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CrossEMAStrategy Strategy Performance Results
Description:
This Freqtrade strategy is called the CrossEMAStrategy. This strategy uses two technical indicators, the Stochastic RSI and Exponential Moving Averages (EMA). The strategy uses parameters like the Buy Stochastic RSI value and the Sell Stochastic RSI value. The strategy will buy when the EMA 28 is higher than the EMA 48 and when the Stochastic RSI is lower than the Buy Stochastic RSI value. The strategy will sell when the EMA 28 is lower than the EMA 48 and when the Stochastic RSI is higher than the Sell Stochastic RSI value. It also has parameters like timeframe, process_only_new_candles, use_sell_signal, sell_profit_only, etc. that help in optimization. In addition, it uses the 'limit' order type and has a stop loss value set to -99%.
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 | 1 | 35.04 | 35.04 | 6.157888 | 6.16 | 3 days, 12:00:00 | 1 | 0 | 0 | 100.00 |
| LTC/USDT | 2 | 3.32 | 6.64 | 1.062996 | 1.06 | 1 day, 13:30:00 | 1 | 0 | 1 | 50.00 |
| ETH/USDT | 2 | 2.19 | 4.37 | 0.739731 | 0.74 | 3 days, 5:00:00 | 1 | 0 | 1 | 50.00 |
| ADA/USDT | 1 | 0.67 | 0.67 | 0.115923 | 0.12 | 4:00:00 | 1 | 0 | 0 | 100.00 |
| LUNA/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| BNB/USDT | 1 | -2.07 | -2.07 | -0.378081 | -0.38 | 2 days, 1:00:00 | 0 | 0 | 1 | 0.00 |
| LINK/USDT | 2 | -2.06 | -4.11 | -0.754852 | -0.75 | 1 day, 16:00:00 | 1 | 0 | 1 | 50.00 |
| BCH/USDT | 3 | -1.82 | -5.46 | -1.037872 | -1.04 | 17:40:00 | 0 | 0 | 3 | 0.00 |
| BTC/USDT | 6 | -1.02 | -6.14 | -1.097120 | -1.1 | 1 day, 14:10:00 | 1 | 0 | 5 | 16.67 |
| ALGO/USDT | 2 | -3.20 | -6.40 | -1.175838 | -1.18 | 17:00:00 | 0 | 0 | 2 | 0.00 |
| XRP/USDT | 1 | -8.15 | -8.15 | -1.584196 | -1.58 | 15:00:00 | 0 | 0 | 1 | 0.00 |
| SOL/USDT | 2 | -5.29 | -10.58 | -1.933215 | -1.93 | 1 day, 6:00:00 | 0 | 0 | 2 | 0.00 |
| DOT/USDT | 3 | -5.64 | -16.91 | -3.242014 | -3.24 | 1 day, 0:00:00 | 0 | 0 | 3 | 0.00 |
| TOTAL | 26 | -0.50 | -13.10 | -3.126649 | -3.13 | 1 day, 10:58:00 | 6 | 0 | 20 | 23.08 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 23 | 3 | 0 | 20 | -2.78 | -63.86 | -12.01031538 | -12.77 | |
| 3 | 3 | 0 | 0 | 16.92 | 50.76 | 8.8836661 | 10.15 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 2.17 trades per day. The starting balance was $100 and the final balance was $96.87335072, resulting in an absolute profit of $-3.1266492799999996 and a total profit percentage of -0.0312664928. The average stake amount was $18.410099296153845 and the total trade volume was $478.6625817. The best pair was ETC/USDT and the worst pair was DOT/USDT. The maximum balance reached was $99.90354839 and the minimum balance was $87.79399549. The market change during this period was -0.039130956011723776.
| 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 | 26 / 2.17 |
| Starting balance | 100 |
| Final balance | 96.87335072 |
| Absolute profit | -3.1266492799999996 |
| Total profit % | -0.0312664928 |
| Avg. stake amount | 18.410099296153845 |
| Total trade volume | 478.6625817 |
| Best Pair | ETC/USDT |
| Worst Pair | DOT/USDT |
| Max Balance | 99.90354839 |
| Min Balance | 87.79399549 |
| Market Change | -0.039130956011723776 |
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
}