CryptoFrogNFI Strategy Performance Results

Description:

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
SOL/USDT 12 0.60 7.20 1.290316 1.29 2:03:00 10 0 2 83.33
LUNA/USDT 7 0.71 4.94 0.956729 0.96 1:01:00 7 0 0 100.00
XRP/USDT 9 0.45 4.06 0.778059 0.78 0:41:00 9 0 0 100.00
BNB/USDT 16 0.22 3.54 0.669685 0.67 1:27:00 15 0 1 93.75
DOT/USDT 11 0.27 3.01 0.582457 0.58 1:31:00 9 1 1 81.82
ADA/USDT 6 0.23 1.36 0.254045 0.25 1:28:00 5 0 1 83.33
LINK/USDT 6 -0.00 0.00 -0.012857 -0.01 2:42:00 5 0 1 83.33
LTC/USDT 14 -0.05 -0.75 -0.145601 -0.15 1:32:00 11 1 2 78.57
ALGO/USDT 13 -0.10 -1.26 -0.220682 -0.22 2:02:00 11 0 2 84.62
BCH/USDT 10 -0.49 -4.91 -0.990454 -0.99 0:49:00 9 0 1 90.00
ETC/USDT 7 -0.71 -4.98 -1.010683 -1.01 1:46:00 5 1 1 71.43
BTC/USDT 3 -2.30 -6.89 -1.352663 -1.35 4:32:00 1 0 2 33.33
ETH/USDT 5 -1.33 -6.66 -1.365237 -1.37 2:21:00 3 0 2 60.00
TOTAL 119 -0.01 -1.35 -0.566885 -0.57 1:39:00 100 3 16 84.03
  • 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 %
75 75 0 0 0.39 29.42 5.699467820000001 5.88
21 18 3 0 0.84 17.56 3.3061120500000003 3.51
7 0 0 7 -3.64 -25.49 -4.965946890000001 -5.1
6 0 0 6 -1.47 -8.81 -1.7320695 -1.76
4 4 0 0 1.46 5.85 1.1033468000000002 1.17
3 3 0 0 2.04 6.11 1.14273044 1.22
3 0 0 3 -8.66 -25.99 -5.12052579 -5.2

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 9.92 trades per day. The starting balance was $100 and the final balance was $99.43311493, resulting in an absolute profit of $-0.5668850699999992 and a total profit percentage of -0.0056688506999999924. The average stake amount was $19.33572146806723 and the total trade volume was $2300.9508547000005. The best pair was SOL/USDT and the worst pair was BTC/USDT. The maximum balance reached was $100.78012169 and the minimum balance was $94.80359582. The market change during this period was -0.03350112917651888.

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 119 / 9.92
Starting balance 100
Final balance 99.43311493
Absolute profit -0.5668850699999992
Total profit % -0.0056688506999999924
Avg. stake amount 19.33572146806723
Total trade volume 2300.9508547000005
Best Pair SOL/USDT
Worst Pair BTC/USDT
Max Balance 100.78012169
Min Balance 94.80359582
Market Change -0.03350112917651888

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
  }