Chandem Strategy Performance Results

Description:

The Chandem strategy is an automated trading strategy for the open source trading program Freqtrade. The strategy utilizes several technical indicators such as CMO, Bollinger Bands, and TA BBANDS. The strategy also uses a trailing stop loss of -0.28031, with trailing stop gains of 0.01013 and trailing offset of 0.10858. Additionally, the Chandem strategy also has minimal ROI settings for different trading intervals as well as a Buy and Sell signal setting which defines which order type to use when entering a trade. Finally, the strategy provides a Buy and Sell trend logic to allow users to enter and exit trades at the right moment.

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 4 1.63 6.51 1.042159 1.04 18:55:00 3 0 1 75.00
BCH/USDT 4 0.96 3.83 0.730629 0.73 1 day, 5:51:00 4 0 0 100.00
ETH/USDT 1 1.09 1.09 0.198766 0.2 0:05:00 1 0 0 100.00
XRP/USDT 4 0.19 0.75 0.096155 0.1 21:56:00 1 0 3 25.00
BNB/USDT 4 0.12 0.47 0.091275 0.09 1 day, 9:11:00 1 2 1 25.00
LINK/USDT 5 0.07 0.36 0.000208 0.0 1 day, 11:03:00 3 0 2 60.00
LTC/USDT 2 -0.40 -0.80 -0.151939 -0.15 1 day, 8:00:00 1 0 1 50.00
ALGO/USDT 2 -0.76 -1.52 -0.323342 -0.32 2 days, 6:38:00 1 0 1 50.00
BTC/USDT 5 -0.34 -1.69 -0.395299 -0.4 9:22:00 3 0 2 60.00
SOL/USDT 4 -0.76 -3.05 -0.564598 -0.56 1 day, 9:48:00 2 1 1 50.00
ADA/USDT 4 -1.85 -7.42 -1.578727 -1.58 1 day, 20:55:00 2 0 2 50.00
DOT/USDT 4 -3.51 -14.05 -2.699256 -2.7 1 day, 10:50:00 1 1 2 25.00
LUNA/USDT 4 -4.10 -16.39 -3.098942 -3.1 1 day, 14:22:00 0 0 4 0.00
TOTAL 47 -0.68 -31.90 -6.652911 -6.65 1 day, 6:11:00 23 4 20 48.94
  • 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 %
33 18 0 15 -0.97 -31.93 -6.611983459999999 -6.39
8 4 4 0 1.77 14.19 2.71581707 2.84
5 0 0 5 -4.88 -24.4 -4.65281258 -4.88
1 1 0 0 10.24 10.24 1.8960678 2.05

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 3.92 trades per day. The starting balance was $100 and the final balance was $93.34708883, resulting in an absolute profit of $-6.652911169999999 and a total profit percentage of -0.06652911169999999. The average stake amount was $18.90313869148936 and the total trade volume was $888.4475184999999. The best pair was ETC/USDT and the worst pair was LUNA/USDT. The maximum balance reached was $102.68838137 and the minimum balance was $91.32559696. 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 47 / 3.92
Starting balance 100
Final balance 93.34708883
Absolute profit -6.652911169999999
Total profit % -0.06652911169999999
Avg. stake amount 18.90313869148936
Total trade volume 888.4475184999999
Best Pair ETC/USDT
Worst Pair LUNA/USDT
Max Balance 102.68838137
Min Balance 91.32559696
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
  }