BB_RPB_TSL_BIV1 Strategy Performance Results

Description:

This freqtrade strategy uses various indicators in order to determine when a buy or sell signal is present. It uses the RMI, CCI, SRSI, BB Delta, BB Width, EMA 26 and 12, EMA 20, RSI, CRSI, CTI, R14, EMA 8 and 16, EMA 100 and 200, RoCR, Fast K, Fast D, ADX, EWO and BB Lower Band 2. It also uses some additional buy checks such as the ROC, BB Width 1h and additional sell checks such as the volume. This strategy looks for buy signals when certain technical indicators have certain values that are above or below specific thresholds set by the user. It also looks for sell signals when the volume is greater than zero.

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 5 2.03 10.16 2.055493 2.06 4:42:00 5 0 0 100.00
BCH/USDT 2 1.69 3.37 0.678458 0.68 1:45:00 2 0 0 100.00
LTC/USDT 2 1.71 3.42 0.676401 0.68 0:25:00 2 0 0 100.00
ADA/USDT 3 1.00 3.00 0.600281 0.6 1:45:00 2 0 1 66.67
XRP/USDT 1 2.48 2.48 0.479232 0.48 0:05:00 1 0 0 100.00
DOT/USDT 1 2.27 2.27 0.456335 0.46 2:20:00 1 0 0 100.00
LUNA/USDT 1 1.76 1.76 0.349381 0.35 0:15:00 1 0 0 100.00
BTC/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
BNB/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
SOL/USDT 1 -0.82 -0.82 -0.161122 -0.16 0:00:00 0 0 1 0.00
LINK/USDT 2 -1.01 -2.01 -0.397902 -0.4 0:00:00 0 0 2 0.00
TOTAL 18 1.31 23.63 4.736557 4.74 1:59:00 14 0 4 77.78
  • 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 0 4 0.54 4.35 0.8674388500000001 0.87
4 4 0 0 2.21 8.85 1.77845918 1.77
3 3 0 0 1.62 4.85 0.96316256 0.97
2 2 0 0 2.21 4.42 0.8982564 0.88
1 1 0 0 1.15 1.15 0.22923956 0.23

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 1.5 trades per day. The starting balance was $100 and the final balance was $104.73655655, resulting in an absolute profit of $4.7365565499999995 and a total profit percentage of 0.0473655655. The average stake amount was $19.93767166666667 and the total trade volume was $358.87809000000004. The best pair was ETC/USDT and the worst pair was LINK/USDT. The maximum balance reached was $104.73655655 and the minimum balance was $99.44097615. 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 18 / 1.5
Starting balance 100
Final balance 104.73655655
Absolute profit 4.7365565499999995
Total profit % 0.0473655655
Avg. stake amount 19.93767166666667
Total trade volume 358.87809000000004
Best Pair ETC/USDT
Worst Pair LINK/USDT
Max Balance 104.73655655
Min Balance 99.44097615
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
  }