HourBasedStrategy Strategy Performance Results

Description:

This strategy is called HourBasedStrategy and it is a type of freqtrade IStrategy. It uses two parameters - buy_hour_min and buy_hour_max to determine what time period is suitable for buying and two other parameters - sell_hour_min and sell_hour_max, to determine what time period is suitable for selling. It also has a minimal_roi factor to take into account when making decisions, as well as a stoploss to limit losses. Lastly, it uses a timeframe of 1h to analyse data. Indicators used by this strategy include a 'hour' indicator, which looks at the hour of the day when a trade was opened or closed. Furthermore, it uses buy and sell trend indicators to determine when the best times are to enter the market or exit it.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
ETH/USDT 8 0.44 3.53 0.496940 0.5 1 day, 12:15:00 5 1 2 62.50
SOL/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
XRP/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ADA/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
LUNA/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LTC/USDT 8 -0.38 -3.00 -0.732353 -0.73 1 day, 12:00:00 3 3 2 37.50
BCH/USDT 9 -0.29 -2.65 -0.769219 -0.77 1 day, 8:07:00 5 2 2 55.56
LINK/USDT 9 -0.28 -2.55 -0.846192 -0.85 1 day, 8:07:00 5 1 3 55.56
BTC/USDT 9 -0.82 -7.42 -1.578605 -1.58 1 day, 7:40:00 5 2 2 55.56
TOTAL 43 -0.28 -12.10 -3.429428 -3.43 1 day, 9:31:00 23 9 11 53.49
  • 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 %
30 21 9 0 2.74 82.21 15.558277459999996 16.44
8 0 0 8 -10.18 -81.43 -16.38017131 -16.29
5 2 0 3 -2.58 -12.88 -2.6075338199999996 -2.58

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 3.58 trades per day. The starting balance was $100 and the final balance was $96.57057233, resulting in an absolute profit of $-3.429427669999999 and a total profit percentage of -0.03429427669999999. The average stake amount was $19.18930488604651 and the total trade volume was $825.1401101. The best pair was ETH/USDT and the worst pair was BTC/USDT. The maximum balance reached was $103.94945625 and the minimum balance was $93.32069208. The market change during this period was -0.029744092813551205.

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-01-13 14:00:00
Max open trades 5
Total/Daily Avg Trades 43 / 3.58
Starting balance 100
Final balance 96.57057233
Absolute profit -3.429427669999999
Total profit % -0.03429427669999999
Avg. stake amount 19.18930488604651
Total trade volume 825.1401101
Best Pair ETH/USDT
Worst Pair BTC/USDT
Max Balance 103.94945625
Min Balance 93.32069208
Market Change -0.029744092813551205

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
  }