RalliV1 Strategy Performance Results

Description:

This freqtrade strategy uses several indicators to determine buy/sell signals. It utilizes moving averages (MA) to determine short-term and long-term trends, a Hull Moving Average (HMA) as well as an Exponential Weighted Average (EWO). It also uses Relative Strength Index (RSI) to determine overbought or oversold conditions. It combines these indicators to produce buy signals when one MA is below the other, RSI is below a certain threshold and EWO is above another threshold. It produces sell signals when the HMA is above the EMA, close price is above the SMA, and RSI is above a certain threshold.

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 3 2.41 7.24 1.440713 1.44 0:37:00 3 0 0 100.00
LINK/USDT 1 4.00 4.00 0.790800 0.79 0:30:00 1 0 0 100.00
BNB/USDT 1 3.75 3.75 0.733596 0.73 0:35:00 1 0 0 100.00
LTC/USDT 1 1.30 1.30 0.257777 0.26 2:25:00 1 0 0 100.00
BTC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ETH/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
SOL/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
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
LUNA/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
BCH/USDT 1 -4.73 -4.73 -0.932283 -0.93 2:25:00 0 0 1 0.00
TOTAL 7 1.65 11.55 2.290604 2.29 1:06:00 6 0 1 85.71
  • 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 %
4 4 0 0 2.07 8.29 1.6418626 1.66
2 2 0 0 4.0 7.99 1.581024 1.6
1 0 0 1 -4.73 -4.73 -0.9322826 -0.95

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.58 trades per day. The starting balance was $100 and the final balance was $102.290604, resulting in an absolute profit of $2.290604 and a total profit percentage of 0.022906040000000003. The average stake amount was $19.82587142857143 and the total trade volume was $138.7811. The best pair was ETC/USDT and the worst pair was BCH/USDT. The maximum balance reached was $102.3146205 and the minimum balance was $100.7908. The market change during this period was -0.03336748620829983.

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 7 / 0.58
Starting balance 100
Final balance 102.290604
Absolute profit 2.290604
Total profit % 0.022906040000000003
Avg. stake amount 19.82587142857143
Total trade volume 138.7811
Best Pair ETC/USDT
Worst Pair BCH/USDT
Max Balance 102.3146205
Min Balance 100.7908
Market Change -0.03336748620829983

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
  }