RSI_BB_MACD_Nov_2023_1h_3
♡
Basics
mode: futures
timeframe: 1h
interface version: 3
Settings
stoploss: -0.3
has minimal roi
trailing
protections
process only new candles
startup candle count: 30
hyperopt
hyperopt params: 24
Indicators
ADX
ATR
Bollinger_Bands
MACD
RSI
pandas_ta
talib
technical
Concepts
risk_management
trailing
Methods
leverage
plot_config
protections
trade_signal
9 related strategies (⧉ identical code, ≈ similar name)
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pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement # flake8: noqa: F401 # isort: skip_file # --- Do not remove these libs --- from cmath import nan from functools import reduce from math import sqrt import numpy as np import pandas as pd from pandas import DataFrame from datetime import datetime from typing import Optional, Union from freqtrade.persistence import Trade from freqtrade.strategy import (BooleanParameter, CategoricalParameter, stoploss_from_open, DecimalParameter, IntParameter, IStrategy, informative, merge_informative_pair) # -------------------------------- # Add your lib to import here import talib.abstract as ta import pandas_ta as pta from technical import qtpylib # custom indicators # ############################################################################################################################################################################################## def trade_signal(dataframe, rsi_tp = 14, bb_tp = 20): # Compute indicators dataframe['RSI'] = ta.RSI(dataframe['close'], timeperiod=rsi_tp) dataframe['upper_band'], dataframe['middle_band'], dataframe['lower_band'] = ta.BBANDS(dataframe['close'], timeperiod=bb_tp) dataframe['macd'], dataframe['signal'], _ = ta.MACD(dataframe['close']) # LONG Trade conditions conditions_long = ((dataframe['RSI'] > 50) & (dataframe['close'] > dataframe['middle_band']) & (dataframe['close'] < dataframe['upper_band']) & (dataframe['macd'] > dataframe['signal']) & ((dataframe['high'] - dataframe['close']) < (dataframe['close'] - dataframe['open'])) & (dataframe['close'] > dataframe['open']) ) conditions_short = ((dataframe['RSI'] < 50) & (dataframe['close'] < dataframe['middle_band']) & (dataframe['close'] > dataframe['lower_band']) & (dataframe['macd'] < dataframe['signal']) & ((dataframe['close'] - dataframe['low']) < (dataframe['open'] - dataframe['close'])) & (dataframe['close'] < dataframe['open']) ) # dataframe['signal'] = 0 dataframe.loc[conditions_long, 'trend'] = 1 dataframe.loc[conditions_short, 'trend'] = -1 return dataframe # ############################################################################################################################################################################################## class RSI_BB_MACD_Nov_2023_1h_3(IStrategy): # Strategy interface version - allow new iterations of the strategy interface. # Check the documentation or the Sample strategy to get the latest version. INTERFACE_VERSION = 3 # Optimal timeframe for the strategy. timeframe = '1h' # Can this strategy go short? can_short = True ''' sudo docker compose run freqtrade backtesting --strategy RSI_BB_MACD_Nov_2023_1h_3 -i 1h --export trades --breakdown month --timerange 20210101-20231027 2023-11-22 14:50:24,547 - freqtrade.strategy.hyper - INFO - Loading parameters from file /freqtrade/user_data/strategies/RSI_BB_MACD_Nov_2023_1h_3.json 2023-11-22 14:50:24,548 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 1h. 2023-11-22 14:50:24,548 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT. 2023-11-22 14:50:24,548 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 10. 2023-11-22 14:50:24,548 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 10, 'exit': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}. 2023-11-22 14:50:24,548 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: inf. 2023-11-22 14:50:24,548 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.479, '251': 0.174, '964': 0.09, '1776': 0} 2023-11-22 14:50:24,548 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 1h 2023-11-22 14:50:24,549 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.3 2023-11-22 14:50:24,549 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True 2023-11-22 14:50:24,549 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.011 2023-11-22 14:50:24,549 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.051 2023-11-22 14:50:24,549 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: True 2023-11-22 14:50:24,549 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False 2023-11-22 14:50:24,549 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True 2023-11-22 14:50:24,549 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False} 2023-11-22 14:50:24,549 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'} 2023-11-22 14:50:24,549 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT 2023-11-22 14:50:24,549 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 10 2023-11-22 14:52:36,181 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators 2023-11-22 14:52:36,299 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy RSI_BB_MACD_Nov_2023_1h_3 2023-11-22 14:52:36,300 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_long_max_1 = 9.1 2023-11-22 14:52:36,300 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_long_max_2 = 44.0 2023-11-22 14:52:36,300 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_long_min_1 = 5.5 2023-11-22 14:52:36,300 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_long_min_2 = 20.0 2023-11-22 14:52:36,301 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_short_max_1 = 21.9 2023-11-22 14:52:36,301 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_short_max_2 = 45.5 2023-11-22 14:52:36,301 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_short_min_1 = 13.0 2023-11-22 14:52:36,301 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_short_min_2 = 27.9 2023-11-22 14:52:36,301 - freqtrade.strategy.hyper - INFO - Strategy Parameter: bb_tp_l = 24 2023-11-22 14:52:36,301 - freqtrade.strategy.hyper - INFO - Strategy Parameter: bb_tp_s = 35 2023-11-22 14:52:36,302 - freqtrade.strategy.hyper - INFO - Strategy Parameter: leverage_num = 5 2023-11-22 14:52:36,302 - freqtrade.strategy.hyper - INFO - Strategy Parameter: rsi_tp_l = 19 2023-11-22 14:52:36,302 - freqtrade.strategy.hyper - INFO - Strategy Parameter: rsi_tp_s = 21 2023-11-22 14:52:36,302 - freqtrade.strategy.hyper - INFO - Strategy Parameter: volume_check = 21 2023-11-22 14:52:36,302 - freqtrade.strategy.hyper - INFO - Strategy Parameter: volume_check_s = 40 2023-11-22 14:52:36,303 - freqtrade.strategy.hyper - INFO - Strategy Parameter: atr_long_mul = 5.2 2023-11-22 14:52:36,303 - freqtrade.strategy.hyper - INFO - Strategy Parameter: atr_short_mul = 4.8 2023-11-22 14:52:36,304 - freqtrade.strategy.hyper - INFO - Strategy Parameter: max_allowed_drawdown = 0.1 2023-11-22 14:52:36,304 - freqtrade.strategy.hyper - INFO - Strategy Parameter: max_drawdown_lookback = 2 2023-11-22 14:52:36,304 - freqtrade.strategy.hyper - INFO - Strategy Parameter: max_drawdown_stop_duration = 4 2023-11-22 14:52:36,304 - freqtrade.strategy.hyper - INFO - Strategy Parameter: max_drawdown_trade_limit = 1 2023-11-22 14:52:36,304 - freqtrade.strategy.hyper - INFO - Strategy Parameter: stoploss_guard_lookback = 8 2023-11-22 14:52:36,304 - freqtrade.strategy.hyper - INFO - Strategy Parameter: stoploss_guard_stop_duration = 4 2023-11-22 14:52:36,304 - freqtrade.strategy.hyper - INFO - Strategy Parameter: stoploss_guard_trade_limit = 1 2023-11-22 14:52:42,913 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2021-01-02 06:00:00 up to 2023-10-27 00:00:00 (1027 days). esult for strategy RSI_BB_MACD_Nov_2023_1h_3 ================================================================= BACKTESTING REPORT ================================================================= | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | |--------------------+-----------+----------------+----------------+-------------------+----------------+----------------+---------------------------| | RSR/USDT:USDT | 3337 | 2.78 | 9273.05 | 926.912 | 92.69 | 4:13:00 | 2584 0 753 77.4 | | CRV/USDT:USDT | 3505 | 2.63 | 9206.47 | 918.960 | 91.90 | 4:01:00 | 2698 0 807 77.0 | | FTM/USDT:USDT | 3497 | 2.57 | 8993.98 | 891.770 | 89.18 | 3:56:00 | 2590 0 907 74.1 | | GRT/USDT:USDT | 3257 | 2.61 | 8485.28 | 842.571 | 84.26 | 4:33:00 | 2509 0 748 77.0 | | SAND/USDT:USDT | 3097 | 2.74 | 8487.99 | 835.341 | 83.53 | 4:43:00 | 2370 0 727 76.5 | | UNFI/USDT:USDT | 3242 | 2.55 | 8273.79 | 818.322 | 