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BB_RPB_TSL_RNG_VWAP Strategy Performance Results
Description:
This freqtrade strategy is using a combination of several indicators to identify the optimal time for entering and exiting the market. Firstly, it uses the Relative Momentum Index (RMI) and Commodity Channel Index (CCI) to identify dips in the market and flag a potential trend reversal. It also uses the Bollinger Bands (BB) indicator to identify breakouts and therefore recognize market trends. It applies Bollinger Band Delta and Bollinger Band Width to identify when the market is oversold and a potential buy opportunity. Furthermore, it uses Exponential Weighted Moving Average (EWO) differences between two different points to signal a potential signal to buy and local uptrends that may indicate another possible buy signal. Finally, it uses the Coppock Curve (COFI) indicator and the Normalized Force Index (NFI) to identify possible buy signals.
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 | 1.10 | 1.10 | 0.218222 | 0.22 | 0:40:00 | 1 | 0 | 0 | 100.00 |
| BTC/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| ETH/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| LTC/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 | |
| 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 | |
| BCH/USDT | 1 | -3.28 | -3.28 | -0.645570 | -0.65 | 3:25:00 | 0 | 0 | 1 | 0.00 |
| DOT/USDT | 1 | -3.62 | -3.62 | -0.714148 | -0.71 | 3:00:00 | 0 | 0 | 1 | 0.00 |
| LINK/USDT | 1 | -4.36 | -4.36 | -0.858643 | -0.86 | 3:10:00 | 0 | 0 | 1 | 0.00 |
| ADA/USDT | 1 | -4.54 | -4.54 | -0.900575 | -0.9 | 3:15:00 | 0 | 0 | 1 | 0.00 |
| TOTAL | 5 | -2.94 | -14.69 | -2.900713 | -2.9 | 2:42:00 | 1 | 0 | 4 | 20.00 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 4 | 0 | 0 | 4 | -3.95 | -15.79 | -3.11893516 | -3.16 | |
| 1 | 1 | 0 | 0 | 1.1 | 1.1 | 0.218222 | 0.22 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 0.42 trades per day. The starting balance was $100 and the final balance was $97.09928684, resulting in an absolute profit of $-2.90071316 and a total profit percentage of -0.0290071316. The average stake amount was $19.733924000000002 and the total trade volume was $98.66962000000001. The best pair was SOL/USDT and the worst pair was ADA/USDT. The maximum balance reached was $100.218222 and the minimum balance was $97.09928684. The market change during this period was -0.033935576586454144.
| 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 | 5 / 0.42 |
| Starting balance | 100 |
| Final balance | 97.09928684 |
| Absolute profit | -2.90071316 |
| Total profit % | -0.0290071316 |
| Avg. stake amount | 19.733924000000002 |
| Total trade volume | 98.66962000000001 |
| Best Pair | SOL/USDT |
| Worst Pair | ADA/USDT |
| Max Balance | 100.218222 |
| Min Balance | 97.09928684 |
| Market Change | -0.033935576586454144 |
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
}