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InverseV2 Strategy Performance Results
Description:
This Freqtrade strategy, named InverseV2, uses a combination of indicators to help the user time their entry and exit points. The strategy is based on the Fisher transform, a momentum indicator that tracks the direction of price movements. Specifically, the Fisher transform uses cross overs or zerolines to indicate a buy signal or a sell signal. Furthermore, the strategy uses CCI (Commodity Channel Index) to signal the entry and exit points. Additionally, the strategy includes the presence of a long-term moving average (EMA of 50) and a short-term moving average (EMA of 20) to determine positive trend and signify buy signal. There is also an ADX indicator, which is a good indicator for trend strength and helps determine the sell signals. Finally, the strategy uses SSL (Schaff Trend Cycle) channels to determine trend movement, which helps with the directional timing.
All of these indicators work in tandem to create strategies that are designed to produce a successful trading outcome. By using crossovers, trend following and momentum indicators, the user can better time their positions for entry and exit points in order to maximize their profits. The InverseV2 strategy is an aggressive strategy, with the parameters listed in the code, and is mainly used for higher returns in shorter time frames.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| BCH/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 | |
| 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 | |
| BTC/USDT | 2 | -0.56 | -1.12 | -0.220399 | -0.22 | 1 day, 1:00:00 | 1 | 0 | 1 | 50.00 |
| BNB/USDT | 2 | -0.91 | -1.81 | -0.355555 | -0.36 | 14:00:00 | 0 | 0 | 2 | 0.00 |
| ETC/USDT | 1 | -1.86 | -1.86 | -0.361964 | -0.36 | 5:00:00 | 0 | 0 | 1 | 0.00 |
| ETH/USDT | 1 | -2.16 | -2.16 | -0.425777 | -0.43 | 10:00:00 | 0 | 0 | 1 | 0.00 |
| TOTAL | 6 | -1.16 | -6.95 | -1.363695 | -1.36 | 15:30:00 | 1 | 0 | 5 | 16.67 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 5 | 1 | 0 | 4 | -1.02 | -5.09 | -1.00173144 | -1.02 | |
| 1 | 0 | 0 | 1 | -1.86 | -1.86 | -0.3619638 | -0.37 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 0.5 trades per day. The starting balance was $100 and the final balance was $98.63630476, resulting in an absolute profit of $-1.36369524 and a total profit percentage of -0.0136369524. The average stake amount was $19.58700105 and the total trade volume was $117.5220063. The best pair was BCH/USDT and the worst pair was ETH/USDT. The maximum balance reached was $99.7811214 and the minimum balance was $98.63630476. 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 | 6 / 0.5 |
| Starting balance | 100 |
| Final balance | 98.63630476 |
| Absolute profit | -1.36369524 |
| Total profit % | -0.0136369524 |
| Avg. stake amount | 19.58700105 |
| Total trade volume | 117.5220063 |
| Best Pair | BCH/USDT |
| Worst Pair | ETH/USDT |
| Max Balance | 99.7811214 |
| Min Balance | 98.63630476 |
| 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
}