BigZ03HO Strategy Performance Results

Description:

This freqtrade strategy uses multiple conditions to generate buy and sell signals for a crypto trading bot. The buy conditions included are based on parameters related to the Moving Average Convergence Divergence (MACD) indicator, Relative Strength Index (RSI), and Bollinger Bands. This strategy is also capable of monitoring a crypto asset's volume and keeping track of mean volume levels in order to ensure that a potential buy signal isn't affected by abnormally high volume. Additionally, this strategy takes into account the recent price patterns in order to determine whether or not a buy signal should be generated, such as making sure that recent price candles are open higher and close lower than the previous candle. By combining these indicators and technical analysis tools, this freqtrade strategy is able to generate reliable buy and sell signals for a crypto trading bot.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
BCH/USDT 15 0.54 8.11 1.559402 1.56 3:44:00 13 0 2 86.67
SOL/USDT 21 0.36 7.61 1.500097 1.5 2:53:00 19 0 2 90.48
ETH/USDT 8 0.60 4.77 0.925656 0.93 21:41:00 7 0 1 87.50
DOT/USDT 12 0.11 1.38 0.287876 0.29 2:58:00 10 0 2 83.33
BTC/USDT 7 0.12 0.86 0.150859 0.15 8:55:00 6 0 1 85.71
LTC/USDT 18 -0.03 -0.49 -0.131708 -0.13 2:49:00 15 0 3 83.33
ETC/USDT 3 -0.66 -1.97 -0.395747 -0.4 3:05:00 2 0 1 66.67
XRP/USDT 8 -0.35 -2.81 -0.548180 -0.55 7:33:00 6 0 2 75.00
ALGO/USDT 12 -0.21 -2.51 -0.556269 -0.56 12:43:00 9 0 3 75.00
ADA/USDT 7 -0.41 -2.87 -0.604548 -0.6 1 day, 7:46:00 5 0 2 71.43
BNB/USDT 7 -0.53 -3.71 -0.794176 -0.79 1 day, 1:49:00 4 0 3 57.14
LINK/USDT 12 -0.52 -6.27 -1.311970 -1.31 19:06:00 7 0 5 58.33
LUNA/USDT 10 -0.67 -6.68 -1.315543 -1.32 3:15:00 7 0 3 70.00
TOTAL 140 -0.03 -4.57 -1.234249 -1.23 9:28:00 110 0 30 78.57
  • 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 0.9 97.43 19.292450720000005 19.49
27 0 0 27 -3.64 -98.27 -19.77294336 -19.65
5 2 0 3 -0.75 -3.73 -0.75375671 -0.75

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 11.67 trades per day. The starting balance was $100 and the final balance was $98.76575065, resulting in an absolute profit of $-1.2342493499999996 and a total profit percentage of -0.012342493499999996. The average stake amount was $19.84918045142857 and the total trade volume was $2778.8852632. The best pair was BCH/USDT and the worst pair was LUNA/USDT. The maximum balance reached was $104.86999968 and the minimum balance was $98.43734189. The market change during this period was -0.03336748620829983.

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 140 / 11.67
Starting balance 100
Final balance 98.76575065
Absolute profit -1.2342493499999996
Total profit % -0.012342493499999996
Avg. stake amount 19.84918045142857
Total trade volume 2778.8852632
Best Pair BCH/USDT
Worst Pair LUNA/USDT
Max Balance 104.86999968
Min Balance 98.43734189
Market Change -0.03336748620829983

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
  }