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mark_strat_opt Strategy Performance Results
Description:
This strategy is called mark_strat_opt and it is built using the IStrategy interface provided by the freqtrade library. It is designed to be used for trading cryptocurrencies and utilizes a number of indicators to generate signals for entry and exit points. The minimal_roi is used to set parameters for the desired return on investment, while the stoploss is set to a specific value to act as a protective measure. Additionally, the trailing_stop feature can be enabled, to allow for more dynamic trading decisions. Furthermore, the order types and time in force are also set, specifying how and when buy and sell orders should be placed. Finally the plot_config is used to determine which indicators will be plotted for the user.
For the indicator calculations, freqtrade utilizes the abstract classes found in the Talib library, such as the ADX, SAR, RSI, MFI, STOCHF, MACD and Bollinger Bands. The qtpylib library is also used to supplement the Talib indicators with Typical Price, and to generate the crossed_above condition.
The populated_indicators functions are used to calculate the values of the various indicators based on the dataframe. Afterwards, the populate_buy_trend and populate_sell_trend functions are used to generate signals for when to enter or exit a trade respectively.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| SOL/USDT | 1 | 6.96 | 6.96 | 1.370148 | 1.37 | 0:00:00 | 1 | 0 | 0 | 100.00 |
| BTC/USDT | 1 | 2.35 | 2.35 | 0.462330 | 0.46 | 0:10:00 | 1 | 0 | 0 | 100.00 |
| ETH/USDT | 1 | 1.40 | 1.40 | 0.276011 | 0.28 | 0:10:00 | 1 | 0 | 0 | 100.00 |
| BCH/USDT | 1 | 1.12 | 1.12 | 0.222255 | 0.22 | 0:10:00 | 1 | 0 | 0 | 100.00 |
| LTC/USDT | 1 | 1.12 | 1.12 | 0.222051 | 0.22 | 0:10:00 | 1 | 0 | 0 | 100.00 |
| LINK/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 | |
| XRP/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 | |
| ETC/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 | |
| LUNA/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| TOTAL | 5 | 2.59 | 12.96 | 2.552795 | 2.55 | 0:08:00 | 5 | 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 % |
|---|---|---|---|---|---|---|---|---|
| 5 | 5 | 0 | 0 | 2.59 | 12.96 | 2.5527954 | 2.59 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 0.42 trades per day. The starting balance was $100 and the final balance was $102.5527954, resulting in an absolute profit of $2.5527954 and a total profit percentage of 0.025527954. The average stake amount was $19.690948 and the total trade volume was $98.45474. The best pair was SOL/USDT and the worst pair was LINK/USDT. The maximum balance reached was $0 and the minimum balance was $0. The market change during this period was -0.027604419500472894.
| 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 | 5 / 0.42 |
| Starting balance | 100 |
| Final balance | 102.5527954 |
| Absolute profit | 2.5527954 |
| Total profit % | 0.025527954 |
| Avg. stake amount | 19.690948 |
| Total trade volume | 98.45474 |
| Best Pair | SOL/USDT |
| Worst Pair | LINK/USDT |
| Max Balance | 0 |
| Min Balance | 0 |
| Market Change | -0.027604419500472894 |
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
}