81.83 | 4:04:00 | 2461 0 781 75.9 | | LRC/USDT:USDT | 3028 | 2.72 | 8233.31 | 817.847 | 81.78 | 4:54:00 | 2338 0 690 77.2 | | SUSHI/USDT:USDT | 3185 | 2.66 | 8473.95 | 790.528 | 79.05 | 4:37:00 | 2484 0 701 78.0 | | LIT/USDT:USDT | 3140 | 2.50 | 7840.37 | 781.868 | 78.19 | 4:24:00 | 2395 0 745 76.3 | | SKL/USDT:USDT | 3278 | 2.30 | 7526.73 | 750.774 | 75.08 | 4:25:00 | 2486 0 792 75.8 | | ONE/USDT:USDT | 3058 | 2.39 | 7299.76 | 729.085 | 72.91 | 4:33:00 | 2332 0 726 76.3 | | RUNE/USDT:USDT | 3326 | 2.32 | 7702.08 | 722.888 | 72.29 | 4:12:00 | 2536 0 790 76.2 | | SXP/USDT:USDT | 2918 | 2.45 | 7145.10 | 713.028 | 71.30 | 5:15:00 | 2236 0 682 76.6 | | NEAR/USDT:USDT | 3246 | 2.29 | 7432.46 | 705.286 | 70.53 | 4:38:00 | 2477 0 769 76.3 | | ICX/USDT:USDT | 2901 | 2.45 | 7096.92 | 701.766 | 70.18 | 5:15:00 | 2237 0 664 77.1 | | VET/USDT:USDT | 2798 | 2.48 | 6948.88 | 694.342 | 69.43 | 5:53:00 | 2175 0 623 77.7 | | ZEN/USDT:USDT | 3019 | 2.45 | 7406.27 | 690.319 | 69.03 | 5:02:00 | 2341 0 678 77.5 | | FLM/USDT:USDT | 3164 | 2.18 | 6899.96 | 687.446 | 68.74 | 4:39:00 | 2399 0 765 75.8 | | REN/USDT:USDT | 3224 | 2.10 | 6764.64 | 673.159 | 67.32 | 4:24:00 | 2465 0 759 76.5 | | HOT/USDT:USDT | 2336 | 2.88 | 6726.07 | 672.491 | 67.25 | 6:26:00 | 1842 0 494 78.9 | | LINA/USDT:USDT | 3158 | 2.13 | 6721.86 | 671.866 | 67.19 | 4:03:00 | 2385 0 773 75.5 | | THETA/USDT:USDT | 2901 | 2.31 | 6692.85 | 666.098 | 66.61 | 5:29:00 | 2249 0 652 77.5 | | OGN/USDT:USDT | 2889 | 2.30 | 6655.58 | 660.268 | 66.03 | 4:42:00 | 2179 0 710 75.4 | | CHR/USDT:USDT | 3087 | 2.14 | 6599.70 | 658.374 | 65.84 | 4:27:00 | 2305 0 782 74.7 | | ALICE/USDT:USDT | 2904 | 2.28 | 6633.98 | 656.847 | 65.68 | 4:50:00 | 2198 0 706 75.7 | | OMG/USDT:USDT | 2953 | 2.23 | 6591.71 | 655.843 | 65.58 | 5:15:00 | 2287 0 666 77.4 | | ZEC/USDT:USDT | 2721 | 2.41 | 6565.64 | 655.610 | 65.56 | 5:59:00 | 2149 0 572 79.0 | | MKR/USDT:USDT | 2715 | 2.46 | 6680.51 | 654.763 | 65.48 | 6:01:00 | 2143 0 572 78.9 | | KNC/USDT:USDT | 3089 | 2.16 | 6669.48 | 654.433 | 65.44 | 4:59:00 | 2384 0 705 77.2 | | SNX/USDT:USDT | 3238 | 2.03 | 6583.91 | 652.490 | 65.25 | 4:29:00 | 2482 0 756 76.7 | | CHZ/USDT:USDT | 2851 | 2.28 | 6506.85 | 648.496 | 64.85 | 5:24:00 | 2173 0 678 76.2 | | RLC/USDT:USDT | 3353 | 1.93 | 6471.85 | 645.303 | 64.53 | 4:24:00 | 2531 0 822 75.5 | | BEL/USDT:USDT | 3265 | 2.01 | 6548.91 | 644.158 | 64.42 | 4:24:00 | 2498 0 767 76.5 | | DENT/USDT:USDT | 2606 | 2.45 | 6385.22 | 638.411 | 63.84 | 5:15:00 | 1999 0 607 76.7 | | OCEAN/USDT:USDT | 3245 | 1.97 | 6387.48 | 635.445 | 63.54 | 4:39:00 | 2501 0 744 77.1 | | MATIC/USDT:USDT | 3053 | 2.08 | 6356.59 | 628.824 | 62.88 | 5:07:00 | 2268 0 785 74.3 | | COMP/USDT:USDT | 2944 | 2.14 | 6300.60 | 628.491 | 62.85 | 5:14:00 | 2298 0 646 78.1 | | CELR/USDT:USDT | 3055 | 2.06 | 6282.98 | 627.920 | 62.79 | 4:26:00 | 2298 0 757 75.2 | | WAVES/USDT:USDT | 2877 | 2.19 | 6292.20 | 619.765 | 61.98 | 5:19:00 | 2190 0 687 76.1 | | ANKR/USDT:USDT | 2860 | 2.15 | 6157.55 | 615.262 | 61.53 | 5:15:00 | 2161 0 699 75.6 | | ENJ/USDT:USDT | 3029 | 2.05 | 6204.60 | 613.527 | 61.35 | 5:08:00 | 2296 0 733 75.8 | | ALGO/USDT:USDT | 2835 | 2.16 | 6125.29 | 611.967 | 61.20 | 5:43:00 | 2196 0 639 77.5 | | BAND/USDT:USDT | 3184 | 1.94 | 6165.50 | 611.624 | 61.16 | 4:44:00 | 2399 0 785 75.3 | | ALPHA/USDT:USDT | 3316 | 1.85 | 6139.82 | 608.245 | 60.82 | 4:26:00 | 2473 0 843 74.6 | | 1000SHIB/USDT:USDT | 2189 | 2.77 | 6068.42 | 606.663 | 60.67 | 6:34:00 | 1672 0 517 76.4 | | BLZ/USDT:USDT | 3453 | 1.75 | 6046.99 | 603.498 | 60.35 | 4:06:00 | 2552 0 901 73.9 | | SFP/USDT:USDT | 2775 | 2.18 | 6048.43 | 597.117 | 59.71 | 5:11:00 | 2109 0 666 76.0 | | TRB/USDT:USDT | 3573 | 1.74 | 6229.78 | 595.477 | 59.55 | 3:54:00 | 2624 0 949 73.4 | | GTC/USDT:USDT | 2630 | 2.27 | 5980.54 | 594.599 | 59.46 | 4:32:00 | 2024 0 606 77.0 | | ADA/USDT:USDT | 2422 | 2.47 | 5983.16 | 592.263 | 59.23 | 7:09:00 | 1927 0 495 79.6 | | ATOM/USDT:USDT | 3055 | 1.94 | 5925.56 | 591.136 | 59.11 | 5:12:00 | 2326 0 729 76.1 | | GALA/USDT:USDT | 2228 | 2.65 | 5912.13 | 590.522 | 59.05 | 5:03:00 | 1734 0 494 77.8 | | KSM/USDT:USDT | 3031 | 2.26 | 6864.71 | 589.206 | 58.92 | 5:14:00 | 2345 0 686 77.4 | | ZIL/USDT:USDT | 2757 | 2.13 | 5874.53 | 586.877 | 58.69 | 5:45:00 | 2115 0 642 76.7 | | DYDX/USDT:USDT | 2492 | 2.37 | 5900.07 | 585.626 | 58.56 | 4:32:00 | 1925 0 567 77.2 | | RVN/USDT:USDT | 2564 | 2.26 | 5803.36 | 579.869 | 57.99 | 5:53:00 | 1986 0 578 77.5 | | DOGE/USDT:USDT | 2345 | 2.47 | 5787.21 | 577.723 | 57.77 | 6:56:00 | 1775 0 570 75.7 | | IOST/USDT:USDT | 2559 | 2.23 | 5710.66 | 570.823 | 57.08 | 6:18:00 | 1980 0 579 77.4 | | STORJ/USDT:USDT | 3038 | 1.84 | 5590.52 | 553.705 | 55.37 | 4:47:00 | 2278 0 760 75.0 | | XEM/USDT:USDT | 2158 | 2.49 | 5364.25 | 535.566 | 53.56 | 7:18:00 | 1687 0 471 78.2 | | EOS/USDT:USDT | 2264 | 2.36 | 5347.27 | 532.969 | 53.30 | 7:22:00 | 1789 0 475 79.0 | | ZRX/USDT:USDT | 2827 | 1.89 | 5331.20 | 532.642 | 53.26 | 5:26:00 | 2184 0 643 77.3 | | AXS/USDT:USDT | 2524 | 2.29 | 5772.13 | 529.345 | 52.93 | 4:54:00 | 1837 0 687 72.8 | | C98/USDT:USDT | 2231 | 2.40 | 5361.22 | 528.472 | 52.85 | 5:22:00 | 1755 0 476 78.7 | | KAVA/USDT:USDT | 2958 | 1.76 | 5207.31 | 518.696 | 51.87 | 5:12:00 | 2238 0 720 75.7 | | DGB/USDT:USDT | 2345 | 2.19 | 5128.96 | 512.671 | 51.27 | 6:19:00 | 1845 0 500 78.7 | | MANA/USDT:USDT | 2587 | 1.99 | 5154.04 | 507.828 | 50.78 | 5:39:00 | 2005 0 582 77.5 | | QTUM/USDT:USDT | 2641 | 1.94 | 5125.21 | 507.319 | 50.73 | 6:10:00 | 2024 0 617 76.6 | | LINK/USDT:USDT | 2658 | 1.90 | 5059.82 | 504.946 | 50.49 | 6:07:00 | 2102 0 556 79.1 | | BAT/USDT:USDT | 2675 | 1.88 | 5019.71 | 501.544 | 50.15 | 6:06:00 | 2070 0 605 77.4 | | IOTA/USDT:USDT | 2561 | 1.96 | 5009.86 | 500.440 | 50.04 | 6:32:00 | 1966 0 595 76.8 | | COTI/USDT:USDT | 3001 | 1.65 | 4943.74 | 493.251 | 49.33 | 4:35:00 | 2262 0 739 75.4 | | BAL/USDT:USDT | 2606 | 1.92 | 5002.63 | 488.953 | 48.90 | 6:05:00 | 2011 0 595 77.2 | | AUDIO/USDT:USDT | 2188 | 2.25 | 4914.80 | 486.623 | 48.66 | 5:24:00 | 1711 0 477 78.2 | | OP/USDT:USDT | 1526 | 3.18 | 4856.20 | 484.861 | 48.49 | 4:57:00 | 1200 0 326 78.6 | | MTL/USDT:USDT | 2507 | 1.98 | 4958.93 | 484.016 | 48.40 | 5:36:00 | 1898 0 609 75.7 | | PEOPLE/USDT:USDT | 1907 | 2.54 | 4834.88 | 483.274 | 48.33 | 5:12:00 | 1445 0 462 75.8 | | 1INCH/USDT:USDT | 2768 | 1.80 | 4972.52 | 482.533 | 48.25 | 5:38:00 | 2098 0 670 75.8 | | AR/USDT:USDT | 2080 | 2.38 | 4958.51 | 481.589 | 48.16 | 5:35:00 | 1641 0 439 78.9 | | NKN/USDT:USDT | 2755 | 1.74 | 4781.88 | 476.866 | 47.69 | 4:58:00 | 2075 0 680 75.3 | | DOT/USDT:USDT | 2555 | 1.88 | 4813.11 | 473.289 | 47.33 | 6:28:00 | 1945 0 610 76.1 | | HBAR/USDT:USDT | 2465 | 1.92 | 4735.35 | 472.378 | 47.24 | 6:12:00 | 1899 0 566 77.0 | | REEF/USDT:USDT | 2642 | 1.77 | 4686.87 | 468.549 | 46.85 | 5:36:00 | 2008 0 634 76.0 | | XRP/USDT:USDT | 2163 | 2.15 | 4654.46 | 465.038 | 46.50 | 8:04:00 | 1654 0 509 76.5 | | EGLD/USDT:USDT | 2607 | 2.07 | 5393.17 | 462.366 | 46.24 | 6:15:00 | 2033 0 574 78.0 | | ATA/USDT:USDT | 2037 | 2.28 | 4634.18 | 461.717 | 46.17 | 5:48:00 | 1589 0 448 78.0 | | XTZ/USDT:USDT | 2648 | 1.75 | 4629.28 | 460.935 | 46.09 | 6:16:00 | 2038 0 610 77.0 | | ANT/USDT:USDT | 1766 | 2.60 | 4589.87 | 457.548 | 45.75 | 6:02:00 | 1394 0 372 78.9 | | BAKE/USDT:USDT | 2513 | 1.81 | 4545.80 | 448.279 | 44.83 | 5:21:00 | 1919 0 594 76.4 | | AAVE/USDT:USDT | 2897 | 1.82 | 5283.54 | 446.118 | 44.61 | 5:18:00 | 2234 0 663 77.1 | | FIL/USDT:USDT | 2357 | 2.02 | 4763.00 | 445.505 | 44.55 | 6:59:00 | 1827 0 530 77.5 | | IOTX/USDT:USDT | 2010 | 2.19 | 4410.90 | 440.808 | 44.08 | 6:19:00 | 1578 0 432 78.5 | | ETC/USDT:USDT | 2406 | 1.84 | 4420.62 | 439.905 | 43.99 | 6:51:00 | 1838 0 568 76.4 | | STMX/USDT:USDT | 2601 | 1.68 | 4380.03 | 437.838 | 43.78 | 5:24:00 | 1960 0 641 75.4 | | LPT/USDT:USDT | 1825 | 2.40 | 4372.84 | 431.133 | 43.11 | 6:04:00 | 1471 1 353 80.6 | | MASK/USDT:USDT | 2409 | 1.89 | 4557.54 | 426.159 | 42.62 | 4:45:00 | 1822 0 587 75.6 | | SOL/USDT:USDT | 2267 | 2.07 | 4702.42 | 409.056 | 40.91 | 4:59:00 | 1709 4 554 75.4 | | YFI/USDT:USDT | 2502 | 1.88 | 4711.16 | 401.603 | 40.16 | 6:36:00 | 1950 0 552 77.9 | | CTSI/USDT:USDT | 1909 | 2.09 | 3992.64 | 397.676 | 39.77 | 5:50:00 | 1490 0 419 78.1 | | DASH/USDT:USDT | 2356 | 1.68 | 3964.89 | 395.911 | 39.59 | 7:12:00 | 1847 0 509 78.4 | | NEO/USDT:USDT | 2517 | 1.57 | 3948.41 | 393.657 | 39.37 | 6:42:00 | 1924 0 593 76.4 | | CELO/USDT:USDT | 1870 | 2.10 | 3925.06 | 391.984 | 39.20 | 6:30:00 | 1471 0 399 78.7 | | IMX/USDT:USDT | 1762 | 2.23 | 3932.14 | 389.223 | 38.92 | 5:26:00 | 1373 0 389 77.9 | | GAL/USDT:USDT | 1429 | 2.70 | 3854.15 | 374.325 | 37.43 | 5:48:00 | 1122 0 307 78.5 | | ROSE/USDT:USDT | 1577 | 2.37 | 3741.58 | 373.523 | 37.35 | 6:50:00 | 1247 0 330 79.1 | | DUSK/USDT:USDT | 1737 | 2.13 | 3699.16 | 368.927 | 36.89 | 5:44:00 | 1352 0 385 77.8 | | XLM/USDT:USDT | 2234 | 1.65 | 3675.66 | 366.190 | 36.62 | 7:50:00 | 1745 0 489 78.1 | | 1000XEC/USDT:USDT | 1555 | 2.35 | 3660.56 | 365.711 | 36.57 | 8:11:00 | 1252 0 303 80.5 | | ARPA/USDT:USDT | 1729 | 2.11 | 3646.00 | 364.400 | 36.44 | 6:38:00 | 1353 0 376 78.3 | | ONT/USDT:USDT | 2640 | 1.36 | 3584.63 | 358.091 | 35.81 | 6:15:00 | 2000 0 640 75.8 | | AVAX/USDT:USDT | 2417 | 1.84 | 4451.72 | 345.736 | 34.57 | 5:10:00 | 1823 0 594 75.4 | | BCH/USDT:USDT | 2082 | 1.66 | 3452.48 | 344.143 | 34.41 | 8:19:00 | 1618 0 464 77.7 | | FLOW/USDT:USDT | 1440 | 2.37 | 3409.41 | 339.873 | 33.99 | 7:03:00 | 1157 0 283 80.3 | | UNI/USDT:USDT | 2732 | 1.49 | 4073.47 | 339.760 | 33.98 | 6:02:00 | 2105 0 627 77.0 | | CTK/USDT:USDT | 2854 | 1.18 | 3378.69 | 332.512 | 33.25 | 5:37:00 | 2149 0 705 75.3 | | LTC/USDT:USDT | 2180 | 1.53 | 3328.82 | 332.320 | 33.23 | 7:48:00 | 1716 0 464 78.7 | | GMT/USDT:USDT | 1536 | 2.18 | 3347.77 | 332.080 | 33.21 | 5:58:00 | 1170 0 366 76.2 | | API3/USDT:USDT | 1563 | 2.12 | 3319.53 | 331.291 | 33.13 | 6:05:00 | 1218 0 345 77.9 | | ENS/USDT:USDT | 1915 | 1.77 | 3394.94 | 330.386 | 33.04 | 5:46:00 | 1491 0 424 77.9 | | APE/USDT:USDT | 1554 | 2.12 | 3297.90 | 314.972 | 31.50 | 5:51:00 | 1183 0 371 76.1 | | ETH/USDT:USDT | 1866 | 1.70 | 3169.09 | 312.246 | 31.22 | 9:42:00 | 1469 0 397 78.7 | | WOO/USDT:USDT | 1481 | 1.77 | 2625.43 | 262.026 | 26.20 | 5:47:00 | 1152 0 329 77.8 | | XMR/USDT:USDT | 2064 | 1.26 | 2605.79 | 260.004 | 26.00 | 9:04:00 | 1585 0 479 76.8 | | KLAY/USDT:USDT | 1268 | 1.63 | 2070.30 | 206.928 | 20.69 | 10:24:00 | 1017 0 251 80.2 | | TRX/USDT:USDT | 1708 | 0.99 | 1688.42 | 168.666 | 16.87 | 11:01:00 | 1262 0 446 73.9 | | ICP/USDT:USDT | 702 | 1.81 | 1268.90 | 121.164 | 12.12 | 9:50:00 | 570 0 132 81.2 | | BNX/USDT:USDT | 519 | 2.18 | 1133.37 | 113.255 | 11.33 | 7:30:00 | 404 3 112 77.8 | | TLM/USDT:USDT | 314 | 1.56 | 488.80 | 48.866 | 4.89 | 11:43:00 | 253 0 61 80.6 | | BTC/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | TOTAL | 323742 | 2.13 | 688182.70 | 67542.311 | 6754.23 | 5:33:00 | 248598 8 75136 76.8 | ============================================================= LEFT OPEN TRADES REPORT ============================================================== | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | |-------------------+-----------+----------------+----------------+-------------------+----------------+-----------------+-------------------------| | DYDX/USDT:USDT | 1 | -0.15 | -0.15 | -0.015 | -0.00 | 1:00:00 | 0 0 1 0 | | EOS/USDT:USDT | 1 | -0.99 | -0.99 | -0.099 | -0.01 | 6:00:00 | 0 0 1 0 | | TRX/USDT:USDT | 1 | -1.67 | -1.67 | -0.167 | -0.02 | 9:00:00 | 0 0 1 0 | | BNX/USDT:USDT | 1 | -2.57 | -2.57 | -0.257 | -0.03 | 6:00:00 | 0 0 1 0 | | ARPA/USDT:USDT | 1 | -3.58 | -3.58 | -0.357 | -0.04 | 3:00:00 | 0 0 1 0 | | SNX/USDT:USDT | 1 | -4.59 | -4.59 | -0.458 | -0.05 | 9:00:00 | 0 0 1 0 | | XRP/USDT:USDT | 1 | -5.26 | -5.26 | -0.526 | -0.05 | 7:00:00 | 0 0 1 0 | | LIT/USDT:USDT | 1 | -5.83 | -5.83 | -0.582 | -0.06 | 6:00:00 | 0 0 1 0 | | ICP/USDT:USDT | 1 | -6.01 | -6.01 | -0.589 | -0.06 | 6:00:00 | 0 0 1 0 | | FIL/USDT:USDT | 1 | -6.61 | -6.61 | -0.658 | -0.07 | 8:00:00 | 0 0 1 0 | | AXS/USDT:USDT | 1 | -6.90 | -6.90 | -0.665 | -0.07 | 5:00:00 | 0 0 1 0 | | DOT/USDT:USDT | 1 | -7.22 | -7.22 | -0.717 | -0.07 | 7:00:00 | 0 0 1 0 | | CHZ/USDT:USDT | 1 | -7.23 | -7.23 | -0.723 | -0.07 | 8:00:00 | 0 0 1 0 | | OGN/USDT:USDT | 1 | -7.46 | -7.46 | -0.744 | -0.07 | 6:00:00 | 0 0 1 0 | | XEM/USDT:USDT | 1 | -7.58 | -7.58 | -0.758 | -0.08 | 3 days, 1:00:00 | 0 0 1 0 | | HBAR/USDT:USDT | 1 | -7.77 | -7.77 | -0.777 | -0.08 | 16:00:00 | 0 0 1 0 | | KAVA/USDT:USDT | 1 | -7.79 | -7.79 | -0.779 | -0.08 | 13:00:00 | 0 0 1 0 | | ALGO/USDT:USDT | 1 | -8.65 | -8.65 | -0.865 | -0.09 | 8:00:00 | 0 0 1 0 | | MASK/USDT:USDT | 1 | -9.21 | -9.21 | -0.878 | -0.09 | 6:00:00 | 0 0 1 0 | | ATA/USDT:USDT | 1 | -8.84 | -8.84 | -0.883 | -0.09 | 6:00:00 | 0 0 1 0 | | CTK/USDT:USDT | 1 | -9.34 | -9.34 | -0.930 | -0.09 | 8:00:00 | 0 0 1 0 | | AR/USDT:USDT | 1 | -9.41 | -9.41 | -0.937 | -0.09 | 8:00:00 | 0 0 1 0 | | VET/USDT:USDT | 1 | -9.38 | -9.38 | -0.938 | -0.09 | 7:00:00 | 0 0 1 0 | | IOST/USDT:USDT | 1 | -9.54 | -9.54 | -0.953 | -0.10 | 7:00:00 | 0 0 1 0 | | ETC/USDT:USDT | 1 | -9.65 | -9.65 | -0.964 | -0.10 | 7:00:00 | 0 0 1 0 | | API3/USDT:USDT | 1 | -9.77 | -9.77 | -0.976 | -0.10 | 7:00:00 | 0 0 1 0 | | LTC/USDT:USDT | 1 | -10.02 | -10.02 | -1.001 | -0.10 | 7:00:00 | 0 0 1 0 | | XLM/USDT:USDT | 1 | -10.20 | -10.20 | -1.019 | -0.10 | 7:00:00 | 0 0 1 0 | | UNI/USDT:USDT | 1 | -11.10 | -11.10 | -1.071 | -0.11 | 7:00:00 | 0 0 1 0 | | ZEC/USDT:USDT | 1 | -10.81 | -10.81 | -1.080 | -0.11 | 7:00:00 | 0 0 1 0 | | DGB/USDT:USDT | 1 | -10.82 | -10.82 | -1.082 | -0.11 | 7:00:00 | 0 0 1 0 | | MATIC/USDT:USDT | 1 | -10.98 | -10.98 | -1.087 | -0.11 | 7:00:00 | 0 0 1 0 | | RVN/USDT:USDT | 1 | -10.92 | -10.92 | -1.092 | -0.11 | 7:00:00 | 0 0 1 0 | | KSM/USDT:USDT | 1 | -11.21 | -11.21 | -1.107 | -0.11 | 7:00:00 | 0 0 1 0 | | CTSI/USDT:USDT | 1 | -11.13 | -11.13 | -1.112 | -0.11 | 7:00:00 | 0 0 1 0 | | ETH/USDT:USDT | 1 | -11.34 | -11.34 | -1.120 | -0.11 | 7:00:00 | 0 0 1 0 | | FLOW/USDT:USDT | 1 | -11.22 | -11.22 | -1.122 | -0.11 | 7:00:00 | 0 0 1 0 | | ZEN/USDT:USDT | 1 | -11.39 | -11.39 | -1.124 | -0.11 | 7:00:00 | 0 0 1 0 | | DASH/USDT:USDT | 1 | -11.30 | -11.30 | -1.129 | -0.11 | 7:00:00 | 0 0 1 0 | | BCH/USDT:USDT | 1 | -11.45 | -11.45 | -1.141 | -0.11 | 13:00:00 | 0 0 1 0 | | NEO/USDT:USDT | 1 | -11.54 | -11.54 | -1.153 | -0.12 | 3:00:00 | 0 0 1 0 | | GMT/USDT:USDT | 1 | -11.55 | -11.55 | -1.155 | -0.12 | 7:00:00 | 0 0 1 0 | | RLC/USDT:USDT | 1 | -11.65 | -11.65 | -1.163 | -0.12 | 6:00:00 | 0 0 1 0 | | XTZ/USDT:USDT | 1 | -11.68 | -11.68 | -1.167 | -0.12 | 7:00:00 | 0 0 1 0 | | MKR/USDT:USDT | 1 | -11.74 | -11.74 | -1.172 | -0.12 | 7:00:00 | 0 0 1 0 | | ANKR/USDT:USDT | 1 | -11.74 | -11.74 | -1.173 | -0.12 | 8:00:00 | 0 0 1 0 | | ENS/USDT:USDT | 1 | -11.84 | -11.84 | -1.177 | -0.12 | 7:00:00 | 0 0 1 0 | | SKL/USDT:USDT | 1 | -11.80 | -11.80 | -1.179 | -0.12 | 7:00:00 | 0 0 1 0 | | RSR/USDT:USDT | 1 | -11.80 | -11.80 | -1.180 | -0.12 | 7:00:00 | 0 0 1 0 | | SUSHI/USDT:USDT | 1 | -11.93 | -11.93 | -1.185 | -0.12 | 7:00:00 | 0 0 1 0 | | CRV/USDT:USDT | 1 | -11.96 | -11.96 | -1.194 | -0.12 | 7:00:00 | 0 0 1 0 | | ZRX/USDT:USDT | 1 | -12.00 | -12.00 | -1.200 | -0.12 | 8:00:00 | 0 0 1 0 | | GAL/USDT:USDT | 1 | -12.38 | -12.38 | -1.210 | -0.12 | 7:00:00 | 0 0 1 0 | | CELR/USDT:USDT | 1 | -12.14 | -12.14 | -1.214 | -0.12 | 7:00:00 | 0 0 1 0 | | YFI/USDT:USDT | 1 | -13.61 | -13.61 | -1.230 | -0.12 | 7:00:00 | 0 0 1 0 | | IOTA/USDT:USDT | 1 | -12.83 | -12.83 | -1.283 | -0.13 | 7:00:00 | 0 0 1 0 | | SOL/USDT:USDT | 1 | -20.55 | -20.55 | -1.294 | -0.13 | 5:00:00 | 0 0 1 0 | | KLAY/USDT:USDT | 1 | -12.98 | -12.98 | -1.297 | -0.13 | 7:00:00 | 0 0 1 0 | | 1INCH/USDT:USDT | 1 | -13.10 | -13.10 | -1.304 | -0.13 | 7:00:00 | 0 0 1 0 | | BAL/USDT:USDT | 1 | -13.32 | -13.32 | -1.330 | -0.13 | 8:00:00 | 0 0 1 0 | | THETA/USDT:USDT | 1 | -13.47 | -13.47 | -1.347 | -0.13 | 7:00:00 | 0 0 1 0 | | EGLD/USDT:USDT | 1 | -14.10 | -14.10 | -1.358 | -0.14 | 7:00:00 | 0 0 1 0 | | HOT/USDT:USDT | 1 | -13.62 | -13.62 | -1.362 | -0.14 | 7:00:00 | 0 0 1 0 | | DENT/USDT:USDT | 1 | -13.68 | -13.68 | -1.367 | -0.14 | 7:00:00 | 0 0 1 0 | | DUSK/USDT:USDT | 1 | -13.78 | -13.78 | -1.376 | -0.14 | 7:00:00 | 0 0 1 0 | | REEF/USDT:USDT | 1 | -13.80 | -13.80 | -1.380 | -0.14 | 7:00:00 | 0 0 1 0 | | CHR/USDT:USDT | 1 | -14.14 | -14.14 | -1.412 | -0.14 | 14:00:00 | 0 0 1 0 | | RUNE/USDT:USDT | 1 | -14.68 | -14.68 | -1.422 | -0.14 | 3:00:00 | 0 0 1 0 | | REN/USDT:USDT | 1 | -14.23 | -14.23 | -1.423 | -0.14 | 7:00:00 | 0 0 1 0 | | XMR/USDT:USDT | 1 | -14.27 | -14.27 | -1.426 | -0.14 | 1 day, 16:00:00 | 0 0 1 0 | | LINA/USDT:USDT | 1 | -14.83 | -14.83 | -1.482 | -0.15 | 8:00:00 | 0 0 1 0 | | ONE/USDT:USDT | 1 | -14.86 | -14.86 | -1.486 | -0.15 | 7:00:00 | 0 0 1 0 | | AAVE/USDT:USDT | 1 | -15.94 | -15.94 | -1.496 | -0.15 | 7:00:00 | 0 0 1 0 | | AUDIO/USDT:USDT | 1 | -14.97 | -14.97 | -1.496 | -0.15 | 7:00:00 | 0 0 1 0 | | SAND/USDT:USDT | 1 | -15.05 | -15.05 | -1.499 | -0.15 | 7:00:00 | 0 0 1 0 | | STMX/USDT:USDT | 1 | -15.04 | -15.04 | -1.504 | -0.15 | 7:00:00 | 0 0 1 0 | | 1000XEC/USDT:USDT | 1 | -15.36 | -15.36 | -1.536 | -0.15 | 1 day, 9:00:00 | 0 0 1 0 | | COTI/USDT:USDT | 1 | -15.45 | -15.45 | -1.544 | -0.15 | 7:00:00 | 0 0 1 0 | | ZIL/USDT:USDT | 1 | -15.65 | -15.65 | -1.565 | -0.16 | 7:00:00 | 0 0 1 0 | | OP/USDT:USDT | 1 | -15.77 | -15.77 | -1.574 | -0.16 | 7:00:00 | 0 0 1 0 | | LRC/USDT:USDT | 1 | -15.86 | -15.86 | -1.581 | -0.16 | 7:00:00 | 0 0 1 0 | | KNC/USDT:USDT | 1 | -15.97 | -15.97 | -1.581 | -0.16 | 7:00:00 | 0 0 1 0 | | TLM/USDT:USDT | 1 | -16.02 | -16.02 | -1.602 | -0.16 | 7:00:00 | 0 0 1 0 | | ADA/USDT:USDT | 1 | -16.14 | -16.14 | -1.608 | -0.16 | 15:00:00 | 0 0 1 0 | | WAVES/USDT:USDT | 1 | -16.17 | -16.17 | -1.616 | -0.16 | 7:00:00 | 0 0 1 0 | | CELO/USDT:USDT | 1 | -16.32 | -16.32 | -1.631 | -0.16 | 7:00:00 | 0 0 1 0 | | FTM/USDT:USDT | 1 | -16.76 | -16.76 | -1.671 | -0.17 | 7:00:00 | 0 0 1 0 | | COMP/USDT:USDT | 1 | -16.76 | -16.76 | -1.675 | -0.17 | 7:00:00 | 0 0 1 0 | | NKN/USDT:USDT | 1 | -16.90 | -16.90 | -1.688 | -0.17 | 7:00:00 | 0 0 1 0 | | ALPHA/USDT:USDT | 1 | -17.07 | -17.07 | -1.706 | -0.17 | 7:00:00 | 0 0 1 0 | | PEOPLE/USDT:USDT | 1 | -17.30 | -17.30 | -1.730 | -0.17 | 5:00:00 | 0 0 1 0 | | LPT/USDT:USDT | 1 | -17.48 | -17.48 | -1.748 | -0.17 | 7:00:00 | 0 0 1 0 | | MANA/USDT:USDT | 1 | -17.72 | -17.72 | -1.762 | -0.18 | 8:00:00 | 0 0 1 0 | | WOO/USDT:USDT | 1 | -17.82 | -17.82 | -1.781 | -0.18 | 7:00:00 | 0 0 1 0 | | ATOM/USDT:USDT | 1 | -17.93 | -17.93 | -1.791 | -0.18 | 7:00:00 | 0 0 1 0 | | ANT/USDT:USDT | 1 | -18.02 | -18.02 | -1.797 | -0.18 | 7:00:00 | 0 0 1 0 | | IMX/USDT:USDT | 1 | -18.83 | -18.83 | -1.874 | -0.19 | 7:00:00 | 0 0 1 0 | | BAKE/USDT:USDT | 1 | -19.03 | -19.03 | -1.899 | -0.19 | 7:00:00 | 0 0 1 0 | | C98/USDT:USDT | 1 | -19.73 | -19.73 | -1.968 | -0.20 | 7:00:00 | 0 0 1 0 | | OCEAN/USDT:USDT | 1 | -20.19 | -20.19 | -2.015 | -0.20 | 7:00:00 | 0 0 1 0 | | OMG/USDT:USDT | 1 | -23.47 | -23.47 | -2.346 | -0.23 | 7:00:00 | 0 0 1 0 | | QTUM/USDT:USDT | 1 | -24.53 | -24.53 | -2.449 | -0.24 | 6:00:00 | 0 0 1 0 | | TOTAL | 102 | -12.43 | -1267.75 | -125.310 | -12.53 | 8:24:00 | 0 0 102 0 | ============================================================ ENTER TAG STATS ============================================================ | TAG | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | |-------+-----------+----------------+----------------+-------------------+----------------+----------------+---------------------------| | TOTAL | 323742 | 2.13 | 688182.70 | 67542.311 | 6754.23 | 5:33:00 | 248598 8 75136 76.8 | ========================================================= EXIT REASON STATS ========================================================= | Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | |--------------------+---------+---------------------------+----------------+------------------+-------------------+----------------| | trailing_stop_loss | 256791 | 232701 0 24090 90.6 | 7.33 | 1.88146e+06 | 184587 | 14585 | | stop_loss | 48054 | 0 0 48054 0 | -30.13 | -1.44784e+06 | -142050 | -11223.6 | | roi | 18792 | 15897 8 2887 84.6 | 13.62 | 255902 | 25137.4 | 1983.74 | | force_exit | 102 | 0 0 102 0 | -12.43 | -1267.75 | -125.31 | -9.83 | | exit_short | 2 | 0 0 2 0 | -27.15 | -54.3 | -5.408 | -0.42 | | exit_long | 1 | 0 0 1 0 | -21.06 | -21.06 | -2.105 | -0.16 | ======================= MONTH BREAKDOWN ======================== | Month | Tot Profit USDT | Wins | Draws | Losses | |------------+-------------------+--------+---------+----------| | 31/01/2021 | 1817.6 | 7535 | 0 | 3455 | | 28/02/2021 | 3516.3 | 7762 | 0 | 3147 | | 31/03/2021 | 1893.89 | 7675 | 0 | 2760 | | 30/04/2021 | 3522.86 | 9480 | 0 | 3576 | | 31/05/2021 | 5855.66 | 11085 | 0 | 4540 | | 30/06/2021 | 2550.06 | 9078 | 0 | 2955 | | 31/07/2021 | 1655.51 | 7963 | 0 | 2320 | | 31/08/2021 | 1274.71 | 8364 | 0 | 2667 | | 30/09/2021 | 2919.7 | 8100 | 0 | 2377 | | 31/10/2021 | 1605.09 | 7487 | 0 | 2269 | | 30/11/2021 | 2105.87 | 7608 | 0 | 2490 | | 31/12/2021 | 2761.6 | 8425 | 0 | 2344 | | 31/01/2022 | 1510.3 | 7854 | 0 | 2362 | | 28/02/2022 | 1596.57 | 8298 | 0 | 2304 | | 31/03/2022 | 920.66 | 7501 | 0 | 2331 | | 30/04/2022 | 2939 | 8072 | 0 | 1814 | | 31/05/2022 | 4050.46 | 11947 | 0 | 4122 | | 30/06/2022 | 3563.22 | 11332 | 0 | 3536 | | 31/07/2022 | 2259.69 | 8720 | 0 | 2222 | | 31/08/2022 | 1772.48 | 7196 | 0 | 1879 | | 30/09/2022 | 853.382 | 6215 | 0 | 1787 | | 31/10/2022 | 964.921 | 4502 | 0 | 1137 | | 30/11/2022 | 3053.07 | 7990 | 0 | 2104 | | 31/12/2022 | 1204.72 | 4316 | 0 | 889 | | 31/01/2023 | 1434.53 | 7153 | 0 | 2046 | | 28/02/2023 | 1332.67 | 6880 | 0 | 1875 | | 31/03/2023 | 1784.93 | 7758 | 0 | 1931 | | 30/04/2023 | 806.267 | 4806 | 0 | 1245 | | 31/05/2023 | 1418.69 | 4608 | 0 | 805 | | 30/06/2023 | 1629.39 | 5782 | 0 | 1453 | | 31/07/2023 | 1089.47 | 5244 | 0 | 1215 | | 31/08/2023 | 939.395 | 4159 | 0 | 985 | | 30/09/2023 | 668.891 | 3925 | 8 | 1033 | | 31/10/2023 | 270.759 | 3778 | 0 | 1161 | ===================== SUMMARY METRICS ===================== | Metric | Value | |-----------------------------+---------------------------| | Backtesting from | 2021-01-02 06:00:00 | | Backtesting to | 2023-10-27 00:00:00 | | Max open trades | 129 | | | | | Total/Daily Avg Trades | 323742 / 315.23 | | Starting balance | 1000 USDT | | Final balance | 68542.311 USDT | | Absolute profit | 67542.311 USDT | | Total profit % | 6754.23% | | CAGR % | 349.27% | | Sortino | 1031.50 | | Sharpe | 824.71 | | Calmar | 11358.15 | | Profit factor | 1.43 | | Expectancy (Ratio) | 0.21 (0.10) | | Trades per day | 315.23 | | Avg. daily profit % | 6.58% | | Avg. stake amount | 9.816 USDT | | Total trade volume | 3177848.513 USDT | | | | | Long / Short | 96803 / 226939 | | Total profit Long % | 2058.58% | | Total profit Short % | 4695.65% | | Absolute profit Long | 20585.785 USDT | | Absolute profit Short | 46956.526 USDT | | | | | Best Pair | RSR/USDT:USDT 9273.05% | | Worst Pair | BTC/USDT:USDT 0.00% | | Best trade | BEL/USDT:USDT 52.06% | | Worst trade | 1000XEC/USDT:USDT -79.43% | | Best day | 1147.518 USDT | | Worst day | -333.332 USDT | | Days win/draw/lose | 774 / 0 / 255 | | Avg. Duration Winners | 4:16:00 | | Avg. Duration Loser | 9:48:00 | | Max Consecutive Wins / Loss | 170 / 102 | | Rejected Entry signals | 0 | | Entry/Exit Timeouts | 0 / 123775 | | | | | Min balance | 999.98 USDT | | Max balance | 68667.621 USDT | | Max % of account underwater | 13.97% | | Absolute Drawdown (Account) | 1.11% | | Absolute Drawdown | 507.547 USDT | | Drawdown high | 44880.939 USDT | | Drawdown low | 44373.391 USDT | | Drawdown Start | 2022-06-15 10:00:00 | | Drawdown End | 2022-06-16 01:00:00 | | Market change | 37.70% | =========================================================== Backtested 2021-01-02 06:00:00 -> 2023-10-27 00:00:00 | Max open trades : 129 ================================================================================= STRATEGY SUMMARY ================================================================================ | Strategy | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | Drawdown | |---------------------------+-----------+----------------+----------------+-------------------+----------------+----------------+---------------------------+---------------------| | RSI_BB_MACD_Nov_2023_1h_3 | 323742 | 2.13 | 688182.70 | 67542.311 | 6754.23 | 5:33:00 | 248598 8 75136 76.8 | 507.547 USDT 1.11% | =================================================================================================================================================================================== Result for strategy RSI_BB_MACD_Nov_2023_1h_3 ================================================================= BACKTESTING REPORT ================================================================= | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | |--------------------+-----------+----------------+----------------+-------------------+----------------+----------------+---------------------------| | RSR/USDT:USDT | 2271 | 2.82 | 6411.32 | 640.823 | 64.08 | 4:21:00 | 1790 0 481 78.8 | | SKL/USDT:USDT | 2329 | 2.35 | 5482.77 | 546.862 | 54.69 | 4:31:00 | 1815 0 514 77.9 | | LIT/USDT:USDT | 2231 | 2.45 | 5466.62 | 544.929 | 54.49 | 4:36:00 | 1741 0 490 78.0 | | GRT/USDT:USDT | 2307 | 2.34 | 5406.02 | 536.361 | 53.64 | 4:46:00 | 1818 0 489 78.8 | | CRV/USDT:USDT | 2325 | 2.26 | 5251.37 | 524.128 | 52.41 | 4:14:00 | 1800 0 525 77.4 | | UNFI/USDT:USDT | 2246 | 2.29 | 5144.62 | 508.802 | 50.88 | 4:20:00 | 1719 0 527 76.5 | | VET/USDT:USDT | 2008 | 2.51 | 5040.63 | 503.634 | 50.36 | 6:06:00 | 1588 0 420 79.1 | | FTM/USDT:USDT | 2435 | 2.04 | 4960.45 | 491.316 | 49.13 | 4:09:00 | 1829 0 606 75.1 | | SUSHI/USDT:USDT | 2175 | 2.41 | 5235.08 | 489.549 | 48.95 | 4:53:00 | 1712 0 463 78.7 | | LRC/USDT:USDT | 2097 | 2.34 | 4915.08 | 487.722 | 48.77 | 5:24:00 | 1639 0 458 78.2 | | OGN/USDT:USDT | 2106 | 2.32 | 4887.48 | 485.321 | 48.53 | 4:52:00 | 1619 0 487 76.9 | | BAND/USDT:USDT | 2285 | 2.11 | 4813.26 | 477.092 | 47.71 | 4:56:00 | 1756 0 529 76.8 | | ALPHA/USDT:USDT | 2354 | 1.95 | 4589.51 | 454.689 | 45.47 | 4:34:00 | 1794 0 560 76.2 | | HOT/USDT:USDT | 1666 | 2.72 | 4532.18 | 453.108 | 45.31 | 6:49:00 | 1348 0 318 80.9 | | SAND/USDT:USDT | 2041 | 2.22 | 4523.62 | 443.977 | 44.40 | 5:16:00 | 1574 0 467 77.1 | | RUNE/USDT:USDT | 2166 | 2.19 | 4745.54 | 442.064 | 44.21 | 4:23:00 | 1654 0 512 76.4 | | SFP/USDT:USDT | 2010 | 2.22 | 4458.28 | 439.651 | 43.97 | 5:30:00 | 1573 0 437 78.3 | | REN/USDT:USDT | 2293 | 1.92 | 4413.50 | 438.796 | 43.88 | 4:33:00 | 1779 0 514 77.6 | | TRB/USDT:USDT | 2473 | 1.83 | 4532.89 | 435.331 | 43.53 | 4:08:00 | 1872 0 601 75.7 | | RLC/USDT:USDT | 2443 | 1.77 | 4314.23 | 430.117 | 43.01 | 4:32:00 | 1874 0 569 76.7 | | ZEN/USDT:USDT | 2129 | 2.15 | 4578.94 | 427.548 | 42.75 | 5:14:00 | 1670 0 459 78.4 | | NKN/USDT:USDT | 1996 | 2.12 | 4235.91 | 422.223 | 42.22 | 5:14:00 | 1553 0 443 77.8 | | ONE/USDT:USDT | 2143 | 1.97 | 4219.93 | 421.402 | 42.14 | 4:47:00 | 1648 0 495 76.9 | | THETA/USDT:USDT | 2009 | 2.09 | 4204.24 | 418.668 | 41.87 | 5:41:00 | 1577 0 432 78.5 | | SNX/USDT:USDT | 2292 | 1.84 | 4226.06 | 418.442 | 41.84 | 4:39:00 | 1765 0 527 77.0 | | KSM/USDT:USDT | 2246 | 2.18 | 4899.93 | 418.032 | 41.80 | 5:19:00 | 1766 0 480 78.6 | | KNC/USDT:USDT | 2173 | 1.95 | 4244.56 | 415.967 | 41.60 | 5:11:00 | 1704 0 469 78.4 | | LINA/USDT:USDT | 2209 | 1.86 | 4118.18 | 411.604 | 41.16 | 4:08:00 | 1683 0 526 76.2 | | FLM/USDT:USDT | 2168 | 1.90 | 4126.11 | 410.842 | 41.08 | 5:00:00 | 1649 0 519 76.1 | | CHZ/USDT:USDT | 1980 | 2.08 | 4120.27 | 410.651 | 41.07 | 5:40:00 | 1531 0 449 77.3 | | EOS/USDT:USDT | 1548 | 2.59 | 4010.04 | 399.303 | 39.93 | 7:43:00 | 1245 0 303 80.4 | | DENT/USDT:USDT | 1786 | 2.23 | 3980.89 | 397.995 | 39.80 | 5:52:00 | 1392 0 394 77.9 | | ALICE/USDT:USDT | 1954 | 2.05 | 3998.40 | 395.443 | 39.54 | 5:02:00 | 1509 0 445 77.2 | | DGB/USDT:USDT | 1625 | 2.41 | 3919.82 | 391.790 | 39.18 | 6:56:00 | 1308 0 317 80.5 | | ENJ/USDT:USDT | 2103 | 1.86 | 3913.18 | 386.576 | 38.66 | 5:34:00 | 1619 0 484 77.0 | | OMG/USDT:USDT | 1954 | 1.99 | 3886.18 | 386.331 | 38.63 | 5:49:00 | 1552 0 402 79.4 | | 1INCH/USDT:USDT | 1922 | 2.06 | 3962.85 | 385.322 | 38.53 | 5:55:00 | 1500 0 422 78.0 | | COMP/USDT:USDT | 2082 | 1.85 | 3852.46 | 384.429 | 38.44 | 5:27:00 | 1632 0 450 78.4 | | COTI/USDT:USDT | 2103 | 1.83 | 3852.24 | 384.183 | 38.42 | 4:54:00 | 1633 0 470 77.7 | | NEAR/USDT:USDT | 2214 | 1.82 | 4032.90 | 379.387 | 37.94 | 4:51:00 | 1692 0 522 76.4 | | OCEAN/USDT:USDT | 2344 | 1.63 | 3815.76 | 379.211 | 37.92 | 4:49:00 | 1810 0 534 77.2 | | BLZ/USDT:USDT | 2449 | 1.52 | 3721.97 | 371.491 | 37.15 | 4:12:00 | 1850 0 599 75.5 | | RVN/USDT:USDT | 1862 | 1.99 | 3712.04 | 370.838 | 37.08 | 6:00:00 | 1460 0 402 78.4 | | REEF/USDT:USDT | 1882 | 1.95 | 3667.43 | 366.609 | 36.66 | 5:44:00 | 1467 0 415 77.9 | | AAVE/USDT:USDT | 2050 | 2.13 | 4370.60 | 366.569 | 36.66 | 5:20:00 | 1618 0 432 78.9 | | HBAR/USDT:USDT | 1790 | 2.05 | 3670.44 | 366.294 | 36.63 | 6:26:00 | 1403 0 387 78.4 | | ICX/USDT:USDT | 1920 | 1.91 | 3658.78 | 362.199 | 36.22 | 5:49:00 | 1492 0 428 77.7 | | ANKR/USDT:USDT | 1958 | 1.84 | 3604.41 | 360.106 | 36.01 | 5:40:00 | 1515 0 443 77.4 | | IOST/USDT:USDT | 1731 | 2.08 | 3602.04 | 360.007 | 36.00 | 6:58:00 | 1363 0 368 78.7 | | MKR/USDT:USDT | 1915 | 1.90 | 3646.59 | 356.866 | 35.69 | 6:23:00 | 1517 0 398 79.2 | | BEL/USDT:USDT | 2219 | 1.64 | 3638.07 | 356.223 | 35.62 | 4:34:00 | 1691 0 528 76.2 | | OP/USDT:USDT | 1059 | 3.36 | 3555.45 | 354.912 | 35.49 | 4:59:00 | 854 0 205 80.6 | | XEM/USDT:USDT | 1490 | 2.38 | 3552.72 | 354.573 | 35.46 | 8:09:00 | 1195 0 295 80.2 | | WAVES/USDT:USDT | 1976 | 1.80 | 3553.04 | 349.295 | 34.93 | 5:38:00 | 1539 0 437 77.9 | | MANA/USDT:USDT | 1777 | 1.99 | 3537.40 | 349.064 | 34.91 | 5:56:00 | 1405 0 372 79.1 | | CELR/USDT:USDT | 2034 | 1.71 | 3468.76 | 346.613 | 34.66 | 4:45:00 | 1563 0 471 76.8 | | ZIL/USDT:USDT | 1959 | 1.77 | 3465.45 | 346.162 | 34.62 | 5:55:00 | 1534 0 425 78.3 | | XTZ/USDT:USDT | 1812 | 1.90 | 3450.13 | 343.757 | 34.38 | 6:43:00 | 1432 0 380 79.0 | | ZEC/USDT:USDT | 1867 | 1.83 | 3414.02 | 340.861 | 34.09 | 6:30:00 | 1483 0 384 79.4 | | DYDX/USDT:USDT | 1706 | 2.00 | 3417.57 | 338.614 | 33.86 | 4:41:00 | 1318 0 388 77.3 | | 1000SHIB/USDT:USDT | 1447 | 2.32 | 3363.94 | 336.272 | 33.63 | 7:22:00 | 1125 0 322 77.7 | | LPT/USDT:USDT | 1353 | 2.52 | 3410.31 | 335.522 | 33.55 | 6:00:00 | 1113 0 240 82.3 | | ATOM/USDT:USDT | 2063 | 1.63 | 3354.88 | 334.466 | 33.45 | 5:39:00 | 1568 0 495 76.0 | | GALA/USDT:USDT | 1497 | 2.22 | 3318.22 | 331.374 | 33.14 | 5:33:00 | 1163 0 334 77.7 | | AR/USDT:USDT | 1483 | 2.29 | 3398.00 | 329.402 | 32.94 | 5:38:00 | 1197 0 286 80.7 | | KAVA/USDT:USDT | 2098 | 1.57 | 3301.74 | 328.740 | 32.87 | 5:35:00 | 1617 0 481 77.1 | | STMX/USDT:USDT | 1797 | 1.83 | 3287.49 | 328.631 | 32.86 | 5:47:00 | 1400 0 397 77.9 | | LINK/USDT:USDT | 1819 | 1.79 | 3263.66 | 325.615 | 32.56 | 6:14:00 | 1438 0 381 79.1 | | SXP/USDT:USDT | 1936 | 1.69 | 3265.49 | 325.541 | 32.55 | 5:45:00 | 1479 0 457 76.4 | | ADA/USDT:USDT | 1606 | 2.02 | 3251.19 | 321.575 | 32.16 | 7:50:00 | 1279 0 327 79.6 | | MTL/USDT:USDT | 1798 | 1.83 | 3291.25 | 320.509 | 32.05 | 5:54:00 | 1388 0 410 77.2 | | MATIC/USDT:USDT | 1961 | 1.63 | 3192.27 | 315.045 | 31.50 | 5:46:00 | 1466 0 495 74.8 | | DOT/USDT:USDT | 1765 | 1.78 | 3143.20 | 308.052 | 30.81 | 7:03:00 | 1355 0 410 76.8 | | NEO/USDT:USDT | 1751 | 1.76 | 3079.22 | 307.041 | 30.70 | 6:53:00 | 1378 0 373 78.7 | | DOGE/USDT:USDT | 1585 | 1.93 | 3065.54 | 306.021 | 30.60 | 7:23:00 | 1211 0 374 76.4 | | ALGO/USDT:USDT | 1925 | 1.59 | 3057.45 | 305.409 | 30.54 | 6:16:00 | 1485 0 440 77.1 | | AXS/USDT:USDT | 1674 | 1.95 | 3258.31 | 302.477 | 30.25 | 5:11:00 | 1238 0 436 74.0 | | ENS/USDT:USDT | 1386 | 2.21 | 3067.25 | 299.220 | 29.92 | 5:52:00 | 1102 0 284 79.5 | | ANT/USDT:USDT | 1283 | 2.33 | 2994.25 | 298.217 | 29.82 | 6:11:00 | 1024 0 259 79.8 | | GTC/USDT:USDT | 1859 | 1.60 | 2978.90 | 296.127 | 29.61 | 4:54:00 | 1423 0 436 76.5 | | AUDIO/USDT:USDT | 1533 | 1.95 | 2991.66 | 295.146 | 29.51 | 5:36:00 | 1212 0 321 79.1 | | C98/USDT:USDT | 1538 | 1.94 | 2985.05 | 294.190 | 29.42 | 5:37:00 | 1222 0 316 79.5 | | BAL/USDT:USDT | 1816 | 1.65 | 3004.24 | 293.461 | 29.35 | 6:22:00 | 1427 0 389 78.6 | | XRP/USDT:USDT | 1480 | 1.98 | 2934.41 | 293.095 | 29.31 | 8:25:00 | 1155 0 325 78.0 | | ETC/USDT:USDT | 1682 | 1.74 | 2931.99 | 291.383 | 29.14 | 7:06:00 | 1304 0 378 77.5 | | UNI/USDT:USDT | 1968 | 1.74 | 3418.73 | 286.148 | 28.61 | 6:04:00 | 1566 0 402 79.6 | | YFI/USDT:USDT | 1830 | 1.83 | 3342.49 | 285.530 | 28.55 | 6:52:00 | 1458 0 372 79.7 | | CELO/USDT:USDT | 1303 | 2.17 | 2825.10 | 281.954 | 28.20 | 6:43:00 | 1047 0 256 80.4 | | IOTX/USDT:USDT | 1394 | 2.01 | 2799.81 | 279.761 | 27.98 | 6:56:00 | 1117 0 277 80.1 | | CHR/USDT:USDT | 2099 | 1.34 | 2803.35 | 279.498 | 27.95 | 4:53:00 | 1585 0 514 75.5 | | ROSE/USDT:USDT | 1111 | 2.47 | 2742.61 | 273.627 | 27.36 | 7:21:00 | 890 0 221 80.1 | | BAKE/USDT:USDT | 1763 | 1.57 | 2773.09 | 273.319 | 27.33 | 5:30:00 | 1368 0 395 77.6 | | PEOPLE/USDT:USDT | 1320 | 2.07 | 2727.45 | 272.588 | 27.26 | 5:32:00 | 1006 0 314 76.2 | | DUSK/USDT:USDT | 1192 | 2.29 | 2725.35 | 271.747 | 27.17 | 5:59:00 | 947 0 245 79.4 | | MASK/USDT:USDT | 1657 | 1.70 | 2824.40 | 265.046 | 26.50 | 4:58:00 | 1284 0 373 77.5 | | GAL/USDT:USDT | 1003 | 2.68 | 2688.94 | 261.543 | 26.15 | 6:11:00 | 795 0 208 79.3 | | FLOW/USDT:USDT | 1044 | 2.47 | 2575.52 | 256.549 | 25.65 | 7:17:00 | 856 0 188 82.0 | | STORJ/USDT:USDT | 2108 | 1.23 | 2584.16 | 255.351 | 25.54 | 5:12:00 | 1590 0 518 75.4 | | IOTA/USDT:USDT | 1830 | 1.39 | 2537.14 | 253.375 | 25.34 | 7:01:00 | 1409 0 421 77.0 | | QTUM/USDT:USDT | 1843 | 1.39 | 2566.24 | 252.961 | 25.30 | 6:40:00 | 1432 0 411 77.7 | | IMX/USDT:USDT | 1232 | 2.05 | 2529.26 | 250.148 | 25.01 | 5:47:00 | 963 0 269 78.2 | | ONT/USDT:USDT | 1879 | 1.30 | 2438.97 | 243.596 | 24.36 | 6:23:00 | 1436 0 443 76.4 | | CTSI/USDT:USDT | 1388 | 1.74 | 2417.44 | 240.774 | 24.08 | 6:03:00 | 1117 0 271 80.5 | | LTC/USDT:USDT | 1580 | 1.50 | 2372.76 | 236.832 | 23.68 | 7:48:00 | 1269 0 311 80.3 | | FIL/USDT:USDT | 1635 | 1.54 | 2518.45 | 235.466 | 23.55 | 7:15:00 | 1279 0 356 78.2 | | SOL/USDT:USDT | 1519 | 1.68 | 2559.14 | 232.302 | 23.23 | 5:03:00 | 1165 3 351 76.7 | | ZRX/USDT:USDT | 1909 | 1.20 | 2282.60 | 227.929 | 22.79 | 6:00:00 | 1480 0 429 77.5 | | API3/USDT:USDT | 1121 | 1.97 | 2212.22 | 220.696 | 22.07 | 6:30:00 | 884 0 237 78.9 | | ARPA/USDT:USDT | 1153 | 1.91 | 2202.20 | 220.066 | 22.01 | 7:39:00 | 906 0 247 78.6 | | ATA/USDT:USDT | 1444 | 1.52 | 2195.23 | 218.823 | 21.88 | 6:20:00 | 1121 0 323 77.6 | | CTK/USDT:USDT | 2053 | 1.07 | 2196.85 | 217.100 | 21.71 | 5:57:00 | 1573 0 480 76.6 | | APE/USDT:USDT | 1055 | 2.07 | 2179.97 | 208.586 | 20.86 | 6:26:00 | 821 0 234 77.8 | | EGLD/USDT:USDT | 1716 | 1.43 | 2460.87 | 206.903 | 20.69 | 7:12:00 | 1349 0 367 78.6 | | BAT/USDT:USDT | 1835 | 1.10 | 2015.03 | 201.258 | 20.13 | 6:36:00 | 1413 0 422 77.0 | | XLM/USDT:USDT | 1497 | 1.31 | 1961.55 | 195.214 | 19.52 | 8:50:00 | 1197 0 300 80.0 | | ETH/USDT:USDT | 1309 | 1.46 | 1915.38 | 186.211 | 18.62 | 10:05:00 | 1046 0 263 79.9 | | 1000XEC/USDT:USDT | 1103 | 1.68 | 1858.45 | 185.628 | 18.56 | 9:05:00 | 898 0 205 81.4 | | DASH/USDT:USDT | 1665 | 1.06 | 1772.01 | 176.986 | 17.70 | 7:30:00 | 1301 0 364 78.1 | | WOO/USDT:USDT | 1087 | 1.60 | 1742.31 | 173.784 | 17.38 | 5:54:00 | 852 0 235 78.4 | | KLAY/USDT:USDT | 961 | 1.79 | 1716.71 | 171.520 | 17.15 | 10:35:00 | 787 0 174 81.9 | | BCH/USDT:USDT | 1422 | 1.21 | 1716.81 | 171.176 | 17.12 | 9:07:00 | 1099 0 323 77.3 | | GMT/USDT:USDT | 1066 | 1.62 | 1731.23 | 171.043 | 17.10 | 6:32:00 | 812 0 254 76.2 | | AVAX/USDT:USDT | 1581 | 0.86 | 1358.49 | 95.837 | 9.58 | 5:33:00 | 1163 0 418 73.6 | | TRX/USDT:USDT | 1207 | 0.75 | 908.45 | 90.735 | 9.07 | 12:58:00 | 909 0 298 75.3 | | BNX/USDT:USDT | 361 | 1.91 | 689.05 | 68.839 | 6.88 | 8:06:00 | 284 2 75 78.7 | | ICP/USDT:USDT | 483 | 1.22 | 589.85 | 56.479 | 5.65 | 10:14:00 | 393 0 90 81.4 | | BTC/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | TLM/USDT:USDT | 232 | -0.18 | -41.33 | -4.139 | -0.41 | 12:23:00 | 179 0 53 77.2 | | TOTAL | 223790 | 1.90 | 425654.47 | 41752.001 | 4175.20 | 5:52:00 | 174246 5 49539 77.9 | ============================================================= LEFT OPEN TRADES REPORT ============================================================== | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | |-------------------+-----------+----------------+----------------+-------------------+----------------+-----------------+-------------------------| | CHR/USDT:USDT | 1 | -1.07 | -1.07 | -0.107 | -0.01 | 4:00:00 | 0 0 1 0 | | DYDX/USDT:USDT | 1 | -2.75 | -2.75 | -0.274 | -0.03 | 2:00:00 | 0 0 1 0 | | ARPA/USDT:USDT | 1 | -3.58 | -3.58 | -0.357 | -0.04 | 3:00:00 | 0 0 1 0 | | TRX/USDT:USDT | 1 | -3.68 | -3.68 | -0.368 | -0.04 | 8:00:00 | 0 0 1 0 | | XRP/USDT:USDT | 1 | -5.26 | -5.26 | -0.526 | -0.05 | 7:00:00 | 0 0 1 0 | | ICP/USDT:USDT | 1 | -6.01 | -6.01 | -0.589 | -0.06 | 6:00:00 | 0 0 1 0 | | FIL/USDT:USDT | 1 | -6.61 | -6.61 | -0.658 | -0.07 | 8:00:00 | 0 0 1 0 | | AXS/USDT:USDT | 1 | -6.90 | -6.90 | -0.665 | -0.07 | 5:00:00 | 0 0 1 0 | | DOT/USDT:USDT | 1 | -7.22 | -7.22 | -0.717 | -0.07 | 7:00:00 | 0 0 1 0 | | CHZ/USDT:USDT | 1 | -7.23 | -7.23 | -0.723 | -0.07 | 8:00:00 | 0 0 1 0 | | XEM/USDT:USDT | 1 | -7.39 | -7.39 | -0.739 | -0.07 | 1 day, 23:00:00 | 0 0 1 0 | | KAVA/USDT:USDT | 1 | -7.79 | -7.79 | -0.779 | -0.08 | 13:00:00 | 0 0 1 0 | | ADA/USDT:USDT | 1 | -8.65 | -8.65 | -0.865 | -0.09 | 7:00:00 | 0 0 1 0 | | ALGO/USDT:USDT | 1 | -8.65 | -8.65 | -0.865 | -0.09 | 8:00:00 | 0 0 1 0 | | MASK/USDT:USDT | 1 | -9.21 | -9.21 | -0.878 | -0.09 | 6:00:00 | 0 0 1 0 | | AR/USDT:USDT | 1 | -9.41 | -9.41 | -0.937 | -0.09 | 8:00:00 | 0 0 1 0 | | VET/USDT:USDT | 1 | -9.38 | -9.38 | -0.938 | -0.09 | 7:00:00 | 0 0 1 0 | | EOS/USDT:USDT | 1 | -9.52 | -9.52 | -0.951 | -0.10 | 7:00:00 | 0 0 1 0 | | IOST/USDT:USDT | 1 | -9.54 | -9.54 | -0.953 | -0.10 | 7:00:00 | 0 0 1 0 | | ETC/USDT:USDT | 1 | -9.65 | -9.65 | -0.964 | -0.10 | 7:00:00 | 0 0 1 0 | | API3/USDT:USDT | 1 | -9.77 | -9.77 | -0.976 | -0.10 | 7:00:00 | 0 0 1 0 | | LTC/USDT:USDT | 1 | -10.02 | -10.02 | -1.001 | -0.10 | 7:00:00 | 0 0 1 0 | | XLM/USDT:USDT | 1 | -10.20 | -10.20 | -1.019 | -0.10 | 7:00:00 | 0 0 1 0 | | HBAR/USDT:USDT | 1 | -10.35 | -10.35 | -1.034 | -0.10 | 5:00:00 | 0 0 1 0 | | UNI/USDT:USDT | 1 | -11.10 | -11.10 | -1.071 | -0.11 | 7:00:00 | 0 0 1 0 | | ZEC/USDT:USDT | 1 | -10.81 | -10.81 | -1.080 | -0.11 | 7:00:00 | 0 0 1 0 | | DGB/USDT:USDT | 1 | -10.82 | -10.82 | -1.082 | -0.11 | 7:00:00 | 0 0 1 0 | | MATIC/USDT:USDT | 1 | -10.98 | -10.98 | -1.087 | -0.11 | 7:00:00 | 0 0 1 0 | | RVN/USDT:USDT | 1 | -10.92 | -10.92 | -1.092 | -0.11 | 7:00:00 | 0 0 1 0 | | KSM/USDT:USDT | 1 | -11.21 | -11.21 | -1.107 | -0.11 | 7:00:00 | 0 0 1 0 | | CTSI/USDT:USDT | 1 | -11.13 | -11.13 | -1.112 | -0.11 | 7:00:00 | 0 0 1 0 | | ETH/USDT:USDT | 1 | -11.34 | -11.34 | -1.120 | -0.11 | 7:00:00 | 0 0 1 0 | | FLOW/USDT:USDT | 1 | -11.22 | -11.22 | -1.122 | -0.11 | 7:00:00 | 0 0 1 0 | | ZEN/USDT:USDT | 1 | -11.39 | -11.39 | -1.124 | -0.11 | 7:00:00 | 0 0 1 0 | | DASH/USDT:USDT | 1 | -11.30 | -11.30 | -1.129 | -0.11 | 7:00:00 | 0 0 1 0 | | BCH/USDT:USDT | 1 | -11.45 | -11.45 | -1.141 | -0.11 | 13:00:00 | 0 0 1 0 | | NEO/USDT:USDT | 1 | -11.54 | -11.54 | -1.153 | -0.12 | 3:00:00 | 0 0 1 0 | | GMT/USDT:USDT | 1 | -11.55 | -11.55 | -1.155 | -0.12 | 7:00:00 | 0 0 1 0 | | XTZ/USDT:USDT | 1 | -11.68 | -11.68 | -1.167 | -0.12 | 7:00:00 | 0 0 1 0 | | MKR/USDT:USDT | 1 | -11.74 | -11.74 | -1.172 | -0.12 | 7:00:00 | 0 0 1 0 | | ANKR/USDT:USDT | 1 | -11.74 | -11.74 | -1.173 | -0.12 | 8:00:00 | 0 0 1 0 | | ENS/USDT:USDT | 1 | -11.84 | -11.84 | -1.177 | -0.12 | 7:00:00 | 0 0 1 0 | | SKL/USDT:USDT | 1 | -11.80 | -11.80 | -1.179 | -0.12 | 7:00:00 | 0 0 1 0 | | RSR/USDT:USDT | 1 | -11.80 | -11.80 | -1.180 | -0.12 | 7:00:00 | 0 0 1 0 | | OGN/USDT:USDT | 1 | -11.86 | -11.86 | -1.184 | -0.12 | 7:00:00 | 0 0 1 0 | | SUSHI/USDT:USDT | 1 | -11.93 | -11.93 | -1.185 | -0.12 | 7:00:00 | 0 0 1 0 | | CRV/USDT:USDT | 1 | -11.96 | -11.96 | -1.194 | -0.12 | 7:00:00 | 0 0 1 0 | | ZRX/USDT:USDT | 1 | -12.00 | -12.00 | -1.200 | -0.12 | 8:00:00 | 0 0 1 0 | | GAL/USDT:USDT | 1 | -12.38 | -12.38 | -1.210 | -0.12 | 7:00:00 | 0 0 1 0 | | CELR/USDT:USDT | 1 | -12.14 | -12.14 | -1.214 | -0.12 | 7:00:00 | 0 0 1 0 | | YFI/USDT:USDT | 1 | -13.61 | -13.61 | -1.230 | -0.12 | 7:00:00 | 0 0 1 0 | | ICX/USDT:USDT | 1 | -12.61 | -12.61 | -1.260 | -0.13 | 7:00:00 | 0 0 1 0 | | ROSE/USDT:USDT | 1 | -12.60 | -12.60 | -1.260 | -0.13 | 7:00:00 | 0 0 1 0 | | IOTA/USDT:USDT | 1 | -12.83 | -12.83 | -1.283 | -0.13 | 7:00:00 | 0 0 1 0 | | KLAY/USDT:USDT | 1 | -12.98 | -12.98 | -1.297 | -0.13 | 7:00:00 | 0 0 1 0 | | 1INCH/USDT:USDT | 1 | -13.10 | -13.10 | -1.304 | -0.13 | 7:00:00 | 0 0 1 0 | | BAL/USDT:USDT | 1 | -13.32 | -13.32 | -1.330 | -0.13 | 8:00:00 | 0 0 1 0 | | THETA/USDT:USDT | 1 | -13.47 | -13.47 | -1.347 | -0.13 | 7:00:00 | 0 0 1 0 | | NEAR/USDT:USDT | 1 | -13.50 | -13.50 | -1.348 | -0.13 | 7:00:00 | 0 0 1 0 | | EGLD/USDT:USDT | 1 | -14.10 | -14.10 | -1.358 | -0.14 | 7:00:00 | 0 0 1 0 | | HOT/USDT:USDT | 1 | -13.62 | -13.62 | -1.362 | -0.14 | 7:00:00 | 0 0 1 0 | | DENT/USDT:USDT | 1 | -13.68 | -13.68 | -1.367 | -0.14 | 7:00:00 | 0 0 1 0 | | DUSK/USDT:USDT | 1 | -13.78 | -13.78 | -1.376 | -0.14 | 7:00:00 | 0 0 1 0 | | REEF/USDT:USDT | 1 | -13.80 | -13.80 | -1.380 | -0.14 | 7:00:00 | 0 0 1 0 | | ATA/USDT:USDT | 1 | -13.94 | -13.94 | -1.392 | -0.14 | 7:00:00 | 0 0 1 0 | | REN/USDT:USDT | 1 | -14.23 | -14.23 | -1.423 | -0.14 | 7:00:00 | 0 0 1 0 | | LINA/USDT:USDT | 1 | -14.83 | -14.83 | -1.482 | -0.15 | 8:00:00 | 0 0 1 0 | | ONE/USDT:USDT | 1 | -14.86 | -14.86 | -1.486 | -0.15 | 7:00:00 | 0 0 1 0 | | AAVE/USDT:USDT | 1 | -15.94 | -15.94 | -1.496 | -0.15 | 7:00:00 | 0 0 1 0 | | AUDIO/USDT:USDT | 1 | -14.97 | -14.97 | -1.496 | -0.15 | 7:00:00 | 0 0 1 0 | | SAND/USDT:USDT | 1 | -15.05 | -15.05 | -1.499 | -0.15 | 7:00:00 | 0 0 1 0 | | STMX/USDT:USDT | 1 | -15.04 | -15.04 | -1.504 | -0.15 | 7:00:00 | 0 0 1 0 | | LIT/USDT:USDT | 1 | -15.33 | -15.33 | -1.531 | -0.15 | 7:00:00 | 0 0 1 0 | | 1000XEC/USDT:USDT | 1 | -15.36 | -15.36 | -1.536 | -0.15 | 1 day, 9:00:00 | 0 0 1 0 | | COTI/USDT:USDT | 1 | -15.45 | -15.45 | -1.544 | -0.15 | 7:00:00 | 0 0 1 0 | | ZIL/USDT:USDT | 1 | -15.65 | -15.65 | -1.565 | -0.16 | 7:00:00 | 0 0 1 0 | | OP/USDT:USDT | 1 | -15.77 | -15.77 | -1.574 | -0.16 | 7:00:00 | 0 0 1 0 | | LRC/USDT:USDT | 1 | -15.86 | -15.86 | -1.581 | -0.16 | 7:00:00 | 0 0 1 0 | | KNC/USDT:USDT | 1 | -15.97 | -15.97 | -1.581 | -0.16 | 7:00:00 | 0 0 1 0 | | TLM/USDT:USDT | 1 | -16.02 | -16.02 | -1.602 | -0.16 | 7:00:00 | 0 0 1 0 | | WAVES/USDT:USDT | 1 | -16.17 | -16.17 | -1.616 | -0.16 | 7:00:00 | 0 0 1 0 | | CELO/USDT:USDT | 1 | -16.32 | -16.32 | -1.631 | -0.16 | 7:00:00 | 0 0 1 0 | | FTM/USDT:USDT | 1 | -16.76 | -16.76 | -1.671 | -0.17 | 7:00:00 | 0 0 1 0 | | COMP/USDT:USDT | 1 | -16.76 | -16.76 | -1.675 | -0.17 | 7:00:00 | 0 0 1 0 | | NKN/USDT:USDT | 1 | -16.90 | -16.90 | -1.688 | -0.17 | 7:00:00 | 0 0 1 0 | | ALPHA/USDT:USDT | 1 | -17.07 | -17.07 | -1.706 | -0.17 | 7:00:00 | 0 0 1 0 | | RLC/USDT:USDT | 1 | -17.21 | -17.21 | -1.719 | -0.17 | 7:00:00 | 0 0 1 0 | | PEOPLE/USDT:USDT | 1 | -17.30 | -17.30 | -1.730 | -0.17 | 5:00:00 | 0 0 1 0 | | LPT/USDT:USDT | 1 | -17.48 | -17.48 | -1.748 | -0.17 | 7:00:00 | 0 0 1 0 | | MANA/USDT:USDT | 1 | -17.72 | -17.72 | -1.762 | -0.18 | 8:00:00 | 0 0 1 0 | | WOO/USDT:USDT | 1 | -17.82 | -17.82 | -1.781 | -0.18 | 7:00:00 | 0 0 1 0 | | ATOM/USDT:USDT | 1 | -17.93 | -17.93 | -1.791 | -0.18 | 7:00:00 | 0 0 1 0 | | IMX/USDT:USDT | 1 | -18.83 | -18.83 | -1.874 | -0.19 | 7:00:00 | 0 0 1 0 | | BAKE/USDT:USDT | 1 | -19.03 | -19.03 | -1.899 | -0.19 | 7:00:00 | 0 0 1 0 | | C98/USDT:USDT | 1 | -19.73 | -19.73 | -1.968 | -0.20 | 7:00:00 | 0 0 1 0 | | OCEAN/USDT:USDT | 1 | -20.19 | -20.19 | -2.015 | -0.20 | 7:00:00 | 0 0 1 0 | | ONT/USDT:USDT | 1 | -20.50 | -20.50 | -2.049 | -0.20 | 7:00:00 | 0 0 1 0 | | RUNE/USDT:USDT | 1 | -22.15 | -22.15 | -2.115 | -0.21 | 4:00:00 | 0 0 1 0 | | OMG/USDT:USDT | 1 | -23.47 | -23.47 | -2.346 | -0.23 | 7:00:00 | 0 0 1 0 | | TOTAL | 99 | -12.73 | -1260.11 | -125.264 | -12.53 | 7:37:00 | 0 0 99 0 | ============================================================ ENTER TAG STATS ============================================================ | TAG | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | |-------+-----------+----------------+----------------+-------------------+----------------+----------------+---------------------------| | TOTAL | 223790 | 1.90 | 425654.47 | 41752.001 | 4175.20 | 5:52:00 | 174246 5 49539 77.9 | ========================================================= EXIT REASON STATS ========================================================= | Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | |--------------------+---------+---------------------------+----------------+------------------+-------------------+----------------| | trailing_stop_loss | 177508 | 162962 0 14546 91.8 | 7.29 | 1.29352e+06 | 126896 | 10105.6 | | stop_loss | 33360 | 0 0 33360 0 | -30.09 | -1.00364e+06 | -98483.6 | -7840.98 | | roi | 12821 | 11284 5 1532 88.0 | 10.69 | 137084 | 13469.6 | 1070.97 | | force_exit | 99 | 0 0 99 0 | -12.73 | -1260.11 | -125.264 | -9.84 | | exit_short | 2 | 0 0 2 0 | -23.29 | -46.58 | -4.65 | -0.36 | ======================= MONTH BREAKDOWN ======================== | Month | Tot Profit USDT | Wins | Draws | Losses | |------------+-------------------+--------+---------+----------| | 31/01/2021 | 882.229 | 5131 | 0 | 2306 | | 28/02/2021 | 1773.23 | 5193 | 0 | 2114 | | 31/03/2021 | 1019.81 | 5236 | 0 | 1859 | | 30/04/2021 | 2016.88 | 6734 | 0 | 2394 | | 31/05/2021 | 4170.45 | 7468 | 0 | 2615 | | 30/06/2021 | 1927.27 | 6372 | 0 | 1767 | | 31/07/2021 | 709.109 | 5628 | 0 | 1643 | | 31/08/2021 | 774.117 | 6018 | 0 | 1870 | | 30/09/2021 | 1783.52 | 5618 | 0 | 1539 | | 31/10/2021 | 744.372 | 5111 | 0 | 1553 | | 30/11/2021 | 1724.04 | 5272 | 0 | 1443 | | 31/12/2021 | 1609.37 | 5728 | 0 | 1433 | | 31/01/2022 | 1097.04 | 5366 | 0 | 1502 | | 28/02/2022 | 1526.2 | 5555 | 0 | 1450 | | 31/03/2022 | 117.504 | 5426 | 0 | 1709 | | 30/04/2022 | 2686.12 | 6048 | 0 | 1075 | | 31/05/2022 | 2712.59 | 8343 | 0 | 2774 | | 30/06/2022 | 2150.64 | 8165 | 0 | 2474 | | 31/07/2022 | 369.49 | 5331 | 0 | 1549 | | 31/08/2022 | 965.299 | 5148 | 0 | 1314 | | 30/09/2022 | 793.95 | 4708 | 0 | 1202 | | 31/10/2022 | 716.496 | 3530 | 0 | 734 | | 30/11/2022 | 1975.82 | 5417 | 0 | 1203 | | 31/12/2022 | 1285.66 | 3451 | 0 | 517 | | 31/01/2023 | -139.751 | 4484 | 0 | 1535 | | 28/02/2023 | 1214.76 | 4683 | 0 | 1113 | | 31/03/2023 | 821.403 | 5379 | 0 | 1418 | | 30/04/2023 | 308.684 | 3556 | 0 | 933 | | 31/05/2023 | 1051.83 | 3438 | 0 | 537 | | 30/06/2023 | 838.718 | 3946 | 0 | 937 | | 31/07/2023 | 852.478 | 4061 | 0 | 879 | | 31/08/2023 | 1184.15 | 3516 | 0 | 575 | | 30/09/2023 | 248.239 | 2796 | 5 | 731 | | 31/10/2023 | -159.704 | 2390 | 0 | 842 | =================== SUMMARY METRICS ==================== | Metric | Value | |-----------------------------+------------------------| | Backtesting from | 2021-01-02 06:00:00 | | Backtesting to | 2023-10-27 00:00:00 | | Max open trades | 128 | | | | | Total/Daily Avg Trades | 223790 / 217.91 | | Starting balance | 1000 USDT | | Final balance | 42752.001 USDT | | Absolute profit | 41752.001 USDT | | Total profit % | 4175.20% | | CAGR % | 279.88% | | Sortino | 648.86 | | Sharpe | 525.29 | | Calmar | 2110.97 | | Profit factor | 1.39 | | Expectancy (Ratio) | 0.19 (0.09) | | Trades per day | 217.91 | | Avg. daily profit % | 4.07% | | Avg. stake amount | 9.816 USDT | | Total trade volume | 2196691.481 USDT | | | | | Long / Short | 27825 / 195965 | | Total profit Long % | 450.05% | | Total profit Short % | 3725.15% | | Absolute profit Long | 4500.511 USDT | | Absolute profit Short | 37251.489 USDT | | | | | Best Pair | RSR/USDT:USDT 6411.32% | | Worst Pair | TLM/USDT:USDT -41.33% | | Best trade | DUSK/USDT:USDT 51.65% | | Worst trade | TRB/USDT:USDT -48.84% | | Best day | 912.438 USDT | | Worst day | -368.03 USDT | | Days win/draw/lose | 716 / 0 / 313 | | Avg. Duration Winners | 4:38:00 | | Avg. Duration Loser | 10:10:00 | | Max Consecutive Wins / Loss | 175 / 100 | | Rejected Entry signals | 0 | | Entry/Exit Timeouts | 0 / 81851 | | | | | Min balance | 928.93 USDT | | Max balance | 43241.467 USDT | | Max % of account underwater | 16.33% | | Absolute Drawdown (Account) | 3.68% | | Absolute Drawdown | 868.812 USDT | | Drawdown high | 22613.184 USDT | | Drawdown low | 21744.373 USDT | | Drawdown Start | 2022-03-15 11:00:00 | | Drawdown End | 2022-03-29 12:00:00 | | Market change | 37.99% | ======================================================== Backtested 2021-01-02 06:00:00 -> 2023-10-27 00:00:00 | Max open trades : 128 ================================================================================= STRATEGY SUMMARY ================================================================================ | Strategy | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | Drawdown | |---------------------------+-----------+----------------+----------------+-------------------+----------------+----------------+---------------------------+---------------------| | RSI_BB_MACD_Nov_2023_1h_3 | 223790 | 1.90 | 425654.47 | 41752.001 | 4175.20 | 5:52:00 | 174246 5 49539 77.9 | 868.812 USDT 3.68% | =================================================================================================================================================================================== ''' # risk_c = DecimalParameter(0.025, 0.01, 0.1, decimals=2, space='buy') # Minimal ROI designed for the strategy. minimal_roi = { # "0": 0.282, # "138": 0.179, # "310": 0.089, # "877": 0 # '0': 0.344, '260': 0.225, '486': 0.09, '796': 0 '0': 0.479, '251': 0.174, '964': 0.09, '1776': 0 } # Optimal stoploss designed for the strategy. # This attribute will be overridden if the config file contains "stoploss". stoploss = -0.3 # Trailing stop: trailing_stop = True trailing_stop_positive = 0.011 trailing_stop_positive_offset = 0.051 trailing_only_offset_is_reached = True # Run "populate_indicators()" only for new candle. process_only_new_candles = True # These values can be overridden in the config. use_exit_signal = True exit_profit_only = False ignore_roi_if_entry_signal = False # Number of candles the strategy requires before producing valid signals startup_candle_count: int = 30 #leverage here leverage_optimize = True leverage_num = IntParameter(low=1, high=5, default=5, space='buy', optimize=leverage_optimize) # Strategy parameters parameters_yes = True parameters_no = False adx_long_max_1 = DecimalParameter(6.1, 10.0, default=9.1, decimals = 1, space="buy", optimize = parameters_yes) adx_long_max_2 = DecimalParameter(24.9, 60.0, default=44.0, decimals = 1, space="buy", optimize = parameters_yes) adx_long_min_1 = DecimalParameter(4.0, 6.0, default=5.5, decimals = 