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CombinedBinHAndClucHyperV3 Strategy Performance Results
Description:
CombinedBinHAndClucHyperV3 is a cryptocurrency trading strategy implemented with the open-source backtesting and live-trading library ‘Freqtrade.’ Freqtrade is a Python library for cryptocurrency traders that utilize advanced algorithms for analyzing price trends and predicting buy and sell opportunities.
The CombinedBinHAndClucHyperV3 strategy makes use of several technical indicators to identify trading opportunities. The indicators used are Bollinger Bands (BBdelta), Closedelta, Tail, ATR (ATR rate), EMA Slow, Volume Mean Slow and Bollinger Bands typical mid.
The Bollinger Bands (BBdelta) indicator is used to identify trends and define price boundaries. It consists of a midline and two bands (upper and lower) that calculate standard deviation above and below the midline. A buy signal is generated when the price breaks out of the lower band.
The Closedelta indicator measures the rate of change in price by taking the difference between two consecutive price values. A buy signal is generated when the Closedelta rate meets or exceeds a predefined threshold.
The Tail indicator measures the distance between the highest and lowest points of a bar (candle) during a period of time. A buy signal is generated when the Tail rate meets or exceeds a predefined threshold.
The ATR (ATR rate) indicator measures the rate of change in price based on the true range of an asset. A buy signal is generated when the ATR rate meets or exceeds a predefined threshold.
The EMA Slow indicator measures the exponential moving averages of the price over a specified period of time. A buy signal is generated when the price is lower than the EMA Slow rate.
The Volume Mean Slow indicator compares the prices of consecutive bars (candles) to determine the average rate of change over a period of time.
Daily Profit
Pairs
Top cryptocurrency trading pairs
Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
---|---|---|---|---|---|---|---|---|---|---|
BNB/USDT | 1 | 2.76 | 2.76 | 0.503016 | 0.5 | 0:06:00 | 1 | 0 | 0 | 100.00 |
ETH/USDT | 1 | 2.63 | 2.63 | 0.477912 | 0.48 | 0:02:00 | 1 | 0 | 0 | 100.00 |
BTC/USDT | 1 | 2.05 | 2.05 | 0.369350 | 0.37 | 0:01:00 | 1 | 0 | 0 | 100.00 |
ETC/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
XRP/USDT | 1 | -0.28 | -0.28 | -0.050064 | -0.05 | 0:00:00 | 0 | 0 | 1 | 0.00 |
LUNA/USDT | 1 | -0.30 | -0.30 | -0.059202 | -0.06 | 0:00:00 | 0 | 0 | 1 | 0.00 |
ADA/USDT | 1 | -0.30 | -0.30 | -0.059217 | -0.06 | 0:00:00 | 0 | 0 | 1 | 0.00 |
BCH/USDT | 3 | -1.51 | -4.52 | -0.920280 | -0.92 | 0:03:00 | 1 | 0 | 2 | 33.33 |
LINK/USDT | 2 | -3.24 | -6.48 | -1.212759 | -1.21 | 0:00:00 | 0 | 0 | 2 | 0.00 |
ALGO/USDT | 1 | -6.16 | -6.16 | -1.213173 | -1.21 | 0:01:00 | 0 | 0 | 1 | 0.00 |
LTC/USDT | 3 | -2.22 | -6.67 | -1.241698 | -1.24 | 0:00:00 | 0 | 0 | 3 | 0.00 |
DOT/USDT | 2 | -3.24 | -6.49 | -1.278377 | -1.28 | 0:00:00 | 0 | 0 | 2 | 0.00 |
SOL/USDT | 5 | -2.65 | -13.27 | -2.467761 | -2.47 | 0:01:00 | 0 | 0 | 5 | 0.00 |
TOTAL | 22 | -1.68 | -37.03 | -7.152253 | -7.15 | 0:01:00 | 4 | 0 | 18 | 18.18 |
- 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 % |
---|---|---|---|---|---|---|---|---|
15 | 4 | 0 | 11 | 0.41 | 6.21 | 1.10433134 | 1.24 | |
7 | 0 | 0 | 7 | -6.18 | -43.23 | -8.256584799999999 | -8.65 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 1.83 trades per day. The starting balance was $100 and the final balance was $92.84774654, resulting in an absolute profit of $-7.15225346 and a total profit percentage of -0.07152253459999999. The average stake amount was $18.821527045454545 and the total trade volume was $414.073595. The best pair was BNB/USDT and the worst pair was SOL/USDT. The maximum balance reached was $99.9607244 and the minimum balance was $91.40854113. The market change during this period was -0.018861146831135437.
Metric | Value |
---|---|
Backtesting from | 2024-01-01 00:00:00 |
Backtesting to | 2024-01-13 15:48:00 |
Max open trades | 5 |
Total/Daily Avg Trades | 22 / 1.83 |
Starting balance | 100 |
Final balance | 92.84774654 |
Absolute profit | -7.15225346 |
Total profit % | -0.07152253459999999 |
Avg. stake amount | 18.821527045454545 |
Total trade volume | 414.073595 |
Best Pair | BNB/USDT |
Worst Pair | SOL/USDT |
Max Balance | 99.9607244 |
Min Balance | 91.40854113 |
Market Change | -0.018861146831135437 |
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
}