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CofiBitStrategy Strategy Performance Results
Description:
This CofiBitStrategy using the Freqtrade interface, implements a buy and sell strategy using data from candles chart, an exponential moving average (EMA) and the average direct movement (ADX) indicator.
In order to generate a buy signal the strategy relies on three conditions, first the open price of the candle must be less than the EMA (Exponential Moving Average) low price. Second the fastk and fastd line of the STOCHF indicator must have crossed above each other and lastly both the fastk and fastd lines must be below the buy_fastx and buy_adx parameters, which are user defined.
In order to get a sell signal the strategy relies on two conditions, the first being that the open price of the candle is greater than or equal to the EMA (Exponential Moving Average) high price and second the fastk or fastd lines of the STOCHF indicator are crossed above the sell_fastx parameter.
The strategy also implements a stop-loss which will sell whenever the current open price is equal or less than the stop-loss parameter. In addition, a minimal roi is set which will trigger a sell signal if the current profits are less than the minimal roi specified.
This strategy should be used in combination with other indicators and market analysis to identify when the best time to buy and sell is.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| BNB/USDT | 24 | 0.07 | 1.61 | 0.196829 | 0.2 | 0:31:00 | 13 | 0 | 11 | 54.17 |
| XRP/USDT | 17 | 0.04 | 0.68 | 0.095895 | 0.1 | 0:25:00 | 10 | 0 | 7 | 58.82 |
| ETC/USDT | 14 | -0.04 | -0.63 | -0.102090 | -0.1 | 0:26:00 | 8 | 0 | 6 | 57.14 |
| ADA/USDT | 22 | -0.03 | -0.65 | -0.115313 | -0.12 | 0:28:00 | 11 | 0 | 11 | 50.00 |
| LTC/USDT | 16 | -0.05 | -0.85 | -0.152088 | -0.15 | 0:25:00 | 7 | 0 | 9 | 43.75 |
| LUNA/USDT | 27 | -0.09 | -2.35 | -0.410519 | -0.41 | 0:33:00 | 14 | 0 | 13 | 51.85 |
| SOL/USDT | 19 | -0.13 | -2.45 | -0.450024 | -0.45 | 0:33:00 | 13 | 0 | 6 | 68.42 |
| LINK/USDT | 32 | -0.27 | -8.71 | -1.480763 | -1.48 | 0:36:00 | 11 | 0 | 21 | 34.38 |
| ETH/USDT | 25 | -0.41 | -10.23 | -1.943331 | -1.94 | 0:34:00 | 8 | 0 | 17 | 32.00 |
| DOT/USDT | 22 | -0.45 | -9.82 | -1.989489 | -1.99 | 0:31:00 | 14 | 0 | 8 | 63.64 |
| BTC/USDT | 19 | -0.61 | -11.50 | -2.098266 | -2.1 | 0:35:00 | 7 | 0 | 12 | 36.84 |
| BCH/USDT | 26 | -0.74 | -19.20 | -3.504734 | -3.5 | 0:37:00 | 12 | 0 | 14 | 46.15 |
| ALGO/USDT | 33 | -0.76 | -25.13 | -4.872160 | -4.87 | 0:33:00 | 21 | 0 | 12 | 63.64 |
| TOTAL | 296 | -0.30 | -89.22 | -16.826053 | -16.83 | 0:32:00 | 149 | 0 | 147 | 50.34 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 295 | 149 | 0 | 146 | -0.22 | -64.08 | -11.91117035 | -12.82 | |
| 1 | 0 | 0 | 1 | -25.14 | -25.14 | -4.9148823 | -5.03 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 24.67 trades per day. The starting balance was $100 and the final balance was $83.17394734999999, resulting in an absolute profit of $-16.82605265 and a total profit percentage of -0.1682605265. The average stake amount was $17.498178672635134 and the total trade volume was $5179.4608871. The best pair was BNB/USDT and the worst pair was ALGO/USDT. The maximum balance reached was $99.98854037 and the minimum balance was $83.14294937999999. 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 | 296 / 24.67 |
| Starting balance | 100 |
| Final balance | 83.17394734999999 |
| Absolute profit | -16.82605265 |
| Total profit % | -0.1682605265 |
| Avg. stake amount | 17.498178672635134 |
| Total trade volume | 5179.4608871 |
| Best Pair | BNB/USDT |
| Worst Pair | ALGO/USDT |
| Max Balance | 99.98854037 |
| Min Balance | 83.14294937999999 |
| 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
}