Basics
mode: spot
timeframe: 15m
Settings
stoploss: -0.09
has minimal roi
trailing
dca
custom stoploss
protections
startup candle count: 30
hyperopt
hyperopt params: 28
Indicators
EMA
RSI
SMA
pandas_ta
talib
technical
Concepts
dca
risk_management
trailing
9 related strategies (⧉ identical code, ≈ similar name)
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1422 1423 1424 1425 1426 1427 1428 1429 1430 1431 1432 1433 1434 1435 1436 1437 1438 1439 1440 1441 1442 1443 1444 1445 1446 1447 1448 1449 1450 1451 1452 1453 1454 1455 1456 1457 1458 1459 1460 1461 1462 1463 1464 1465 1466 1467 1468 1469 1470 1471 1472 1473 1474 1475 1476 1477 1478 1479 1480 1481 1482 1483 1484 1485 1486 1487 1488 | import logging import numpy as np import pandas as pd from technical import qtpylib, pivots_points from pandas import DataFrame from datetime import datetime, timezone from typing import Optional from functools import reduce import talib.abstract as ta import pandas_ta as pta from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter, IStrategy, IntParameter, RealParameter, merge_informative_pair) import freqtrade.vendor.qtpylib.indicators as qtpylib from freqtrade.persistence import Trade logger = logging.getLogger(__name__) class thetank3(IStrategy): ### Strategy parameters ### exit_profit_only = True ### No selling at a loss use_custom_stoploss = True trailing_stop = True position_adjustment_enable = True ignore_roi_if_entry_signal = True use_exit_signal = True stoploss = -0.09 startup_candle_count: int = 30 timeframe = '15m' # DCA Parameters position_adjustment_enable = True max_entry_position_adjustment = 0 max_dca_multiplier = 1 minimal_roi = { "12000": 0.01, "2400": 0.10, "300": 0.15, "180": 0.30, "120":0.40, "60": 0.45, "0": 0.50 } ### Hyperoptable parameters ### # entry optizimation max_epa = CategoricalParameter([0, 1, 2, 3], default=0, space="buy", optimize=True) # protections cooldown_lookback = IntParameter(4, 48, default=16, space="protection", optimize=True) stop_duration = IntParameter(5, 96, default=5, space="protection", optimize=True) use_stop_protection = BooleanParameter(default=True, space="protection", optimize=True) # indicators wavelength = IntParameter(low=3, high=10, default=8, space='buy', optimize=True) crosslength = IntParameter(low=3, high=10, default=3, space='sell', optimize=True) filterlength = IntParameter(low=25, high=35, default=25, space='buy', optimize=True) # trading buy_rsi = IntParameter(low=20, high=30, default=25, space='buy', optimize=True, load=True) buy_rsi_bear = IntParameter(low=40, high=55, default=45, space='buy', optimize=True, load=True) buy_rsi_bull = IntParameter(low=55, high=75, default=65, space='buy', optimize=True, load=True) buy_wt_bear = IntParameter(low=20, high=55, default=45, space='buy', optimize=True, load=True) buy_wt_bull = IntParameter(low=30, high=75, default=65, space='buy', optimize=True, load=True) sell_rsi = IntParameter(low=50, high=80, default=55, space='sell', optimize=True, load=True) # dca level optimization dca1 = DecimalParameter(low=0.03, high=0.08, decimals=2, default=0.05, space='buy', optimize=True, load=True) dca2 = DecimalParameter(low=0.08, high=0.15, decimals=2, default=0.10, space='buy', optimize=True, load=True) dca3 = DecimalParameter(low=0.15, high=0.25, decimals=2, default=0.15, space='buy', optimize=True, load=True) #trailing stop loss optimiziation tsl_target5 = DecimalParameter(low=0.2, high=0.4, decimals=1, default=0.3, space='sell', optimize=True, load=True) ts5 = DecimalParameter(low=0.04, high=0.06, default=0.05, space='sell', optimize=True, load=True) tsl_target4 = DecimalParameter(low=0.18, high=0.3, default=0.2, space='sell', optimize=True, load=True) ts4 = DecimalParameter(low=0.03, high=0.05, default=0.045, space='sell', optimize=True, load=True) tsl_target3 = DecimalParameter(low=0.10, high=0.15, default=0.15, space='sell', optimize=True, load=True) ts3 = DecimalParameter(low=0.025, high=0.04, default=0.035, space='sell', optimize=True, load=True) tsl_target2 = DecimalParameter(low=0.07, high=0.12, default=0.1, space='sell', optimize=True, load=True) ts2 = DecimalParameter(low=0.015, high=0.03, default=0.02, space='sell', optimize=True, load=True) tsl_target1 = DecimalParameter(low=0.05, high=0.06, default=0.07, space='sell', optimize=True, load=True) ts1 = DecimalParameter(low=0.01, high=0.016, default=0.013, space='sell', optimize=True, load=True) tsl_target0 = DecimalParameter(low=0.02, high=0.05, default=0.03, space='sell', optimize=True, load=True) ts0 = DecimalParameter(low=0.008, high=0.015, default=0.013, space='sell', optimize=True, load=True) ### protections ### @property def protections(self): prot = [] prot.append({ "method": "CooldownPeriod", "stop_duration_candles": self.cooldown_lookback.value }) if self.use_stop_protection.value: prot.append({ "method": "StoplossGuard", "lookback_period_candles": 24 * 3, "trade_limit": 1, "stop_duration_candles": self.stop_duration.value, "only_per_pair": False }) return prot ### Dollar Cost Averaging ### # This is called when placing the initial order (opening trade) def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float, proposed_stake: float, min_stake: Optional[float], max_stake: float, leverage: float, entry_tag: Optional[str], side: str, **kwargs) -> float: # if self.max_epa.value == 0: # self.max_dca_multiplier = 1 # elif self.max_epa.value == 1: # self.max_dca_multiplier = 2 # elif self.max_epa.value == 2: # self.max_dca_multiplier = 3 # else: # self.max_dca_multiplier = 4 # We need to leave most of the funds for possible further DCA orders # This also applies to fixed stakes return proposed_stake / self.max_dca_multiplier def adjust_trade_position(self, trade: Trade, current_time: datetime, current_rate: float, current_profit: float, min_stake: Optional[float], max_stake: float, current_entry_rate: float, current_exit_rate: float, current_entry_profit: float, current_exit_profit: float, **kwargs) -> Optional[float]: """ Custom trade adjustment logic, returning the stake amount that a trade should be increased or decreased. This means extra buy or sell orders with additional fees. Only called when `position_adjustment_enable` is set to True. For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/ When not implemented by a strategy, returns None :param trade: trade object. :param current_time: datetime object, containing the current datetime :param current_rate: Current buy rate. :param current_profit: Current profit (as ratio), calculated based on current_rate. :param min_stake: Minimal stake size allowed by exchange (for both entries and exits) :param max_stake: Maximum stake allowed (either through balance, or by exchange limits). :param current_entry_rate: Current rate using entry pricing. :param current_exit_rate: Current rate using exit pricing. :param current_entry_profit: Current profit using entry pricing. :param current_exit_profit: Current profit