BBMod1 Strategy Performance Results

Description:

This freqtrade strategy is a complex set of indicators used to generate trading signals. It uses a combination of Relative Momentum Index (RMI, buy_rmi_length and buy_rmi parameters), Commodity Channel Index (CCI, buy_cci_length and buy_cci parameters), Strength-Relative-Strength Index (SRSI_FK , buy_srsi_fk parameter), Bollinger Band delta (bb_delta , buy_bb_delta parameter), Bollinger Band Width (bb_width , buy_bb_width parameter), EMA26 and EMA12 ( buy_ema_diff , buy_ema_diff_local_dip , buy_ema_high_local_dip parameters), RSI ( buy_rsi_local_dip parameter), Coppock Curve impulse (buy_crsi_local_dip parameter), CLUCHA ( buy_clucha_rocr_1h , buy_clucha_bbdelta_close , buy_clucha_closedelta_close and buy_clucha_bbdelta_tail parameters), CoBaFi (buy_ema_cofi parameter) , NFI-32 (buy_rsi_fast parameter) , NFI-33 (buy_ewo_high parameter) , NFI-38 (buy_adx parameter), NFiX-5 (buy_fastk and buy_fastd parameters) , NFiX-39( buy_bb_factor and buy_nfix_39_ema parameters) , NFiX-49(buy_nfix_49_cti and buy_nfix_49_r14 parameters), NFi7-33 (buy_clucha_close_bblower parameter) , NFi7-37 (buy_pmax_thresh parameter) and VWAP ( buy

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 5 0.31 1.57 0.296338 0.3 0:11:00 3 0 2 60.00
ALGO/USDT 2 0.40 0.81 0.153082 0.15 0:20:00 2 0 0 100.00
LUNA/USDT 1 0.12 0.12 0.023137 0.02 0:40:00 1 0 0 100.00
BTC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ETH/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
XRP/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LTC/USDT 2 -0.33 -0.66 -0.126213 -0.13 1:18:00 1 0 1 50.00
SOL/USDT 8 -0.09 -0.75 -0.138138 -0.14 0:54:00 4 0 4 50.00
DOT/USDT 2 -1.56 -3.13 -0.620858 -0.62 1:38:00 1 0 1 50.00
ADA/USDT 3 -1.14 -3.42 -0.687319 -0.69 1:43:00 2 0 1 66.67
LINK/USDT 3 -1.18 -3.54 -0.703564 -0.7 2:18:00 1 0 2 33.33
BCH/USDT 3 -1.70 -5.09 -1.022888 -1.02 2:22:00 1 0 2 33.33
TOTAL 29 -0.49 -14.08 -2.826423 -2.83 1:11:00 16 0 13 55.17
  • 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 %
20 16 0 4 0.43 8.61 1.62845743 1.72
6 0 0 6 -1.7 -10.18 -1.9815147700000002 -2.04
3 0 0 3 -4.17 -12.52 -2.47336556 -2.5

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 $97.1735771, resulting in an absolute profit of $-2.8264229 and a total profit percentage of -0.028264229. The average stake amount was $18.995347034482762 and the total trade volume was $550.8650640000001. The best pair was ETC/USDT and the worst pair was BCH/USDT. The maximum balance reached was $100.042398 and the minimum balance was $95.98707024. The market change during this period was -0.033935576586454144.

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 97.1735771
Absolute profit -2.8264229
Total profit % -0.028264229
Avg. stake amount 18.995347034482762
Total trade volume 550.8650640000001
Best Pair ETC/USDT
Worst Pair BCH/USDT
Max Balance 100.042398
Min Balance 95.98707024
Market Change -0.033935576586454144

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
  }