EMABBRSI Strategy Performance Results

Description:

This Freqtrade strategy uses the EMA(Exponential Moving Average) and RSI(Relative Strength Indicator) technical indicators. It is designed to identify support and resistance levels in the market and trade when those levels are breached. It uses a variation of the Bollinger Bands to find buy and sell signals, as well as a couple of moving averages to determine trend direction. This strategy also has an accompanying stop loss to protect your capital in case of unexpected market movements. Additionally, it can be optimized to give varying returns based on different market conditions.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
ETC/USDT 26 0.17 4.35 0.484241 0.48 2:28:00 13 4 9 50.00
ETH/USDT 19 -0.10 -1.85 -0.325818 -0.33 2:41:00 4 9 6 21.05
XRP/USDT 28 -0.15 -4.08 -0.687928 -0.69 2:27:00 8 13 7 28.57
ALGO/USDT 18 -0.32 -5.75 -0.889877 -0.89 2:42:00 5 7 6 27.78
BCH/USDT 31 -0.16 -4.87 -0.943408 -0.94 2:50:00 10 14 7 32.26
LUNA/USDT 18 -0.37 -6.70 -1.216663 -1.22 2:59:00 4 8 6 22.22
DOT/USDT 29 -0.31 -8.98 -1.534453 -1.53 2:29:00 9 12 8 31.03
BTC/USDT 30 -0.36 -10.89 -1.766103 -1.77 2:30:00 6 18 6 20.00
ADA/USDT 26 -0.40 -10.46 -1.836788 -1.84 2:44:00 5 14 7 19.23
BNB/USDT 36 -0.31 -11.30 -1.850349 -1.85 3:22:00 9 17 10 25.00
LINK/USDT 29 -0.54 -15.70 -2.758981 -2.76 2:45:00 8 10 11 27.59
LTC/USDT 22 -0.77 -16.98 -3.439610 -3.44 1:53:00 9 9 4 40.91
SOL/USDT 21 -1.22 -25.62 -4.968908 -4.97 6:30:00 8 7 6 38.10
TOTAL 333 -0.36 -118.82 -21.734644 -21.73 2:55:00 98 142 93 29.43
  • 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 %
240 98 142 0 0.33 80.03 13.349055790000001 16.01
87 0 0 87 -1.58 -137.27 -23.764390529999996 -27.45
4 0 0 4 -5.32 -21.27 -3.46182081 -4.25
2 0 0 2 -20.15 -40.3 -7.85748849 -8.06

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 27.75 trades per day. The starting balance was $100 and the final balance was $78.26535596000001, resulting in an absolute profit of $-21.73464404 and a total profit percentage of -0.21734644039999998. The average stake amount was $17.03356924024024 and the total trade volume was $5672.178557. The best pair was ETC/USDT and the worst pair was SOL/USDT. The maximum balance reached was $101.34716028 and the minimum balance was $78.26535596000001. The market change during this period was -0.02114756712873641.

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 333 / 27.75
Starting balance 100
Final balance 78.26535596000001
Absolute profit -21.73464404
Total profit % -0.21734644039999998
Avg. stake amount 17.03356924024024
Total trade volume 5672.178557
Best Pair ETC/USDT
Worst Pair SOL/USDT
Max Balance 101.34716028
Min Balance 78.26535596000001
Market Change -0.02114756712873641

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
  }