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Strategy003 Strategy Performance Results
Description:
This strategy, “Strategy003”, is a technical analysis strategy using a combination of indicators and specific trading conditions to analyse the market and provide buy and sell signals. It is designed to be used in conjunction with the freqtrade software, allowing users to quickly and easily assess the market and make informed trading decisions. The strategy uses the following indicators to provide its signals:
• MFI: Money Flow Index
• STOCHF: Stochastic Fast
• RSI: Relative Strength Index
• FIsher RSI: A smoothed version of RSI
• Bollinger Bands
• Exponential Moving Average (EMA5, EMA10, EMA50, EMA100)
• SAR: Parabolic Stop and Reverse
• SMA: Simple Moving Average
The strategy accepts parameters from the user like minimal_roi, stoploss, timeframe, trailing stop, process only new candles, use sell signal, sell profit only, and ignore roi if buy signal. It also defines the order types for each buy, sell, and stop loss.
The strategy also defines entry points and exit points for trading. Entry points include when the RSI is less than 28, close is below SMA, Fisher RSI is less than -0.94, MFI is less than 16.0, EMA50 is above EMA100 or 5 crossing above 10, fastd is above fastk, and fastd is greater than 0. Exit points, or sell triggers, include when SAR is greater than the close and Fisher RSI is greater than 0.3.
Overall, the strategy is a fairly comprehensive one and will be beneficial for traders who want to use the freqtrade platform for their trading.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| DOT/USDT | 3 | 0.74 | 2.21 | 0.417773 | 0.42 | 2:30:00 | 3 | 0 | 0 | 100.00 |
| ETH/USDT | 3 | 0.49 | 1.48 | 0.265626 | 0.27 | 4:55:00 | 3 | 0 | 0 | 100.00 |
| BNB/USDT | 2 | 0.63 | 1.25 | 0.222828 | 0.22 | 2 days, 17:32:00 | 2 | 0 | 0 | 100.00 |
| BTC/USDT | 1 | 1.00 | 1.00 | 0.197296 | 0.2 | 1:25:00 | 1 | 0 | 0 | 100.00 |
| LINK/USDT | 1 | 1.00 | 1.00 | 0.179166 | 0.18 | 1:20:00 | 1 | 0 | 0 | 100.00 |
| XRP/USDT | 3 | 0.26 | 0.77 | 0.137617 | 0.14 | 7:37:00 | 3 | 0 | 0 | 100.00 |
| 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 | |
| ALGO/USDT | 3 | -2.56 | -7.69 | -1.576632 | -1.58 | 1:43:00 | 2 | 0 | 1 | 66.67 |
| LUNA/USDT | 4 | -2.03 | -8.11 | -1.642642 | -1.64 | 10:04:00 | 3 | 0 | 1 | 75.00 |
| BCH/USDT | 3 | -3.06 | -9.17 | -1.836945 | -1.84 | 6:07:00 | 2 | 0 | 1 | 66.67 |
| ADA/USDT | 2 | -4.59 | -9.18 | -1.843199 | -1.84 | 2:32:00 | 1 | 0 | 1 | 50.00 |
| ETC/USDT | 3 | -3.34 | -10.03 | -1.985329 | -1.99 | 3:22:00 | 2 | 0 | 1 | 66.67 |
| TOTAL | 28 | -1.30 | -36.46 | -7.464442 | -7.46 | 9:12:00 | 23 | 0 | 5 | 82.14 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 12 | 12 | 0 | 0 | 1.04 | 12.47 | 2.2762612300000002 | 2.49 | |
| 11 | 11 | 0 | 0 | 0.18 | 1.94 | 0.34762393 | 0.39 | |
| 5 | 0 | 0 | 5 | -10.17 | -50.87 | -10.088327 | -10.17 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 2.33 trades per day. The starting balance was $100 and the final balance was $92.53555816, resulting in an absolute profit of $-7.464441839999999 and a total profit percentage of -0.0746444184. The average stake amount was $18.36472427857143 and the total trade volume was $514.2122798. The best pair was DOT/USDT and the worst pair was ETC/USDT. The maximum balance reached was $100.39565915 and the minimum balance was $90.30733215000001. 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 | 28 / 2.33 |
| Starting balance | 100 |
| Final balance | 92.53555816 |
| Absolute profit | -7.464441839999999 |
| Total profit % | -0.0746444184 |
| Avg. stake amount | 18.36472427857143 |
| Total trade volume | 514.2122798 |
| Best Pair | DOT/USDT |
| Worst Pair | ETC/USDT |
| Max Balance | 100.39565915 |
| Min Balance | 90.30733215000001 |
| 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
}