FrostAuraRandomStrategy Strategy Performance Results

Description:

This FrostAuraRandomStrategy utilizes random numbers in order to generate buy/sell signals. It includes two parameters that the user can adjust – the buy and sell probabilities, as well as the buy and sell prediction delta directions. The buy signal is generated when the random number generated is less or greater than the buy probability depending on the set direction. The sell signal is generated when the random number generated is less or greater than the sell probability depending on the set direction. This strategy also includes subplots of two popular technical indicators: MACD and RSI. The user can modify the settings of the time frame, stoploss, and minimal ROI with this strategy as well.

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 3 1.63 4.89 0.851638 0.85 1 day, 1:20:00 3 0 0 100.00
BTC/USDT 3 1.07 3.20 0.625235 0.63 1 day, 2:00:00 1 2 0 33.33
ETH/USDT 3 0.39 1.16 0.229977 0.23 3 days, 10:40:00 1 1 1 33.33
BCH/USDT 1 0.00 0.00 0.000000 0.0 7 days, 17:00:00 0 1 0 0.00
LINK/USDT 2 0.00 0.00 0.000000 0.0 4 days, 18:00:00 0 2 0 0.00
LTC/USDT 1 0.00 0.00 0.000000 0.0 10 days, 9:00:00 0 1 0 0.00
XRP/USDT 3 0.00 0.00 0.000000 0.0 2 days, 6:40:00 0 3 0 0.00
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
ETC/USDT 2 -1.33 -2.66 -0.520211 -0.52 1 day, 0:30:00 1 0 1 50.00
DOT/USDT 1 -7.27 -7.27 -1.387012 -1.39 2 days, 10:00:00 0 0 1 0.00
ADA/USDT 1 -11.34 -11.34 -2.232333 -2.23 2 days, 1:00:00 0 0 1 0.00
SOL/USDT 4 -5.31 -21.23 -4.361824 -4.36 1 day, 0:15:00 2 0 2 50.00
TOTAL 24 -1.39 -33.25 -6.794530 -6.79 2 days, 13:42:00 8 10 6 33.33
  • 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 %
18 8 10 0 1.27 22.87 4.35012479 4.57
5 0 0 5 -6.58 -32.88 -6.426986360000001 -6.58
1 0 0 1 -23.24 -23.24 -4.7176686 -4.65

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 2.0 trades per day. The starting balance was $100 and the final balance was $93.20546983, resulting in an absolute profit of $-6.79453017 and a total profit percentage of -0.0679453017. The average stake amount was $19.22305245 and the total trade volume was $461.3532588. The best pair was BNB/USDT and the worst pair was SOL/USDT. The maximum balance reached was $103.05488319 and the minimum balance was $93.20546983. The market change during this period was -0.04340441912794079.

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-01-13 14:00:00
Max open trades 5
Total/Daily Avg Trades 24 / 2.0
Starting balance 100
Final balance 93.20546983
Absolute profit -6.79453017
Total profit % -0.0679453017
Avg. stake amount 19.22305245
Total trade volume 461.3532588
Best Pair BNB/USDT
Worst Pair SOL/USDT
Max Balance 103.05488319
Min Balance 93.20546983
Market Change -0.04340441912794079

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
  }