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JustROCR Strategy Performance Results
Description:
This is the JustROCR strategy for the Freqtrade bot. It utilizes the ROCR indicator, which measures price momentum over a specified period of time. The strategy uses the ROCR indicator to determine when to buy and sell. When the ROCR is above 1.1 (above the zero line), then the strategy deems it a good time to buy. Conversely, when the ROCR falls below 0, then the strategy deems it a good time to sell. The strategy also includes a trailing stop loss feature, which allows the user to minimize losses on any given trade. The strategy also has a ticker interval setting, which allows the trader to set the time frame for the execution of the strategy.
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 | 1 | 0.87 | 0.87 | 0.171838 | 0.17 | 10 days, 2:40:00 | 1 | 0 | 0 | 100.00 |
BTC/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
BCH/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
ETH/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 | |
BNB/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
XRP/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 | |
ETC/USDT | 1 | -6.87 | -6.87 | -1.225745 | -1.23 | 2 days, 4:15:00 | 0 | 0 | 1 | 0.00 |
LUNA/USDT | 1 | -10.62 | -10.62 | -2.105024 | -2.11 | 4 days, 13:15:00 | 0 | 0 | 1 | 0.00 |
SOL/USDT | 1 | -13.91 | -13.91 | -2.653700 | -2.65 | 4 days, 14:10:00 | 0 | 0 | 1 | 0.00 |
ALGO/USDT | 1 | -18.80 | -18.80 | -3.693096 | -3.69 | 4 days, 13:35:00 | 0 | 0 | 1 | 0.00 |
TOTAL | 5 | -9.87 | -49.33 | -9.505727 | -9.51 | 5 days, 4:47:00 | 1 | 0 | 4 | 20.00 |
- 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 % |
---|---|---|---|---|---|---|---|---|
3 | 0 | 0 | 3 | -14.44 | -43.33 | -8.45181974 | -8.67 | |
2 | 1 | 0 | 1 | -3.0 | -6.0 | -1.05390678 | -1.2 |
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 $90.49427348, resulting in an absolute profit of $-9.505726519999998 and a total profit percentage of -0.09505726519999998. The average stake amount was $19.210646 and the total trade volume was $96.05323. The best pair was DOT/USDT and the worst pair was ALGO/USDT. The maximum balance reached was $97.89497636 and the minimum balance was $90.49427348. 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 | 5 / 0.42 |
Starting balance | 100 |
Final balance | 90.49427348 |
Absolute profit | -9.505726519999998 |
Total profit % | -0.09505726519999998 |
Avg. stake amount | 19.210646 |
Total trade volume | 96.05323 |
Best Pair | DOT/USDT |
Worst Pair | ALGO/USDT |
Max Balance | 97.89497636 |
Min Balance | 90.49427348 |
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
}