e6v34 Strategy Performance Results

Description:

This is the e6v34 strategy by Freqtrade. It uses the HMA (Hull Moving Average) with a fast period of 15 and a slow period of 35 for entry signals. The momentum is measured with William`s Alligator RSI with a period of 12. In addition, this strategy requires the volume to be higher than the moving average of 100 periods. The trailing stop is set at 0.18 with an offset of 0.2. Finally, the minimal ROI is set at 0.555, 0.35, 0.247, 0.0936, 0.04, and 0 for the 0, 300, 500, 1200, 2100 and 4000 holding period respectively. This is a great strategy to use in day trading, as it allows traders to enter and exit positions quickly.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
DOT/USDT 13 1.36 17.65 3.310591 3.31 3:46:00 6 0 7 46.15
ETC/USDT 10 0.49 4.92 0.937954 0.94 2:36:00 7 0 3 70.00
BCH/USDT 12 0.17 2.02 0.396089 0.4 2:26:00 4 0 8 33.33
LUNA/USDT 7 0.28 1.96 0.373866 0.37 2:19:00 3 0 4 42.86
ALGO/USDT 10 0.23 2.28 0.344601 0.34 3:03:00 2 0 8 20.00
LINK/USDT 9 -0.11 -0.96 -0.188211 -0.19 2:08:00 4 0 5 44.44
BTC/USDT 11 -0.09 -0.98 -0.212815 -0.21 2:46:00 3 0 8 27.27
LTC/USDT 10 -0.15 -1.55 -0.312602 -0.31 2:38:00 6 0 4 60.00
ADA/USDT 11 -0.22 -2.38 -0.463775 -0.46 2:30:00 2 0 9 18.18
ETH/USDT 10 -0.33 -3.28 -0.608221 -0.61 2:38:00 3 0 7 30.00
SOL/USDT 13 -0.34 -4.47 -0.841287 -0.84 2:21:00 5 0 8 38.46
XRP/USDT 9 -0.74 -6.63 -1.258541 -1.26 2:10:00 3 0 6 33.33
BNB/USDT 14 -0.79 -11.13 -2.135536 -2.14 2:00:00 1 0 13 7.14
TOTAL 139 -0.02 -2.55 -0.657888 -0.66 2:35:00 49 0 90 35.25
  • 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 %
139 49 0 90 -0.02 -2.55 -0.6578882799999999 -0.51

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 11.58 trades per day. The starting balance was $100 and the final balance was $99.34211171999999, resulting in an absolute profit of $-0.6578882799999999 and a total profit percentage of -0.006578882799999999. The average stake amount was $19.070032915107916 and the total trade volume was $2650.7345752. The best pair was DOT/USDT and the worst pair was BNB/USDT. The maximum balance reached was $100.90464884 and the minimum balance was $93.37823949. 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 139 / 11.58
Starting balance 100
Final balance 99.34211171999999
Absolute profit -0.6578882799999999
Total profit % -0.006578882799999999
Avg. stake amount 19.070032915107916
Total trade volume 2650.7345752
Best Pair DOT/USDT
Worst Pair BNB/USDT
Max Balance 100.90464884
Min Balance 93.37823949
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
  }