BB_RPB_TSL_RNG_TBS_GOLD Strategy Performance Results

Description:

This freqtrade strategy utilizes a number of technical indicators in order to identify potential buy and sell points. The populate_buy_trend() function uses a combination of Relative Momentum Index (RMI), Commodity Channel Index (CCI), Stochastic RSI (SRSI), Bollinger Band (BB), Exponential Moving Average (EMA), Fast Stochastic Oscillator (FSO), and Adaptive Directional Movement Index (ADX) to indicate buy signals. On the other hand, the populate_sell_trend() function uses Simple Moving Average (SMA), Hull Moving Average (HMA) and Relative Strength Index (RSI) to indicate sell signals. This strategy is quite powerful and could be very profitable in a highly volatile market.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
SOL/USDT 1 9.99 9.99 1.881660 1.88 0:00:00 1 0 0 100.00
ADA/USDT 2 1.22 2.43 0.481957 0.48 0:05:00 1 0 1 50.00
BTC/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
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 1 -0.20 -0.20 -0.040584 -0.04 0:00:00 0 0 1 0.00
XRP/USDT 1 -0.22 -0.22 -0.043042 -0.04 0:00:00 0 0 1 0.00
ETH/USDT 1 -0.25 -0.25 -0.049140 -0.05 0:00:00 0 0 1 0.00
LINK/USDT 2 -0.29 -0.58 -0.113348 -0.11 0:00:00 0 0 2 0.00
BCH/USDT 2 -1.16 -2.32 -0.463412 -0.46 0:02:00 1 0 1 50.00
LTC/USDT 3 -1.13 -3.38 -0.656918 -0.66 0:02:00 1 0 2 33.33
TOTAL 13 0.42 5.47 0.997173 1.0 0:02:00 4 0 9 30.77
  • 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 %
10 3 0 7 0.57 5.66 1.11803883 1.13
2 0 0 2 -5.09 -10.18 -2.002526 -2.04
1 1 0 0 9.99 9.99 1.88166 2.0

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 1.08 trades per day. The starting balance was $100 and the final balance was $100.99717283, resulting in an absolute profit of $0.9971728300000001 and a total profit percentage of 0.009971728300000001. The average stake amount was $19.60054115384615 and the total trade volume was $254.80703499999998. The best pair was SOL/USDT and the worst pair was LTC/USDT. The maximum balance reached was $100.99717283 and the minimum balance was $97.89407777. 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 13 / 1.08
Starting balance 100
Final balance 100.99717283
Absolute profit 0.9971728300000001
Total profit % 0.009971728300000001
Avg. stake amount 19.60054115384615
Total trade volume 254.80703499999998
Best Pair SOL/USDT
Worst Pair LTC/USDT
Max Balance 100.99717283
Min Balance 97.89407777
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
  }