InformativeSample Strategy Performance Results

Description:

The InformativeSample freqtrade strategy is used for analyzing and trading cryptocurrency. It uses a combination of two technical indicators - the Exponential Moving Average (EMA) and the Simple Moving Average (SMA) - as well as data from an "informative" pair (in this case BTC/USDT). The EMA is used to identify trends in the cryptocurrency market, while the SMA is used to detect potential entry and exit points. The SMA will also be used to determine whether the current market is a buy or a sell. The data from the informative pair is used to further confirm the validity of the trend and the entry/exit points. The strategy requires that a buy signal is triggered when the price is greater than the SMA20 and the EMA20 is greater than the EMA50. Similarly, a sell signal is triggered when the price is lower than the SMA20 and the EMA20 is lower than the EMA50. The strategy also includes several parameters such as the minimal ROI (return on investment) for various timeframes, a stop-loss percentage, the timeframe used for data analysis, options for trailing stops, and whether to use a sell signal or not. Additionally, the strategy also dictates which order types should be used for buying and selling.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
ETH/USDT 18 0.44 7.98 1.457223 1.46 13:29:00 17 0 1 94.44
BNB/USDT 4 1.00 4.00 0.747736 0.75 1 day, 10:44:00 4 0 0 100.00
DOT/USDT 2 1.00 2.00 0.369536 0.37 13:42:00 2 0 0 100.00
LUNA/USDT 1 1.00 1.00 0.197919 0.2 8:35:00 1 0 0 100.00
ADA/USDT 1 1.00 1.00 0.197772 0.2 5:25:00 1 0 0 100.00
ETC/USDT 1 0.10 0.10 0.018693 0.02 11:05:00 1 0 0 100.00
XRP/USDT 1 0.04 0.04 0.008309 0.01 6:40:00 1 0 0 100.00
SOL/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
LTC/USDT 13 0.01 0.13 -0.042816 -0.04 14:19:00 11 0 2 84.62
BTC/USDT 17 -0.27 -4.63 -1.118555 -1.12 16:07:00 14 0 3 82.35
BCH/USDT 19 -0.28 -5.36 -1.211552 -1.21 13:14:00 16 0 3 84.21
LINK/USDT 17 -0.97 -16.57 -3.338750 -3.34 11:11:00 14 0 3 82.35
TOTAL 94 -0.11 -10.32 -2.714484 -2.71 14:17:00 82 0 12 87.23
  • 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 %
75 75 0 0 1.1 82.52 15.979108819999999 16.5
9 0 0 9 -10.17 -91.55 -18.444981340000002 -18.31
5 2 0 3 -0.35 -1.74 -0.33506609 -0.35
5 5 0 0 0.09 0.45 0.08645487999999998 0.09

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 7.83 trades per day. The starting balance was $100 and the final balance was $97.28551627, resulting in an absolute profit of $-2.714483730000001 and a total profit percentage of -0.02714483730000001. The average stake amount was $19.394283522340423 and the total trade volume was $1823.0626510999998. The best pair was ETH/USDT and the worst pair was LINK/USDT. The maximum balance reached was $104.18890865 and the minimum balance was $93.78229316. 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 94 / 7.83
Starting balance 100
Final balance 97.28551627
Absolute profit -2.714483730000001
Total profit % -0.02714483730000001
Avg. stake amount 19.394283522340423
Total trade volume 1823.0626510999998
Best Pair ETH/USDT
Worst Pair LINK/USDT
Max Balance 104.18890865
Min Balance 93.78229316
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
  }