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
  }