FRAYSTRAT Strategy Performance Results

Description:

This Freqtrade strategy is designed to enable automated trading and maximize profits. It uses multiple parameters, protections and custom indicators to enable effective and efficient trading. The parameters used include buy/sell RSI, trailing stop, minimal roi, stoploss, and timeframe. In addition, it uses order types and order time in force for effective dealing. The protections used are CooldownPeriod, MaxDrawdown, StoplossGuard, and LowProfitPairs. The indicators used are ADX, RSI, STOCHF, MACD, MFI, Bollinger Bands, EMA, SAR, TEMA, HT_SINE, and best bid/ask. All of these parameters and indicators combined provide a comprehensive trading system that is able to generate high returns.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
BCH/USDT 15 0.12 1.77 0.020601 0.02 12:28:00 10 0 5 66.67
LTC/USDT 13 0.07 0.97 -0.090322 -0.09 9:51:00 10 0 3 76.92
ETC/USDT 3 -0.47 -1.42 -0.297012 -0.3 8:40:00 1 0 2 33.33
LINK/USDT 12 -0.14 -1.69 -0.368018 -0.37 13:52:00 7 0 5 58.33
BNB/USDT 7 -0.32 -2.21 -0.370055 -0.37 21:39:00 4 0 3 57.14
XRP/USDT 5 -0.49 -2.45 -0.496362 -0.5 18:03:00 3 0 2 60.00
LUNA/USDT 7 -0.47 -3.32 -0.693637 -0.69 7:04:00 4 0 3 57.14
DOT/USDT 4 -2.13 -8.53 -1.584816 -1.58 14:08:00 2 0 2 50.00
ALGO/USDT 4 -2.31 -9.23 -1.648862 -1.65 6:49:00 1 0 3 25.00
ETH/USDT 11 -0.73 -8.02 -1.684424 -1.68 19:31:00 7 0 4 63.64
SOL/USDT 12 -0.90 -10.80 -1.735109 -1.74 10:54:00 5 0 7 41.67
ADA/USDT 2 -4.65 -9.31 -1.907441 -1.91 23:22:00 1 0 1 50.00
BTC/USDT 17 -0.64 -10.86 -2.108878 -2.11 9:28:00 6 0 11 35.29
TOTAL 112 -0.58 -65.10 -12.964336 -12.96 12:49:00 61 0 51 54.46
  • 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 %
69 33 0 36 0.16 10.74 1.8476245600000003 2.15
26 26 0 0 2.22 57.75 10.37880583 11.55
12 0 0 12 -10.18 -122.12 -23.10223856 -24.42
5 2 0 3 -2.3 -11.48 -2.08852824 -2.3

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 9.33 trades per day. The starting balance was $100 and the final balance was $87.03566359, resulting in an absolute profit of $-12.96433641 and a total profit percentage of -0.1296433641. The average stake amount was $18.38114375535714 and the total trade volume was $2058.6881006. The best pair was BCH/USDT and the worst pair was BTC/USDT. The maximum balance reached was $103.70954535 and the minimum balance was $86.82458986. 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 112 / 9.33
Starting balance 100
Final balance 87.03566359
Absolute profit -12.96433641
Total profit % -0.1296433641
Avg. stake amount 18.38114375535714
Total trade volume 2058.6881006
Best Pair BCH/USDT
Worst Pair BTC/USDT
Max Balance 103.70954535
Min Balance 86.82458986
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
  }