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STRATEGY_RSI_BB_CROSS Strategy Performance Results
Description:
This is a strategy called STRATEGY_RSI_BB_CROSS which uses RSI, Bollinger Bands, and a cross of their values to create signals for buying and selling. This strategy uses the IStrategy interface which provides the default parameters used when creating strategies in FreqTrade. It also defines values such as the minimal_roi, stoploss, trailing_stop, timeframe and various order & time-in-force parameters. The strategy then populates indicators, including Bollinger Bands, RSI, and an indicator that represents the difference between RSI and Bollinger Band values (bb_minus_rsi_percent). Finally, it uses a combination of all of these indicators to generate buy and sell signals. This includes the crossing of Bollinger Band values and RSI values, as well as the sign of bb_minus_rsi_percent.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| BNB/USDT | 10 | 0.68 | 6.75 | 1.213136 | 1.21 | 5:03:00 | 8 | 0 | 2 | 80.00 |
| BTC/USDT | 12 | 0.52 | 6.21 | 1.086286 | 1.09 | 7:59:00 | 10 | 0 | 2 | 83.33 |
| ETC/USDT | 10 | 0.64 | 6.41 | 1.037349 | 1.04 | 4:23:00 | 8 | 0 | 2 | 80.00 |
| ETH/USDT | 10 | 0.19 | 1.87 | 0.332517 | 0.33 | 8:09:00 | 7 | 0 | 3 | 70.00 |
| LTC/USDT | 6 | 0.30 | 1.82 | 0.314450 | 0.31 | 7:16:00 | 5 | 0 | 1 | 83.33 |
| BCH/USDT | 10 | 0.08 | 0.80 | 0.164492 | 0.16 | 6:00:00 | 9 | 0 | 1 | 90.00 |
| XRP/USDT | 10 | 0.05 | 0.50 | 0.049290 | 0.05 | 7:06:00 | 7 | 0 | 3 | 70.00 |
| LUNA/USDT | 5 | -1.21 | -6.04 | -1.012312 | -1.01 | 3:18:00 | 4 | 0 | 1 | 80.00 |
| ADA/USDT | 11 | -0.69 | -7.62 | -1.553435 | -1.55 | 2:41:00 | 9 | 0 | 2 | 81.82 |
| DOT/USDT | 16 | -0.89 | -14.31 | -2.814583 | -2.81 | 5:54:00 | 12 | 0 | 4 | 75.00 |
| LINK/USDT | 10 | -1.46 | -14.57 | -2.830004 | -2.83 | 4:26:00 | 6 | 0 | 4 | 60.00 |
| SOL/USDT | 9 | -2.70 | -24.28 | -4.421527 | -4.42 | 8:47:00 | 5 | 0 | 4 | 55.56 |
| ALGO/USDT | 11 | -2.38 | -26.13 | -4.934712 | -4.93 | 7:21:00 | 7 | 0 | 4 | 63.64 |
| TOTAL | 130 | -0.53 | -68.58 | -13.369053 | -13.37 | 6:05:00 | 97 | 0 | 33 | 74.62 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 72 | 72 | 0 | 0 | 1.11 | 79.61 | 14.156553030000001 | 15.92 | |
| 43 | 23 | 0 | 20 | -0.63 | -27.23 | -4.90790416 | -5.45 | |
| 11 | 0 | 0 | 11 | -10.17 | -111.88 | -21.016303760000003 | -22.38 | |
| 4 | 2 | 0 | 2 | -2.27 | -9.07 | -1.6013977600000002 | -1.81 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 10.83 trades per day. The starting balance was $100 and the final balance was $86.63094734999999, resulting in an absolute profit of $-13.369052650000002 and a total profit percentage of -0.13369052650000002. The average stake amount was $17.922687567692307 and the total trade volume was $2329.9493838. The best pair was BNB/USDT and the worst pair was ALGO/USDT. The maximum balance reached was $101.4255635 and the minimum balance was $85.66237457. 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 | 130 / 10.83 |
| Starting balance | 100 |
| Final balance | 86.63094734999999 |
| Absolute profit | -13.369052650000002 |
| Total profit % | -0.13369052650000002 |
| Avg. stake amount | 17.922687567692307 |
| Total trade volume | 2329.9493838 |
| Best Pair | BNB/USDT |
| Worst Pair | ALGO/USDT |
| Max Balance | 101.4255635 |
| Min Balance | 85.66237457 |
| 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
}