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BBRSIOptimStrategy Strategy Performance Results
Description:
This particular Freqtrade strategy is based on a Bollinger Band and RSI (Relative Strength Indicator) technical analysis strategy. This strategy uses a combination of both the RSI and Bollinger Band, which are both commonly used technical indicators in the cryptomarket.
For the RSI indicator, this strategy looks to see if the trade has an RSI value that is greater than 12 and 96, where if the value is greater than 12, the strategy will set a buy signal, and if the value is greater than 96, the strategy will set a sell signal.
In addition to the RSI indicator, this strategy also uses Bollinger Bands. This strategy uses two Bollinger Bands, with one at 20 standard deviations and the other at 2 standard deviations. This strategy then sets the buy signal when the market value is on the lower band of the 2 standard deviations Bollinger Band and sets the sell signal when the market value is on the higher band of the 1 standard deviations Bollinger Band.
Finally, the strategy also has parameters for setting the stop loss at -0.344 and a trailing_stop value of false.
Overall this is a fairly sophisticated strategy that is leveraging two commonly used technical indicators in order to generate buy/sell signals for the crypto market.
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 | 4 | 3.01 | 12.03 | 2.520555 | 2.52 | 2 days, 7:55:00 | 1 | 3 | 0 | 25.00 |
| DOT/USDT | 4 | 1.66 | 6.65 | 1.341280 | 1.34 | 3:31:00 | 3 | 1 | 0 | 75.00 |
| BCH/USDT | 9 | 0.67 | 6.02 | 1.167609 | 1.17 | 7:57:00 | 5 | 3 | 1 | 55.56 |
| LINK/USDT | 3 | 1.88 | 5.64 | 1.149053 | 1.15 | 4:05:00 | 2 | 1 | 0 | 66.67 |
| LTC/USDT | 5 | 0.79 | 3.96 | 0.836072 | 0.84 | 2 days, 2:49:00 | 3 | 2 | 0 | 60.00 |
| ALGO/USDT | 3 | 0.53 | 1.58 | 0.312718 | 0.31 | 8:12:00 | 2 | 1 | 0 | 66.67 |
| ETH/USDT | 3 | 0.00 | 0.00 | 0.000000 | 0.0 | 2 days, 9:07:00 | 0 | 3 | 0 | 0.00 |
| XRP/USDT | 1 | 0.00 | 0.00 | 0.000000 | 0.0 | 4:00:00 | 0 | 1 | 0 | 0.00 |
| ADA/USDT | 1 | 0.00 | 0.00 | 0.000000 | 0.0 | 5:10:00 | 0 | 1 | 0 | 0.00 |
| BNB/USDT | 8 | -0.05 | -0.40 | -0.120039 | -0.12 | 15:32:00 | 2 | 5 | 1 | 25.00 |
| BTC/USDT | 12 | -0.15 | -1.78 | -0.459737 | -0.46 | 17:12:00 | 5 | 6 | 1 | 41.67 |
| LUNA/USDT | 4 | -0.91 | -3.65 | -0.810106 | -0.81 | 9:52:00 | 1 | 2 | 1 | 25.00 |
| SOL/USDT | 4 | -3.00 | -11.99 | -2.474539 | -2.47 | 2 days, 20:54:00 | 3 | 0 | 1 | 75.00 |
| TOTAL | 61 | 0.30 | 18.06 | 3.462868 | 3.46 | 23:23:00 | 27 | 29 | 5 | 44.26 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 56 | 27 | 29 | 0 | 1.06 | 59.29 | 12.24677728 | 11.86 | |
| 5 | 0 | 0 | 5 | -8.25 | -41.23 | -8.78390912 | -8.25 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 5.08 trades per day. The starting balance was $100 and the final balance was $103.46286816, resulting in an absolute profit of $3.46286816 and a total profit percentage of 0.0346286816. The average stake amount was $20.693868477049183 and the total trade volume was $1262.3259771. The best pair was ETC/USDT and the worst pair was SOL/USDT. The maximum balance reached was $112.24677728 and the minimum balance was $100.0. The market change during this period was -0.034008199243972644.
| 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 | 61 / 5.08 |
| Starting balance | 100 |
| Final balance | 103.46286816 |
| Absolute profit | 3.46286816 |
| Total profit % | 0.0346286816 |
| Avg. stake amount | 20.693868477049183 |
| Total trade volume | 1262.3259771 |
| Best Pair | ETC/USDT |
| Worst Pair | SOL/USDT |
| Max Balance | 112.24677728 |
| Min Balance | 100.0 |
| Market Change | -0.034008199243972644 |
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
}