BigZ06 Strategy Performance Results

Description:

This freqtrade strategy uses several technical indicators to generate buy and sell signals. The buy conditions are based on data from the EMA_200, EMA_200_1h, BB_lowerband, RSI, CMF, Volume_mean_slow and Volume. The buying signals are triggered when the close price is above the EMA_200 and the RSI is below 22, the CMF is below -0.435, the volume_mean_slow is higher than the previous 48 period moving average and the volume is greater than 0. Additionally, a signal is triggered when the close is below the BB_lowerband by 0.993, the RSI_1h is below 72.8 and the open is higher than the close. The sell conditions include checking if the close price is above the BB_middleband by 1.01 and if the volume is greater than 0.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
LUNA/USDT 2 2.30 4.60 0.922062 0.92 6:35:00 2 0 0 100.00
ALGO/USDT 2 2.30 4.60 0.916680 0.92 0:10:00 2 0 0 100.00
BCH/USDT 2 1.39 2.78 0.552737 0.55 0:25:00 2 0 0 100.00
XRP/USDT 1 2.80 2.80 0.550841 0.55 0:00:00 1 0 0 100.00
ADA/USDT 2 0.62 1.24 0.250467 0.25 0:40:00 2 0 0 100.00
ETC/USDT 1 0.81 0.81 0.164905 0.16 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
LINK/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
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
DOT/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
TOTAL 10 1.68 16.81 3.357692 3.36 1:38:00 10 0 0 100.00
  • 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 %
10 10 0 0 1.68 16.81 3.35769228 3.36

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.83 trades per day. The starting balance was $100 and the final balance was $103.35769228, resulting in an absolute profit of $3.35769228 and a total profit percentage of 0.0335769228. The average stake amount was $20.047110699999998 and the total trade volume was $200.471107. The best pair was ALGO/USDT and the worst pair was BTC/USDT. The maximum balance reached was $0 and the minimum balance was $0. The market change during this period was -0.03336748620829983.

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 10 / 0.83
Starting balance 100
Final balance 103.35769228
Absolute profit 3.35769228
Total profit % 0.0335769228
Avg. stake amount 20.047110699999998
Total trade volume 200.471107
Best Pair ALGO/USDT
Worst Pair BTC/USDT
Max Balance 0
Min Balance 0
Market Change -0.03336748620829983

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
  }