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ReinforcedSmoothScalp Strategy Performance Results
Description:
This is an example of a Reinforced Smooth Scalp strategy for the Freqtrade bot. It uses a combination of 5 Technical Indicators (SMA, EMA, Stochastic, ADX, CCI) to enter and exit trades. The strategy also uses bollinger bands to identify sell signals, and enter buy signals when the price is below the Simple Moving Average. The strategy enters a trade when the ADX indicator is above 30, RSI and MFI are below 30, and fastk and fastd are below 30. The strategy will exit a trade when the price has crossed above the EMA high and when the CCI is over 100.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| SOL/USDT | 12 | 0.23 | 2.80 | 0.538030 | 0.54 | 0:20:00 | 8 | 0 | 4 | 66.67 |
| ADA/USDT | 8 | 0.10 | 0.84 | 0.165265 | 0.17 | 0:26:00 | 5 | 0 | 3 | 62.50 |
| BCH/USDT | 8 | -0.05 | -0.41 | -0.080939 | -0.08 | 0:20:00 | 4 | 0 | 4 | 50.00 |
| BTC/USDT | 7 | -0.08 | -0.53 | -0.101913 | -0.1 | 0:22:00 | 3 | 0 | 4 | 42.86 |
| LUNA/USDT | 18 | -0.03 | -0.56 | -0.110202 | -0.11 | 0:24:00 | 10 | 0 | 8 | 55.56 |
| ETH/USDT | 11 | -0.05 | -0.57 | -0.115282 | -0.12 | 0:22:00 | 2 | 0 | 9 | 18.18 |
| BNB/USDT | 6 | -0.14 | -0.82 | -0.160782 | -0.16 | 0:23:00 | 1 | 0 | 5 | 16.67 |
| ETC/USDT | 11 | -0.08 | -0.88 | -0.175302 | -0.18 | 0:24:00 | 6 | 0 | 5 | 54.55 |
| XRP/USDT | 10 | -0.09 | -0.89 | -0.176481 | -0.18 | 0:28:00 | 4 | 0 | 6 | 40.00 |
| LTC/USDT | 13 | -0.20 | -2.57 | -0.504729 | -0.5 | 0:31:00 | 4 | 0 | 9 | 30.77 |
| ALGO/USDT | 9 | -0.30 | -2.68 | -0.522657 | -0.52 | 0:34:00 | 5 | 0 | 4 | 55.56 |
| LINK/USDT | 15 | -0.22 | -3.24 | -0.634087 | -0.63 | 0:29:00 | 5 | 0 | 10 | 33.33 |
| DOT/USDT | 9 | -0.43 | -3.91 | -0.763770 | -0.76 | 0:43:00 | 5 | 0 | 4 | 55.56 |
| TOTAL | 137 | -0.10 | -13.39 | -2.642851 | -2.64 | 0:27:00 | 62 | 0 | 75 | 45.26 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 136 | 61 | 0 | 75 | -0.11 | -15.39 | -3.0379255599999997 | -3.08 | |
| 1 | 1 | 0 | 0 | 2.0 | 2.0 | 0.3950748 | 0.4 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 11.42 trades per day. The starting balance was $100 and the final balance was $97.35714924, resulting in an absolute profit of $-2.64285076 and a total profit percentage of -0.026428507599999998. The average stake amount was $19.4920724729927 and the total trade volume was $2670.4139287999997. The best pair was SOL/USDT and the worst pair was DOT/USDT. The maximum balance reached was $100.19649567 and the minimum balance was $97.35714924. The market change during this period was -0.018861146831135437.
| Metric | Value |
|---|---|
| Backtesting from | 2024-01-01 00:00:00 |
| Backtesting to | 2024-01-13 15:48:00 |
| Max open trades | 5 |
| Total/Daily Avg Trades | 137 / 11.42 |
| Starting balance | 100 |
| Final balance | 97.35714924 |
| Absolute profit | -2.64285076 |
| Total profit % | -0.026428507599999998 |
| Avg. stake amount | 19.4920724729927 |
| Total trade volume | 2670.4139287999997 |
| Best Pair | SOL/USDT |
| Worst Pair | DOT/USDT |
| Max Balance | 100.19649567 |
| Min Balance | 97.35714924 |
| Market Change | -0.018861146831135437 |
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
}