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Strategy005 Strategy Performance Results
Description:
This strategy is called "Strategy005" and it was implemented by using the IStrategy interface and the other specific classes available in freqtrade. It has been programmed to take advantage of two specific signals: buy and sell. The entries and exits use parameters on CategoricalParameter, IntParameters, and minimal_roi.
This strategy uses 5 indicators to gain insights about the market and make trading decisions: MACD, MINUS_DI, RSI, STOCHF, and SAR. MACD and MINUS_DI are trend and momentum indicators to use when predicting price movements, RSI is a momentum indicator which helps to determine when markets are overbought and oversold, STOCHF is a momentum indicator which helps to find the best entry and exit points of profitable trades, and SAR is a trend-following indicator used for developed buy and sell signals.
Moreover, this strategy also enables the trailing stop feature, which establishes stop loss orders at a certain percentage above or below the price of the current position, depending on the strategy.
In conclusion, this strategy uses technical indicators to read the market conditions, optimize trading strategies and classify when is the best time to enter and exit a 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 % |
|---|---|---|---|---|---|---|---|---|---|---|
| LTC/USDT | 2 | 2.00 | 4.00 | 0.720723 | 0.72 | 12:42:00 | 2 | 0 | 0 | 100.00 |
| ETC/USDT | 2 | 1.50 | 3.00 | 0.515158 | 0.52 | 17:18:00 | 2 | 0 | 0 | 100.00 |
| ALGO/USDT | 1 | 2.00 | 2.00 | 0.364872 | 0.36 | 4:05:00 | 1 | 0 | 0 | 100.00 |
| XRP/USDT | 1 | 2.00 | 2.00 | 0.321726 | 0.32 | 1:20:00 | 1 | 0 | 0 | 100.00 |
| ETH/USDT | 1 | 1.38 | 1.38 | 0.249548 | 0.25 | 1 day, 0:00:00 | 1 | 0 | 0 | 100.00 |
| ADA/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| LUNA/USDT | 2 | -1.08 | -2.15 | -0.407856 | -0.41 | 15:25:00 | 1 | 0 | 1 | 50.00 |
| BNB/USDT | 2 | -2.23 | -4.46 | -0.809178 | -0.81 | 4 days, 16:22:00 | 1 | 0 | 1 | 50.00 |
| BTC/USDT | 4 | -1.30 | -5.18 | -0.953775 | -0.95 | 1 day, 21:58:00 | 3 | 0 | 1 | 75.00 |
| BCH/USDT | 3 | -2.99 | -8.96 | -1.805282 | -1.81 | 5:13:00 | 1 | 0 | 2 | 33.33 |
| DOT/USDT | 5 | -3.07 | -15.35 | -3.016553 | -3.02 | 22:14:00 | 3 | 0 | 2 | 60.00 |
| LINK/USDT | 6 | -3.01 | -18.04 | -3.476531 | -3.48 | 19:18:00 | 3 | 0 | 3 | 50.00 |
| SOL/USDT | 4 | -5.20 | -20.81 | -3.916190 | -3.92 | 18:49:00 | 1 | 0 | 3 | 25.00 |
| TOTAL | 33 | -1.90 | -62.59 | -12.213338 | -12.21 | 1 day, 1:39:00 | 20 | 0 | 13 | 60.61 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 20 | 20 | 0 | 0 | 1.9 | 38.07 | 6.73784827 | 7.61 | |
| 8 | 0 | 0 | 8 | -10.18 | -81.4 | -15.42846811 | -16.28 | |
| 5 | 0 | 0 | 5 | -3.85 | -19.27 | -3.5227177300000005 | -3.85 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 2.75 trades per day. The starting balance was $100 and the final balance was $87.78666243, resulting in an absolute profit of $-12.213337570000002 and a total profit percentage of -0.12213337570000002. The average stake amount was $18.042243572727273 and the total trade volume was $595.3940379. The best pair was LTC/USDT and the worst pair was SOL/USDT. The maximum balance reached was $98.0355646 and the minimum balance was $87.78666243. The market change during this period was -0.02114756712873641.
| 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 | 33 / 2.75 |
| Starting balance | 100 |
| Final balance | 87.78666243 |
| Absolute profit | -12.213337570000002 |
| Total profit % | -0.12213337570000002 |
| Avg. stake amount | 18.042243572727273 |
| Total trade volume | 595.3940379 |
| Best Pair | LTC/USDT |
| Worst Pair | SOL/USDT |
| Max Balance | 98.0355646 |
| Min Balance | 87.78666243 |
| Market Change | -0.02114756712873641 |
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
}