mark_strat Strategy Performance Results

Description:

This freqtrade strategy is called mark_strat and it uses four technical indicators: RSI, Sar, MACD, and bollinger bands. The RSI is used to identify trends and determine potential overbought/oversold levels. The Sar is used to determine entry and exit points. The MACD is used to plot moving average crossovers. Finally, bollinger bands help to plot rate of change for the current market price. The strategy also includes the INTERFACE_VERSION setting which specifies the version of the IStrategy used. Additionally, it includes the minimal_roi, stoploss, and trailing_stop which determines the minimum return on investment and the trailing stop levels. The strategy also includes the order_types and order_time_in_force settings which define the type and duration of the order. Finally, the plot_config is used to customize how the visual display of each indicator is shown on the chart.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
ETC/USDT 8 0.59 4.72 0.917349 0.92 1 day, 2:19:00 5 3 0 62.50
ALGO/USDT 7 0.47 3.28 0.617601 0.62 22:48:00 4 3 0 57.14
LUNA/USDT 7 0.37 2.59 0.505677 0.51 0:46:00 3 4 0 42.86
BCH/USDT 14 0.16 2.27 0.442516 0.44 15:58:00 3 11 0 21.43
LINK/USDT 13 0.13 1.75 0.329337 0.33 0:44:00 8 5 0 61.54
DOT/USDT 8 0.15 1.20 0.235534 0.24 2:07:00 3 5 0 37.50
ETH/USDT 7 0.11 0.76 0.145178 0.15 1 day, 4:44:00 1 6 0 14.29
LTC/USDT 9 0.01 0.07 0.014696 0.01 1 day, 0:47:00 2 7 0 22.22
BTC/USDT 16 -0.02 -0.31 -0.217041 -0.22 2:45:00 5 10 1 31.25
BNB/USDT 6 -0.39 -2.35 -0.499600 -0.5 10:48:00 1 4 1 16.67
XRP/USDT 5 -1.11 -5.53 -1.074624 -1.07 12:36:00 0 4 1 0.00
ADA/USDT 5 -1.37 -6.87 -1.345293 -1.35 11:26:00 0 4 1 0.00
SOL/USDT 9 -3.79 -34.10 -6.488356 -6.49 9:24:00 2 5 2 22.22
TOTAL 114 -0.29 -32.50 -6.417026 -6.42 11:57:00 37 71 6 32.46
  • 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 %
108 37 71 0 0.22 23.88 4.42975005 4.78
5 0 0 5 -6.46 -32.29 -6.22814967 -6.46
1 0 0 1 -24.09 -24.09 -4.6186263 -4.82

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 9.5 trades per day. The starting balance was $100 and the final balance was $93.58297408, resulting in an absolute profit of $-6.417025920000001 and a total profit percentage of -0.06417025920000001. The average stake amount was $19.22532639912281 and the total trade volume was $2191.6872095000003. The best pair was ETC/USDT and the worst pair was SOL/USDT. The maximum balance reached was $100.82228672 and the minimum balance was $93.58297408. The market change during this period was -0.027604419500472894.

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 114 / 9.5
Starting balance 100
Final balance 93.58297408
Absolute profit -6.417025920000001
Total profit % -0.06417025920000001
Avg. stake amount 19.22532639912281
Total trade volume 2191.6872095000003
Best Pair ETC/USDT
Worst Pair SOL/USDT
Max Balance 100.82228672
Min Balance 93.58297408
Market Change -0.027604419500472894

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
  }