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adx_opt_strat Strategy Performance Results
Description:
This strategy is called adx_opt_strat and it implements the IStrategy interface from freqtrade. The first two lines in the code import some necessary functions from Talib and freqtrade.
The next lines define some parameters like 'minimal_roi', 'stoploss', 'trailing_stop', 'trailing_only_offset_is_reached' and 'ticker_interval'.
The 'populate_indicators' function is responsible for generating the indicators for the trading strategies. In this strategy, talib functions are used to generate the indicators like ADX, PLUS_DI, MINUS_DI, SAR and MOM.
The 'populate_buy_trend' and 'populate_sell_trend' functions are used to define the buy and sell trend for the trading strategies. In this case, it is defined using the indicators generated by the 'populate_indicators' function. If the momentum indicator is negative and the minus_di is greater then 48, and plus_di is less then minus_di will trigger a buy signal. On the other hand, if the momentum indicator is positive and the minus_di is greater then 48, and plus_di is greater then the minus_di will trigger a sell signal.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| SOL/USDT | 2 | 1.42 | 2.85 | 0.555086 | 0.56 | 0:10:00 | 2 | 0 | 0 | 100.00 |
| LUNA/USDT | 5 | 0.37 | 1.86 | 0.373114 | 0.37 | 0:28:00 | 2 | 3 | 0 | 40.00 |
| LINK/USDT | 3 | 0.54 | 1.63 | 0.323893 | 0.32 | 9:07:00 | 2 | 1 | 0 | 66.67 |
| ALGO/USDT | 2 | 0.68 | 1.37 | 0.272016 | 0.27 | 1:12:00 | 1 | 1 | 0 | 50.00 |
| XRP/USDT | 3 | 0.30 | 0.89 | 0.174023 | 0.17 | 0:37:00 | 1 | 2 | 0 | 33.33 |
| BNB/USDT | 1 | 0.77 | 0.77 | 0.152751 | 0.15 | 0:30:00 | 1 | 0 | 0 | 100.00 |
| BTC/USDT | 2 | 0.39 | 0.77 | 0.149767 | 0.15 | 13:40:00 | 1 | 1 | 0 | 50.00 |
| BCH/USDT | 1 | 0.00 | 0.00 | 0.000000 | 0.0 | 2 days, 8:45:00 | 0 | 1 | 0 | 0.00 |
| ETH/USDT | 2 | 0.00 | 0.00 | 0.000000 | 0.0 | 2 days, 15:18:00 | 0 | 2 | 0 | 0.00 |
| LTC/USDT | 1 | 0.00 | 0.00 | 0.000000 | 0.0 | 7 days, 9:05:00 | 0 | 1 | 0 | 0.00 |
| ADA/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 | |
| ETC/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| TOTAL | 22 | 0.46 | 10.13 | 2.000651 | 2.0 | 19:12:00 | 10 | 12 | 0 | 45.45 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 22 | 10 | 12 | 0 | 0.46 | 10.13 | 2.00065114 | 2.03 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 1.83 trades per day. The starting balance was $100 and the final balance was $102.00065114, resulting in an absolute profit of $2.00065114 and a total profit percentage of 0.0200065114. The average stake amount was $19.747696704545458 and the total trade volume was $434.44932750000004. The best pair was SOL/USDT and the worst pair was BCH/USDT. The maximum balance reached was $0 and the minimum balance was $0. 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 | 22 / 1.83 |
| Starting balance | 100 |
| Final balance | 102.00065114 |
| Absolute profit | 2.00065114 |
| Total profit % | 0.0200065114 |
| Avg. stake amount | 19.747696704545458 |
| Total trade volume | 434.44932750000004 |
| Best Pair | SOL/USDT |
| Worst Pair | BCH/USDT |
| Max Balance | 0 |
| Min Balance | 0 |
| 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
}