BBRSIOptim2020Strategy Strategy Performance Results

Description:

This BBRSIOptim2020Strategy is a strategy for the freqtrade bot that uses Bollinger Bands, RSI and TEMA indicators. The strategy implements a trailing stop loss, where a stop-loss order will be placed when the price reaches a certain level. The strategy also takes into account a Time Frame parameter and Process Only New Candles setting. It also has a Minimal ROI and Take Profit settings, giving traders the option to adjust these parameters depending on their strategy. Additionally, the strategy utilizes Sell and Buy signals, allowing traders to take advantage of the combination of those indicators. All in all, this strategy can be used both in a manual and automated way.

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 10 0.40 3.99 0.634664 0.63 1:08:00 7 0 3 70.00
XRP/USDT 13 0.35 4.49 0.558883 0.56 1:12:00 8 0 5 61.54
LINK/USDT 16 -0.06 -0.99 -0.201788 -0.2 1:12:00 10 0 6 62.50
BTC/USDT 21 -0.07 -1.57 -0.242323 -0.24 1:15:00 13 0 8 61.90
ADA/USDT 21 -0.14 -2.97 -0.483719 -0.48 1:14:00 12 0 9 57.14
ETH/USDT 16 -0.22 -3.57 -0.582238 -0.58 1:22:00 6 0 10 37.50
ALGO/USDT 8 -0.79 -6.34 -0.999095 -1.0 1:36:00 5 0 3 62.50
BCH/USDT 18 -0.41 -7.42 -1.565740 -1.57 1:11:00 12 0 6 66.67
BNB/USDT 24 -0.44 -10.50 -1.786902 -1.79 1:23:00 11 0 13 45.83
SOL/USDT 18 -0.53 -9.53 -1.865265 -1.87 1:23:00 10 0 8 55.56
LTC/USDT 19 -0.61 -11.64 -2.310952 -2.31 1:19:00 8 0 11 42.11
DOT/USDT 16 -0.86 -13.72 -2.577695 -2.58 1:20:00 9 0 7 56.25
LUNA/USDT 14 -3.22 -45.08 -8.504628 -8.5 1:41:00 5 0 9 35.71
TOTAL 214 -0.49 -104.85 -19.926798 -19.93 1:19:00 116 0 98 54.21
  • 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 %
213 116 0 97 -0.34 -71.62 -13.376480090000001 -14.32
1 0 0 1 -33.23 -33.23 -6.55031838 -6.65

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 17.83 trades per day. The starting balance was $100 and the final balance was $80.07320153, resulting in an absolute profit of $-19.92679847 and a total profit percentage of -0.1992679847. The average stake amount was $16.872348672897196 and the total trade volume was $3610.682616. The best pair was XRP/USDT and the worst pair was LUNA/USDT. The maximum balance reached was $100.74559783 and the minimum balance was $79.91866372. The market change during this period was -0.034008199243972644.

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 214 / 17.83
Starting balance 100
Final balance 80.07320153
Absolute profit -19.92679847
Total profit % -0.1992679847
Avg. stake amount 16.872348672897196
Total trade volume 3610.682616
Best Pair XRP/USDT
Worst Pair LUNA/USDT
Max Balance 100.74559783
Min Balance 79.91866372
Market Change -0.034008199243972644

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
  }