FrostAuraM11hStrategy Strategy Performance Results

Description:

This Freqtrade strategy uses four technical indicators to determine buy and sell signals. The indicators used are the RSI (Relative Strength Index), Bollinger bands (1, 2, & 3 standard deviations), and TEMA (Triple Exponential Moving Average). The strategy sets a minimal ROI (Return on Investment) when starting placing orders and sets a stop loss. It also uses the market type order for the stop loss and a limit order for the buy and sell signals. Additionally, it sets order time in force to “GTC” (Good Till Cancelled) for the buy and sell orders. Finally, it uses a startup candle count of 30 to determine its initial candle.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
LTC/USDT 2 1.79 3.59 0.710455 0.71 4 days, 20:30:00 1 1 0 50.00
ETH/USDT 1 3.01 3.01 0.596204 0.6 20:00:00 1 0 0 100.00
ETC/USDT 1 2.83 2.83 0.560414 0.56 20:00:00 1 0 0 100.00
XRP/USDT 2 0.47 0.94 0.170657 0.17 21:00:00 1 0 1 50.00
BCH/USDT 1 0.00 0.00 0.000000 0.0 8 days, 23:00:00 0 1 0 0.00
LINK/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ADA/USDT 1 0.00 0.00 0.000000 0.0 8 days, 21:00:00 0 1 0 0.00
DOT/USDT 1 0.00 0.00 0.000000 0.0 8 days, 21:00:00 0 1 0 0.00
LUNA/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
BNB/USDT 1 -2.26 -2.26 -0.455723 -0.46 22:00:00 0 0 1 0.00
SOL/USDT 1 -3.48 -3.48 -0.696681 -0.7 22:00:00 0 0 1 0.00
BTC/USDT 1 -6.14 -6.14 -1.228058 -1.23 23:00:00 0 0 1 0.00
ALGO/USDT 1 -19.28 -19.28 -3.908136 -3.91 10 days, 23:00:00 0 0 1 0.00
TOTAL 13 -1.60 -20.78 -4.250868 -4.25 4 days, 2:55:00 4 4 5 30.77
  • 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 %
8 4 4 0 1.62 13.0 2.56338068 2.6
5 0 0 5 -6.76 -33.78 -6.814248709999999 -6.76

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 1.08 trades per day. The starting balance was $100 and the final balance was $95.74913197, resulting in an absolute profit of $-4.25086803 and a total profit percentage of -0.042508680300000004. The average stake amount was $20.026278030769227 and the total trade volume was $260.34161439999997. The best pair was LTC/USDT and the worst pair was ALGO/USDT. The maximum balance reached was $102.56338068 and the minimum balance was $95.74913197. The market change during this period was -0.04340441912794079.

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 13 / 1.08
Starting balance 100
Final balance 95.74913197
Absolute profit -4.25086803
Total profit % -0.042508680300000004
Avg. stake amount 20.026278030769227
Total trade volume 260.34161439999997
Best Pair LTC/USDT
Worst Pair ALGO/USDT
Max Balance 102.56338068
Min Balance 95.74913197
Market Change -0.04340441912794079

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
  }