BBRSI21 Strategy Performance Results

Description:

This particular Freqtrade strategy is called BBRSI21, and as the name suggests, it uses two indicators together to generate trading signals. The first indicator used is the Relative Strength Index, which is a widely used momentum indicator used to measure the speed and change of price movements. The second indicator used is the Bollinger Bands, which is an envelope placed around a moving average. The two indicators are combined in the strategy to generate buy and sell signals based on price crossing through the lower and upper Bollinger Bands and RSI being below or above certain thresholds. The strategy also implements trailing stoploss, which is a way of profit taking closer to the peak of a profitable trend in order to maximize profits.

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 1 3.90 3.90 0.784487 0.78 1:20:00 1 0 0 100.00
ALGO/USDT 1 3.22 3.22 0.642986 0.64 1:35:00 1 0 0 100.00
SOL/USDT 2 0.97 1.94 0.378295 0.38 2:20:00 1 1 0 50.00
ETH/USDT 4 0.42 1.69 0.337299 0.34 2:30:00 3 1 0 75.00
LINK/USDT 3 0.47 1.42 0.289008 0.29 3 days, 0:43:00 2 1 0 66.67
BTC/USDT 2 0.41 0.83 0.163821 0.16 1:45:00 2 0 0 100.00
LUNA/USDT 2 0.38 0.77 0.151947 0.15 8:35:00 1 1 0 50.00
LTC/USDT 1 0.00 0.00 0.000000 0.0 8 days, 23:35:00 0 1 0 0.00
ADA/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ETC/USDT 1 0.00 0.00 0.000000 0.0 6 days, 13:05:00 0 1 0 0.00
BCH/USDT 4 -0.19 -0.74 -0.151064 -0.15 1 day, 11:35:00 0 3 1 0.00
BNB/USDT 3 -0.46 -1.38 -0.283039 -0.28 9:15:00 1 1 1 33.33
XRP/USDT 1 -8.26 -8.26 -1.602703 -1.6 10 days, 4:25:00 0 0 1 0.00
TOTAL 25 0.14 3.39 0.711037 0.71 1 day, 17:45:00 12 10 3 48.00
  • 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 %
22 12 10 0 0.66 14.45 2.88105907 2.89
3 0 0 3 -3.69 -11.06 -2.1700223000000003 -2.21

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 2.08 trades per day. The starting balance was $100 and the final balance was $100.71103677, resulting in an absolute profit of $0.71103677 and a total profit percentage of 0.0071103677. The average stake amount was $19.904125608 and the total trade volume was $497.60314020000004. The best pair was DOT/USDT and the worst pair was XRP/USDT. The maximum balance reached was $102.88105907 and the minimum balance was $100.0. 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 25 / 2.08
Starting balance 100
Final balance 100.71103677
Absolute profit 0.71103677
Total profit % 0.0071103677
Avg. stake amount 19.904125608
Total trade volume 497.60314020000004
Best Pair DOT/USDT
Worst Pair XRP/USDT
Max Balance 102.88105907
Min Balance 100.0
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
  }