We want to inform you that the Freqtrade strategies shared on our platform are no longer actively maintained and will be archived. While they remain accessible for reference, please note that they will not receive further updates or maintenance. We appreciate your understanding and support during this transition.
DIV_v1 Strategy Performance Results
Description:
This DIV_v1 strategy is an algo-trading strategy that uses the TA-Lib indicator library to identify potential trading opportunities. Specifically, it uses the RSI (Relative Strength Index) technical indicator to detect bullish divergence and the ohlc_bottom (the value of the open price, the high price, the low price, and the close price) for trading signals. Additionally, it includes a trailing stop-loss function for managing risk. This strategy is mainly suited for intra-day trading, as the timeframe is set to 5 minutes, and the startup_candle_count is 200.
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 | 5 | 1.05 | 5.23 | 1.017774 | 1.02 | 6:23:00 | 3 | 2 | 0 | 60.00 |
BCH/USDT | 3 | 1.66 | 4.98 | 0.967565 | 0.97 | 3:17:00 | 2 | 0 | 1 | 66.67 |
DOT/USDT | 3 | 1.20 | 3.59 | 0.703582 | 0.7 | 3:48:00 | 3 | 0 | 0 | 100.00 |
ALGO/USDT | 5 | 0.58 | 2.88 | 0.561925 | 0.56 | 10:27:00 | 2 | 3 | 0 | 40.00 |
ADA/USDT | 3 | 0.82 | 2.45 | 0.487509 | 0.49 | 7:08:00 | 1 | 2 | 0 | 33.33 |
ETC/USDT | 1 | 1.55 | 1.55 | 0.306088 | 0.31 | 4:55:00 | 1 | 0 | 0 | 100.00 |
BNB/USDT | 3 | 0.38 | 1.15 | 0.226714 | 0.23 | 8:48:00 | 1 | 2 | 0 | 33.33 |
SOL/USDT | 1 | 0.52 | 0.52 | 0.104028 | 0.1 | 6:25:00 | 1 | 0 | 0 | 100.00 |
ETH/USDT | 1 | 0.00 | 0.00 | 0.000000 | 0.0 | 5 days, 7:35:00 | 0 | 1 | 0 | 0.00 |
XRP/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
LUNA/USDT | 5 | -0.34 | -1.70 | -0.341104 | -0.34 | 16:13:00 | 1 | 3 | 1 | 20.00 |
BTC/USDT | 1 | -3.25 | -3.25 | -0.637846 | -0.64 | 23:55:00 | 0 | 0 | 1 | 0.00 |
LTC/USDT | 1 | -15.16 | -15.16 | -3.012120 | -3.01 | 21:10:00 | 0 | 0 | 1 | 0.00 |
TOTAL | 32 | 0.07 | 2.23 | 0.384114 | 0.38 | 13:04:00 | 15 | 13 | 4 | 46.88 |
- 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 % |
---|---|---|---|---|---|---|---|---|
23 | 10 | 13 | 0 | 0.54 | 12.37 | 2.4064883999999997 | 2.47 | |
5 | 5 | 0 | 0 | 2.17 | 10.85 | 2.1401474400000002 | 2.17 | |
3 | 0 | 0 | 3 | -1.94 | -5.82 | -1.15040231 | -1.16 | |
1 | 0 | 0 | 1 | -15.16 | -15.16 | -3.01212 | -3.03 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 2.67 trades per day. The starting balance was $100 and the final balance was $100.38411353, resulting in an absolute profit of $0.3841135299999996 and a total profit percentage of 0.003841135299999996. The average stake amount was $19.5500534 and the total trade volume was $625.6017088. The best pair was LINK/USDT and the worst pair was LTC/USDT. The maximum balance reached was $101.53451584 and the minimum balance was $97.2939676. 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 | 32 / 2.67 |
Starting balance | 100 |
Final balance | 100.38411353 |
Absolute profit | 0.3841135299999996 |
Total profit % | 0.003841135299999996 |
Avg. stake amount | 19.5500534 |
Total trade volume | 625.6017088 |
Best Pair | LINK/USDT |
Worst Pair | LTC/USDT |
Max Balance | 101.53451584 |
Min Balance | 97.2939676 |
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
}