FrostAuraM115mStrategy Strategy Performance Results

Description:

Freqtrade is a platform that uses a variety of algorithms and indicators to help traders. This particular strategy called FrostAuraM115mStrategy is made up of several indicators. This strategy uses indicators such as the RSI, Bollinger Bands, and TEMA. RSI is short for Relative Strength Index, which shows the strength of a trend and measures the magnitude of recent price actions in comparison to past actions. The Bollinger Bands are used to show the volatility of a stock, and it also helps traders determine whether a stock's price is high or low focusing on the trends in the middleband. Lastly, the TEMA is used to help identify trends, or find the momentum or strength of a trend. This strategy defines parameters like a minimum ROI, a stoploss, and a trailing_stop. The parameter for minimal_roi is set up like a staircase, with a different value associated with each time interval. The stoploss defines a price point past which a trader should not lose more money. Lastly, the trailing_stop helps the trader manage a position by setting an additional stoploss point past the primary stoploss point. Finally, this strategy utilizes the process_only_new_candles parameter to ensure that new candles are the only ones used for calculations. In addition, this strategy also specifies the order types, order time frame and order profitability in order to manage the trades appropriately. This strategy can be used to help traders identify potentially profitable trades and better manage their positions.

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 14 0.36 5.08 0.793999 0.79 3:56:00 11 1 2 78.57
XRP/USDT 11 0.21 2.33 0.393386 0.39 5:04:00 7 2 2 63.64
ETH/USDT 10 -0.09 -0.92 -0.128028 -0.13 5:50:00 5 0 5 50.00
ETC/USDT 7 -0.09 -0.64 -0.148418 -0.15 5:19:00 4 0 3 57.14
BNB/USDT 8 -0.15 -1.23 -0.206833 -0.21 5:24:00 4 0 4 50.00
DOT/USDT 9 -0.07 -0.62 -0.211983 -0.21 3:52:00 8 0 1 88.89
BCH/USDT 11 -0.33 -3.61 -0.746182 -0.75 5:42:00 6 2 3 54.55
BTC/USDT 14 -0.31 -4.35 -0.824265 -0.82 4:01:00 9 0 5 64.29
SOL/USDT 15 -0.34 -5.04 -1.072488 -1.07 6:02:00 7 1 7 46.67
LTC/USDT 10 -0.76 -7.56 -1.568224 -1.57 5:33:00 7 0 3 70.00
ADA/USDT 9 -1.15 -10.35 -1.841019 -1.84 7:02:00 6 0 3 66.67
ALGO/USDT 11 -1.30 -14.32 -2.550900 -2.55 7:01:00 7 0 4 63.64
LUNA/USDT 8 -3.43 -27.44 -5.230130 -5.23 8:28:00 4 0 4 50.00
TOTAL 137 -0.50 -68.69 -13.341087 -13.34 5:32:00 85 6 46 62.04
  • 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 %
129 84 0 45 -0.53 -67.8 -13.18868676 -13.56
7 1 6 0 0.02 0.16 0.02669775 0.03
1 0 0 1 -1.05 -1.05 -0.1790976 -0.21

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 11.42 trades per day. The starting balance was $100 and the final balance was $86.65891339, resulting in an absolute profit of $-13.341086610000001 and a total profit percentage of -0.13341086610000003. The average stake amount was $17.974189235766428 and the total trade volume was $2462.4639253000005. The best pair was LINK/USDT and the worst pair was LUNA/USDT. The maximum balance reached was $101.78116274 and the minimum balance was $86.11607618. The market change during this period was -0.037012481011390805.

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-01-13 15:30:00
Max open trades 5
Total/Daily Avg Trades 137 / 11.42
Starting balance 100
Final balance 86.65891339
Absolute profit -13.341086610000001
Total profit % -0.13341086610000003
Avg. stake amount 17.974189235766428
Total trade volume 2462.4639253000005
Best Pair LINK/USDT
Worst Pair LUNA/USDT
Max Balance 101.78116274
Min Balance 86.11607618
Market Change -0.037012481011390805

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
  }