NFI5MOHO Strategy Performance Results

Description:

This freqtrade strategy applies both technical indicators such as Moving Averages (MA) and the Relative Strength Index (RSI) to identify buy and sell signals. The MA provides buy/sell points relative to the price points and the RSI helps to identify price momentum and timeframe changes. Additionally, it uses Exponential Weighted Moving Average (EWO) and Money Flow Index (MFI) to give an insight into the strength of the trend and confirm buy/sell signals. The buy signal is triggered when the MA prices are below the buy offset, the MFI is below 27 and the close price is below the EMA 20 and EWO is either in the low or high range. The sell signal is triggered when the MA prices are above the sell offset, with the volume being greater than 0.

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 1 3.24 3.24 0.636869 0.64 1:30:00 1 0 0 100.00
LUNA/USDT 1 2.00 2.00 0.395910 0.4 1:55:00 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
SOL/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
DOT/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
TOTAL 2 2.62 5.24 1.032779 1.03 1:42:00 2 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 %
2 2 0 0 2.62 5.24 1.0327785999999999 1.05

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.17 trades per day. The starting balance was $100 and the final balance was $101.0327786, resulting in an absolute profit of $1.0327785999999999 and a total profit percentage of 0.010327785999999999. The average stake amount was $19.711345 and the total trade volume was $39.42269. The best pair was ETC/USDT and the worst pair was BTC/USDT. The maximum balance reached was $0 and the minimum balance was $0. The market change during this period was -0.03161085916214122.

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 2 / 0.17
Starting balance 100
Final balance 101.0327786
Absolute profit 1.0327785999999999
Total profit % 0.010327785999999999
Avg. stake amount 19.711345
Total trade volume 39.42269
Best Pair ETC/USDT
Worst Pair BTC/USDT
Max Balance 0
Min Balance 0
Market Change -0.03161085916214122

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
  }