PrawnstarOBV Strategy Performance Results

Description:

This Freqtrade Strategy is called PrawnstarOBV. It uses different indicators for determining when to buy and sell. The main indicator it uses is the Relative Strength Index (RSI). It also uses On Balance Volume (OBV) and its Smoothed Moving Average (SMA) to help determine when to make trades. The strategy uses a minimal ROI value to determine when to enter into a trade, setting the buy signal when this minimum ROI is reached. Additionally, the PrawnstarOBV strategy uses a trailing stop loss, which trails profits of the open trade and will close the trade if the profit falls below a particular value. Lastly, the strategy uses the sell_profit_only parameter, which will only sell when the ROI of the trade is greater than the minimal ROI value set by the strategy.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
ETH/USDT 5 1.76 8.78 1.652651 1.65 2 days, 10:12:00 4 0 1 80.00
BTC/USDT 6 0.61 3.65 0.508116 0.51 1 day, 10:10:00 5 0 1 83.33
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
ADA/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
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 9 0.14 1.24 -0.054159 -0.05 1 day, 8:33:00 7 0 2 77.78
LINK/USDT 6 -1.14 -6.87 -1.643043 -1.64 2 days, 1:20:00 4 0 2 66.67
LTC/USDT 3 -3.36 -10.07 -2.194264 -2.19 3 days, 11:20:00 1 0 2 33.33
SOL/USDT 5 -2.81 -14.04 -2.735656 -2.74 1 day, 4:12:00 3 0 2 60.00
TOTAL 34 -0.51 -17.31 -4.466355 -4.47 1 day, 19:25:00 24 0 10 70.59
  • 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 %
21 21 0 0 4.52 94.99 18.04370699 19.0
5 0 0 5 -8.13 -40.67 -8.43776906 -8.13
5 0 0 5 -15.16 -75.81 -14.871881890000001 -15.16
3 3 0 0 1.39 4.17 0.79958879 0.83

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 2.83 trades per day. The starting balance was $100 and the final balance was $95.53364483, resulting in an absolute profit of $-4.466355170000001 and a total profit percentage of -0.044663551700000005. The average stake amount was $19.359462423529415 and the total trade volume was $658.2217224000001. The best pair was ETH/USDT and the worst pair was SOL/USDT. The maximum balance reached was $106.79583709 and the minimum balance was $91.08870491. 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 34 / 2.83
Starting balance 100
Final balance 95.53364483
Absolute profit -4.466355170000001
Total profit % -0.044663551700000005
Avg. stake amount 19.359462423529415
Total trade volume 658.2217224000001
Best Pair ETH/USDT
Worst Pair SOL/USDT
Max Balance 106.79583709
Min Balance 91.08870491
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
  }