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CombinedBinHAndCluc2021Bull Strategy Performance Results
Description:
This is a CombinedBinHAndCluc2021Bull freqtrade strategy which uses three indicators. The first is bollinger_bands which uses a window size of 40 and a number of standard deviations of 2. It calculates the rolling mean of the stock price and the rolling standard deviation and then creates a lower band based on that. The second indicator used is bollinger which uses a window of 20 and a number of standard deviations of 2. It creates a middle band and a lower band. The third indicator is the exponential moving average which uses a time period of 50. Finally, the strategy uses the RSI indicator to identify buy signals and the closing price to identify sell signals.The strategy is optimized for a timeframe of 5m and a stop loss of -0.09.
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 | 2 | 1.00 | 2.00 | 0.369570 | 0.37 | 0:00:00 | 2 | 0 | 0 | 100.00 |
BTC/USDT | 1 | 1.00 | 1.00 | 0.183996 | 0.18 | 0:00:00 | 1 | 0 | 0 | 100.00 |
BNB/USDT | 2 | 0.22 | 0.44 | 0.082207 | 0.08 | 0:42:00 | 1 | 0 | 1 | 50.00 |
XRP/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
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 | |
ALGO/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
ETH/USDT | 1 | -1.61 | -1.61 | -0.314868 | -0.31 | 1:30:00 | 0 | 0 | 1 | 0.00 |
LUNA/USDT | 1 | -2.40 | -2.40 | -0.448828 | -0.45 | 2:40:00 | 0 | 0 | 1 | 0.00 |
SOL/USDT | 6 | -0.71 | -4.28 | -0.845320 | -0.85 | 0:23:00 | 5 | 0 | 1 | 83.33 |
LINK/USDT | 4 | -1.76 | -7.04 | -1.413709 | -1.41 | 0:19:00 | 3 | 0 | 1 | 75.00 |
LTC/USDT | 3 | -2.39 | -7.18 | -1.414075 | -1.41 | 0:03:00 | 2 | 0 | 1 | 66.67 |
BCH/USDT | 3 | -2.82 | -8.45 | -1.677745 | -1.68 | 0:30:00 | 1 | 0 | 2 | 33.33 |
TOTAL | 23 | -1.20 | -27.51 | -5.478773 | -5.48 | 0:28:00 | 15 | 0 | 8 | 65.22 |
- 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 | 13 | 0 | 0 | 1.0 | 12.99 | 2.3765052000000004 | 2.6 | |
6 | 2 | 0 | 4 | -0.63 | -3.78 | -0.7268926400000001 | -0.76 | |
4 | 0 | 0 | 4 | -9.18 | -36.72 | -7.12838538 | -7.34 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 1.92 trades per day. The starting balance was $100 and the final balance was $94.52122718, resulting in an absolute profit of $-5.4787728200000005 and a total profit percentage of -0.054787728200000003. The average stake amount was $18.568673217391307 and the total trade volume was $427.07948400000004. The best pair was ETC/USDT and the worst pair was BCH/USDT. The maximum balance reached was $98.1903092 and the minimum balance was $93.05561062. 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 | 23 / 1.92 |
Starting balance | 100 |
Final balance | 94.52122718 |
Absolute profit | -5.4787728200000005 |
Total profit % | -0.054787728200000003 |
Avg. stake amount | 18.568673217391307 |
Total trade volume | 427.07948400000004 |
Best Pair | ETC/USDT |
Worst Pair | BCH/USDT |
Max Balance | 98.1903092 |
Min Balance | 93.05561062 |
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
}