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
  }