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Cci Strategy Performance Results
Description:
This strategy is a basic CCI (Commodity Channel Index) strategy that uses the CCI indicator to identify entry/exit signals. It uses a combination of the CCI, as well as support and resistance indicators, to decide when to enter and exit trades. The strategy is mainly focused on the CCI, which is used to identify buy and sell signals based on overbought/oversold conditions. Additionally, confirmation signals from the support and resistance indicators are used to confirm or reject the potential entry/exit signals. This strategy also includes a stop loss to limit losses if the markets turn against the position.
The Cci strategy uses the talib.abstract and freqtrade.vendor.qtpylib.indicators to create the required indicators. The CCI, support and resistance indicators are then used to signal buy and sell rules, as well as for confirming or rejecting potential entry/exit signals. Additionally, a minimal_roi is defined to avoid trading when ROI is too low. Finally, a stoploss is also defined to limit losses if the market turns against the position.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| LINK/USDT | 67 | 0.02 | 1.50 | 0.240634 | 0.24 | 1:22:00 | 39 | 1 | 27 | 58.21 |
| BTC/USDT | 69 | 0.02 | 1.33 | 0.216040 | 0.22 | 1:13:00 | 37 | 1 | 31 | 53.62 |
| ETC/USDT | 62 | -0.02 | -1.18 | -0.334315 | -0.33 | 1:11:00 | 31 | 0 | 31 | 50.00 |
| ETH/USDT | 65 | -0.06 | -3.78 | -0.678635 | -0.68 | 1:20:00 | 31 | 1 | 33 | 47.69 |
| BNB/USDT | 74 | -0.08 | -6.11 | -0.852705 | -0.85 | 1:05:00 | 38 | 0 | 36 | 51.35 |
| ALGO/USDT | 56 | -0.14 | -7.74 | -1.243597 | -1.24 | 1:13:00 | 29 | 0 | 27 | 51.79 |
| SOL/USDT | 75 | -0.14 | -10.44 | -1.698823 | -1.7 | 1:11:00 | 44 | 1 | 30 | 58.67 |
| BCH/USDT | 73 | -0.15 | -11.05 | -2.154362 | -2.15 | 1:16:00 | 42 | 0 | 31 | 57.53 |
| LTC/USDT | 75 | -0.19 | -14.59 | -2.433887 | -2.43 | 1:26:00 | 26 | 1 | 48 | 34.67 |
| ADA/USDT | 64 | -0.28 | -18.20 | -3.338953 | -3.34 | 1:13:00 | 35 | 0 | 29 | 54.69 |
| XRP/USDT | 71 | -0.34 | -24.14 | -4.102748 | -4.1 | 1:20:00 | 32 | 0 | 39 | 45.07 |
| DOT/USDT | 58 | -0.53 | -30.54 | -5.678767 | -5.68 | 1:08:00 | 28 | 0 | 30 | 48.28 |
| LUNA/USDT | 58 | -0.62 | -36.20 | -6.546710 | -6.55 | 1:22:00 | 25 | 2 | 31 | 43.10 |
| TOTAL | 867 | -0.19 | -161.14 | -28.606828 | -28.61 | 1:15:00 | 437 | 7 | 423 | 50.40 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 850 | 430 | 0 | 420 | -0.15 | -124.12 | -21.059315809999998 | -24.82 | |
| 14 | 7 | 7 | 0 | 0.67 | 9.35 | 1.42386034 | 1.87 | |
| 2 | 0 | 0 | 2 | -23.15 | -46.29 | -8.960661439999999 | -9.26 | |
| 1 | 0 | 0 | 1 | -0.08 | -0.08 | -0.0107112 | -0.02 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 72.25 trades per day. The starting balance was $100 and the final balance was $71.39317189000008, resulting in an absolute profit of $-28.606828110000002 and a total profit percentage of -0.28606828110000004. The average stake amount was $16.23601556297578 and the total trade volume was $14076.6254931. The best pair was LINK/USDT and the worst pair was LUNA/USDT. The maximum balance reached was $101.21366551 and the minimum balance was $71.37367192000006. The market change during this period was -0.018861146831135437.
| Metric | Value |
|---|---|
| Backtesting from | 2024-01-01 00:00:00 |
| Backtesting to | 2024-01-13 15:48:00 |
| Max open trades | 5 |
| Total/Daily Avg Trades | 867 / 72.25 |
| Starting balance | 100 |
| Final balance | 71.39317189000008 |
| Absolute profit | -28.606828110000002 |
| Total profit % | -0.28606828110000004 |
| Avg. stake amount | 16.23601556297578 |
| Total trade volume | 14076.6254931 |
| Best Pair | LINK/USDT |
| Worst Pair | LUNA/USDT |
| Max Balance | 101.21366551 |
| Min Balance | 71.37367192000006 |
| Market Change | -0.018861146831135437 |
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
}