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BB_RPB_TSL_RNG Strategy Performance Results
Description:
This freqtrade strategy uses a combination of several indicators to decide when to buy and sell. It utilizes the Relative Momentum Index (RMI), Commodity Channel Index (CCI), Stochastic Relative Strength Index (SRSI-fk), Bollinger Band width and delta, exponential moving averages (EMA) 26 and 12, fast and slow RSI, Coppock Curve Indicator (COFI), Non-directional index (NFI-32 and NFI-33), and Heikin-Ashi modified (HMA) 50 to decide when to buy and sell.
When a buy condition is met, this strategy looks for conditions, such as a dip in the RMI and CCI, a break of the Bollinger Band, an EMA difference, an EWO above, fastk and fastd below certain values, ADX above, and a close below the EMA 16.
When a sell condition is met, this strategy looks for conditions, such as a close above the SMA 9, RSI above 50, volume above 0, RSI fast above slow, SMA 9 above previous plus 0.005, close below HMA-50 and close above the MA sell.
For both buying and selling, this strategy also looks for patterns in the trend, such as an uptrend in the EMA 26 and 12.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| SOL/USDT | 1 | 9.99 | 9.99 | 1.967190 | 1.97 | 0:00:00 | 1 | 0 | 0 | 100.00 |
| LTC/USDT | 2 | 2.54 | 5.07 | 1.014096 | 1.01 | 0:05:00 | 2 | 0 | 0 | 100.00 |
| ADA/USDT | 2 | 1.22 | 2.43 | 0.494647 | 0.49 | 0:05:00 | 1 | 0 | 1 | 50.00 |
| BCH/USDT | 1 | 2.20 | 2.20 | 0.435213 | 0.44 | 0:05:00 | 1 | 0 | 0 | 100.00 |
| BTC/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 | |
| DOT/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 | |
| ALGO/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| LUNA/USDT | 1 | -0.20 | -0.20 | -0.041649 | -0.04 | 0:00:00 | 0 | 0 | 1 | 0.00 |
| XRP/USDT | 1 | -0.22 | -0.22 | -0.044205 | -0.04 | 0:00:00 | 0 | 0 | 1 | 0.00 |
| ETH/USDT | 1 | -0.25 | -0.25 | -0.049680 | -0.05 | 0:00:00 | 0 | 0 | 1 | 0.00 |
| LINK/USDT | 2 | -0.29 | -0.58 | -0.115289 | -0.12 | 0:00:00 | 0 | 0 | 2 | 0.00 |
| TOTAL | 11 | 1.68 | 18.44 | 3.660323 | 3.66 | 0:02:00 | 5 | 0 | 6 | 45.45 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 10 | 4 | 0 | 6 | 0.85 | 8.45 | 1.6931333300000002 | 1.69 | |
| 1 | 1 | 0 | 0 | 9.99 | 9.99 | 1.96719 | 2.0 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 0.92 trades per day. The starting balance was $100 and the final balance was $103.66032333, resulting in an absolute profit of $3.6603233300000007 and a total profit percentage of 0.03660323330000001. The average stake amount was $20.01802818181818 and the total trade volume was $220.19831. The best pair was SOL/USDT and the worst pair was LINK/USDT. The maximum balance reached was $103.66032333 and the minimum balance was $99.89570916. 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 | 11 / 0.92 |
| Starting balance | 100 |
| Final balance | 103.66032333 |
| Absolute profit | 3.6603233300000007 |
| Total profit % | 0.03660323330000001 |
| Avg. stake amount | 20.01802818181818 |
| Total trade volume | 220.19831 |
| Best Pair | SOL/USDT |
| Worst Pair | LINK/USDT |
| Max Balance | 103.66032333 |
| Min Balance | 99.89570916 |
| 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
}