CryptoFrogHO Strategy Performance Results

Description:

This freqtrade strategy uses a combination of indicators to create buy and sell signals. It uses Smooth Hybrid Adaptive Lags (SMHA), exponential bandwidth (BBW), EMA (emac_1h and emao_1h), a modified version of Relative Strength Index (srsi_d and srsi_k), and FastD/FastK. It also incorporates features such as money flow index (mfi), average directional movement index (dmi_minus, dmi_plus), stochastic relative strength index (stochrsi), squeeze momentum indicator (sqzmi), variable index dynamic average (vfi), and volume. The strategy will generate buy signals when the Close price decreases below the Smooth Hybrid Adaptive Lags and indicators such as BBW Expansion, Money Flow Index, Directional Movement Index, FastD/FastK and StochRSI all demonstrate buy conditions. The strategy will generate sell signals when the Close price exceeds the Smooth Hybrid Adaptive Lags and Money Flow Index, Directional Movement Index and Variable Index Dynamic Average all demonstrate sell 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 %
SOL/USDT 16 0.44 7.10 1.357172 1.36 0:32:00 6 0 10 37.50
DOT/USDT 8 0.68 5.43 1.077208 1.08 0:46:00 5 0 3 62.50
LINK/USDT 11 0.49 5.36 1.026104 1.03 1:04:00 6 0 5 54.55
LUNA/USDT 6 0.87 5.20 0.999013 1.0 1:55:00 5 1 0 83.33
ETC/USDT 6 0.67 4.03 0.751356 0.75 0:27:00 1 1 4 16.67
ALGO/USDT 11 0.26 2.90 0.560226 0.56 0:50:00 5 0 6 45.45
ADA/USDT 11 0.00 0.00 0.007801 0.01 0:31:00 3 0 8 27.27
BTC/USDT 18 -0.01 -0.16 -0.049382 -0.05 1:04:00 4 0 14 22.22
BNB/USDT 18 -0.03 -0.48 -0.096003 -0.1 0:58:00 5 1 12 27.78
BCH/USDT 19 -0.09 -1.78 -0.408967 -0.41 1:19:00 5 1 13 26.32
LTC/USDT 21 -0.10 -2.11 -0.423788 -0.42 0:56:00 5 1 15 23.81
ETH/USDT 13 -0.39 -5.05 -1.051136 -1.05 2:12:00 3 1 9 23.08
XRP/USDT 5 -1.16 -5.82 -1.181980 -1.18 0:54:00 2 1 2 40.00
TOTAL 163 0.09 14.61 2.567624 2.57 1:02:00 55 7 101 33.74
  • 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 %
98 0 0 98 -0.46 -44.99 -8.76929518 -9.0
60 53 7 0 1.27 76.0 14.64044748 15.2
3 0 0 3 -8.68 -26.03 -5.13342739 -5.21
2 2 0 0 4.81 9.63 1.82989879 1.93

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 13.58 trades per day. The starting balance was $100 and the final balance was $102.5676237, resulting in an absolute profit of $2.567623700000001 and a total profit percentage of 0.025676237000000008. The average stake amount was $19.414778448466258 and the total trade volume was $3164.6088871. The best pair was SOL/USDT and the worst pair was XRP/USDT. The maximum balance reached was $102.92702992 and the minimum balance was $94.78733509. The market change during this period was -0.02114756712873641.

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 163 / 13.58
Starting balance 100
Final balance 102.5676237
Absolute profit 2.567623700000001
Total profit % 0.025676237000000008
Avg. stake amount 19.414778448466258
Total trade volume 3164.6088871
Best Pair SOL/USDT
Worst Pair XRP/USDT
Max Balance 102.92702992
Min Balance 94.78733509
Market Change -0.02114756712873641

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
  }