BB_Strategy04 Strategy Performance Results

Description:

This BB_Strategy04 strategy from Freqtrade is a trend-following strategy that uses Bollinger Bands and RSI indicators. Specifically, the strategy looks to buy when the price of a cryptocurrency breaks downward out of the lower band of Bollinger Bands (bb_lowerband2) and is further away from the bb_lowerband2 than the specified stoploss level (-0.32530922906811843). Conversely, the strategy looks to sell when the price of a cryptocurrency breaks upward out of the upper band of Bollinger Bands (bb_upperband2). Additionally, traders can adjust the ROI and the plot colors, amongst other customizable features.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
XRP/USDT 10 0.61 6.07 1.077714 1.08 7:18:00 8 0 2 80.00
LINK/USDT 8 0.28 2.23 0.419878 0.42 10:22:00 5 0 3 62.50
ETC/USDT 5 -0.65 -3.27 -0.614906 -0.61 10:01:00 2 0 3 40.00
LUNA/USDT 8 -0.46 -3.69 -0.747375 -0.75 9:24:00 4 0 4 50.00
ETH/USDT 8 -0.65 -5.18 -1.032156 -1.03 8:22:00 5 0 3 62.50
ALGO/USDT 9 -0.70 -6.27 -1.125207 -1.13 11:20:00 5 0 4 55.56
BNB/USDT 8 -0.78 -6.23 -1.129476 -1.13 12:30:00 1 0 7 12.50
ADA/USDT 5 -1.36 -6.79 -1.239445 -1.24 12:04:00 3 0 2 60.00
BCH/USDT 6 -1.23 -7.39 -1.338304 -1.34 12:06:00 4 0 2 66.67
SOL/USDT 6 -1.32 -7.92 -1.498265 -1.5 12:55:00 3 0 3 50.00
BTC/USDT 6 -1.61 -9.69 -1.808072 -1.81 12:22:00 3 0 3 50.00
DOT/USDT 6 -1.72 -10.33 -2.026988 -2.03 13:58:00 2 0 4 33.33
LTC/USDT 7 -1.50 -10.47 -2.077084 -2.08 12:17:00 4 0 3 57.14
TOTAL 92 -0.75 -68.92 -13.139685 -13.14 10:55:00 49 0 43 53.26
  • 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 %
89 48 0 41 -0.68 -60.56 -11.62706559 -12.11
3 1 0 2 -2.79 -8.36 -1.5126197000000001 -1.67

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 7.67 trades per day. The starting balance was $100 and the final balance was $86.86031471, resulting in an absolute profit of $-13.13968529 and a total profit percentage of -0.1313968529. The average stake amount was $18.472596504347823 and the total trade volume was $1699.4788783999998. The best pair was XRP/USDT and the worst pair was LTC/USDT. The maximum balance reached was $101.84539233 and the minimum balance was $86.86031471. 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 92 / 7.67
Starting balance 100
Final balance 86.86031471
Absolute profit -13.13968529
Total profit % -0.1313968529
Avg. stake amount 18.472596504347823
Total trade volume 1699.4788783999998
Best Pair XRP/USDT
Worst Pair LTC/USDT
Max Balance 101.84539233
Min Balance 86.86031471
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
  }