MultiMA_TSL3_Mod Strategy Performance Results

Description:

This freqtrade strategy uses the SAR indicator, EMA, ZEMA, HMA, Live Data OK, PMax PCT, Volume PCT, Close PCT, RSI, RSI Fast, and EWO High to determine buy and sell signals. It also has buy and sell conditions that can be adjusted using parameters such as buy RSI min and max, buy RSI fast min and max, etc. The populate_buy_trend function uses the SAR, PMax Thresh, and PM to determine when to enter into a buy signal. It also checks the buy conditions to make sure that the market is live data OK, PMax is greater than the minimum, Volume is greater than the minimum, Close is greater than the minimum, RSI is between its min and max, RSI Fast is between its min and max, and EWO is greater than its high. The populate_sell_trend function does not do any verification, it simply sets the sell signal to 0.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
BTC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
BCH/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ETH/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LINK/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
SOL/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
XRP/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ADA/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
DOT/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ETC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ALGO/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LUNA/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LTC/USDT 1 -4.95 -4.95 -0.977135 -0.98 22:50:00 0 0 1 0.00
TOTAL 1 -4.95 -4.95 -0.977135 -0.98 22:50:00 0 0 1 0.00
  • 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 %
1 0 0 1 -4.95 -4.95 -0.9771346 -0.99

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.08 trades per day. The starting balance was $100 and the final balance was $99.0228654, resulting in an absolute profit of $-0.9771346 and a total profit percentage of -0.009771346. The average stake amount was $19.7366 and the total trade volume was $19.7366. The best pair was BTC/USDT and the worst pair was LTC/USDT. The maximum balance reached was $0 and the minimum balance was $0. 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 1 / 0.08
Starting balance 100
Final balance 99.0228654
Absolute profit -0.9771346
Total profit % -0.009771346
Avg. stake amount 19.7366
Total trade volume 19.7366
Best Pair BTC/USDT
Worst Pair LTC/USDT
Max Balance 0
Min Balance 0
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
  }