using exit pricing. :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. :return float: Stake amount to adjust your trade, Positive values to increase position, Negative values to decrease position. Return None for no action. """ if current_profit > 0.10 and trade.nr_of_successful_exits == 0: # Take half of the profit at +5% return -(trade.stake_amount / 2) if current_profit > -(self.dca1.value) and trade.nr_of_successful_entries == 1: return None if current_profit > -(self.dca2.value) and trade.nr_of_successful_entries == 2: return None if current_profit > -(self.dca3.value) and trade.nr_of_successful_entries == 3: return None # Obtain pair dataframe (just to show how to access it) dataframe, _ = self.dp.get_analyzed_dataframe(trade.pair, self.timeframe) filled_entries = trade.select_filled_orders(trade.entry_side) count_of_entries = trade.nr_of_successful_entries # Allow up to 3 additional increasingly larger buys (4 in total) # Initial buy is 1x # If that falls to -2.5% profit, we buy more, # If that falls down to -5% again, we buy 1.5x more # If that falls once again down to -5%, we buy more # Total stake for this trade would be 1 + 1.5 + 2 + 2.5 = 7x of the initial allowed stake. # That is why max_dca_multiplier is 7 # Hope you have a deep wallet! try: # This returns first order stake size stake_amount = filled_entries[0].cost # This then calculates current safety order size if count_of_entries == 1: stake_amount = stake_amount * 1 elif count_of_entries == 2: stake_amount = stake_amount * 1 elif count_of_entries == 3: stake_amount = stake_amount * 1 else: stake_amount = stake_amount return stake_amount except Exception as exception: return None return None ### Trailing Stop ### def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> float: for stop5 in self.tsl_target5.range: if (current_profit > stop5): for stop5a in self.ts5.range: return stop5a for stop4 in self.tsl_target4.range: if (current_profit > stop4): for stop4a in self.ts4.range: return stop4a for stop3 in self.tsl_target3.range: if (current_profit > stop3): for stop3a in self.ts3.range: return stop3a for stop2 in self.tsl_target2.range: if (current_profit > stop2): for stop2a in self.ts2.range: return stop2a for stop1 in self.tsl_target1.range: if (current_profit > stop1): for stop1a in self.ts1.range: return stop1a for stop0 in self.tsl_target0.range: if (current_profit > stop0): for stop0a in self.ts0.range: return stop0a return self.stoploss ### NORMAL INDICATORS ### def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # Pivot Points pivots = pivots_points.pivots_points(dataframe) dataframe['pivot'] = pivots['pivot'] dataframe['s1'] = pivots['s1'] dataframe['r1'] = pivots['r1'] dataframe['s2'] = pivots['s2'] dataframe['r2'] = pivots['r2'] dataframe['s3'] = pivots['s3'] dataframe['r3'] = pivots['r3'] dataframe['r3-dif'] = (dataframe['r3'] - dataframe['r2']) / 4 dataframe['r2.25'] = dataframe['r2'] + dataframe['r3-dif'] dataframe['r2.50'] = dataframe['r2'] + (dataframe['r3-dif'] * 2) dataframe['r2.75'] = dataframe['r2'] + (dataframe['r3-dif'] * 3) # Filter ZEMA for length in self.filterlength.range: dataframe[f'ema_1{length}'] = ta.EMA(dataframe['close'], timeperiod=length) dataframe[f'ema_2{length}'] = ta.EMA(dataframe[f'ema_1{length}'], timeperiod=length) dataframe[f'ema_dif{length}'] = dataframe[f'ema_1{length}'] - dataframe[f'ema_2{length}'] dataframe[f'zema_{length}'] = dataframe[f'ema_1{length}'] + dataframe[f'ema_dif{length}'] # RSI dataframe['rsi'] = ta.RSI(dataframe) dataframe['rsi_ma'] = ta.SMA(dataframe['rsi'], timeperiod=7) # WaveTrend using OHLC4 or HA close - 3/21 ap = (0.25 * (dataframe['high'] + dataframe['low'] + dataframe["close"] + dataframe["open"])) for wave in self.wavelength.range: dataframe[f'esa{wave}'] = ta.EMA(ap, timeperiod = wave) dataframe[f'd{wave}'] = ta.EMA(abs(ap - dataframe[f'esa{wave}']), timeperiod = wave) dataframe[f'wave_ci{wave}'] = (ap-dataframe[f'esa{wave}']) / (0.015 * dataframe[f'd{wave}']) dataframe[f'wave_t1{wave}'] = ta.EMA(dataframe[f'wave_ci{wave}'], timeperiod = 21) for cross in self.crosslength.range: dataframe[f'wave_t2{cross}_{wave}'] = ta.SMA(dataframe[f'wave_t1{wave}'], timeperiod = cross) # SMA dataframe['200_SMA'] = ta.SMA(dataframe["close"], timeperiod = 200) dataframe['30_SMA'] = ta.SMA(dataframe["close"], timeperiod = 30) # TTM Squeeze ttm_Squeeze = pta.squeeze(high = dataframe['high'], low = dataframe['low'], close = dataframe["close"], lazybear = True) dataframe['ttm_Squeeze'] = ttm_Squeeze['SQZ_20_2.0_20_1.5_LB'] dataframe['ttm_ema'] = ta.EMA(dataframe['ttm_Squeeze'], timeperiod = 4) dataframe['squeeze_ON'] = ttm_Squeeze['SQZ_ON'] dataframe['squeeze_OFF'] = ttm_Squeeze['SQZ_OFF'] dataframe['NO_squeeze'] = ttm_Squeeze['SQZ_NO'] # if self.dp.runmode.value in ('live', 'dry_run'): # ticker = self.dp.ticker(metadata['pair']) # dataframe['last_price'] = ticker['last'] # dataframe['volume24h'] = ticker['quoteVolume'] # dataframe['vwap'] = ticker['vwap'] # # Trading pair: {'symbol': 'KAVA/USDT', 'timestamp': 1675451904532, 'datetime': '2023-02-03T19:18:24.532Z', # 'high': 1.0652, 'low': 1.0031, 'bid': 1.0382, 'bidVolume': None, 'ask': 1.0395, 'askVolume': None, # 'vwap': 1.035200204815235, 'open': 1.0558, 'close': 1.0403, 'last': 1.0403, 'previousClose': None, 'change': -0.0155, # 'percentage': -1.46, 'average': 1.04130553, 'baseVolume': 457210.7641, 'quoteVolume': 473304.67664005, # 'info': # {'time': 1675451904532, 'symbol': 'KAVA-USDT', 'buy': '1.0382', 'sell': '1.0395', 'changeRate': '-0.0146', 'changePrice': '-0.0155', 'high': '1.0652', 'low': '1.0031', 'vol': '457210.7641', 'volValue': '473304.67664005', 'last': '1.0403', 'averagePrice': '1.04130553', 'takerFeeRate': '0.001', 'makerFeeRate': '0.001', 'takerCoefficient': '1', 'makerCoefficient': '1'}}, self.max_epa.value: 1, self.max_dca_multiplier: 2 # if (dataframe['30_SMA'].iloc[-1] > dataframe['200_SMA'].iloc[-1] # and dataframe['30_SMA'].iloc[-1] > dataframe['30_SMA'].iloc[-2] # and dataframe['200_SMA'].iloc[-1] > dataframe['200_SMA'].iloc[-2]).all(): # self.max_epa.value = 1 # elif (dataframe['30_SMA'].iloc[-1] > dataframe['200_SMA'].iloc[-1] # and dataframe['30_SMA'].iloc[-1] > dataframe['30_SMA'].iloc[-2].all()): # self.max_epa.value = 1 # elif (dataframe['30_SMA'].iloc[-1] < dataframe['200_SMA'].iloc[-1] # and dataframe['30_SMA'].iloc[-1] > dataframe['30_SMA'].iloc[-2].all()): # self.max_epa.value = 2 # else: # self.max_epa.value = 2 # # print(f"Trading Pair: {dataframe.name}") # print(f"self.max_epa.value: {self.max_epa.value}") # print(f"self.max_dca_multiplier: {self.max_dca_multiplier}") # print(f"Trading pair: {ticker['symbol']}, max_epa: {self.max_epa.value}, dca_multiplier: {self.max_dca_multiplier}") return dataframe ### ENTRY CONDITIONS ### def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame: df.loc[ ( (qtpylib.crossed_above(df[f'zema_{self.filterlength.value}'], df['s3'])) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['enter_long', 