CryptoFrogOffset Strategy Performance Results

Description:

This freqtrade strategies uses several technical indicators to help identify potential buy or sell signals. It looks for specific conditions that indicate either underlying momentum or sustained pressure on a currency's price. It also considers whether an asset is overbought or oversold and whether there are signals that indicate potential exhaustion of a buying or selling trend. The technical indicators used in this strategy are the Relative Strength Index (RSI), Bollinger Bands, the Exponential Moving Average (EMA), the Stochastic Relative Strength Index (sRSI), the Moving Average Convergence Divergence (MACD), and the Volume Flow Index (VFI). These indicators are all aimed at helping identify entry and exit points in trading, and when combined, they can provide insight into a currency's price performance in the market.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
DOT/USDT 10 0.62 6.21 1.216645 1.22 1:30:00 9 1 0 90.00
SOL/USDT 10 0.61 6.11 1.144189 1.14 3:12:00 8 0 2 80.00
LUNA/USDT 7 0.65 4.58 0.881729 0.88 1:00:00 6 1 0 85.71
ALGO/USDT 13 0.31 3.97 0.782504 0.78 2:50:00 11 0 2 84.62
ADA/USDT 5 0.56 2.81 0.547854 0.55 2:36:00 4 0 1 80.00
XRP/USDT 7 0.36 2.49 0.480398 0.48 0:27:00 7 0 0 100.00
BNB/USDT 14 0.07 0.96 0.186372 0.19 1:39:00 13 0 1 92.86
LINK/USDT 6 0.05 0.31 0.044955 0.04 2:47:00 5 0 1 83.33
LTC/USDT 14 -0.05 -0.75 -0.146982 -0.15 1:30:00 11 1 2 78.57
BTC/USDT 3 -1.41 -4.24 -0.846009 -0.85 10:37:00 1 0 2 33.33
BCH/USDT 9 -0.57 -5.16 -1.031009 -1.03 0:39:00 7 1 1 77.78
ETC/USDT 7 -0.74 -5.18 -1.048836 -1.05 1:25:00 3 3 1 42.86
ETH/USDT 6 -1.09 -6.55 -1.319159 -1.32 2:27:00 3 1 2 50.00
TOTAL 111 0.05 5.54 0.892652 0.89 2:04:00 88 8 15 79.28
  • 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 %
74 74 0 0 0.46 34.24 6.649915279999999 6.85
16 8 8 0 0.21 3.39 0.66012289 0.68
12 0 0 12 -1.47 -17.6 -3.4579205300000004 -3.52
3 3 0 0 2.21 6.64 1.24055836 1.33
3 3 0 0 1.6 4.81 0.9079397 0.96
2 0 0 2 -8.64 -17.27 -3.40510776 -3.45
1 0 0 1 -8.65 -8.65 -1.7028556 -1.73

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 9.25 trades per day. The starting balance was $100 and the final balance was $100.89265234, resulting in an absolute profit of $0.8926523400000002 and a total profit percentage of 0.008926523400000002. The average stake amount was $19.4455457 and the total trade volume was $2158.4555727. The best pair was DOT/USDT and the worst pair was ETH/USDT. The maximum balance reached was $101.76834308 and the minimum balance was $94.81028242. 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 111 / 9.25
Starting balance 100
Final balance 100.89265234
Absolute profit 0.8926523400000002
Total profit % 0.008926523400000002
Avg. stake amount 19.4455457
Total trade volume 2158.4555727
Best Pair DOT/USDT
Worst Pair ETH/USDT
Max Balance 101.76834308
Min Balance 94.81028242
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
  }