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BBRSIv2 Strategy Performance Results
Description:
This freqtrade strategy is called BBRSIV2. It follows some buy and sell signals that are generated from several indicators. The main indicators used include Bollinger Bands (BB), Relative Strength Index (RSI) and Triple Exponential Moving Average (TEMA). It implements the custom_stoploss() function, which is used to dynamically adjust the stop-loss levels when the profit of the current trade is above or below some pre-defined thresholds. In addition, it includes the use_custom_stoploss, use_sell_signal, and ignore_roi_if_buy_signal variables for more advanced trading strategies. Lastly, it also uses the process_only_new_candles variable to ensure that only the latest candles are being analyzed.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| ALGO/USDT | 1 | 3.34 | 3.34 | 0.655865 | 0.66 | 13:30:00 | 1 | 0 | 0 | 100.00 |
| ETH/USDT | 2 | 1.56 | 3.12 | 0.620015 | 0.62 | 1 day, 7:22:00 | 2 | 0 | 0 | 100.00 |
| LINK/USDT | 1 | 1.10 | 1.10 | 0.216482 | 0.22 | 8 days, 0:15:00 | 1 | 0 | 0 | 100.00 |
| BCH/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| LTC/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| SOL/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| BNB/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| ETC/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| ADA/USDT | 2 | -0.84 | -1.68 | -0.345880 | -0.35 | 4 days, 12:15:00 | 1 | 0 | 1 | 50.00 |
| DOT/USDT | 1 | -2.66 | -2.66 | -0.537022 | -0.54 | 23:30:00 | 0 | 0 | 1 | 0.00 |
| BTC/USDT | 2 | -2.00 | -4.01 | -0.807065 | -0.81 | 22:00:00 | 1 | 0 | 1 | 50.00 |
| XRP/USDT | 1 | -8.46 | -8.46 | -1.642988 | -1.64 | 10 days, 3:45:00 | 0 | 0 | 1 | 0.00 |
| LUNA/USDT | 1 | -15.56 | -15.56 | -3.081786 | -3.08 | 10 days, 3:45:00 | 0 | 0 | 1 | 0.00 |
| TOTAL | 11 | -2.25 | -24.80 | -4.922378 | -4.92 | 3 days, 22:33:00 | 6 | 0 | 5 | 54.55 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 5 | 0 | 0 | 5 | -7.06 | -35.29 | -6.99128823 | -7.06 | |
| 4 | 4 | 0 | 0 | 1.76 | 7.05 | 1.39061684 | 1.41 | |
| 1 | 1 | 0 | 0 | 2.1 | 2.1 | 0.415071 | 0.42 | |
| 1 | 1 | 0 | 0 | 1.34 | 1.34 | 0.26322192 | 0.27 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 0.92 trades per day. The starting balance was $100 and the final balance was $95.07762153, resulting in an absolute profit of $-4.92237847 and a total profit percentage of -0.0492237847. The average stake amount was $19.804383763636363 and the total trade volume was $217.8482214. The best pair was ALGO/USDT and the worst pair was LUNA/USDT. The maximum balance reached was $102.06890976 and the minimum balance was $95.07762153. The market change during this period was -0.03259665027072882.
| 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 | 11 / 0.92 |
| Starting balance | 100 |
| Final balance | 95.07762153 |
| Absolute profit | -4.92237847 |
| Total profit % | -0.0492237847 |
| Avg. stake amount | 19.804383763636363 |
| Total trade volume | 217.8482214 |
| Best Pair | ALGO/USDT |
| Worst Pair | LUNA/USDT |
| Max Balance | 102.06890976 |
| Min Balance | 95.07762153 |
| Market Change | -0.03259665027072882 |
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
}