We want to inform you that the Freqtrade strategies shared on our platform are no longer actively maintained and will be archived. While they remain accessible for reference, please note that they will not receive further updates or maintenance. We appreciate your understanding and support during this transition.
BBRSIoriginal Strategy Performance Results
Description:
This is an original BBRSI freqtrade strategy. It utilizes two indicators - RSI and Bollinger Bands. The strategy takes in a threshold of 75 for RSI and uses a 20 day window for Bollinger Bands, which are 4 standard deviations apart. The minimal ROI for the strategy is 0.09638 when the age of the coin is 0, 0.03643 when the age of the coin is 19, and 0.01923 when the age of the coin is 69. The strategy also sets a stop loss of -0.36828. Finally, the time interval for the strategy is 1h. With this freqtrade strategy, users will receive signals to buy when the price falls beneath the lower Bollinger Band (3 standard deviations apart) as well as to sell when the RSI goes above 75 and the price rises above the middle Bollinger Band.
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 | 7 | 1.27 | 8.88 | 1.590747 | 1.59 | 3:41:00 | 4 | 3 | 0 | 57.14 |
XRP/USDT | 8 | 0.33 | 2.64 | 0.494631 | 0.49 | 4:51:00 | 3 | 5 | 0 | 37.50 |
ETH/USDT | 12 | 0.15 | 1.80 | 0.338106 | 0.34 | 3:00:00 | 3 | 9 | 0 | 25.00 |
LINK/USDT | 8 | -0.24 | -1.88 | -0.389368 | -0.39 | 5:15:00 | 2 | 4 | 2 | 25.00 |
BTC/USDT | 13 | -0.19 | -2.45 | -0.425166 | -0.43 | 5:45:00 | 8 | 4 | 1 | 61.54 |
BNB/USDT | 8 | -0.55 | -4.39 | -0.794927 | -0.79 | 14:57:00 | 2 | 2 | 4 | 25.00 |
BCH/USDT | 12 | -0.49 | -5.92 | -1.225871 | -1.23 | 5:05:00 | 6 | 4 | 2 | 50.00 |
LTC/USDT | 9 | -0.66 | -5.93 | -1.238734 | -1.24 | 6:19:00 | 3 | 5 | 1 | 33.33 |
ALGO/USDT | 4 | -1.83 | -7.33 | -1.299644 | -1.3 | 12:08:00 | 2 | 0 | 2 | 50.00 |
ADA/USDT | 9 | -1.09 | -9.77 | -1.923273 | -1.92 | 11:48:00 | 3 | 4 | 2 | 33.33 |
SOL/USDT | 7 | -1.86 | -13.03 | -2.425884 | -2.43 | 15:24:00 | 3 | 1 | 3 | 42.86 |
LUNA/USDT | 7 | -1.95 | -13.65 | -2.451344 | -2.45 | 8:44:00 | 0 | 5 | 2 | 0.00 |
DOT/USDT | 9 | -1.46 | -13.15 | -2.541451 | -2.54 | 13:09:00 | 6 | 1 | 2 | 66.67 |
TOTAL | 113 | -0.57 | -64.19 | -12.292177 | -12.29 | 7:56:00 | 45 | 47 | 21 | 39.82 |
- 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 % |
---|---|---|---|---|---|---|---|---|
91 | 44 | 47 | 0 | 0.45 | 41.08 | 7.4805167500000005 | 8.22 | |
18 | 1 | 0 | 17 | -4.94 | -88.86 | -16.84566557 | -17.77 | |
4 | 0 | 0 | 4 | -4.1 | -16.41 | -2.9270286 | -3.28 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 9.42 trades per day. The starting balance was $100 and the final balance was $87.70782258, resulting in an absolute profit of $-12.29217742 and a total profit percentage of -0.1229217742. The average stake amount was $18.393619270796457 and the total trade volume was $2078.4789776. The best pair was ETC/USDT and the worst pair was LUNA/USDT. The maximum balance reached was $101.61331599 and the minimum balance was $87.70782258. 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 | 113 / 9.42 |
Starting balance | 100 |
Final balance | 87.70782258 |
Absolute profit | -12.29217742 |
Total profit % | -0.1229217742 |
Avg. stake amount | 18.393619270796457 |
Total trade volume | 2078.4789776 |
Best Pair | ETC/USDT |
Worst Pair | LUNA/USDT |
Max Balance | 101.61331599 |
Min Balance | 87.70782258 |
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
}