FrostAuraM31hStrategy Strategy Performance Results

Description:

This is the FrostAuraM31hStrategy from the Freqtrade library which utilizes several technical indicators from Talib, such as the RSI, Stoch and Bollinger Bands, as well as the QTPyLib library. With this strategy, the user can specify the intervals for buy and sell signals, minimal roi, stop loss and order types. The strategy can be set to process only new candles or to use a trailing stop. Furthermore, certain parameters can be configured, such as the plot configuration and order time in force.

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 1 6.78 6.78 1.343466 1.34 19:00:00 1 0 0 100.00
DOT/USDT 1 6.78 6.78 1.342628 1.34 1 day, 8:00:00 1 0 0 100.00
BCH/USDT 2 3.39 6.78 1.331291 1.33 3 days, 5:30:00 1 1 0 50.00
BNB/USDT 1 6.78 6.78 1.325794 1.33 19:00:00 1 0 0 100.00
ETH/USDT 1 0.00 0.00 0.000000 0.0 5 days, 6:00:00 0 1 0 0.00
ETC/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
BTC/USDT 3 -0.32 -0.97 -0.226633 -0.23 1 day, 8:40:00 1 1 1 33.33
XRP/USDT 1 -2.63 -2.63 -0.541111 -0.54 22:00:00 0 0 1 0.00
SOL/USDT 2 -1.74 -3.48 -0.696681 -0.7 1 day, 6:00:00 0 1 1 0.00
ADA/USDT 1 -3.78 -3.78 -0.783683 -0.78 22:00:00 0 0 1 0.00
LTC/USDT 1 -6.34 -6.34 -1.253796 -1.25 5 days, 10:00:00 0 0 1 0.00
ALGO/USDT 1 -19.28 -19.28 -3.818293 -3.82 10 days, 23:00:00 0 0 1 0.00
TOTAL 15 -0.62 -9.35 -1.977019 -1.98 2 days, 15:04:00 5 4 6 33.33
  • 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 %
9 5 4 0 3.36 30.22 5.94916916 6.04
5 0 0 5 -6.65 -33.23 -6.6723916899999995 -6.65
1 0 0 1 -6.34 -6.34 -1.2537965 -1.27

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 1.25 trades per day. The starting balance was $100 and the final balance was $98.02298097, resulting in an absolute profit of $-1.9770190299999997 and a total profit percentage of -0.019770190299999997. The average stake amount was $19.83369898 and the total trade volume was $297.5054847. The best pair was BCH/USDT and the worst pair was ALGO/USDT. The maximum balance reached was $104.69537266 and the minimum balance was $98.02298097. The market change during this period was -0.04340441912794079.

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-01-13 14:00:00
Max open trades 5
Total/Daily Avg Trades 15 / 1.25
Starting balance 100
Final balance 98.02298097
Absolute profit -1.9770190299999997
Total profit % -0.019770190299999997
Avg. stake amount 19.83369898
Total trade volume 297.5054847
Best Pair BCH/USDT
Worst Pair ALGO/USDT
Max Balance 104.69537266
Min Balance 98.02298097
Market Change -0.04340441912794079

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
  }