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SMAOffsetV2 Strategy Performance Results
Description:
The SMAOffsetV2 strategy is a scalping style strategy that looks for opportunities to buy when the market is on a downward trend and the close price is below the slow moving average (SMA) offset. It can also be used for a more conservative approach, if the user sets the 'sell_profit_only' parameter to true, the trades will only be closed if a profit is made. The strategy also uses two exponential moving averages (EMA) as confirmation of the trend and will only execute trades if these indicate the same trend. Additionally, it also uses the custom_stoploss() feature of Freqtrade to set a tighter stop loss if profits are above a certain threshold. This can help reduce the amount of manual intervention and improve the trading accuracy.
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 | 5.78 | 5.78 | 1.134382 | 1.13 | 1:30:00 | 1 | 0 | 0 | 100.00 |
| ETH/USDT | 1 | 5.00 | 5.00 | 0.983611 | 0.98 | 0:50:00 | 1 | 0 | 0 | 100.00 |
| XRP/USDT | 1 | 4.56 | 4.56 | 0.882029 | 0.88 | 0:50:00 | 1 | 0 | 0 | 100.00 |
| BTC/USDT | 1 | 4.44 | 4.44 | 0.872502 | 0.87 | 0:50:00 | 1 | 0 | 0 | 100.00 |
| SOL/USDT | 1 | 2.12 | 2.12 | 0.418122 | 0.42 | 1:45:00 | 1 | 0 | 0 | 100.00 |
| BCH/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| LINK/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| LTC/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 | |
| ETC/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 | |
| TOTAL | 5 | 4.38 | 21.89 | 4.290645 | 4.29 | 1:09:00 | 5 | 0 | 0 | 100.00 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 5 | 5 | 0 | 0 | 4.38 | 21.89 | 4.29064509 | 4.38 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 0.42 trades per day. The starting balance was $100 and the final balance was $104.29064509, resulting in an absolute profit of $4.29064509 and a total profit percentage of 0.0429064509. The average stake amount was $19.589108 and the total trade volume was $97.94554. The best pair was BNB/USDT and the worst pair was BCH/USDT. The maximum balance reached was $0 and the minimum balance was $0. 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 | 5 / 0.42 |
| Starting balance | 100 |
| Final balance | 104.29064509 |
| Absolute profit | 4.29064509 |
| Total profit % | 0.0429064509 |
| Avg. stake amount | 19.589108 |
| Total trade volume | 97.94554 |
| Best Pair | BNB/USDT |
| Worst Pair | BCH/USDT |
| Max Balance | 0 |
| Min Balance | 0 |
| 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
}