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CMCWinner Strategy Performance Results
Description:
CMCWinner is a Freqtrade strategy based on the Relative Strength Index (RSI), Commodity Channel Index (CCI) and Money Flow Index (MFI). This strategy sets sell and buy signals based on these indicators. Specifically, it sets buy signals when all indicators CCI, MFI, and CMO are less than -100, 20, and -50 respectively; and sets sell signals when all indicators CCI, MFI, and CMO are more than 100, 80, and 50 respectively. This strategy also has a stop-loss of -0.05, and sets minimal ROI at 0.02 for 30-day, 0.03 for 20-day and 0.05 for 0-day. Finally, this strategy runs on 15-minute timeframes.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| DOT/USDT | 3 | 1.67 | 5.00 | 0.987136 | 0.99 | 0:40:00 | 1 | 2 | 0 | 33.33 |
| ETC/USDT | 2 | 1.28 | 2.56 | 0.510347 | 0.51 | 1:00:00 | 1 | 1 | 0 | 50.00 |
| LINK/USDT | 4 | 0.60 | 2.38 | 0.475596 | 0.48 | 1:19:00 | 1 | 3 | 0 | 25.00 |
| SOL/USDT | 4 | 0.32 | 1.29 | 0.243457 | 0.24 | 1:15:00 | 1 | 3 | 0 | 25.00 |
| BNB/USDT | 6 | 0.09 | 0.55 | 0.104663 | 0.1 | 1:08:00 | 1 | 5 | 0 | 16.67 |
| ETH/USDT | 2 | 0.21 | 0.41 | 0.081763 | 0.08 | 0:45:00 | 2 | 0 | 0 | 100.00 |
| BCH/USDT | 3 | 0.11 | 0.32 | 0.064310 | 0.06 | 0:50:00 | 1 | 2 | 0 | 33.33 |
| LTC/USDT | 2 | 0.00 | 0.00 | 0.000000 | 0.0 | 1:45:00 | 0 | 2 | 0 | 0.00 |
| XRP/USDT | 3 | 0.00 | 0.00 | 0.000000 | 0.0 | 1:00:00 | 0 | 3 | 0 | 0.00 |
| LUNA/USDT | 3 | -1.06 | -3.18 | -0.651241 | -0.65 | 6:10:00 | 1 | 1 | 1 | 33.33 |
| BTC/USDT | 2 | -1.96 | -3.92 | -0.742406 | -0.74 | 3:22:00 | 1 | 0 | 1 | 50.00 |
| ADA/USDT | 3 | -1.73 | -5.18 | -1.040131 | -1.04 | 6:00:00 | 0 | 2 | 1 | 0.00 |
| ALGO/USDT | 5 | -1.97 | -9.87 | -1.987758 | -1.99 | 4:21:00 | 1 | 2 | 2 | 20.00 |
| TOTAL | 42 | -0.23 | -9.64 | -1.954263 | -1.95 | 2:18:00 | 11 | 26 | 5 | 26.19 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 37 | 11 | 26 | 0 | 0.44 | 16.23 | 3.19688919 | 3.25 | |
| 5 | 0 | 0 | 5 | -5.17 | -25.86 | -5.151151990000001 | -5.17 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 3.5 trades per day. The starting balance was $100 and the final balance was $98.0457372, resulting in an absolute profit of $-1.9542628 and a total profit percentage of -0.019542628. The average stake amount was $19.727674514285713 and the total trade volume was $828.5623295999999. The best pair was DOT/USDT and the worst pair was ALGO/USDT. The maximum balance reached was $102.35517344 and the minimum balance was $97.697617. The market change during this period was -0.023333079088339856.
| Metric | Value |
|---|---|
| Backtesting from | 2024-01-01 00:00:00 |
| Backtesting to | 2024-01-13 15:30:00 |
| Max open trades | 5 |
| Total/Daily Avg Trades | 42 / 3.5 |
| Starting balance | 100 |
| Final balance | 98.0457372 |
| Absolute profit | -1.9542628 |
| Total profit % | -0.019542628 |
| Avg. stake amount | 19.727674514285713 |
| Total trade volume | 828.5623295999999 |
| Best Pair | DOT/USDT |
| Worst Pair | ALGO/USDT |
| Max Balance | 102.35517344 |
| Min Balance | 97.697617 |
| Market Change | -0.023333079088339856 |
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
}