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FixedRiskRewardLoss Strategy Performance Results
Description:
The Fixed Risk Reward Loss is a freqtrade strategy that uses ATR (Average True Range) to manage stops and entries. By setting a risk/reward ratio, it defines a stop loss rate, using the open price and the ATR. It also sets a Take Profit at the risk/reward ratio, and a break-even point at the entry price plus profit rate. This is used to limit losses and maximise profits.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| ETH/USDT | 1 | 11.86 | 11.86 | 2.335570 | 2.34 | 12 days, 15:35:00 | 1 | 0 | 0 | 100.00 |
| BTC/USDT | 1 | 1.61 | 1.61 | 0.313365 | 0.31 | 12 days, 15:35:00 | 1 | 0 | 0 | 100.00 |
| 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 | |
| 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 | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| LTC/USDT | 1 | -1.14 | -1.14 | -0.226364 | -0.23 | 12 days, 15:35:00 | 0 | 0 | 1 | 0.00 |
| BCH/USDT | 1 | -1.93 | -1.93 | -0.381163 | -0.38 | 12 days, 15:35:00 | 0 | 0 | 1 | 0.00 |
| LINK/USDT | 1 | -5.11 | -5.11 | -1.005137 | -1.01 | 12 days, 15:35:00 | 0 | 0 | 1 | 0.00 |
| TOTAL | 5 | 1.06 | 5.29 | 1.036272 | 1.04 | 12 days, 15:35:00 | 2 | 0 | 3 | 40.00 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 5 | 2 | 0 | 3 | 1.06 | 5.29 | 1.0362720699999997 | 1.06 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 0.42 trades per day. The starting balance was $100 and the final balance was $101.03627207, resulting in an absolute profit of $1.0362720699999997 and a total profit percentage of 0.010362720699999996. The average stake amount was $19.67450784 and the total trade volume was $98.3725392. The best pair was ETH/USDT and the worst pair was LINK/USDT. The maximum balance reached was $102.26777246 and the minimum balance was $99.93220243. 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 | 5 / 0.42 |
| Starting balance | 100 |
| Final balance | 101.03627207 |
| Absolute profit | 1.0362720699999997 |
| Total profit % | 0.010362720699999996 |
| Avg. stake amount | 19.67450784 |
| Total trade volume | 98.3725392 |
| Best Pair | ETH/USDT |
| Worst Pair | LINK/USDT |
| Max Balance | 102.26777246 |
| Min Balance | 99.93220243 |
| 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
}