We want to inform you that the Freqtrade strategies shared on our platform are no longer actively maintained and will be archived.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.
Trend_Strength_Directional Strategy Performance Results
Description:
This strategy is based on combining several technical indicators including the Relative Strength Index (RSI), Average Directional Movement Index (ADX), and Directional Movement Index (DI). The RSI is used to measure the trend strength or momentum. The ADX is used to measure trend intensity or strength and its timeframe is set to a specific range. Lastly, the DI is used to measure the direction of a trend and its values for both the plus and minus DI’s are set to particular ranges.
This strategy is useful for determining if a trend is occurring and if the trend is strong enough to trade. In order for a buy or sell signal to be given, all of the technical indicators must reach certain values or remain within a certain range before the signal is executed. This ensures that the trade is based on a potentially reliable trend instead of a random or false trend that could be temporary.
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 | 13 | 0.74 | 9.66 | 1.961149 | 1.96 | 22:46:00 | 9 | 3 | 1 | 69.23 |
| BTC/USDT | 14 | 0.34 | 4.72 | 0.893298 | 0.89 | 21:08:00 | 7 | 6 | 1 | 50.00 |
| 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 | 5 | -0.15 | -0.76 | -0.210530 | -0.21 | 2 days, 11:36:00 | 3 | 1 | 1 | 60.00 |
| LINK/USDT | 4 | -0.86 | -3.43 | -0.750129 | -0.75 | 3 days, 2:34:00 | 3 | 0 | 1 | 75.00 |
| BCH/USDT | 7 | -0.60 | -4.20 | -0.968432 | -0.97 | 1 day, 18:30:00 | 5 | 1 | 1 | 71.43 |
| TOTAL | 43 | 0.14 | 5.99 | 0.925357 | 0.93 | 1 day, 10:33:00 | 27 | 11 | 5 | 62.79 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 38 | 27 | 11 | 0 | 1.24 | 46.98 | 9.633454389999999 | 9.4 | |
| 5 | 0 | 0 | 5 | -8.2 | -40.99 | -8.70809774 | -8.2 |
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 $100.92535665, resulting in an absolute profit of $0.9253566499999997 and a total profit percentage of 0.009253566499999998. The average stake amount was $20.620500339534885 and the total trade volume was $886.6815146. The best pair was ETH/USDT and the worst pair was BCH/USDT. The maximum balance reached was $109.63345439 and the minimum balance was $100.16712114. The market change during this period was -0.023333079088339856.
| Metric | Value |
|---|---|
| Backtesting from | 2024-01-01 00:00:00 |
| Backtesting to | 2024-01-13 15:30:00 |
| Max open trades | 5 |
| Total/Daily Avg Trades | 43 / 3.58 |
| Starting balance | 100 |
| Final balance | 100.92535665 |
| Absolute profit | 0.9253566499999997 |
| Total profit % | 0.009253566499999998 |
| Avg. stake amount | 20.620500339534885 |
| Total trade volume | 886.6815146 |
| Best Pair | ETH/USDT |
| Worst Pair | BCH/USDT |
| Max Balance | 109.63345439 |
| Min Balance | 100.16712114 |
| Market Change | -0.023333079088339856 |
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
}