bestV2 Strategy Performance Results

Description:

This strategy is based on the Freqtrade open source library and utilizes a combination of various indicators such as Moving Average (MA), Exponential Weighted Moving Average (EWO) and Relative Strength Index (RSI). The combination of these indicators enable a wide range of tradings options, such as buy and sell signals, trailing stops, and more. This strategy is optimized for a 5m trading timeframe and also utilizes a 1h timestamp and dataframe (for more informations). The main parameters that are being optimized are the base_nb_candles_buy and base_nb_candles_sell, low_offset, high_offset, ewo_low, ewo_high and rsi_buy. The strategy combines the elements listed above and other popular indicators such as Kalman filters and many others.

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 0.66 1.31 0.256460 0.26 2:25:00 1 0 1 50.00
BTC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
BCH/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
LINK/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LTC/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
BNB/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
XRP/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
TOTAL 2 0.66 1.31 0.256460 0.26 2:25:00 1 0 1 50.00
  • 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 %
2 1 0 1 0.66 1.31 0.2564605 0.26

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.17 trades per day. The starting balance was $100 and the final balance was $100.2564605, resulting in an absolute profit of $0.2564605 and a total profit percentage of 0.0025646049999999997. The average stake amount was $19.676 and the total trade volume was $39.352. The best pair was ETC/USDT and the worst pair was BTC/USDT. The maximum balance reached was $100.449856 and the minimum balance was $100.2564605. The market change during this period was -0.033935576586454144.

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 2 / 0.17
Starting balance 100
Final balance 100.2564605
Absolute profit 0.2564605
Total profit % 0.0025646049999999997
Avg. stake amount 19.676
Total trade volume 39.352
Best Pair ETC/USDT
Worst Pair BTC/USDT
Max Balance 100.449856
Min Balance 100.2564605
Market Change -0.033935576586454144

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
  }