'enter_tag']] = (1, 'S3 - XO') df.loc[ ( (qtpylib.crossed_above(df[f'zema_{self.filterlength.value}'], df['s2'])) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['enter_long', 'enter_tag']] = (1, 'S2 - XO') df.loc[ ( # Signal: RSI crosses above 30 (df['close'] > df[f'zema_{self.filterlength.value}'])& (df['close'] < df['r2']) & (df['squeeze_ON'] == 1)& (df['rsi_ma'] > df['rsi_ma'].shift(1)) & (df['200_SMA'] < df['200_SMA'].shift(1)) & (df['rsi'] < self.buy_rsi_bear.value) & (df[f'wave_t1{self.wavelength.value}'] < self.buy_wt_bear.value)& (df[f'wave_t1{self.wavelength.value}'] > df[f'wave_t1{self.wavelength.value}'].shift(1)) & # Guard: Wave 1 is raising (qtpylib.crossed_above(df[f'wave_t1{self.wavelength.value}'], df[f'wave_t2{self.crosslength.value}_{self.wavelength.value}'])) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['enter_long', 'enter_tag']] = (1, 'ttm_Squeeze/WT - bear') df.loc[ ( (df['close'] > df[f'zema_{self.filterlength.value}'])& (df['close'] < df['r2']) & (df['squeeze_ON'] == 1)& (df['rsi_ma'] > df['rsi_ma'].shift(1)) & (df['rsi'] < self.buy_rsi_bear.value) & (df['200_SMA'] < df['200_SMA'].shift(1)) & (df[f'wave_t1{self.wavelength.value}'] < self.buy_wt_bear.value)& (df[f'wave_t1{self.wavelength.value}'] > df[f'wave_t1{self.wavelength.value}'].shift(1)) & # Guard: Wave 1 is raising (df[f'wave_t1{self.wavelength.value}'].shift(2) > df[f'wave_t1{self.wavelength.value}'].shift(1)) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['enter_long', 'enter_tag']] = (1, 'ttm_Squeeze/WTT - bear') df.loc[ ( (df['close'] > df[f'zema_{self.filterlength.value}'])& (df['close'] < df['r2']) & (df['rsi_ma'] > df['rsi_ma'].shift(1)) & (df['rsi'] < self.buy_rsi_bear.value) & (df['200_SMA'] < df['200_SMA'].shift(1)) & (df[f'wave_t1{self.wavelength.value}'] < self.buy_wt_bear.value)& (df[f'wave_t1{self.wavelength.value}'] > df[f'wave_t1{self.wavelength.value}'].shift(1)) & # Guard: Wave 1 is raising (df[f'wave_t1{self.wavelength.value}'].shift(2) > df[f'wave_t1{self.wavelength.value}'].shift(1)) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['enter_long', 'enter_tag']] = (1, 'WT transition - bear') df.loc[ ( (df['close'] > df[f'zema_{self.filterlength.value}'])& (df['close'] < df['r2']) & (df['200_SMA'] < df['200_SMA'].shift(1)) & (df[f'wave_t1{self.wavelength.value}'] > df[f'wave_t1{self.wavelength.value}'].shift(1)) & # Guard: Wave 1 is raising (df[f'wave_t1{self.wavelength.value}'] < self.buy_wt_bear.value) & (df[f'wave_t1{self.wavelength.value}'].shift(2) > df[f'wave_t1{self.wavelength.value}'].shift(1)) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['enter_long', 'enter_tag']] = (1, 'WT - bear') df.loc[ ( (df['close'] > df[f'zema_{self.filterlength.value}'])& (df['close'] < df['r2']) & (df['squeeze_ON'] == 1)& (df['rsi_ma'] > df['rsi_ma'].shift(1)) & (df['rsi'] < self.buy_rsi_bull.value) & (df['200_SMA'] > df['200_SMA'].shift(1)) & (df[f'wave_t1{self.wavelength.value}'] > df[f'wave_t1{self.wavelength.value}'].shift(1)) & # Guard: Wave 1 is raising (qtpylib.crossed_above(df[f'wave_t1{self.wavelength.value}'], df[f'wave_t2{self.crosslength.value}_{self.wavelength.value}'])) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['enter_long', 'enter_tag']] = (1, 'ttm_Squeeze/WT - bull') df.loc[ ( (df['close'] > df[f'zema_{self.filterlength.value}'])& (df['close'] < df['r2']) & (df['squeeze_ON'] == 1)& (df['rsi_ma'] > df['rsi_ma'].shift(1)) & (df['rsi'] < self.buy_rsi_bull.value) & (df['200_SMA'] > df['200_SMA'].shift(1)) & (df[f'wave_t1{self.wavelength.value}'] > df[f'wave_t1{self.wavelength.value}'].shift(1)) & (df[f'wave_t1{self.wavelength.value}'] < self.buy_wt_bull.value) & (df[f'wave_t1{self.wavelength.value}'].shift(2) > df[f'wave_t1{self.wavelength.value}'].shift(1)) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['enter_long', 'enter_tag']] = (1, 'ttm_Squeeze/WTT - bull') df.loc[ ( (df['close'] > df[f'zema_{self.filterlength.value}'])& (df['close'] < df['r2']) & (df['rsi_ma'] > df['rsi_ma'].shift(1)) & (df['rsi'] < self.buy_rsi_bull.value) & (df['200_SMA'] > df['200_SMA'].shift(1)) & (df[f'wave_t1{self.wavelength.value}'] > df[f'wave_t1{self.wavelength.value}'].shift(1)) & # Guard: Wave 1 is raising (df[f'wave_t1{self.wavelength.value}'] < self.buy_wt_bull.value) & (df[f'wave_t1{self.wavelength.value}'].shift(2) > df[f'wave_t1{self.wavelength.value}'].shift(1)) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['enter_long', 'enter_tag']] = (1, 'WT transition - bull') df.loc[ ( (df['close'] > df[f'zema_{self.filterlength.value}'])& (df['close'] < df['r2']) & (df['200_SMA'] > df['200_SMA'].shift(1)) & (df[f'wave_t1{self.wavelength.value}'] > df[f'wave_t1{self.wavelength.value}'].shift(1)) & # Guard: Wave 1 is raising (df[f'wave_t1{self.wavelength.value}'] < self.buy_wt_bull.value) & (df[f'wave_t1{self.wavelength.value}'].shift(2) > df[f'wave_t1{self.wavelength.value}'].shift(1)) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['enter_long', 'enter_tag']] = (1, 'WT - bull') df.loc[ ( (df['close'] > df[f'zema_{self.filterlength.value}'])& (df['close'] < df['r2']) & (df['rsi'] > self.buy_rsi.value) & (df['rsi_ma'] > df['rsi_ma'].shift(1)) & (df['rsi'] < self.buy_rsi_bear.value) & (df['200_SMA'] < df['200_SMA'].shift(1)) & (qtpylib.crossed_above(df['rsi'], df['rsi_ma'])) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['enter_long', 'enter_tag']] = (1, 'RSI-XO bear') df.loc[ ( (df['close'] > df[f'zema_{self.filterlength.value}'])& (df['close'] < df['r2']) & (df['rsi'] > self.buy_rsi.value) & (df['rsi_ma'] > df['rsi_ma'].shift(1)) & (df['rsi'] < self.buy_rsi_bull.value) & (df['200_SMA'] > df['200_SMA'].shift(1)) & (qtpylib.crossed_above(df['rsi'], df['rsi_ma'])) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['enter_long', 'enter_tag']] = (1, 'RSI-XO bull') return df ### EXIT CONDITIONS ### def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame: # df.loc[ # ( # # Signal: RSI crosses above 30 # (df['squeeze_ON'] == 1)& # (df[f'wave_t1{self.wavelength.value}'] < df[f'wave_t1{self.wavelength.value}'].shift(1)) & # Guard: Wave 1 is raising # (df[f'wave_t1{self.wavelength.value}'].shift(2) < df[f'wave_t1{self.wavelength.value}'].shift(1)) & # (df['volume'] > 0) # Make sure Volume is not 0 # ), # ['exit_long', 'exit_tag']] = (1, 'ttm_Squeeze/WT transition') # df.loc[ # ( # # Signal: RSI crosses above 30 # (df[f'wave_t1{self.wavelength.value}'] < df[f'wave_t1{self.wavelength.value}'].shift(1)) & # Guard: Wave 1 is raising # (df[f'wave_t1{self.wavelength.value}'].shift(2) < df[f'wave_t1{self.wavelength.value}'].shift(1)) & # (df['volume'] > 0) # Make sure Volume is not 0 # ), # ['exit_long', 'exit_tag']] = (1, 'WT transition bear') # df.loc[ # ( # # Signal: RSI crosses above 30 # (df[f'wave_t1{self.wavelength.value}'] < df[f'wave_t1{self.wavelength.value}'].shift(1)) & # Guard: Wave 1 is raising # (df[f'wave_t1{self.wavelength.value}'].shift(2) < df[f'wave_t1{self.wavelength.value}'].shift(1)) & # (df['volume'] > 0) # Make sure Volume is not 0 # ), # df.loc[ # ( # # Signal: RSI crosses above 30 # (df['rsi'] < df['rsi_ma']) & # # (df['tf'] > df['close']) & # (df[f'wave_t1{self.wavelength.value}'] < df[f'wave_t1{self.wavelength.value}'].shift(1)) & # Guard: Wave 1 is raising # (qtpylib.crossed_above(df[f'wave_t2{self.crosslength.value}_{self.wavelength.value}'], df[f'wave_t1{self.wavelength.value}'])) & # (df['volume'] > 0) # Make sure Volume is not 0 # ), # ['exit_long', 'exit_tag']] = (1, 'WT/RSI-XO') # df.loc[ # ( # (df['rsi'] > self.sell_rsi.value) & # (qtpylib.crossed_above(df['rsi_ma'], df['rsi'])) & # (df['volume'] > 0) # Make sure Volume is not 0 # ), # ['exit_long', 'exit_tag']] = (1, 'RSI-XO') # df.loc[ # ( # # Signal: RSI crosses above 30 # (df['rsi'] > self.sell_rsi.value) & # # (df['rsi'] < df['rsi_ma'])& # (df[f'wave_t1{self.wavelength.value}'] < df[f'wave_t1{self.wavelength.value}'].shift(1)) & # Guard: Wave 1 is raising # (df[f'wave_t1{self.wavelength.value}'].shift(1) > df[f'wave_t1{self.wavelength.value}'].shift(2)) & # # (abs(df[f'wave_t2{self.crosslength.value}_{self.wavelength.value}'] - df[f'wave_t1{self.wavelength.value}']) > 2.5) & # (df['volume'] > 0) # Make sure Volume is not 0 # ), # ['exit_long', 'exit_tag']] = (1, 'WT/RSI TURN DOWN') df.loc[ ( (qtpylib.crossed_below(df[f'zema_{self.filterlength.value}'], df['r3'])) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['exit_long', 'exit_tag']] = (1, 'R3 - XO') df.loc[ ( (qtpylib.crossed_below(df[f'zema_{self.filterlength.value}'], df['r2.75'])) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['exit_long', 'exit_tag']] = (1, 'R2.75 - XO') df.loc[ ( (qtpylib.crossed_below(df[f'zema_{self.filterlength.value}'], df['r2.50'])) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['exit_long', 'exit_tag']] = (1, 'R2.5 - XO') df.loc[ ( (qtpylib.crossed_below(df[f'zema_{self.filterlength.value}'], df['r2.25'])) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['exit_long', 'exit_tag']] = (1, 'R2.25 - XO') df.loc[ ( (qtpylib.crossed_below(df[f'zema_{self.filterlength.value}'], df['r2'])) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['exit_long', 'exit_tag']] = (1, 'R2 - XO') return df # Best result: # 40/250: 1027 trades. 699/290/38 Wins/Draws/Losses. Avg profit 0.91%. Median profit 0.25%. Total profit 6051.24032389 USDT ( 60.51%). Avg duration 11:33:00 min. Objective: -6051.24032 # # Buy hyperspace params: # buy_params = { # "buy_rsi": 21, # "buy_rsi_bear": 48, # "buy_rsi_bull": 75, # "buy_wt_bear": 46, # "buy_wt_bull": 70, # "dca1": 0.01, # "dca2": 0.11, # "dca3": 0.23, # "max_epa": 2, # "wavelength": 10, # } # # Sell hyperspace params: # sell_params = { # "sell_rsi": 71, # "ts0": 0.012, # "ts1": 0.011, # "ts2": 0.022, # "ts3": 0.03, # "ts4": 0.038, # "ts5": 0.045, # "tsl_target0": 0.029, # "tsl_target1": 0.058, # "tsl_target2": 0.091, # "tsl_target3": 0.143, # "tsl_target4": 0.183, # "tsl_target5": 0.2, # } # # Protection hyperspace params: # protection_params = { # "cooldown_lookback": 38, # value loaded from strategy # "stop_duration": 47, # value loaded from strategy # "use_stop_protection": False, # value loaded from strategy # } # # ROI table: # minimal_roi = { # "0": 0.364, # "45": 0.145, # "160": 0.048, # "520": 0 # } # # Stoploss: # stoploss = -0.286 # # Trailing stop: # trailing_stop = True # value loaded from strategy # trailing_stop_positive = 0.269 # value loaded from strategy # trailing_stop_positive_offset = 0.317 # value loaded from strategy # trailing_only_offset_is_reached = True # value loaded from strategy # # Max Open Trades: # max_open_trades = 12 # value loaded from strategy # Best result: # 53/250: 886 trades. 608/262/16 Wins/Draws/Losses. Avg profit 0.90%. Median profit 0.23%. Total profit 5306.73713390 USDT ( 53.07%). Avg duration 12:10:00 min. Objective: -5306.73713 # # Buy hyperspace params: # buy_params = { # "buy_rsi": 22, # "buy_rsi_bear": 40, # "buy_rsi_bull": 59, # "buy_wt_bear": 48, # "buy_wt_bull": 56, # "dca1": 0.01, # "dca2": 0.14, # "dca3": 0.21, # "max_epa": 1, # "wavelength": 9, # } # # Sell hyperspace params: # sell_params = { # "sell_rsi": 68, # "ts0": 0.009, # "ts1": 0.013, # "ts2": 0.025, # "ts3": 0.028, # "ts4": 0.04, # "ts5": 0.047, # "tsl_target0": 0.047, # "tsl_target1": 0.053, # "tsl_target2": 0.099, # "tsl_target3": 0.135, # "tsl_target4": 0.25, # "tsl_target5": 0.4, # } # # Protection hyperspace params: # protection_params = { # "cooldown_lookback": 26, # "stop_duration": 83, # "use_stop_protection": False, # } # # ROI table: # minimal_roi = { # "0": 0.154, # "120": 0.09, # "300": 0.044, # "554": 0 # } # # Stoploss: # stoploss = -0.205 # # Trailing stop: # trailing_stop = True # trailing_stop_positive = 0.342 # trailing_stop_positive_offset = 0.437 # trailing_only_offset_is_reached = True # # Max Open Trades: # max_open_trades = 12 # value loaded from strategy # (.env) core@core:~/freqtrade$ freqtrade hyperopt --hyperopt-loss OnlyProfitHyperOptLoss --strategy thetank2 --config ho.json -e 250 --timerange 20230101-20230215 --spaces buy sell roi stoploss trailing protection # Result for strategy thetank2 45 pairs 1hr # ============================================================= BACKTESTING REPORT ============================================================= # | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | # |------------+-----------+----------------+----------------+-------------------+----------------+------------------+-------------------------| # | LDO/USDT | 30 | 5.71 | 171.35 | 264.999 | 2.65 | 22:04:00 | 23 4 3 76.7 | # | AGIX/USDT | 42 | 3.84 | 161.20 | 224.104 | 2.24 | 14:41:00 | 27 3 12 64.3 | # | AKT/USDT | 44 | 3.63 | 159.82 | 210.718 | 2.11 | 13:08:00 | 38 3 3 86.4 | # | RNDR/USDT | 37 | 3.91 | 144.50 | 196.314 | 1.96 | 15:52:00 | 32 3 2 86.5 | # | OCEAN/USDT | 38 | 3.42 | 130.13 | 186.827 | 1.87 | 17:09:00 | 34 3 1 89.5 | # | INJ/USDT | 32 | 3.89 | 124.64 | 185.401 | 1.85 | 19:30:00 | 23 6 3 71.9 | # | SCRT/USDT | 34 | 2.79 | 94.71 | 135.555 | 1.36 | 20:12:00 | 28 5 1 82.4 | # | GMX/USDT | 29 | 2.93 | 85.11 | 125.473 | 1.25 | 1 day, 0:39:00 | 25 4 0 100 | # | HBAR/USDT | 30 | 2.70 | 81.12 | 114.205 | 1.14 | 22:12:00 | 25 3 2 83.3 | # | IMX/USDT | 33 | 2.50 | 82.46 | 112.595 | 1.13 | 19:25:00 | 25 4 4 75.8 | # | OP/USDT | 26 | 2.96 | 76.91 | 104.512 | 1.05 | 1 day, 2:18:00 | 20 4 2 76.9 | # | ORAI/USDT | 34 | 2.29 | 77.91 | 94.056 | 0.94 | 17:16:00 | 20 2 12 58.8 | # | DYDX/USDT | 28 | 2.54 | 71.20 | 90.262 | 0.90 | 23:51:00 | 21 4 3 75.0 | # | GRT/USDT | 27 | 2.24 | 60.47 | 86.385 | 0.86 | 1 day, 0:53:00 | 20 5 2 74.1 | # | CSPR/USDT | 29 | 2.06 | 59.67 | 80.551 | 0.81 | 1 day, 0:06:00 | 23 4 2 79.3 | # | ROSE/USDT | 27 | 2.02 | 54.56 | 76.839 | 0.77 | 1 day, 1:29:00 | 18 8 1 66.7 | # | NEAR/USDT | 27 | 2.24 | 60.58 | 71.576 | 0.72 | 1 day, 0:22:00 | 21 5 1 77.8 | # | KLAY/USDT | 24 | 1.95 | 