ClucMay72018 Strategy Performance Results

Description:

This freqtrade strategy is known as the "Cluc May 7 2018" strategy. It uses three indicators: RSI, MACD, and ADX. RSI is used to measure strength and weaknesses in the trading pair, MACD helps to identify trend-reversal points, and ADX helps to determine the strength of the trend. The strategy also uses Bollinger Bands and EMA100 (Exponential Moving Average) as further indicators to help in analysis. The buy and sell criteria are relatively straightforward- when the close is below EMA100 and 0.985 x the lower Bollinger Band, with the volume being below rolling average x 20, then a buy is indicated. With the sell signal, when the close is above the middle Bollinger Band, then a signal is given. The stoploss for this strategy is -0.05.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
BTC/USDT 1 1.00 1.00 0.188085 0.19 0:00:00 1 0 0 100.00
ALGO/USDT 1 1.00 1.00 0.186714 0.19 0:05:00 1 0 0 100.00
XRP/USDT 1 1.00 1.00 0.186095 0.19 0:00:00 1 0 0 100.00
ETC/USDT 1 1.00 1.00 0.184905 0.18 0:05:00 1 0 0 100.00
BNB/USDT 1 1.00 1.00 0.183610 0.18 0:00:00 1 0 0 100.00
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
LINK/USDT 3 -1.06 -3.19 -0.628122 -0.63 0:00:00 2 0 1 66.67
SOL/USDT 2 -2.10 -4.19 -0.788074 -0.79 0:00:00 1 0 1 50.00
ETH/USDT 2 -2.10 -4.19 -0.831706 -0.83 0:00:00 1 0 1 50.00
LUNA/USDT 1 -5.19 -5.19 -0.973468 -0.97 1:55:00 0 0 1 0.00
LTC/USDT 3 -3.12 -9.37 -1.776238 -1.78 0:00:00 1 0 2 33.33
BCH/USDT 3 -3.12 -9.37 -1.803666 -1.8 0:00:00 1 0 2 33.33
TOTAL 19 -1.60 -30.49 -5.871865 -5.87 0:07:00 11 0 8 57.89
  • 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 %
11 11 0 0 1.0 10.99 2.04408315 2.2
8 0 0 8 -5.18 -41.48 -7.91594833 -8.3

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 1.58 trades per day. The starting balance was $100 and the final balance was $94.12813482, resulting in an absolute profit of $-5.87186518 and a total profit percentage of -0.0587186518. The average stake amount was $18.78564442105263 and the total trade volume was $356.927244. The best pair was ETC/USDT and the worst pair was BCH/USDT. The maximum balance reached was $98.9776076 and the minimum balance was $93.61804565. 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 19 / 1.58
Starting balance 100
Final balance 94.12813482
Absolute profit -5.87186518
Total profit % -0.0587186518
Avg. stake amount 18.78564442105263
Total trade volume 356.927244
Best Pair ETC/USDT
Worst Pair BCH/USDT
Max Balance 98.9776076
Min Balance 93.61804565
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
  }