CombinedBinHAndClucHyperV0 Strategy Performance Results

Description:

CombinedBinHAndClucHyperV0 is a comprehensive freqtrade strategy that combines the the Bollinger Band and the EMA indicator in order to detect optimal entry points in the market. It uses the bbdelta, closedelta, and tail indicators to determine where to enter a position and the buy_b_close_rate, buy_b_volume_mean_slow_window, buy_b_ema_slow, and buy_b_time_window to determine when to exit. The strategy uses a stop-loss of -0.1 and has trailing stop features to maximize profits. Additionally, it has several adjustable parameters including a buy_a_bbdelta_rate, buy_a_closedelta_rate, buy_a_tail_rate, buy_a_time_window, buy_a_min_sell_rate, buy_b_close_rate, buy_b_volume_mean_slow_window, buy_b_ema_slow, buy_b_time_window, and buy_b_volume_mean_slow_num. Finally, it has customizable settings for the sell_bb_middleband_window and sell_trailing_stop_positive_offset.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
BNB/USDT 2 0.63 1.25 0.231778 0.23 0:40:00 2 0 0 100.00
ETH/USDT 2 0.38 0.76 0.131239 0.13 0:00:00 1 0 1 50.00
ETC/USDT 3 0.15 0.46 0.084026 0.08 0:00:00 1 0 2 33.33
ADA/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
XRP/USDT 1 -0.28 -0.28 -0.050064 -0.05 0:00:00 0 0 1 0.00
ALGO/USDT 1 -0.30 -0.30 -0.054164 -0.05 0:00:00 0 0 1 0.00
LTC/USDT 3 -0.27 -0.80 -0.149976 -0.15 0:00:00 0 0 3 0.00
BTC/USDT 3 -0.27 -0.80 -0.150104 -0.15 0:00:00 0 0 3 0.00
LUNA/USDT 4 -0.30 -1.19 -0.222275 -0.22 0:00:00 0 0 4 0.00
LINK/USDT 4 -2.33 -9.31 -1.849477 -1.85 0:01:00 1 0 3 25.00
DOT/USDT 2 -5.20 -10.39 -2.044732 -2.04 0:01:00 0 0 2 0.00
BCH/USDT 3 -3.55 -10.65 -2.097943 -2.1 0:01:00 0 0 3 0.00
SOL/USDT 5 -2.26 -11.32 -2.114147 -2.11 0:01:00 0 0 5 0.00
TOTAL 33 -1.29 -42.58 -8.285838 -8.29 0:03:00 5 0 28 15.15
  • 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 %
28 4 0 24 -0.08 -2.32 -0.44560233000000005 -0.46
4 0 0 4 -10.17 -40.69 -7.925262720000001 -8.14
1 1 0 0 0.44 0.44 0.0850268 0.09

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 2.75 trades per day. The starting balance was $100 and the final balance was $91.71416175, resulting in an absolute profit of $-8.28583825 and a total profit percentage of -0.0828583825. The average stake amount was $18.52958169090909 and the total trade volume was $611.4761958. The best pair was BNB/USDT and the worst pair was SOL/USDT. The maximum balance reached was $99.94126797 and the minimum balance was $91.63726048. The market change during this period was -0.018861146831135437.

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-01-13 15:48:00
Max open trades 5
Total/Daily Avg Trades 33 / 2.75
Starting balance 100
Final balance 91.71416175
Absolute profit -8.28583825
Total profit % -0.0828583825
Avg. stake amount 18.52958169090909
Total trade volume 611.4761958
Best Pair BNB/USDT
Worst Pair SOL/USDT
Max Balance 99.94126797
Min Balance 91.63726048
Market Change -0.018861146831135437

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
  }