Schism5 Strategy Performance Results

Description:

Schism5 is a freqtrade strategy developed by me to trade cryptocurrency. It uses four indicators, namely, RMI, RSI, Bull and Volume, to generate buy and sell signas. Additionally, it has some custom trading implementation such as custom stoploss and sell profit only. Furthermore, it has informative pairs and custom methods like populate_trades and linear_growth to get more accurate signals.

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 38 0.15 5.80 0.953618 0.95 1:46:00 19 0 19 50.00
SOL/USDT 50 -0.05 -2.57 -0.527480 -0.53 1:50:00 25 0 25 50.00
BCH/USDT 62 -0.06 -3.94 -0.619438 -0.62 1:50:00 35 0 27 56.45
XRP/USDT 44 -0.10 -4.27 -0.801710 -0.8 1:51:00 15 0 29 34.09
LUNA/USDT 38 -0.11 -4.33 -0.817955 -0.82 1:49:00 17 0 21 44.74
ETH/USDT 56 -0.13 -7.44 -1.506144 -1.51 1:50:00 28 0 28 50.00
LINK/USDT 50 -0.19 -9.28 -1.710546 -1.71 1:50:00 22 0 28 44.00
ADA/USDT 36 -0.30 -10.93 -1.972580 -1.97 1:50:00 16 0 20 44.44
BNB/USDT 55 -0.21 -11.40 -1.983069 -1.98 1:50:00 20 0 35 36.36
ALGO/USDT 39 -0.25 -9.87 -2.025627 -2.03 1:49:00 20 0 19 51.28
LTC/USDT 44 -0.25 -11.18 -2.056792 -2.06 1:50:00 17 0 27 38.64
DOT/USDT 41 -0.39 -15.83 -2.729262 -2.73 1:50:00 17 0 24 41.46
BTC/USDT 65 -0.25 -16.40 -2.935717 -2.94 1:51:00 25 0 40 38.46
TOTAL 618 -0.16 -101.65 -18.732701 -18.73 1:50:00 276 0 342 44.66
  • 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 %
611 269 0 342 -0.21 -126.79 -23.12911452 -25.36
5 5 0 0 4.8 23.99 4.21201835 4.8
2 2 0 0 0.58 1.15 0.18439487 0.23

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 51.5 trades per day. The starting balance was $100 and the final balance was $81.26729870000001, resulting in an absolute profit of $-18.732701300000002 and a total profit percentage of -0.18732701300000001. The average stake amount was $17.97203107702265 and the total trade volume was $11106.715205599998. The best pair was ETC/USDT and the worst pair was BTC/USDT. The maximum balance reached was $102.27692075 and the minimum balance was $79.83043359000001. The market change during this period was -0.03472053946975863.

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 618 / 51.5
Starting balance 100
Final balance 81.26729870000001
Absolute profit -18.732701300000002
Total profit % -0.18732701300000001
Avg. stake amount 17.97203107702265
Total trade volume 11106.715205599998
Best Pair ETC/USDT
Worst Pair BTC/USDT
Max Balance 102.27692075
Min Balance 79.83043359000001
Market Change -0.03472053946975863

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
  }