Slowbro Strategy Performance Results

Description:

This is an example of a Freqtrade strategy called Slowbro. It is a medium to long-term trading strategy, with a low time-economy. The timeframe used is one hour (1h) with an infographic time-frame of one day (1d). It uses Buy signals triggered by its built-in signals (when the closing price crosses above the 30 day low) and Sell signals triggered by its built-in indicators when the closing price crosses above the 30 day high. This strategy also uses a minimal fluctuation of return on investment. It also uses a stoploss of -0.99 to limit the amount of losses. This strategy also starts by collecting data from the 30 previous candles and then uses this data to initiate buy and sell signals. In terms of indicators, Slowbro uses the qtpylib.crossed_above signal for both buy and sell signals. It takes the closing price and compares it to the 30 day low or high, then triggers a signal when the specified conditions are met. Additionally, this strategy also uses the rolling 30 day min and max values as a way to calculate the expected return on investment of the trade.

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 18.98 18.98 3.821705 3.82 5 days, 6:00:00 1 0 0 100.00
LTC/USDT 1 9.41 9.41 1.861160 1.86 9 days, 13:00:00 1 0 0 100.00
LUNA/USDT 2 4.41 8.82 1.742954 1.74 3 days, 20:00:00 1 0 1 50.00
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
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
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
LINK/USDT 1 -0.09 -0.09 -0.018622 -0.02 9 days, 22:00:00 0 0 1 0.00
XRP/USDT 1 -1.95 -1.95 -0.374755 -0.37 9 days, 9:00:00 0 0 1 0.00
TOTAL 6 5.86 35.17 7.032442 7.03 6 days, 23:00:00 3 0 3 50.00
  • 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 %
4 1 0 3 1.55 6.19 1.2310887 1.24
1 1 0 0 18.98 18.98 3.8217054 3.8
1 1 0 0 9.99 9.99 1.979648 2.0

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.5 trades per day. The starting balance was $100 and the final balance was $107.0324421, resulting in an absolute profit of $7.0324421 and a total profit percentage of 0.070324421. The average stake amount was $19.806727 and the total trade volume was $118.840362. The best pair was ETC/USDT and the worst pair was XRP/USDT. The maximum balance reached was $107.64389113 and the minimum balance was $101.979648. The market change during this period was -0.04340441912794079.

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-01-13 14:00:00
Max open trades 5
Total/Daily Avg Trades 6 / 0.5
Starting balance 100
Final balance 107.0324421
Absolute profit 7.0324421
Total profit % 0.070324421
Avg. stake amount 19.806727
Total trade volume 118.840362
Best Pair ETC/USDT
Worst Pair XRP/USDT
Max Balance 107.64389113
Min Balance 101.979648
Market Change -0.04340441912794079

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
  }