stoploss Strategy Performance Results

Description:

This Freqtrade strategy uses both technical and fundamental analysis to identify entry and exit points for trading. First of all, it utilizes the RSI indicator which is used to analyze the strength of the current market trend and identify entry and exit points for trades. Second, it uses the TEMA which indicates the strength of the trend and the BB indicator which provides information on the potential price range of a certain period of time. Additionally, it incorporates MACD, MFI, STOCHF, SAR and HT_SINE indicators to supplement its analysis. Finally, the strategy includes a built-in stop-loss of -10% and a "trailing stop" feature which is used to protect from losses.

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 5 1.81 9.03 1.690594 1.69 3:29:00 5 0 0 100.00
ALGO/USDT 7 1.20 8.39 1.547445 1.55 5:36:00 6 0 1 85.71
XRP/USDT 6 1.22 7.30 1.373516 1.37 1 day, 4:02:00 6 0 0 100.00
ETH/USDT 5 1.00 5.00 0.935057 0.94 15:35:00 5 0 0 100.00
LINK/USDT 4 1.00 4.00 0.752953 0.75 5:32:00 4 0 0 100.00
BTC/USDT 7 0.35 2.44 0.417640 0.42 8:01:00 6 0 1 85.71
BNB/USDT 5 0.39 1.96 0.350664 0.35 1 day, 13:24:00 4 0 1 80.00
LUNA/USDT 2 -0.88 -1.76 -0.356112 -0.36 12:22:00 1 0 1 50.00
LTC/USDT 6 -0.85 -5.08 -1.058216 -1.06 13:01:00 5 0 1 83.33
ETC/USDT 5 -1.23 -6.15 -1.275864 -1.28 11:10:00 4 0 1 80.00
BCH/USDT 11 -1.11 -12.22 -2.473355 -2.47 5:25:00 8 0 3 72.73
ADA/USDT 7 -2.19 -15.34 -3.006631 -3.01 15:01:00 5 0 2 71.43
SOL/USDT 4 -4.59 -18.34 -3.450467 -3.45 19:40:00 2 0 2 50.00
TOTAL 74 -0.28 -20.78 -4.552778 -4.55 13:06:00 61 0 13 82.43
  • 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 %
61 61 0 0 1.21 73.79 13.875656150000001 14.76
8 0 0 8 -10.17 -81.32 -15.83978596 -16.26
5 0 0 5 -2.65 -13.25 -2.58864862 -2.65

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 6.17 trades per day. The starting balance was $100 and the final balance was $95.44722157, resulting in an absolute profit of $-4.55277843 and a total profit percentage of -0.0455277843. The average stake amount was $18.971724497297295 and the total trade volume was $1403.9076128. The best pair was DOT/USDT and the worst pair was SOL/USDT. The maximum balance reached was $101.9762484 and the minimum balance was $91.87840766. 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 74 / 6.17
Starting balance 100
Final balance 95.44722157
Absolute profit -4.55277843
Total profit % -0.0455277843
Avg. stake amount 18.971724497297295
Total trade volume 1403.9076128
Best Pair DOT/USDT
Worst Pair SOL/USDT
Max Balance 101.9762484
Min Balance 91.87840766
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
  }