BigZ07 Strategy Performance Results

Description:

The freqtrade strategy is a simple, but effective trading strategy that uses several indicators for entry and exit signals. The entry signal is generated when all of the following conditions are met: Close is higher than the 200 period EMA, RSI is below 30, Close to open ratio is less than 1.024, RSI is below 71, Volume is increasing, Open is greater than close, Volume is below previous volumes, Open minus close is less than the upperband minus lowerband. The exit signal is generated when the Close is greater than the BB Middleband x 1.01. Other indicators used include the CMF, RSI, MACD and Bollinger Bands.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
LUNA/USDT 2 2.30 4.60 0.922062 0.92 6:35:00 2 0 0 100.00
ALGO/USDT 2 2.30 4.60 0.916680 0.92 0:10:00 2 0 0 100.00
BCH/USDT 2 1.39 2.78 0.552737 0.55 0:25:00 2 0 0 100.00
XRP/USDT 1 2.80 2.80 0.550841 0.55 0:00:00 1 0 0 100.00
ADA/USDT 2 0.62 1.24 0.250467 0.25 0:40:00 2 0 0 100.00
ETC/USDT 1 0.81 0.81 0.164905 0.16 0:40:00 1 0 0 100.00
BTC/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
DOT/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
TOTAL 10 1.68 16.81 3.357692 3.36 1:38:00 10 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 %
10 10 0 0 1.68 16.81 3.35769228 3.36

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.83 trades per day. The starting balance was $100 and the final balance was $103.35769228, resulting in an absolute profit of $3.35769228 and a total profit percentage of 0.0335769228. The average stake amount was $20.047110699999998 and the total trade volume was $200.471107. The best pair was ALGO/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 -0.03336748620829983.

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 10 / 0.83
Starting balance 100
Final balance 103.35769228
Absolute profit 3.35769228
Total profit % 0.0335769228
Avg. stake amount 20.047110699999998
Total trade volume 200.471107
Best Pair ALGO/USDT
Worst Pair BTC/USDT
Max Balance 0
Min Balance 0
Market Change -0.03336748620829983

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
  }