TheForce Strategy Performance Results

Description:

This strategy is called TheForce and it implements the IStrategy interface from the freqtrade library. It has parameters for the minimal_roi and stoploss and also has the ability to set the timeframe, process_only_new_candles and use_sell_signal. The strategy uses several indicators from the talib.abstract and qtpylib libraries to make decisions. These are stochastic oscillators, the MACD, and EMA. It also has a plot config which displays the main and sub plotting of the indicators. The strategy uses the populate_buy_trend and populates_sell_trend template to make buy and sell decisions. It takes into account the fastk, fastd, MACD, MACD signal, RSI, and Ema5 to make its decisions. If the indicators show that all the conditions have been met, the strategy will then buy or sell. Lastly, the strategy also implements the informative_pairs template which returns the informative currency pairs.

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 58 0.17 9.59 1.892999 1.89 0:40:00 41 0 17 70.69
LTC/USDT 41 0.17 6.99 1.431032 1.43 1:08:00 25 0 16 60.98
ALGO/USDT 31 0.17 5.23 1.076328 1.08 0:42:00 22 0 9 70.97
LINK/USDT 45 0.10 4.70 0.947063 0.95 0:56:00 30 0 15 66.67
BCH/USDT 59 0.07 4.42 0.896853 0.9 1:12:00 33 0 26 55.93
ETC/USDT 36 0.11 4.07 0.852014 0.85 0:39:00 22 0 14 61.11
LUNA/USDT 39 0.09 3.49 0.700486 0.7 0:49:00 26 0 13 66.67
ETH/USDT 46 0.07 3.23 0.695026 0.7 1:25:00 21 0 25 45.65
XRP/USDT 46 0.06 2.92 0.590163 0.59 1:33:00 23 0 23 50.00
BNB/USDT 38 0.04 1.36 0.252915 0.25 1:29:00 22 0 16 57.89
DOT/USDT 29 0.03 0.78 0.184628 0.18 1:09:00 19 0 10 65.52
BTC/USDT 56 0.00 0.06 0.009337 0.01 1:28:00 25 0 31 44.64
ADA/USDT 36 -0.07 -2.48 -0.499090 -0.5 1:10:00 21 0 15 58.33
TOTAL 560 0.08 44.36 9.029756 9.03 1:07:00 330 0 230 58.93
  • 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 %
321 321 0 0 0.62 198.79 40.36588076 39.76
198 7 0 191 -0.45 -88.83 -17.95156345 -17.77
39 0 0 39 -1.69 -65.78 -13.420001090000003 -13.16
2 2 0 0 0.08 0.16 0.03543958 0.03

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 46.67 trades per day. The starting balance was $100 and the final balance was $109.0297558, resulting in an absolute profit of $9.0297558 and a total profit percentage of 0.090297558. The average stake amount was $20.248602924821423 and the total trade volume was $11339.217637899997. The best pair was SOL/USDT and the worst pair was ADA/USDT. The maximum balance reached was $109.48838885 and the minimum balance was $99.00293216. The market change during this period was -0.037012481011390805.

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-01-13 15:30:00
Max open trades 5
Total/Daily Avg Trades 560 / 46.67
Starting balance 100
Final balance 109.0297558
Absolute profit 9.0297558
Total profit % 0.090297558
Avg. stake amount 20.248602924821423
Total trade volume 11339.217637899997
Best Pair SOL/USDT
Worst Pair ADA/USDT
Max Balance 109.48838885
Min Balance 99.00293216
Market Change -0.037012481011390805

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
  }