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SMAOffsetProtectOptV1HO1 Strategy Performance Results
Description:
This FreqTrade strategy uses a combination of technical indicators to generate buy and sell signals for crypto trading. Specifically, 5 to 80 simple moving average (SMA) for the buy signal and 5 to 80 expontentially weighted moving average (EWMA) for the sell signal are used. Additionally, the Relative Strenght Index (RSI) and a pair of EWO (Exponential weighting oscillator) indicators with different parameters are also used. The buy signal is triggered when the SMA crosses or touches the low offset and has a RSI of 65 or less and an EWO with high parameter of between 2.0 and 12.0. The sell signal is triggered when the EWMA crosses or touches the high offset. The strategy also includes some additional parameters like the stop loss, trailing stop, and a profit offset.
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 | 6 | 0.87 | 5.20 | 1.031165 | 1.03 | 0:19:00 | 6 | 0 | 0 | 100.00 |
| ADA/USDT | 2 | 0.96 | 1.91 | 0.381162 | 0.38 | 0:20:00 | 2 | 0 | 0 | 100.00 |
| DOT/USDT | 1 | 0.94 | 0.94 | 0.185220 | 0.19 | 0:30:00 | 1 | 0 | 0 | 100.00 |
| LUNA/USDT | 1 | 0.42 | 0.42 | 0.082824 | 0.08 | 0:25:00 | 1 | 0 | 0 | 100.00 |
| BCH/USDT | 1 | 0.28 | 0.28 | 0.055210 | 0.06 | 0:25:00 | 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 | |
| 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 | |
| ALGO/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| SOL/USDT | 2 | -1.02 | -2.05 | -0.396781 | -0.4 | 0:42:00 | 1 | 0 | 1 | 50.00 |
| TOTAL | 13 | 0.52 | 6.70 | 1.338800 | 1.34 | 0:25:00 | 12 | 0 | 1 | 92.31 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 13 | 12 | 0 | 1 | 0.52 | 6.7 | 1.3387997700000003 | 1.34 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 1.08 trades per day. The starting balance was $100 and the final balance was $101.33879977, resulting in an absolute profit of $1.3387997700000003 and a total profit percentage of 0.013387997700000003. The average stake amount was $19.754613692307693 and the total trade volume was $256.809978. The best pair was ETC/USDT and the worst pair was SOL/USDT. The maximum balance reached was $101.33879977 and the minimum balance was $100.08282376. The market change during this period was -0.034008199243972644.
| 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 | 13 / 1.08 |
| Starting balance | 100 |
| Final balance | 101.33879977 |
| Absolute profit | 1.3387997700000003 |
| Total profit % | 0.013387997700000003 |
| Avg. stake amount | 19.754613692307693 |
| Total trade volume | 256.809978 |
| Best Pair | ETC/USDT |
| Worst Pair | SOL/USDT |
| Max Balance | 101.33879977 |
| Min Balance | 100.08282376 |
| Market Change | -0.034008199243972644 |
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
}