BBRSI4cust Strategy Performance Results

Description:

This Freqtrade strategy uses a combination of Bollinger Bands, RSI and DI Indicators to determine when it should take an entry and exit signal. The strategy applies a defined Buy BB and DI parameter when entering a position and a defined Sell BB parameters when closing a position for profit. It also has an RSI based custom exit signal to close a position for quick profit. The strategy has the following parameters that can be optimized for the best performance: Buy BB, Buy DI, Sell BB and Stop Loss. As part of the strategy, it also has defined optimal timeframe (15 minutes) and process candle and trailing stop parameters.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
ALGO/USDT 17 0.09 1.48 0.271795 0.27 0:56:00 13 0 4 76.47
LUNA/USDT 12 0.12 1.38 0.254472 0.25 0:36:00 8 0 4 66.67
BNB/USDT 4 0.30 1.20 0.220991 0.22 0:08:00 4 0 0 100.00
DOT/USDT 8 0.08 0.63 0.119635 0.12 0:45:00 7 0 1 87.50
ADA/USDT 12 -0.14 -1.73 -0.308566 -0.31 1:30:00 8 0 4 66.67
BTC/USDT 15 -0.12 -1.83 -0.331888 -0.33 1:39:00 6 0 9 40.00
LTC/USDT 15 -0.13 -1.98 -0.365842 -0.37 1:30:00 8 0 7 53.33
ETH/USDT 20 -0.19 -3.78 -0.673830 -0.67 1:53:00 11 0 9 55.00
LINK/USDT 20 -0.27 -5.41 -0.987428 -0.99 1:18:00 14 0 6 70.00
SOL/USDT 16 -0.38 -6.01 -1.150147 -1.15 1:21:00 11 0 5 68.75
ETC/USDT 16 -0.55 -8.76 -1.714830 -1.71 1:11:00 12 0 4 75.00
XRP/USDT 11 -0.80 -8.83 -1.737814 -1.74 0:59:00 7 0 4 63.64
BCH/USDT 25 -0.81 -20.21 -3.849464 -3.85 1:34:00 17 0 8 68.00
TOTAL 191 -0.28 -53.86 -10.252917 -10.25 1:18:00 126 0 65 65.97
  • 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 %
108 108 0 0 0.3 32.37 5.93188806 6.47
80 18 0 62 -0.7 -55.73 -10.25681803 -11.15
3 0 0 3 -10.17 -30.5 -5.9279874999999995 -6.1

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 15.92 trades per day. The starting balance was $100 and the final balance was $89.74708253, resulting in an absolute profit of $-10.25291747 and a total profit percentage of -0.1025291747. The average stake amount was $18.36023068900524 and the total trade volume was $3506.8040616000003. The best pair was ALGO/USDT and the worst pair was BCH/USDT. The maximum balance reached was $100.32721037 and the minimum balance was $89.74708253. 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 191 / 15.92
Starting balance 100
Final balance 89.74708253
Absolute profit -10.25291747
Total profit % -0.1025291747
Avg. stake amount 18.36023068900524
Total trade volume 3506.8040616000003
Best Pair ALGO/USDT
Worst Pair BCH/USDT
Max Balance 100.32721037
Min Balance 89.74708253
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
  }