Low_BB Strategy Performance Results

Description:

This freqtrade strategy uses the Bollinger Bands (BB) and Moving Average Convergence Divergence (MACD) indicators to determine buy and sell signals. The BB is used to determine when the price is reaching the lower band and when it is reaching the upper band, while the MACD is used to confirm the trend direction (by looking at the Potential reversal signals of this indicator). The strategy also includes a stoploss parameter set at -0.015 in order to avoid excessive losses. Finally, the timeframe used is the 1 minute chart in order to get the most recent data and make more accurate forecasts.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
XRP/USDT 2 1.65 3.31 0.635554 0.64 0:00:00 1 0 1 50.00
BCH/USDT 2 1.66 3.32 0.614805 0.61 0:04:00 1 0 1 50.00
LINK/USDT 3 0.54 1.61 0.293884 0.29 0:01:00 1 0 2 33.33
LTC/USDT 3 0.54 1.62 0.288071 0.29 0:03:00 1 0 2 33.33
BTC/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
BNB/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
SOL/USDT 4 -0.02 -0.09 -0.048772 -0.05 5:53:00 1 0 3 25.00
LUNA/USDT 1 -1.69 -1.69 -0.335125 -0.34 7:57:00 0 0 1 0.00
ADA/USDT 2 -1.69 -3.37 -0.645806 -0.65 0:00:00 0 0 2 0.00
ALGO/USDT 2 -1.67 -3.35 -0.649639 -0.65 0:03:00 0 0 2 0.00
DOT/USDT 2 -1.69 -3.38 -0.658385 -0.66 0:03:00 0 0 2 0.00
TOTAL 21 -0.10 -2.02 -0.505413 -0.51 1:31:00 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 %
16 0 0 16 -1.69 -26.99 -5.23163501 -5.4
5 5 0 0 5.0 24.98 4.726222 5.0

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 $99.49458699, resulting in an absolute profit of $-0.50541301 and a total profit percentage of -0.005054130100000001. The average stake amount was $19.25396476190476 and the total trade volume was $404.33326. The best pair was BCH/USDT and the worst pair was DOT/USDT. The maximum balance reached was $100.15818575 and the minimum balance was $95.43196375. 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 21 / 1.75
Starting balance 100
Final balance 99.49458699
Absolute profit -0.50541301
Total profit % -0.005054130100000001
Avg. stake amount 19.25396476190476
Total trade volume 404.33326
Best Pair BCH/USDT
Worst Pair DOT/USDT
Max Balance 100.15818575
Min Balance 95.43196375
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
  }