BigZ04HO Strategy Performance Results

Description:

This freqtrade strategy uses various indicators to identify profitable trading signals. It looks at the 200-day moving average along with the upper and lower bands of the Bollinger Bands to identify buy signals. In addition to that, it also looks at the 12-week EMA and the 26-week EMA to determine MACD shifts and RSI levels to determine when to sell. It also looks at volume mean to determine volume pumps and drops. Finally, it also looks at the Relative Strength Index to identify overbought and oversold conditions.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
ALGO/USDT 2 2.30 4.60 0.913699 0.91 0:10:00 2 0 0 100.00
BCH/USDT 2 1.39 2.78 0.550497 0.55 0:25:00 2 0 0 100.00
LTC/USDT 2 0.82 1.64 0.329857 0.33 1:25:00 2 0 0 100.00
ADA/USDT 2 0.62 1.24 0.248723 0.25 0:40:00 2 0 0 100.00
ETC/USDT 1 0.81 0.81 0.163222 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
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
XRP/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
LUNA/USDT 2 -0.20 -0.40 -0.088090 -0.09 1:10:00 1 0 1 50.00
TOTAL 11 0.97 10.66 2.117907 2.12 0:45:00 10 0 1 90.91
  • 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 1.39 13.86 2.76340285 2.77
1 0 0 1 -3.2 -3.2 -0.64549542 -0.64

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.92 trades per day. The starting balance was $100 and the final balance was $102.11790743, resulting in an absolute profit of $2.1179074300000003 and a total profit percentage of 0.021179074300000003. The average stake amount was $19.99584872727273 and the total trade volume was $219.95433600000004. The best pair was ALGO/USDT and the worst pair was LUNA/USDT. The maximum balance reached was $102.11790743 and the minimum balance was $100.5530224. 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 11 / 0.92
Starting balance 100
Final balance 102.11790743
Absolute profit 2.1179074300000003
Total profit % 0.021179074300000003
Avg. stake amount 19.99584872727273
Total trade volume 219.95433600000004
Best Pair ALGO/USDT
Worst Pair LUNA/USDT
Max Balance 102.11790743
Min Balance 100.5530224
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
  }