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Strategy001 Strategy Performance Results
Description:
This particular FreqTrade strategy uses three Exponential Moving Averages (EMAs) (with time periods of 20, 50, and 100), and Heikin-Ashi charts to detect buy and sell signals. When the EMA with a period of 20 crosses above the EMA with a period of 50 and, additionally, when the Heikin-Ashi close is greater than the EMA with a period of 20 and the Heikin-Ashi open is less than the Heikin-Ashi close, then a buy signal is triggered. On the other hand, when the EMA with a period of 50 crosses above the EMA with a period of 100 and, additionally, when the Heikin-Ashi close is less than the EMA with a period of 20 and the Heikin-Ashi open is greater than the Heikin-Ashi close, then a sell signal is triggered.
This strategy also includes several other parameters, such as a minimal Return On Investment (ROI) for different time frames (60 minutes, 30 minutes, 20 minutes and 0 minutes), a stop-loss at -0.10, a time frame of 5 minutes, and the types of orders.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| LINK/USDT | 7 | 1.28 | 8.99 | 1.715687 | 1.72 | 1:50:00 | 7 | 0 | 0 | 100.00 |
| ETC/USDT | 7 | 1.13 | 7.93 | 1.534361 | 1.53 | 4:58:00 | 7 | 0 | 0 | 100.00 |
| ETH/USDT | 6 | 1.03 | 6.17 | 1.164087 | 1.16 | 19:10:00 | 6 | 0 | 0 | 100.00 |
| BNB/USDT | 5 | 1.00 | 5.00 | 0.954526 | 0.95 | 1 day, 10:16:00 | 5 | 0 | 0 | 100.00 |
| SOL/USDT | 5 | 1.01 | 5.05 | 0.954288 | 0.95 | 7:17:00 | 5 | 0 | 0 | 100.00 |
| ADA/USDT | 4 | -0.61 | -2.43 | -0.487159 | -0.49 | 14:40:00 | 3 | 0 | 1 | 75.00 |
| XRP/USDT | 3 | -1.08 | -3.25 | -0.646107 | -0.65 | 2 days, 10:43:00 | 2 | 0 | 1 | 66.67 |
| DOT/USDT | 5 | -1.24 | -6.18 | -1.185363 | -1.19 | 12:15:00 | 4 | 0 | 1 | 80.00 |
| BCH/USDT | 7 | -0.89 | -6.26 | -1.288702 | -1.29 | 11:41:00 | 5 | 0 | 2 | 71.43 |
| LTC/USDT | 6 | -1.35 | -8.08 | -1.654474 | -1.65 | 1 day, 4:25:00 | 4 | 0 | 2 | 66.67 |
| BTC/USDT | 8 | -1.80 | -14.37 | -2.885196 | -2.89 | 16:12:00 | 6 | 0 | 2 | 75.00 |
| LUNA/USDT | 5 | -3.47 | -17.35 | -3.389914 | -3.39 | 16:41:00 | 3 | 0 | 2 | 60.00 |
| ALGO/USDT | 4 | -4.58 | -18.33 | -3.641276 | -3.64 | 14:04:00 | 2 | 0 | 2 | 50.00 |
| TOTAL | 72 | -0.60 | -43.10 | -8.855242 | -8.86 | 16:30:00 | 59 | 0 | 13 | 81.94 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 58 | 58 | 0 | 0 | 1.07 | 62.3 | 11.915855419999998 | 12.46 | |
| 9 | 0 | 0 | 9 | -10.17 | -91.54 | -18.08236966 | -18.31 | |
| 5 | 1 | 0 | 4 | -2.77 | -13.86 | -2.68872784 | -2.77 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 6.0 trades per day. The starting balance was $100 and the final balance was $91.14475792, resulting in an absolute profit of $-8.85524208 and a total profit percentage of -0.0885524208. The average stake amount was $19.149472002777777 and the total trade volume was $1378.7619842. The best pair was LINK/USDT and the worst pair was ALGO/USDT. The maximum balance reached was $103.08608734 and the minimum balance was $91.14475792. 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 | 72 / 6.0 |
| Starting balance | 100 |
| Final balance | 91.14475792 |
| Absolute profit | -8.85524208 |
| Total profit % | -0.0885524208 |
| Avg. stake amount | 19.149472002777777 |
| Total trade volume | 1378.7619842 |
| Best Pair | LINK/USDT |
| Worst Pair | ALGO/USDT |
| Max Balance | 103.08608734 |
| Min Balance | 91.14475792 |
| 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
}