ClucHAnix_5m1 Strategy Performance Results

Description:

This freqtrade strategy uses a combination of technical indicators (ROCR, BBdelta, Closedelta, Tail, EMA slow and EMA fast) to determine when to buy and sell. It looks for ROCR values above a certain threshold and BBdelta values higher than Haclos*BBdelta_close . It also looks for closedelta that is above Haclos*closedelta_close and tail values smaller than BBdelta*bbdelta_tail. It also takes into account ha_close values that are below bb_lowerband, EMA slow and previous lower values. On the sell side, it uses the Fisher indicator which should be above a certain threshold to determine when to sell. It also looks at ha_high and ha_close compared to the previous values and if they are below them. Additionally, it makes sure the EMA fast is above ha_close and ha_close is above bb_middleband. Finally, it makes sure the volume of the stock is higher than 0.

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 9 0.78 6.99 1.354854 1.35 1:07:00 6 0 3 66.67
ETC/USDT 4 1.13 4.52 0.896181 0.9 0:08:00 3 0 1 75.00
ALGO/USDT 2 1.28 2.56 0.503314 0.5 0:18:00 2 0 0 100.00
ADA/USDT 2 1.13 2.26 0.447062 0.45 0:40:00 2 0 0 100.00
ETH/USDT 1 1.54 1.54 0.296179 0.3 0:30:00 1 0 0 100.00
LUNA/USDT 1 1.42 1.42 0.280191 0.28 0:50:00 1 0 0 100.00
DOT/USDT 1 1.30 1.30 0.257847 0.26 0:05:00 1 0 0 100.00
LTC/USDT 2 0.55 1.10 0.220533 0.22 1:52:00 1 0 1 50.00
BNB/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
XRP/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
BTC/USDT 1 -0.20 -0.20 -0.039361 -0.04 0:00:00 0 0 1 0.00
LINK/USDT 3 -0.50 -1.49 -0.297828 -0.3 3:33:00 1 0 2 33.33
BCH/USDT 3 -4.58 -13.73 -2.714885 -2.71 3:15:00 0 0 3 0.00
TOTAL 29 0.22 6.26 1.204087 1.2 1:19:00 18 0 11 62.07
  • 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 %
25 18 0 7 0.5 12.4 2.41982677 2.48
4 0 0 4 -1.53 -6.14 -1.21574002 -1.23

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 2.42 trades per day. The starting balance was $100 and the final balance was $101.20408675, resulting in an absolute profit of $1.2040867499999999 and a total profit percentage of 0.012040867499999998. The average stake amount was $19.567343406896548 and the total trade volume was $567.4529587999999. The best pair was SOL/USDT and the worst pair was BCH/USDT. The maximum balance reached was $102.37138071 and the minimum balance was $98.10926399. The market change during this period was -0.04163316982623192.

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 29 / 2.42
Starting balance 100
Final balance 101.20408675
Absolute profit 1.2040867499999999
Total profit % 0.012040867499999998
Avg. stake amount 19.567343406896548
Total trade volume 567.4529587999999
Best Pair SOL/USDT
Worst Pair BCH/USDT
Max Balance 102.37138071
Min Balance 98.10926399
Market Change -0.04163316982623192

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
  }