1, space="buy", optimize = parameters_yes) adx_long_min_2 = DecimalParameter(18.5, 21.0, default=20.0, decimals = 1, space="buy", optimize = parameters_yes) adx_short_max_1 = DecimalParameter(14.1, 21.9, default=21.9, decimals = 1, space="buy", optimize = parameters_yes) adx_short_max_2 = DecimalParameter(30.6, 55.0, default=45.5, decimals = 1, space="buy", optimize = parameters_yes) adx_short_min_1 = DecimalParameter(8.7, 14, default=13.0, decimals = 1, space="buy", optimize = parameters_yes) adx_short_min_2 = DecimalParameter(25.0, 30.5, default=27.9, decimals = 1, space="buy", optimize = parameters_yes) bb_tp_l = IntParameter(15, 35, default=24, space="buy", optimize= parameters_yes) bb_tp_s = IntParameter(15, 35, default=35, space="buy", optimize= parameters_yes) rsi_tp_l = IntParameter(10, 25, default=19, space="buy", optimize= parameters_yes) rsi_tp_s = IntParameter(10, 25, default=21, space="buy", optimize= parameters_yes) volume_check = IntParameter(10, 45, default=21, space="buy", optimize= parameters_yes) volume_check_s = IntParameter(15, 45, default=40, space="buy", optimize= parameters_yes) atr_long_mul = DecimalParameter(1.1, 6.0, default=5.2, decimals = 1, space="sell", optimize = parameters_yes) atr_short_mul = DecimalParameter(1.1, 6.0, default=4.8, decimals = 1, space="sell", optimize = parameters_yes) # ema_period_l_exit = IntParameter(22, 200, default=76, space="sell", optimize= parameters_yes) # ema_period_s_exit = IntParameter(22, 200, default=42, space="sell", optimize= parameters_yes) # volume_check_exit = IntParameter(10, 45, default=36, space="sell", optimize= parameters_yes) # volume_check_exit_s = IntParameter(15, 45, default=45, space="sell", optimize= parameters_yes) protect_optimize = True # cooldown_lookback = IntParameter(1, 40, default=4, space="protection", optimize=protect_optimize) max_drawdown_lookback = IntParameter(1, 50, default=2, space="protection", optimize=protect_optimize) max_drawdown_trade_limit = IntParameter(1, 3, default=1, space="protection", optimize=protect_optimize) max_drawdown_stop_duration = IntParameter(1, 50, default=4, space="protection", optimize=protect_optimize) max_allowed_drawdown = DecimalParameter(0.05, 0.30, default=0.10, decimals=2, space="protection", optimize=protect_optimize) stoploss_guard_lookback = IntParameter(1, 50, default=8, space="protection", optimize=protect_optimize) stoploss_guard_trade_limit = IntParameter(1, 3, default=1, space="protection", optimize=protect_optimize) stoploss_guard_stop_duration = IntParameter(1, 50, default=4, space="protection", optimize=protect_optimize) @property def protections(self): return [ # { # "method": "CooldownPeriod", # "stop_duration_candles": self.cooldown_lookback.value # }, { "method": "MaxDrawdown", "lookback_period_candles": self.max_drawdown_lookback.value, "trade_limit": self.max_drawdown_trade_limit.value, "stop_duration_candles": self.max_drawdown_stop_duration.value, "max_allowed_drawdown": self.max_allowed_drawdown.value }, { "method": "StoplossGuard", "lookback_period_candles": self.stoploss_guard_lookback.value, "trade_limit": self.stoploss_guard_trade_limit.value, "stop_duration_candles": self.stoploss_guard_stop_duration.value, "only_per_pair": False } ] # ema_long = IntParameter(50, 250, default=100, space="buy") # ema_short = IntParameter(50, 250, default=100, space="buy") # sell_rsi = IntParameter(60, 90, default=70, space="sell") # Optional order type mapping. order_types = { 'entry': 'limit', 'exit': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False } # Optional order time in force. order_time_in_force = { 'entry': 'GTC', 'exit': 'GTC' } @property def plot_config(self): return { # Main plot indicators (Moving averages, ...) 'main_plot': { 'tema': {}, 'sar': {'color': 'white'}, }, 'subplots': { # Subplots - each dict defines one additional plot "MACD": { 'macd': {'color': 'blue'}, 'macdsignal': {'color': 'orange'}, }, "RSI": { 'rsi': {'color': 'red'}, } } } def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: if not self.dp: # Don't do anything if DataProvider is not available. return dataframe L_optimize_trend_alert = trade_signal(dataframe=dataframe, rsi_tp= self.rsi_tp_l.value, bb_tp = self.bb_tp_l.value ) dataframe['trend_l'] = L_optimize_trend_alert['trend'] S_optimize_trend_alert = trade_signal(dataframe=dataframe, rsi_tp= self.rsi_tp_s.value, bb_tp = self.bb_tp_s.value ) dataframe['trend_s'] = S_optimize_trend_alert['trend'] # ADX dataframe['adx'] = ta.ADX(dataframe) # ATR dataframe['atr'] = ta.ATR(dataframe, timeperiod=20) # EMA # dataframe['ema_l'] = ta.EMA(dataframe['close'], timeperiod=self.ema_period_l_exit.value) # dataframe['ema_s'] = ta.EMA(dataframe['close'], timeperiod=self.ema_period_s_exit.value) # Volume Weighted dataframe['volume_mean'] = dataframe['volume'].rolling(self.volume_check.value).mean().shift(1) # dataframe['volume_mean_exit'] = dataframe['volume'].rolling(self.volume_check_exit.value).mean().shift(1) dataframe['volume_mean_s'] = dataframe['volume'].rolling(self.volume_check_s.value).mean().shift(1) # dataframe['volume_mean_exit_s'] = dataframe['volume'].rolling(self.volume_check_exit_s.value).mean().shift(1) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( ( (dataframe['adx'] > self.adx_long_min_1.value) & # trend strength confirmation (dataframe['adx'] < self.adx_long_max_1.value) ) | ( (dataframe['adx'] > self.adx_long_min_2.value) & # trend strength confirmation (dataframe['adx'] < self.adx_long_max_2.value) ) & # trend strength confirmation (dataframe['trend_l'] > 0) & (dataframe['volume'] > dataframe['volume_mean']) & (dataframe['volume'] > 0) ), 'enter_long'] = 1 dataframe.loc[ ( ( (dataframe['adx'] > self.adx_short_min_1.value) & # trend strength confirmation (dataframe['adx'] < self.adx_short_max_1.value) ) | ( (dataframe['adx'] > self.adx_short_min_2.value) & # trend strength confirmation (dataframe['adx'] < self.adx_short_max_2.value) ) & # trend strength confirmation (dataframe['trend_s'] < 0) & (dataframe['volume'] > dataframe['volume_mean_s']) # volume weighted indicator ), 'enter_short'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions_long = [] conditions_short = [] dataframe.loc[:, 'exit_tag'] = '' exit_long = ( # (dataframe['close'] < dataframe['low'].shift(self.sell_shift.value)) & (dataframe['close'] < (dataframe['close'].shift(1) - (self.atr_long_mul.value * dataframe['atr']))) & (dataframe['volume'] > 0) # (dataframe['volume'] > dataframe['volume_mean_exit']) ) exit_short = ( # (dataframe['close'] > dataframe['high'].shift(self.sell_shift_short.value)) & (dataframe['close'] > (dataframe['close'].shift(1) + (self.atr_short_mul.value * dataframe['atr']))) & (dataframe['volume'] > 0) # (dataframe['volume'] > dataframe['volume_mean_exit_s']) ) conditions_short.append(exit_short) dataframe.loc[exit_short, 'exit_tag'] += 'exit_short' conditions_long.append(exit_long) dataframe.loc[exit_long, 'exit_tag'] += 'exit_long' if conditions_long: dataframe.loc[ reduce(lambda x, y: x | y, conditions_long), 'exit_long'] = 1 if conditions_short: dataframe.loc[ reduce(lambda x, y: x | y, conditions_short), 'exit_short'] = 1 return dataframe def leverage(self, pair: str, current_time: datetime, current_rate: float, proposed_leverage: float, max_leverage: float, side: str, **kwargs) -> float: return self.leverage_num.value |
Strategy League — fixed backtest that feeds the ranking
The fixed-params backtest (33 pairs · 20210101-20260101) — the only run that feeds the Strategy League ranking.
Backtests — over a market period
Backtest this strategy over a chosen crypto-cycle period. These don't affect the League ranking, and need that period's candle data downloaded.
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| Period | Range | Total % | Win % | Max DD | Trades | |
|---|---|---|---|---|---|---|
| 2020 · DeFi Summer & Pre-Halving Rally | 20200101-20210101 | not run | ||||
| 2021 · Institutional Bull Market | 20210101-20220101 | not run | ||||
| 2022 · Post-Bull Crash & Macro Tightening | 20220101-20230101 | not run | ||||
| 2023–2024 · Recovery & ETF Anticipation | 20230101-20250101 | not run | ||||
| 2025–2026 · Current Cycle | 20250101-20260101 | not run | ||||
Walk forward
Out-of-sample backtest on recent data · 33 pairs · 20260101-20260701.
Backtest trust check
Static source analysis — instant, does not run the strategy. Flags future-data leaks, backtest-realism problems, and indicators worth a second look.
Lookahead analysis
freqtrade lookahead-analysis: detects strategies peeking at future candles.