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FrostAuraM21hStrategy Strategy Performance Results
Description:
This is an example of a Freqtrade strategy that is based on the Frost Aura M21h indicator system. This strategy uses the Relative Strength Index (RSI), Stochastic oscillator and Exponential Moving Average (TEMA) to signal buy and sell points. The strategy is configured for 15 minute time frame and employs the use of both buy and sell signals. There is a stoploss set at -0.44897 and a trailing stop set to False. In addition, the strategy includes a minimal ROI (rate of return) that is to be followed depending on the timeframe. It also includes order types, order times in force, and a plot configuration for visualizing the trading decisions made.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| BCH/USDT | 19 | 0.91 | 17.37 | 3.146958 | 3.15 | 4:01:00 | 5 | 0 | 14 | 26.32 |
| LUNA/USDT | 10 | 1.14 | 11.43 | 2.074645 | 2.07 | 5:08:00 | 3 | 0 | 7 | 30.00 |
| XRP/USDT | 16 | 0.16 | 2.52 | 0.457909 | 0.46 | 5:12:00 | 5 | 0 | 11 | 31.25 |
| ETH/USDT | 21 | 0.10 | 2.00 | 0.296443 | 0.3 | 4:34:00 | 5 | 0 | 16 | 23.81 |
| LTC/USDT | 24 | -0.05 | -1.30 | -0.270648 | -0.27 | 4:26:00 | 7 | 0 | 17 | 29.17 |
| BTC/USDT | 23 | -0.15 | -3.39 | -0.650076 | -0.65 | 4:15:00 | 3 | 0 | 20 | 13.04 |
| DOT/USDT | 12 | -0.39 | -4.67 | -0.900035 | -0.9 | 4:21:00 | 3 | 0 | 9 | 25.00 |
| ALGO/USDT | 13 | -0.45 | -5.88 | -1.123886 | -1.12 | 3:05:00 | 3 | 0 | 10 | 23.08 |
| ETC/USDT | 14 | -0.48 | -6.71 | -1.274186 | -1.27 | 3:43:00 | 3 | 0 | 11 | 21.43 |
| SOL/USDT | 9 | -0.91 | -8.17 | -1.551252 | -1.55 | 2:13:00 | 1 | 0 | 8 | 11.11 |
| ADA/USDT | 13 | -0.84 | -10.87 | -2.053115 | -2.05 | 2:12:00 | 1 | 0 | 12 | 7.69 |
| LINK/USDT | 23 | -0.53 | -12.17 | -2.321841 | -2.32 | 3:10:00 | 4 | 0 | 19 | 17.39 |
| BNB/USDT | 15 | -0.98 | -14.64 | -2.837881 | -2.84 | 2:55:00 | 1 | 0 | 14 | 6.67 |
| TOTAL | 212 | -0.16 | -34.48 | -7.006964 | -7.01 | 3:52:00 | 44 | 0 | 168 | 20.75 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 208 | 40 | 0 | 168 | -0.33 | -68.85 | -13.425799699999999 | -13.77 | |
| 3 | 3 | 0 | 0 | 11.38 | 34.15 | 6.37738145 | 6.83 | |
| 1 | 1 | 0 | 0 | 0.22 | 0.22 | 0.041454 | 0.04 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 17.67 trades per day. The starting balance was $100 and the final balance was $92.99303574999999, resulting in an absolute profit of $-7.00696425 and a total profit percentage of -0.0700696425. The average stake amount was $18.973391253301887 and the total trade volume was $4022.3589457. The best pair was BCH/USDT and the worst pair was BNB/USDT. The maximum balance reached was $103.11674135 and the minimum balance was $91.7876302. 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 | 212 / 17.67 |
| Starting balance | 100 |
| Final balance | 92.99303574999999 |
| Absolute profit | -7.00696425 |
| Total profit % | -0.0700696425 |
| Avg. stake amount | 18.973391253301887 |
| Total trade volume | 4022.3589457 |
| Best Pair | BCH/USDT |
| Worst Pair | BNB/USDT |
| Max Balance | 103.11674135 |
| Min Balance | 91.7876302 |
| 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
}