Schism3 Strategy Performance Results

Description:

This freqtrade strategy uses a combination of indicators to make buy and sell decisions. The primary indicators used are RSI, MP, RMI, and Bounce-Price. The RSI is used to determine whether to enter a trade (buy/sell) as it shows when the market is overbought or oversold. Additionally, the MP indicator is used to indicate whether the market is headed into a downtrend. The RMI helps detect whether there is a current trend and is used to confirm or reject the entered trades. Finally, the Bounce-Price indicator shows when the market is ready for a bounce in prices. This strategy also takes into account current active trades and their profitability to decide whether to exit a trade or stay in one.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
LTC/USDT 3 0.67 2.00 0.400467 0.4 3 days, 12:05:00 2 1 0 66.67
BTC/USDT 2 1.00 2.00 0.394848 0.39 3:22:00 2 0 0 100.00
ETH/USDT 1 1.00 1.00 0.199846 0.2 6:10:00 1 0 0 100.00
ALGO/USDT 1 1.00 1.00 0.199034 0.2 10:25:00 1 0 0 100.00
LUNA/USDT 1 1.00 1.00 0.198703 0.2 3:25:00 1 0 0 100.00
XRP/USDT 1 1.00 1.00 0.194711 0.19 11:50:00 1 0 0 100.00
BCH/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
ETC/USDT 1 -6.90 -6.90 -1.382682 -1.38 1 day, 0:45:00 0 0 1 0.00
LINK/USDT 3 -2.86 -8.59 -1.729734 -1.73 3 days, 19:13:00 2 0 1 66.67
DOT/USDT 2 -5.34 -10.68 -2.153700 -2.15 5 days, 16:58:00 1 0 1 50.00
ADA/USDT 1 -12.85 -12.85 -2.592956 -2.59 11 days, 5:25:00 0 0 1 0.00
SOL/USDT 2 -9.36 -18.73 -3.684684 -3.68 5 days, 14:32:00 1 0 1 50.00
TOTAL 18 -2.76 -49.76 -9.956147 -9.96 3 days, 5:52:00 12 1 5 66.67
  • 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 %
13 12 1 0 0.92 11.99 2.37576437 2.4
5 0 0 5 -12.35 -61.75 -12.33191121 -12.35

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 1.5 trades per day. The starting balance was $100 and the final balance was $90.04385316, resulting in an absolute profit of $-9.95614684 and a total profit percentage of -0.0995614684. The average stake amount was $19.864978688888886 and the total trade volume was $357.5696164. The best pair was BTC/USDT and the worst pair was SOL/USDT. The maximum balance reached was $102.37576437 and the minimum balance was $90.04385316. The market change during this period was -0.03472053946975863.

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 18 / 1.5
Starting balance 100
Final balance 90.04385316
Absolute profit -9.95614684
Total profit % -0.0995614684
Avg. stake amount 19.864978688888886
Total trade volume 357.5696164
Best Pair BTC/USDT
Worst Pair SOL/USDT
Max Balance 102.37576437
Min Balance 90.04385316
Market Change -0.03472053946975863

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
  }