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JustROCR3 Strategy Performance Results
Description:
This JustROCR3 strategy is an example of what you can do with Freqtrade: an open-source, high-frequency cryptocurrency trading bot. The strategy uses the Rate of Change Recursive technical indicator, or ROCR. This indicator compares the amount of change in price over a period of 499 values, and produces a signal when the amount of change occurs. If the amount of change is above 1.10, then it generates a buy signal. As this is a buy and hold strategy, no sell signal is defined, when a setup with maximum drawdown is reached then the trade is closed and considered as sold.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| BTC/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| BCH/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 | |
| 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 | |
| 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 | |
| ETC/USDT | 1 | -0.55 | -0.55 | -0.106894 | -0.11 | 0:00:00 | 0 | 0 | 1 | 0.00 |
| SOL/USDT | 1 | -1.19 | -1.19 | -0.227928 | -0.23 | 0:00:00 | 0 | 0 | 1 | 0.00 |
| ALGO/USDT | 1 | -1.17 | -1.17 | -0.229064 | -0.23 | 0:00:00 | 0 | 0 | 1 | 0.00 |
| LUNA/USDT | 1 | -1.19 | -1.19 | -0.233235 | -0.23 | 0:00:00 | 0 | 0 | 1 | 0.00 |
| DOT/USDT | 1 | -1.19 | -1.19 | -0.234482 | -0.23 | 0:00:00 | 0 | 0 | 1 | 0.00 |
| TOTAL | 5 | -1.06 | -5.29 | -1.031602 | -1.03 | 0:00:00 | 0 | 0 | 5 | 0.00 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 4 | 0 | 0 | 4 | -1.18 | -4.74 | -0.9247082700000001 | -0.95 | |
| 1 | 0 | 0 | 1 | -0.55 | -0.55 | -0.1068942 | -0.11 |
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 $98.96839753, resulting in an absolute profit of $-1.0316024700000002 and a total profit percentage of -0.010316024700000002. The average stake amount was $19.480610000000002 and the total trade volume was $97.40305000000001. The best pair was BTC/USDT and the worst pair was SOL/USDT. The maximum balance reached was $99.7720722 and the minimum balance was $98.96839753. 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 | 98.96839753 |
| Absolute profit | -1.0316024700000002 |
| Total profit % | -0.010316024700000002 |
| Avg. stake amount | 19.480610000000002 |
| Total trade volume | 97.40305000000001 |
| Best Pair | BTC/USDT |
| Worst Pair | SOL/USDT |
| Max Balance | 99.7720722 |
| Min Balance | 98.96839753 |
| 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
}