AwesomeMacd Strategy Performance Results

Description:

This strategy uses MACD, ADX and Awesome Oscillator as its indicators. The purpose of this strategy is to detect positive and negative trends from the MACD and Awesome Oscillator, and also detect market direction from the ADX indicator. The dataframe population is used to populate the MACD, ADX and Awesome Oscillator values for each candle in the dataframe. The populate_buy_trend and populate_sell_trend functions will analyze the MACD and Awesome Oscillator values to detect positive and negative trends, and will instruct Freqtrade to buy or sell accordingly. The minimal_roi setting is used to inform Freqtrade when it should take profits, while the stoploss is used to inform Freqtrade when it should stop loss. This strategy is optimized to use a 1 hour timeframe to make market assessments.

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 2 4.94 9.87 1.867426 1.87 12:00:00 1 0 1 50.00
ETC/USDT 1 9.99 9.99 1.862080 1.86 1 day, 3:00:00 1 0 0 100.00
LTC/USDT 2 4.84 9.68 1.810510 1.81 1 day, 5:30:00 1 0 1 50.00
LINK/USDT 2 2.21 4.42 0.746585 0.75 1 day, 6:00:00 1 0 1 50.00
ETH/USDT 5 0.37 1.84 0.247911 0.25 16:24:00 1 0 4 20.00
ADA/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
DOT/USDT 1 -0.80 -0.80 -0.149592 -0.15 1 day, 1:00:00 0 0 1 0.00
LUNA/USDT 1 -3.20 -3.20 -0.634169 -0.63 1:00:00 0 0 1 0.00
SOL/USDT 1 -4.58 -4.58 -0.899082 -0.9 1 day, 3:00:00 0 0 1 0.00
BTC/USDT 2 -2.90 -5.80 -1.091760 -1.09 3 days, 13:30:00 0 0 2 0.00
BNB/USDT 3 -2.70 -8.11 -1.555710 -1.56 1 day, 23:40:00 0 0 3 0.00
XRP/USDT 1 -11.74 -11.74 -2.315647 -2.32 7:00:00 0 0 1 0.00
TOTAL 21 0.08 1.58 -0.111448 -0.11 1 day, 5:49:00 5 0 16 23.81
  • 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 %
14 0 0 14 -2.84 -39.75 -7.7752460899999996 -7.95
5 5 0 0 9.99 49.95 9.349483 9.99
2 0 0 2 -4.31 -8.62 -1.68568494 -1.72

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 1.75 trades per day. The starting balance was $100 and the final balance was $99.88855197, resulting in an absolute profit of $-0.1114480300000007 and a total profit percentage of -0.001114480300000007. The average stake amount was $19.14632664761905 and the total trade volume was $402.0728596. The best pair was ETC/USDT and the worst pair was XRP/USDT. The maximum balance reached was $103.93157146 and the minimum balance was $94.58208846. The market change during this period was -0.029744092813551205.

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-01-13 14:00:00
Max open trades 5
Total/Daily Avg Trades 21 / 1.75
Starting balance 100
Final balance 99.88855197
Absolute profit -0.1114480300000007
Total profit % -0.001114480300000007
Avg. stake amount 19.14632664761905
Total trade volume 402.0728596
Best Pair ETC/USDT
Worst Pair XRP/USDT
Max Balance 103.93157146
Min Balance 94.58208846
Market Change -0.029744092813551205

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
  }