We want to inform you that the Freqtrade strategies shared on our platform are no longer actively maintained and will be archived.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.
BBRSI3366 Strategy Performance Results
Description:
This strategy is a combination of RSI, Bollinger Bands, and SAR indicators. It uses the RSI to identify overbought and oversold conditions in the market and trades accordingly. The Bollinger Bands are used to monitor the price action of the underlying asset and the SAR is used to track the trend. The strategy is based on picking trade entries at both the lower and upper bands of the RSI and using the trailing stop loss and take profit parameters to secure those trades. The minimum ROI is set according to the time frames chosen, along with the stop loss and trailing stop percentages. This strategy is best used in range bound markets with minimal volatility.
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 | 19 | 0.12 | 2.24 | 0.218425 | 0.22 | 3:10:00 | 9 | 5 | 5 | 47.37 |
| DOT/USDT | 12 | 0.05 | 0.59 | 0.118010 | 0.12 | 3:17:00 | 5 | 5 | 2 | 41.67 |
| ETC/USDT | 12 | 0.07 | 0.83 | 0.080804 | 0.08 | 2:57:00 | 6 | 5 | 1 | 50.00 |
| LTC/USDT | 16 | 0.03 | 0.47 | 0.035280 | 0.04 | 3:54:00 | 5 | 8 | 3 | 31.25 |
| XRP/USDT | 14 | 0.00 | 0.02 | -0.000653 | 0.0 | 3:11:00 | 3 | 9 | 2 | 21.43 |
| ADA/USDT | 15 | -0.09 | -1.30 | -0.231351 | -0.23 | 3:03:00 | 8 | 4 | 3 | 53.33 |
| ETH/USDT | 12 | -0.42 | -5.09 | -1.003744 | -1.0 | 3:59:00 | 3 | 7 | 2 | 25.00 |
| BNB/USDT | 13 | -0.43 | -5.59 | -1.011146 | -1.01 | 5:42:00 | 3 | 4 | 6 | 23.08 |
| BTC/USDT | 14 | -0.43 | -6.03 | -1.172872 | -1.17 | 3:24:00 | 6 | 6 | 2 | 42.86 |
| SOL/USDT | 17 | -0.50 | -8.52 | -1.625410 | -1.63 | 4:37:00 | 7 | 4 | 6 | 41.18 |
| ALGO/USDT | 12 | -0.92 | -11.05 | -1.911523 | -1.91 | 5:03:00 | 6 | 2 | 4 | 50.00 |
| BCH/USDT | 14 | -0.97 | -13.59 | -2.606031 | -2.61 | 4:22:00 | 4 | 6 | 4 | 28.57 |
| LUNA/USDT | 13 | -2.59 | -33.71 | -6.575051 | -6.58 | 2:52:00 | 6 | 3 | 4 | 46.15 |
| TOTAL | 183 | -0.44 | -80.74 | -15.685261 | -15.69 | 3:48:00 | 71 | 68 | 44 | 38.80 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 135 | 67 | 68 | 0 | 0.41 | 55.89 | 9.48581084 | 11.18 | |
| 46 | 4 | 0 | 42 | -2.22 | -102.05 | -18.451557150000003 | -20.41 | |
| 1 | 0 | 0 | 1 | -1.66 | -1.66 | -0.2761344 | -0.33 | |
| 1 | 0 | 0 | 1 | -32.92 | -32.92 | -6.44338066 | -6.58 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 15.25 trades per day. The starting balance was $100 and the final balance was $84.31473863, resulting in an absolute profit of $-15.685261369999997 and a total profit percentage of -0.15685261369999998. The average stake amount was $17.42441751147541 and the total trade volume was $3188.6684046. The best pair was LINK/USDT and the worst pair was LUNA/USDT. The maximum balance reached was $100.03381738 and the minimum balance was $84.18468172. 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 | 183 / 15.25 |
| Starting balance | 100 |
| Final balance | 84.31473863 |
| Absolute profit | -15.685261369999997 |
| Total profit % | -0.15685261369999998 |
| Avg. stake amount | 17.42441751147541 |
| Total trade volume | 3188.6684046 |
| Best Pair | LINK/USDT |
| Worst Pair | LUNA/USDT |
| Max Balance | 100.03381738 |
| Min Balance | 84.18468172 |
| 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
}