BB_RPB_TSLmeneguzzo Strategy Performance Results

Description:

This freqtrade strategy is a combination of technical indicators, including the RMI, CCI, SRSI FK, BB Delta, BB Width, Close Delta, EMA Diff, EMA Low, EMA High, RSI Fast, EWO, R-Deadfish, CLUCHa, GUMBO, SQZMom, NFI 13, NFI 32, NFI 33, NFIX 5, NFIX 49, NFI7 33, NFI7 37 and Additional Check. This strategy works by looking for buying signals when several indicators meet certain criteria. For example, when the RMI is less than a certain value, the CCI is lower than a certain value and the SRSI FK is less than a certain value, this is a buying signal. The strategy also looks for a break of the BB Delta, which indicates a potential trend change. It also checks for signals when the EMA 26 is higher than the EMA 12 and there is a local uptrend, and when the volume is increasing. Finally, it uses several other indicators to look for additional buying signals. Once a buying signal is identified, the strategy will enter a trade. To exit a trade, the strategy uses the sell_trend function, which only exits a trade when the volume is above 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 %
LTC/USDT 2 1.71 3.42 0.676401 0.68 0:25:00 2 0 0 100.00
XRP/USDT 1 2.48 2.48 0.479232 0.48 0:05:00 1 0 0 100.00
LUNA/USDT 2 1.13 2.25 0.449166 0.45 2:50:00 2 0 0 100.00
BCH/USDT 1 1.36 1.36 0.268180 0.27 0:10:00 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
DOT/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ETC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ALGO/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ADA/USDT 1 -0.35 -0.35 -0.070004 -0.07 0:00:00 0 0 1 0.00
SOL/USDT 1 -0.82 -0.82 -0.161122 -0.16 0:00:00 0 0 1 0.00
LINK/USDT 2 -1.01 -2.01 -0.397902 -0.4 0:00:00 0 0 2 0.00
TOTAL 10 0.63 6.33 1.243951 1.24 0:40:00 6 0 4 60.00
  • 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 %
6 2 0 4 0.16 0.98 0.18100355 0.2
1 1 0 0 0.5 0.5 0.09978514 0.1
1 1 0 0 1.36 1.36 0.26818 0.27
1 1 0 0 1.74 1.74 0.34560186 0.35
1 1 0 0 1.76 1.76 0.3493807 0.35

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.83 trades per day. The starting balance was $100 and the final balance was $101.24395125, resulting in an absolute profit of $1.24395125 and a total profit percentage of 0.012439512500000001. The average stake amount was $19.734999800000004 and the total trade volume was $197.34999800000006. The best pair was LTC/USDT and the worst pair was LINK/USDT. The maximum balance reached was $101.24395125 and the minimum balance was $99.44097615. 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 10 / 0.83
Starting balance 100
Final balance 101.24395125
Absolute profit 1.24395125
Total profit % 0.012439512500000001
Avg. stake amount 19.734999800000004
Total trade volume 197.34999800000006
Best Pair LTC/USDT
Worst Pair LINK/USDT
Max Balance 101.24395125
Min Balance 99.44097615
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
  }