ElliotV8_original Strategy Performance Results

Description:

This ElliotV8_original Strategy is a breakout strategy designed by freqtrade developers to take advantage of price action. The strategy uses various technical indicators to generate buy and sell signals. It also features a trailing stop loss, to lock in profits and protect capital. The strategy uses 8 different parameters for generating buy signals. These parameters include the base_nb_candles_buy, low_offset, ewo_low, ewo_high and rsi_buy. It also uses 4 parameters for generating sell signals, which are the base_nb_candles_sell, high_offset, high_offset_2, and the trailing_stop_positive_offset. The strategy uses various indicators such as moving averages, hull moving averages, relative strength index (RSI), exponential weighted moving averages (EWO), and stochastic oscillator for generating buy and sell signals. It also uses the candlestick patterns to identify short-term trends and make decisions about entering and exiting trades. The strategy also has a trailing stop loss feature which allows traders to lock in profits and protect capital. Additionally, the strategy has a feature to ignore the ROI if a buy signal is received. Finally, the strategy also has an option to process only new candles to save computing costs.

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 2 2.25 4.50 0.886950 0.89 0:22:00 2 0 0 100.00
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
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
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
TOTAL 2 2.25 4.50 0.886950 0.89 0:22:00 2 0 0 100.00
  • 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 %
1 1 0 0 1.72 1.72 0.337389 0.34
1 1 0 0 2.78 2.78 0.5495608 0.56

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.17 trades per day. The starting balance was $100 and the final balance was $100.8869498, resulting in an absolute profit of $0.8869498 and a total profit percentage of 0.008869498. The average stake amount was $19.6709 and the total trade volume was $39.3418. The best pair was ETC/USDT and the worst pair was BTC/USDT. The maximum balance reached was $0 and the minimum balance was $0. The market change during this period was -0.03350112917651888.

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 2 / 0.17
Starting balance 100
Final balance 100.8869498
Absolute profit 0.8869498
Total profit % 0.008869498
Avg. stake amount 19.6709
Total trade volume 39.3418
Best Pair ETC/USDT
Worst Pair BTC/USDT
Max Balance 0
Min Balance 0
Market Change -0.03350112917651888

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
  }