AlligatorStrategy Strategy Performance Results

Description:

This FreqTrade strategy is based on Alligator Indicator. It uses a combination of exponentially moving averages to build a trend following system trading within predetermined ranges, and Stochastic RSI - a momentum indicator that measures the level of buy/sell signals for and asset. This strategy seeks to buy and sell based on the trend established by the Alligator Indicator and the buy/sell signals generated by the Stochastic RSI. The idea is to gain profits by taking advantage of minor price movements within the established trend range. The parameters used are buy_stoch_rsi and sell_stoch_rsi, which indicate the level of buy and sell signals; minimal_roi, which sets the goal to be at least 100%; stoploss and trailing_stop, which help to cut losses; process_only_new_candles, which checks if the candle is new; use_sell_signal, sell_profit_only, and ignore_roi_if_buy_signal, which set the settings for when to sell; and startup_candle_count, which sets the range for the Alligator Indicator.

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 2 0.73 1.45 0.228323 0.23 1 day, 16:00:00 1 0 1 50.00
ETH/USDT 2 0.30 0.60 0.025944 0.03 2 days, 11:30:00 1 0 1 50.00
LINK/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
SOL/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ADA/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
DOT/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
LUNA/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LTC/USDT 2 -1.07 -2.15 -0.430404 -0.43 1 day, 6:00:00 1 0 1 50.00
BCH/USDT 2 -1.36 -2.73 -0.545957 -0.55 1 day, 13:30:00 1 0 1 50.00
BNB/USDT 2 -1.96 -3.92 -0.760693 -0.76 1 day, 11:00:00 0 0 2 0.00
XRP/USDT 1 -8.92 -8.92 -1.692252 -1.69 8:00:00 0 0 1 0.00
BTC/USDT 4 -2.37 -9.50 -1.806191 -1.81 2 days, 0:00:00 0 0 4 0.00
TOTAL 15 -1.68 -25.15 -4.981230 -4.98 1 day, 16:16:00 4 0 11 26.67
  • 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 %
12 1 0 11 -3.03 -36.33 -7.03283351 -7.27
3 3 0 0 3.73 11.18 2.05160389 2.24

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 1.25 trades per day. The starting balance was $100 and the final balance was $95.01877038, resulting in an absolute profit of $-4.98122962 and a total profit percentage of -0.049812296199999995. The average stake amount was $19.006745839999997 and the total trade volume was $285.10118759999995. The best pair was ETC/USDT and the worst pair was BTC/USDT. The maximum balance reached was $99.5952454 and the minimum balance was $92.84544329. The market change during this period was -0.01688937839330919.

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 15 / 1.25
Starting balance 100
Final balance 95.01877038
Absolute profit -4.98122962
Total profit % -0.049812296199999995
Avg. stake amount 19.006745839999997
Total trade volume 285.10118759999995
Best Pair ETC/USDT
Worst Pair BTC/USDT
Max Balance 99.5952454
Min Balance 92.84544329
Market Change -0.01688937839330919

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
  }