153846 and the total trade volume was $257.4961824. The best pair was LINK/USDT and the worst pair was ADA/USDT. The maximum balance reached was $102.3715358 and the minimum balance was $96.26608039. The market change during this period was -0.03523636921251221.

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 13 / 1.08
Starting balance 100
Final balance 96.26608039
Absolute profit -3.7339196100000005
Total profit % -0.037339196100000006
Avg. stake amount 19.807398646153846
Total trade volume 257.4961824
Best Pair LINK/USDT
Worst Pair ADA/USDT
Max Balance 102.3715358
Min Balance 96.26608039
Market Change -0.03523636921251221

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
  }