Gumbo1 Strategy Performance Results

Description:

The Gumbo1 freqtrade strategy is a basic multi-indicator strategy which uses the Exponential Weighted Oscillator (EWO), the Triple Exponential Moving Average (T3) and the Stochastic Oscillator with Moving Average (Stoch SMA). This combo was designed to provide signals of possible price breakouts and local support/resistance levels. The EWO is used to identify possible overbought or oversold market conditions. The T3 is used to detect possible trend reversal signals, while the Stochastic Oscillator with Moving Average produces signals indicating that the trend has become overbought or oversold. The strategy has adjustable parameters that can be tuned to match the market conditions. These parameters are the low limit of the EWO (ewo_low), the T3 period (t3_period), the high limit of the Stoch (stoch_high) and the Stoch SMA period (stock_periods). In addition to these adjustable parameters, the Gumbo1 strategy also has options for trading on a specific timeframe (timeframe), setting a custom stoploss (stoploss) and determining the number of candles looked back for startup (startup_candle_count).

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 20 0.17 3.40 0.555560 0.56 1:52:00 12 1 7 60.00
BNB/USDT 24 -0.13 -3.05 -0.571700 -0.57 2:15:00 12 0 12 50.00
BCH/USDT 29 -0.13 -3.68 -0.617775 -0.62 1:53:00 18 0 11 62.07
SOL/USDT 37 -0.10 -3.63 -0.746250 -0.75 1:50:00 21 0 16 56.76
XRP/USDT 28 -0.18 -5.09 -0.860381 -0.86 2:02:00 14 0 14 50.00
ETH/USDT 23 -0.19 -4.43 -0.866618 -0.87 1:27:00 14 0 9 60.87
BTC/USDT 26 -0.21 -5.58 -0.954826 -0.95 1:59:00 13 0 13 50.00
LUNA/USDT 22 -0.39 -8.56 -1.487515 -1.49 2:07:00 11 1 10 50.00
ADA/USDT 26 -0.34 -8.75 -1.573074 -1.57 2:09:00 17 0 9 65.38
LTC/USDT 19 -0.42 -7.92 -1.600985 -1.6 2:06:00 9 0 10 47.37
LINK/USDT 24 -0.42 -9.99 -1.746358 -1.75 2:23:00 11 0 13 45.83
DOT/USDT 24 -0.83 -19.90 -3.484876 -3.48 2:50:00 12 1 11 50.00
ALGO/USDT 33 -0.80 -26.44 -5.399858 -5.4 1:50:00 18 0 15 54.55
TOTAL 335 -0.31 -103.62 -19.354655 -19.35 2:02:00 182 3 150 54.33
  • 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 %
328 179 0 149 -0.25 -81.88 -14.966897739999999 -16.38
6 3 3 0 0.57 3.42 0.5570154 0.68
1 0 0 1 -25.15 -25.15 -4.9447728 -5.03

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 27.92 trades per day. The starting balance was $100 and the final balance was $80.64534486, resulting in an absolute profit of $-19.35465514 and a total profit percentage of -0.1935465514. The average stake amount was $17.663423782388058 and the total trade volume was $5917.2469671. The best pair was ETC/USDT and the worst pair was ALGO/USDT. The maximum balance reached was $100.20967259 and the minimum balance was $80.17682909. 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 335 / 27.92
Starting balance 100
Final balance 80.64534486
Absolute profit -19.35465514
Total profit % -0.1935465514
Avg. stake amount 17.663423782388058
Total trade volume 5917.2469671
Best Pair ETC/USDT
Worst Pair ALGO/USDT
Max Balance 100.20967259
Min Balance 80.17682909
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
  }