46.79 | 58.648 | 0.59 | 1 day, 6:10:00 | 18 5 1 75.0 | # | IOTA/USDT | 30 | 1.87 | 55.96 | 58.406 | 0.58 | 1 day, 0:34:00 | 24 5 1 80.0 | # | ENJ/USDT | 26 | 2.21 | 57.37 | 55.862 | 0.56 | 1 day, 2:51:00 | 20 5 1 76.9 | # | AVAX/USDT | 22 | 1.75 | 38.55 | 51.655 | 0.52 | 1 day, 7:08:00 | 18 2 2 81.8 | # | FIL/USDT | 20 | 1.96 | 39.13 | 47.378 | 0.47 | 1 day, 13:57:00 | 14 5 1 70.0 | # | MATIC/USDT | 25 | 1.52 | 38.07 | 44.904 | 0.45 | 1 day, 3:53:00 | 20 4 1 80.0 | # | THETA/USDT | 20 | 1.61 | 32.19 | 40.040 | 0.40 | 1 day, 13:03:00 | 13 6 1 65.0 | # | ADA/USDT | 24 | 1.19 | 28.48 | 36.719 | 0.37 | 1 day, 6:28:00 | 18 4 2 75.0 | # | VET/USDT | 27 | 1.36 | 36.76 | 36.663 | 0.37 | 1 day, 2:27:00 | 22 4 1 81.5 | # | ATOM/USDT | 17 | 1.40 | 23.88 | 34.406 | 0.34 | 1 day, 19:21:00 | 13 2 2 76.5 | # | ETC/USDT | 17 | 1.76 | 29.89 | 32.255 | 0.32 | 1 day, 19:14:00 | 13 3 1 76.5 | # | LINK/USDT | 25 | 0.86 | 21.60 | 30.926 | 0.31 | 1 day, 6:24:00 | 18 6 1 72.0 | # | TRX/USDT | 24 | 1.16 | 27.84 | 28.180 | 0.28 | 1 day, 7:40:00 | 16 7 1 66.7 | # | DOGE/USDT | 20 | 1.04 | 20.88 | 25.900 | 0.26 | 1 day, 14:12:00 | 14 5 1 70.0 | # | OSMO/USDT | 18 | 1.12 | 20.21 | 22.729 | 0.23 | 1 day, 0:47:00 | 15 1 2 83.3 | # | KAVA/USDT | 17 | 1.59 | 27.02 | 21.355 | 0.21 | 1 day, 21:49:00 | 14 2 1 82.4 | # | DOT/USDT | 22 | 0.86 | 18.99 | 19.816 | 0.20 | 1 day, 9:25:00 | 16 5 1 72.7 | # | QNT/USDT | 15 | 0.99 | 14.82 | 19.477 | 0.19 | 2 days, 7:44:00 | 11 3 1 73.3 | # | ETH/USDT | 19 | 1.37 | 26.02 | 19.227 | 0.19 | 1 day, 15:19:00 | 14 4 1 73.7 | # | SOL/USDT | 18 | 1.38 | 24.75 | 16.865 | 0.17 | 1 day, 15:47:00 | 11 6 1 61.1 | # | ALGO/USDT | 21 | 0.91 | 19.21 | 16.804 | 0.17 | 1 day, 11:49:00 | 15 5 1 71.4 | # | BTC/USDT | 23 | 0.81 | 18.65 | 15.550 | 0.16 | 1 day, 7:50:00 | 20 2 1 87.0 | # | EGLD/USDT | 24 | 0.70 | 16.70 | 14.247 | 0.14 | 1 day, 8:08:00 | 19 4 1 79.2 | # | UNI/USDT | 11 | 0.78 | 8.56 | 11.334 | 0.11 | 3 days, 4:11:00 | 6 4 1 54.5 | # | XLM/USDT | 20 | 0.58 | 11.63 | 5.577 | 0.06 | 1 day, 14:27:00 | 13 6 1 65.0 | # | XTZ/USDT | 15 | 0.82 | 12.33 | 0.802 | 0.01 | 2 days, 2:32:00 | 8 6 1 53.3 | # | XRP/USDT | 17 | 0.49 | 8.25 | 0.122 | 0.00 | 1 day, 21:18:00 | 14 2 1 82.4 | # | XDC/USDT | 18 | 0.28 | 5.09 | -3.780 | -0.04 | 1 day, 20:30:00 | 13 4 1 72.2 | # | ZEC/USDT | 7 | 0.24 | 1.66 | -3.944 | -0.04 | 4 days, 23:00:00 | 4 2 1 57.1 | # | TOTAL | 1133 | 2.14 | 2427.63 | 3118.496 | 31.18 | 1 day, 4:47:00 | 857 189 87 75.6 | # =================================================================== ENTER TAG STATS =================================================================== # | TAG | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | # |-----------------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------| # | WT - bull | 706 | 2.13 | 1500.70 | 1903.689 | 19.04 | 1 day, 4:41:00 | 531 128 47 75.2 | # | RSI-XO bull | 376 | 2.23 | 838.42 | 1106.063 | 11.06 | 1 day, 5:30:00 | 289 53 34 76.9 | # | WT - bear | 33 | 2.17 | 71.71 | 93.210 | 0.93 | 1 day, 5:00:00 | 25 6 2 75.8 | # | RSI-XO bear | 5 | 3.10 | 15.49 | 26.693 | 0.27 | 16:00:00 | 5 0 0 100 | # | ttm_Squeeze/WT - bull | 13 | 0.10 | 1.31 | -11.159 | -0.11 | 18:18:00 | 7 2 4 53.8 | # | TOTAL | 1133 | 2.14 | 2427.63 | 3118.496 | 31.18 | 1 day, 4:47:00 | 857 189 87 75.6 | # ======================================================= EXIT REASON STATS ======================================================== # | Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | # |--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------| # | WT transition bull | 437 | 437 0 0 100 | 0.96 | 418.88 | 521.784 | 9.31 | # | trailing_stop_loss | 430 | 381 0 49 88.6 | 5.07 | 2179.53 | 2991.88 | 48.43 | # | roi | 228 | 39 189 0 100 | 0.85 | 194.11 | 310.197 | 4.31 | # | force_exit | 38 | 0 0 38 0 | -9.6 | -364.88 | -705.368 | -8.11 | # =========================================================== LEFT OPEN TRADES REPORT =========================================================== # | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | # |------------+-----------+----------------+----------------+-------------------+----------------+-------------------+-------------------------| # | TRX/USDT | 1 | -0.19 | -0.19 | -0.197 | -0.00 | 5:00:00 | 0 0 1 0 | # | AKT/USDT | 1 | -0.20 | -0.20 | -0.203 | -0.00 | 0:00:00 | 0 0 1 0 | # | SCRT/USDT | 1 | -0.35 | -0.35 | -0.710 | -0.01 | 1 day, 14:00:00 | 0 0 1 0 | # | KLAY/USDT | 1 | -1.35 | -1.35 | -2.679 | -0.03 | 5 days, 23:00:00 | 0 0 1 0 | # | ADA/USDT | 1 | -1.97 | -1.97 | -3.926 | -0.04 | 6 days, 6:00:00 | 0 0 1 0 | # | BTC/USDT | 1 | -5.44 | -5.44 | -10.373 | -0.10 | 11 days, 8:00:00 | 0 0 1 0 | # | MATIC/USDT | 1 | -5.27 | -5.27 | -10.443 | -0.10 | 6 days, 2:00:00 | 0 0 1 0 | # | VET/USDT | 1 | -6.56 | -6.56 | -13.027 | -0.13 | 5 days, 23:00:00 | 0 0 1 0 | # | ETH/USDT | 1 | -6.59 | -6.59 | -13.060 | -0.13 | 6 days, 16:00:00 | 0 0 1 0 | # | EGLD/USDT | 1 | -6.62 | -6.62 | -13.166 | -0.13 | 6 days, 10:00:00 | 0 0 1 0 | # | GRT/USDT | 1 | -7.36 | -7.36 | -14.650 | -0.15 | 6 days, 5:00:00 | 0 0 1 0 | # | SOL/USDT | 1 | -7.71 | -7.71 | -15.343 | -0.15 | 6 days, 9:00:00 | 0 0 1 0 | # | IOTA/USDT | 1 | -8.05 | -8.05 | -15.938 | -0.16 | 6 days, 16:00:00 | 0 0 1 0 | # | DOT/USDT | 1 | -8.41 | -8.41 | -16.744 | -0.17 | 6 days, 7:00:00 | 0 0 1 0 | # | XLM/USDT | 1 | -8.80 | -8.80 | -17.025 | -0.17 | 10 days, 2:00:00 | 0 0 1 0 | # | OSMO/USDT | 1 | -8.82 | -8.82 | -17.624 | -0.18 | 5 days, 8:00:00 | 0 0 1 0 | # | XRP/USDT | 1 | -10.23 | -10.23 | -18.174 | -0.18 | 21 days, 12:00:00 | 0 0 1 0 | # | ZEC/USDT | 1 | -11.10 | -11.10 | -19.042 | -0.19 | 24 days, 20:00:00 | 0 0 1 0 | # | THETA/USDT | 1 | -9.77 | -9.77 | -19.353 | -0.19 | 6 days, 19:00:00 | 0 0 1 0 | # | UNI/USDT | 1 | -10.19 | -10.19 | -19.748 | -0.20 | 10 days, 3:00:00 | 0 0 1 0 | # | OP/USDT | 1 | -10.35 | -10.35 | -20.543 | -0.21 | 5 days, 23:00:00 | 0 0 1 0 | # | ATOM/USDT | 1 | -10.34 | -10.34 | -20.552 | -0.21 | 6 days, 8:00:00 | 0 0 1 0 | # | NEAR/USDT | 1 | -10.71 | -10.71 | -21.371 | -0.21 | 5 days, 12:00:00 | 0 0 1 0 | # | OCEAN/USDT | 1 | -10.84 | -10.84 | -21.493 | -0.21 | 6 days, 18:00:00 | 0 0 1 0 | # | QNT/USDT | 1 | -12.01 | -12.01 | -21.609 | -0.22 | 19 days, 19:00:00 | 0 0 1 0 | # | XDC/USDT | 1 | -11.28 | -11.28 | -21.801 | -0.22 | 10 days, 3:00:00 | 0 0 1 0 | # | DOGE/USDT | 1 | -11.32 | -11.32 | -22.009 | -0.22 | 9 days, 14:00:00 | 0 0 1 0 | # | ORAI/USDT | 1 | -11.02 | -11.02 | -22.151 | -0.22 | 2 days, 20:00:00 | 0 0 1 0 | # | FIL/USDT | 1 | -12.00 | -12.00 | -22.643 | -0.23 | 12 days, 16:00:00 | 0 0 1 0 | # | LINK/USDT | 1 | -11.37 | -11.37 | -22.733 | -0.23 | 5 days, 5:00:00 | 0 0 1 0 | # | ETC/USDT | 1 | -12.23 | -12.23 | -23.738 | -0.24 | 9 days, 21:00:00 | 0 0 1 0 | # | ALGO/USDT | 1 | -12.70 | -12.70 | -25.172 | -0.25 | 6 days, 2:00:00 | 0 0 1 0 | # | XTZ/USDT | 1 | -12.77 | -12.77 | -25.310 | -0.25 | 6 days, 3:00:00 | 0 0 1 0 | # | ENJ/USDT | 1 | -12.93 | -12.93 | -25.846 | -0.26 | 5 days, 8:00:00 | 0 0 1 0 | # | CSPR/USDT | 1 | -16.05 | -16.05 | -31.813 | -0.32 | 6 days, 4:00:00 | 0 0 1 0 | # | AVAX/USDT | 1 | -18.27 | -18.27 | -34.645 | -0.35 | 12 days, 1:00:00 | 0 0 1 0 | # | KAVA/USDT | 1 | -21.51 | -21.51 | -38.360 | -0.38 | 20 days, 23:00:00 | 0 0 1 0 | # | DYDX/USDT | 1 | -22.20 | -22.20 | -42.154 | -0.42 | 12 days, 3:00:00 | 0 0 1 0 | # | TOTAL | 38 | -9.60 | -364.88 | -705.368 | -7.05 | 8 days, 8:55:00 | 0 0 38 0 | # ================== SUMMARY METRICS ================== # | Metric | Value | # |-----------------------------+---------------------| # | Backtesting from | 2023-01-01 00:00:00 | # | Backtesting to | 2023-02-14 22:00:00 | # | Max open trades | 45 | # | | | # | Total/Daily Avg Trades | 1133 / 25.75 | # | Starting balance | 10000 USDT | # | Final balance | 13118.496 USDT | # | Absolute profit | 3118.496 USDT | # | Total profit % | 31.18% | # | CAGR % | 850.39% | # | Sortino | 111.14 | # | Sharpe | 193.21 | # | Calmar | 265.37 | # | Profit factor | 4.85 | # | Expectancy | 0.13 | # | Trades per day | 25.75 | # | Avg. daily profit % | 0.71% | # | Avg. stake amount | 138.885 USDT | # | Total trade volume | 157356.955 USDT | # | | | # | Best Pair | LDO/USDT 171.35% | # | Worst Pair | ZEC/USDT 1.66% | # | Best trade | LDO/USDT 56.01% | # | Worst trade | AGIX/USDT -31.62% | # | Best day | 257.53 USDT | # | Worst day | -655.852 USDT | # | Days win/draw/lose | 37 / 0 / 1 | # | Avg. Duration Winners | 12:48:00 | # | Avg. Duration Loser | 3 days, 15:56:00 | # | Rejected Entry signals | 43 | # | Entry/Exit Timeouts | 0 / 0 | # | | | # | Min balance | 10003.176 USDT | # | Max balance | 13823.864 USDT | # | Max % of account underwater | 5.10% | # | Absolute Drawdown (Account) | 5.10% | # | Absolute Drawdown | 705.368 USDT | # | Drawdown high | 3823.864 USDT | # | Drawdown low | 3118.496 USDT | # | Drawdown Start | 2023-02-14 16:00:00 | # | Drawdown End | 2023-02-14 22:00:00 | # | Market change | 102.18% | # ===================================================== # Result for strategy thetank2 15m 45 piars # ============================================================= BACKTESTING REPORT ============================================================ # | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | # |------------+-----------+----------------+----------------+-------------------+----------------+-----------------+-------------------------| # | AGIX/USDT | 73 | 3.01 | 219.69 | 527.631 | 5.28 | 12:33:00 | 61 4 8 83.6 | # | RNDR/USDT | 81 | 2.22 | 179.44 | 436.878 | 4.37 | 10:57:00 | 75 4 2 92.6 | # | OCEAN/USDT | 85 | 1.93 | 164.20 | 376.178 | 3.76 | 10:37:00 | 81 3 1 95.3 | # | LDO/USDT | 55 | 3.48 | 191.38 | 354.554 | 3.55 | 17:25:00 | 48 4 3 87.3 | # | ORAI/USDT | 66 | 2.57 | 169.42 | 346.247 | 3.46 | 13:26:00 | 61 3 2 92.4 | # | INJ/USDT | 66 | 1.78 | 117.72 | 296.749 | 2.97 | 14:09:00 | 57 8 1 86.4 | # | AKT/USDT | 80 | 1.45 | 115.76 | 288.802 | 2.89 | 11:33:00 | 70 9 1 87.5 | # | GRT/USDT | 89 | 1.31 | 116.68 | 287.505 | 2.88 | 10:09:00 | 83 5 1 93.3 | # | SCRT/USDT | 89 | 1.33 | 117.99 | 287.219 | 2.87 | 10:40:00 | 81 8 0 100 | # | IMX/USDT | 62 | 1.64 | 101.63 | 260.913 | 2.61 | 15:41:00 | 55 5 2 88.7 | # | GMX/USDT | 59 | 1.68 | 99.24 | 241.928 | 2.42 | 16:14:00 | 52 6 1 88.1 | # | CSPR/USDT | 69 | 1.28 | 88.15 | 174.721 | 1.75 | 13:38:00 | 62 6 1 89.9 | # | ROSE/USDT | 53 | 1.40 | 74.12 | 171.549 | 1.72 | 18:26:00 | 47 6 0 100 | # | FIL/USDT | 59 | 1.36 | 80.20 | 168.312 | 1.68 | 16:00:00 | 50 7 2 84.7 | # | HBAR/USDT | 70 | 0.99 | 69.36 | 160.933 | 1.61 | 13:33:00 | 64 4 2 91.4 | # | DYDX/USDT | 64 | 1.25 | 79.90 | 159.421 | 1.59 | 14:09:00 | 57 5 2 89.1 | # | OSMO/USDT | 40 | 1.98 | 79.24 | 149.002 | 1.49 | 17:36:00 | 34 5 1 85.0 | # | OP/USDT | 47 | 1.56 | 73.54 | 145.772 | 1.46 | 20:57:00 | 39 6 2 83.0 | # | THETA/USDT | 75 | 0.87 | 65.10 | 145.628 | 1.46 | 12:00:00 | 69 6 0 100 | # | ENJ/USDT | 65 | 1.18 | 76.58 | 142.510 | 1.43 | 14:16:00 | 59 5 1 90.8 | # | NEAR/USDT | 44 | 1.47 | 64.53 | 131.603 | 1.32 | 22:12:00 | 36 6 2 81.8 | # | KLAY/USDT | 69 | 0.85 | 58.61 | 119.886 | 1.20 | 14:04:00 | 61 7 1 88.4 | # | KAVA/USDT | 56 | 1.10 | 61.48 | 107.707 | 1.08 | 17:29:00 | 47 7 2 83.9 | # | AVAX/USDT | 55 | 1.08 | 59.30 | 104.919 | 1.05 | 17:24:00 | 47 7 1 85.5 | # | SOL/USDT | 39 | 1.58 | 61.45 | 95.080 | 0.95 | 1 day, 1:12:00 | 35 3 1 89.7 | # | ETC/USDT | 32 | 1.44 | 46.10 | 85.405 | 0.85 | 1 day, 6:38:00 | 26 5 1 81.2 | # | MATIC/USDT | 54 | 0.79 | 42.50 | 83.013 | 0.83 | 18:09:00 | 45 8 1 83.3 | # | ADA/USDT | 54 | 0.77 | 41.55 | 82.207 | 0.82 | 17:57:00 | 48 6 0 100 | # | EGLD/USDT | 71 | 0.54 | 38.56 | 79.878 | 0.80 | 13:43:00 | 65 5 1 91.5 | # | XTZ/USDT | 62 | 0.79 | 49.21 | 77.834 | 0.78 | 15:40:00 | 54 6 2 87.1 | # | DOT/USDT | 46 | 0.98 | 44.98 | 71.382 | 0.71 | 21:34:00 | 41 4 1 89.1 | # | ALGO/USDT | 59 | 0.66 | 39.09 | 71.233 | 0.71 | 16:23:00 | 52 6 1 88.1 | # | VET/USDT | 51 | 0.61 | 31.18 | 60.874 | 0.61 | 19:16:00 | 44 6 1 86.3 | # | QNT/USDT | 36 | 0.79 | 28.29 | 58.083 | 0.58 | 1 day, 4:10:00 | 31 4 1 86.1 | # | IOTA/USDT | 51 | 0.56 | 28.32 | 52.226 | 0.52 | 19:40:00 | 42 8 1 82.4 | # | ATOM/USDT | 47 | 0.71 | 33.14 | 48.707 | 0.49 | 20:46:00 | 38 8 1 80.9 | # | BTC/USDT | 43 | 0.65 | 28.06 | 48.449 | 0.48 | 22:52:00 | 36 7 0 100 | # | DOGE/USDT | 38 | 0.59 | 22.49 | 38.060 | 0.38 | 1 day, 2:05:00 | 32 5 1 84.2 | # | LINK/USDT | 41 | 0.59 | 24.12 | 34.947 | 0.35 | 23:56:00 | 34 6 1 82.9 | # | XRP/USDT | 38 | 0.60 | 22.92 | 34.514 | 0.35 | 1 day, 2:12:00 | 33 4 1 86.8 | # | TRX/USDT | 24 | 0.82 | 19.65 | 30.057 | 0.30 | 1 day, 18:02:00 | 20 4 0 100 | # | UNI/USDT | 43 | 0.54 | 23.36 | 29.039 | 0.29 | 23:07:00 | 37 5 1 86.0 | # | ZEC/USDT | 29 | 0.75 | 21.63 | 28.218 | 0.28 | 1 day, 10:39:00 | 26 2 1 89.7 | # | XLM/USDT | 36 | 0.48 | 17.14 | 19.628 | 0.20 | 1 day, 4:15:00 | 32 3 1 88.9 | # | ETH/USDT | 15 | 0.57 | 8.60 | 19.366 | 0.19 | 1 day, 3:30:00 | 12 3 0 100 | # | XDC/USDT | 59 | 0.15 | 8.96 | -0.376 | -0.00 | 16:49:00 | 53 5 1 89.8 | # | TOTAL | 2539 | 1.26 | 3204.57 | 6734.393 | 67.34 | 17:08:00 | 2232 249 58 87.9 | # =================================================================== ENTER TAG STATS =================================================================== # | TAG | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | # |-----------------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------| # | WT - bull | 1642 | 1.25 | 2051.71 | 4198.825 | 41.99 | 16:33:00 | 1447 160 35 88.1 | # | RSI-XO bull | 738 | 1.24 | 918.32 | 1933.208 | 19.33 | 19:20:00 | 638 77 23 86.4 | # | WT - bear | 134 | 1.32 | 176.68 | 468.563 | 4.69 | 13:49:00 | 123 11 0 100 | # | ttm_Squeeze/WT - bull | 12 | 3.42 | 40.99 | 101.769 | 1.02 | 6:52:00 | 12 0 0 100 | # | RSI-XO bear | 13 | 1.30 | 16.87 | 32.028 | 0.32 | 8:43:00 | 12 1 0 100 | # | TOTAL | 2539 | 1.26 | 3204.57 | 6734.393 | 67.34 | 17:08:00 | 2232 249 58 87.9 | # ======================================================= EXIT REASON STATS ======================================================== # | Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | # |--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------| # | WT transition bull | 1836 | 1836 0 0 100 | 0.8 | 1461.08 | 3045.38 | 32.47 | # | trailing_stop_loss | 396 | 369 0 27 93.2 | 4.55 | 1802.3 | 4114.74 | 40.05 | # | roi | 273 | 24 249 0 100 | 0.5 | 137.35 | 285.285 | 3.05 | # | force_exit | 34 | 3 0 31 8.8 | -5.77 | -196.16 | -711.015 | -4.36 | # =========================================================== LEFT OPEN TRADES REPORT =========================================================== # | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | # |------------+-----------+----------------+----------------+-------------------+----------------+-------------------+-------------------------| # | AKT/USDT | 1 | 1.03 | 1.03 | 1.983 | 0.02 | 1:00:00 | 1 0 0 100 | # | TRX/USDT | 1 | 0.62 | 0.62 | 1.188 | 0.01 | 4:30:00 | 1 0 0 100 | # | SCRT/USDT | 1 | 0.31 | 0.31 | 0.601 | 0.01 | 0:45:00 | 1 0 0 100 | # | MATIC/USDT | 1 | -0.96 | -0.96 | -3.608 | -0.04 | 6 days, 9:30:00 | 0 0 1 0 | # | LDO/USDT | 1 | -1.20 | -1.20 | -4.527 | -0.05 | 6 days, 22:00:00 | 0 0 1 0 | # | IMX/USDT | 1 | -1.43 | -1.43 | -5.484 | -0.05 | 0:30:00 | 0 0 1 0 | # | RNDR/USDT | 1 | -1.44 | -1.44 | -5.516 | -0.06 | 1:30:00 | 0 0 1 0 | # | EGLD/USDT | 1 | -1.81 | -1.81 | -6.844 | -0.07 | 7 days, 7:15:00 | 0 0 1 0 | # | FIL/USDT | 1 | -2.14 | -2.14 | -8.108 | -0.08 | 7 days, 7:45:00 | 0 0 1 0 | # | HBAR/USDT | 1 | -3.00 | -3.00 | -11.356 | -0.11 | 3 days, 8:45:00 | 0 0 1 0 | # | VET/USDT | 1 | -3.19 | -3.19 | -12.062 | -0.12 | 7 days, 9:45:00 | 0 0 1 0 | # | IOTA/USDT | 1 | -3.36 | -3.36 | -12.691 | -0.13 | 7 days, 18:45:00 | 0 0 1 0 | # | ZEC/USDT | 1 | -6.30 | -6.30 | -19.084 | -0.19 | 25 days, 0:15:00 | 0 0 1 0 | # | UNI/USDT | 1 | -5.39 | -5.39 | -19.253 | -0.19 | 11 days, 3:15:00 | 0 0 1 0 | # | XLM/USDT | 1 | -6.08 | -6.08 | -19.256 | -0.19 | 22 days, 14:15:00 | 0 0 1 0 | # | ETC/USDT | 1 | -5.99 | -5.99 | -21.531 | -0.22 | 10 days, 19:45:00 | 0 0 1 0 | # | OCEAN/USDT | 1 | -5.75 | -5.75 | -21.785 | -0.22 | 6 days, 8:15:00 | 0 0 1 0 | # | XRP/USDT | 1 | -6.97 | -6.97 | -21.927 | -0.22 | 22 days, 23:30:00 | 0 0 1 0 | # | LINK/USDT | 1 | -6.35 | -6.35 | -24.048 | -0.24 | 6 days, 6:00:00 | 0 0 1 0 | # | ALGO/USDT | 1 | -6.39 | -6.39 | -24.219 | -0.24 | 7 days, 6:30:00 | 0 0 1 0 | # | QNT/USDT | 1 | -7.60 | -7.60 | -24.366 | -0.24 | 20 days, 23:15:00 | 0 0 1 0 | # | DOT/USDT | 1 | -7.02 | -7.02 | -24.723 | -0.25 | 12 days, 4:00:00 | 0 0 1 0 | # | OSMO/USDT | 1 | -6.90 | -6.90 | -25.965 | -0.26 | 6 days, 22:45:00 | 0 0 1 0 | # | ATOM/USDT | 1 | -7.08 | -7.08 | -26.581 | -0.27 | 6 days, 21:30:00 | 0 0 1 0 | # | XTZ/USDT | 1 | -7.05 | -7.05 | -26.654 | -0.27 | 7 days, 13:45:00 | 0 0 1 0 | # | ENJ/USDT | 1 | -7.73 | -7.73 | -29.174 | -0.29 | 7 days, 19:30:00 | 0 0 1 0 | # | OP/USDT | 1 | -8.74 | -8.74 | -33.011 | -0.33 | 7 days, 19:45:00 | 0 0 1 0 | # | XDC/USDT | 1 | -9.53 | -9.53 | -33.663 | -0.34 | 11 days, 21:00:00 | 0 0 1 0 | # | SOL/USDT | 1 | -10.18 | -10.18 | -33.937 | -0.34 | 16 days, 23:30:00 | 0 0 1 0 | # | DOGE/USDT | 1 | -9.51 | -9.51 | -34.058 | -0.34 | 11 days, 2:00:00 | 0 0 1 0 | # | NEAR/USDT | 1 | -10.02 | -10.02 | -37.974 | -0.38 | 7 days, 6:15:00 | 0 0 1 0 | # | AVAX/USDT | 1 | -12.67 | -12.67 | -43.741 | -0.44 | 13 days, 6:45:00 | 0 0 1 0 | # | CSPR/USDT | 1 | -12.30 | -12.30 | -46.448 | -0.46 | 7 days, 21:15:00 | 0 0 1 0 | # | KAVA/USDT | 1 | -14.05 | -14.05 | -53.195 | -0.53 | 7 days, 8:30:00 | 0 0 1 0 | # | TOTAL | 34 | -5.77 | -196.16 | -711.015 | -7.11 | 8 days, 23:24:00 | 3 0 31 8.8 | # ================== SUMMARY METRICS ================== # | Metric | Value | # |-----------------------------+---------------------| # | Backtesting from | 2023-01-01 00:00:00 | # | Backtesting to | 2023-02-16 00:00:00 | # | Max open trades | 45 | # | | | # | Total/Daily Avg Trades | 2539 / 55.2 | # | Starting balance | 10000 USDT | # | Final balance | 16734.393 USDT | # | Absolute profit | 6734.393 USDT | # | Total profit % | 67.34% | # | CAGR % | 5846.98% | # | Sortino | 86.72 | # | Sharpe | 344.76 | # | Calmar | 706.66 | # | Profit factor | 6.08 | # | Expectancy | 0.02 | # | Trades per day | 55.2 | # | Avg. daily profit % | 1.46% | # | Avg. stake amount | 221.665 USDT | # | Total trade volume | 562807.669 USDT | # | | | # | Best Pair | AGIX/USDT 219.69% | # | Worst Pair | ETH/USDT 8.60% | # | Best trade | LDO/USDT 51.65% | # | Worst trade | RNDR/USDT -32.61% | # | Best day | 522.912 USDT | # | Worst day | -436.965 USDT | # | Days win/draw/lose | 41 / 1 / 4 | # | Avg. Duration Winners | 7:07:00 | # | Avg. Duration Loser | 5 days, 11:58:00 | # | Rejected Entry signals | 672 | # | Entry/Exit Timeouts | 0 / 0 | # | | | # | Min balance | 10000.046 USDT | # | Max balance | 17445.973 USDT | # | Max % of account underwater | 3.96% | # | Absolute Drawdown (Account) | 3.96% | # | Absolute Drawdown | 689.65 USDT | # | Drawdown high | 7424.042 USDT | # | Drawdown low | 6734.393 USDT | # | Drawdown Start | 2023-02-15 21:00:00 | # | Drawdown End | 2023-02-16 00:00:00 | # | Market change | 114.44% | # ===================================================== # { # "strategy_name": "thetank2", # "params": { # "max_open_trades": { # "max_open_trades": 45 # }, # "buy": { # "buy_rsi": 26, # "buy_rsi_bear": 49, # "buy_rsi_bull": 75, # "buy_wt_bear": 50, # "buy_wt_bull": 72, # "dca1": 0.01, # "dca2": 0.12, # "dca3": 0.15, # "max_epa": 0, # "wavelength": 8 # }, # "sell": { # "crosslength": 9, # "sell_rsi": 58, # "ts0": 0.011, # "ts1": 0.011, # "ts2": 0.017, # "ts3": 0.03, # "ts4": 0.046, # "ts5": 0.045, # "tsl_target0": 0.049, # "tsl_target1": 0.058, # "tsl_target2": 0.092, # "tsl_target3": 0.116, # "tsl_target4": 0.191, # "tsl_target5": 0.2 # }, # "protection": { # "cooldown_lookback": 25, # "stop_duration": 181, # "use_stop_protection": false # }, # "roi": { # "0": 0.517, # "328": 0.121, # "947": 0.071, # "2365": 0 # }, # "stoploss": { # "stoploss": -0.334 # }, # "trailing": { # "trailing_stop": true, # "trailing_stop_positive": 0.33, # "trailing_stop_positive_offset": 0.398, # "trailing_only_offset_is_reached": false # } # }, # "ft_stratparam_v": 1, # "export_time": "2023-02-17 01:55:25.719816+00:00" # } ### pivot points changes # 3-02-21 16:43:47,576 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 15m # 2023-02-21 16:43:47,576 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.319 # 2023-02-21 16:43:47,576 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True # 2023-02-21 16:43:47,576 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.104 # 2023-02-21 16:43:47,576 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.179 # 2023-02-21 16:43:47,576 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: True # 2023-02-21 16:43:47,576 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: True # 2023-02-21 16:43:47,576 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True # 2023-02-21 16:43:47,576 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False, 'stoploss_on_exchange_interval': 60} # 2023-02-21 16:43:47,576 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'} # 2023-02-21 16:43:47,576 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT # 2023-02-21 16:43:47,577 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: unlimited # 2023-02-21 16:43:47,577 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using protections: [{'method': 'CooldownPeriod', 'stop_duration_candles': 16}, {'method': 'StoplossGuard', 'lookback_period_candles': 72, 'trade_limit': 1, 'stop_duration_candles': 5, 'only_per_pair': False}] # 2023-02-21 16:43:47,577 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30 # 2023-02-21 16:43:47,577 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 30, 'exit': 30, 'unit': 'minutes', 'exit_timeout_count': 0} # 2023-02-21 16:43:47,577 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True # 2023-02-21 16:43:47,577 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: True # 2023-02-21 16:43:47,577 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: True # 2023-02-21 16:43:47,577 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0 # 2023-02-21 16:43:47,577 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False # 2023-02-21 16:43:47,577 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0 # 2023-02-21 16:43:47,577 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: True # 2023-02-21 16:43:47,577 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: 0 # 2023-02-21 16:43:47,577 - freqtrade.configuration.config_validation - INFO - Validating configuration ... # 2023-02-21 16:43:47,582 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/home/jared/freq/freqtrade/plugins/pairlist/StaticPairList.py'... # 2023-02-21 16:43:47,668 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 30 ... # 2023-02-21 16:43:48,279 - freqtrade.data.history.idatahandler - INFO - Price jump in AKT/USDT, 15m, spot between two candles of 58.17% detected. # 2023-02-21 16:43:48,402 - freqtrade.data.history.idatahandler - INFO - Price jump in IOTA/USDT, 15m, spot between two candles of 47.10% detected. # 2023-02-21 16:43:48,653 - freqtrade.data.history.idatahandler - WARNING - OSMO/USDT, spot, 15m, data starts at 2023-01-13 10:00:00 # 2023-02-21 16:43:53,370 - freqtrade.optimize.backtesting - INFO - Loading data from 2022-12-31 16:30:00 up to 2023-02-20 00:00:00 (50 days). # 2023-02-21 16:43:53,370 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators # 2023-02-21 16:43:53,378 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy thetank3 # 2023-02-21 16:43:53,378 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi = 29 # 2023-02-21 16:43:53,378 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi_bear = 53 # 2023-02-21 16:43:53,378 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi_bull = 67 # 2023-02-21 16:43:53,378 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_wt_bear = 23 # 2023-02-21 16:43:53,378 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_wt_bull = 65 # 2023-02-21 16:43:53,379 - freqtrade.strategy.hyper - INFO - Strategy Parameter: dca1 = 0.06 # 2023-02-21 16:43:53,379 - freqtrade.strategy.hyper - INFO - Strategy Parameter: dca2 = 0.09 # 2023-02-21 16:43:53,379 - freqtrade.strategy.hyper - INFO - Strategy Parameter: dca3 = 0.17 # 2023-02-21 16:43:53,379 - freqtrade.strategy.hyper - INFO - Strategy Parameter: filterlength = 26 # 2023-02-21 16:43:53,379 - freqtrade.strategy.hyper - INFO - Strategy Parameter: max_epa = 3 # 2023-02-21 16:43:53,379 - freqtrade.strategy.hyper - INFO - Strategy Parameter: wavelength = 10 # 2023-02-21 16:43:53,379 - freqtrade.strategy.hyper - INFO - Strategy Parameter: crosslength = 4 # 2023-02-21 16:43:53,379 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_rsi = 54 # 2023-02-21 16:43:53,379 - freqtrade.strategy.hyper - INFO - Strategy Parameter: ts0 = 0.008 # 2023-02-21 16:43:53,379 - freqtrade.strategy.hyper - INFO - Strategy Parameter: ts1 = 0.01 # 2023-02-21 16:43:53,379 - freqtrade.strategy.hyper - INFO - Strategy Parameter: ts2 = 0.016 # 2023-02-21 16:43:53,380 - freqtrade.strategy.hyper - INFO - Strategy Parameter: ts3 = 0.025 # 2023-02-21 16:43:53,380 - freqtrade.strategy.hyper - INFO - Strategy Parameter: ts4 = 0.033 # 2023-02-21 16:43:53,380 - freqtrade.strategy.hyper - INFO - Strategy Parameter: ts5 = 0.048 # 2023-02-21 16:43:53,380 - freqtrade.strategy.hyper - INFO - Strategy Parameter: tsl_target0 = 0.045 # 2023-02-21 16:43:53,380 - freqtrade.strategy.hyper - INFO - Strategy Parameter: tsl_target1 = 0.053 # 2023-02-21 16:43:53,380 - freqtrade.strategy.hyper - INFO - Strategy Parameter: tsl_target2 = 0.093 # 2023-02-21 16:43:53,380 - freqtrade.strategy.hyper - INFO - Strategy Parameter: tsl_target3 = 0.141 # 2023-02-21 16:43:53,380 - freqtrade.strategy.hyper - INFO - Strategy Parameter: tsl_target4 = 0.265 # 2023-02-21 16:43:53,380 - freqtrade.strategy.hyper - INFO - Strategy Parameter: tsl_target5 = 0.2 # 2023-02-21 16:43:53,380 - freqtrade.strategy.hyper - INFO - Strategy Parameter: cooldown_lookback = 11 # 2023-02-21 16:43:53,380 - freqtrade.strategy.hyper - INFO - Strategy Parameter: stop_duration = 48 # 2023-02-21 16:43:53,381 - freqtrade.strategy.hyper - INFO - Strategy Parameter: use_stop_protection = False # 2023-02-21 16:43:58,822 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2023-01-01 00:00:00 up to 2023-02-20 00:00:00 (50 days). # 2023-02-21 16:47:07,574 - freqtrade.misc - INFO - dumping json to "/home/jared/freq/user_data/backtest_results/backtest-result-2023-02-21_16-47-07.meta.json" # 2023-02-21 16:47:07,575 - freqtrade.misc - INFO - dumping json to "/home/jared/freq/user_data/backtest_results/backtest-result-2023-02-21_16-47-07.json" # 2023-02-21 16:47:07,615 - freqtrade.misc - INFO - dumping json to "/home/jared/freq/user_data/backtest_results/.last_result.json" # Result for strategy thetank3 # ============================================================= BACKTESTING REPORT ============================================================= # | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | # |------------+-----------+----------------+----------------+-------------------+----------------+------------------+-------------------------| # | AGIX/USDT | 40 | 4.48 | 179.28 | 51.240 | 5.12 | 18:52:00 | 37 2 1 92.5 | # | LDO/USDT | 35 | 3.78 | 132.44 | 36.126 | 3.61 | 1 day, 0:02:00 | 28 4 3 80.0 | # | RNDR/USDT | 46 | 2.37 | 108.97 | 32.203 | 3.22 | 15:14:00 | 41 3 2 89.1 | # | AKT/USDT | 34 | 2.67 | 90.82 | 27.604 | 2.76 | 1 day, 0:30:00 | 26 7 1 76.5 | # | INJ/USDT | 35 | 2.32 | 81.18 | 24.033 | 2.40 | 22:58:00 | 27 7 1 77.1 | # | SCRT/USDT | 34 | 2.15 | 73.15 | 23.488 | 2.35 | 1 day, 0:45:00 | 25 8 1 73.5 | # | IMX/USDT | 31 | 2.50 | 77.63 | 23.486 | 2.35 | 1 day, 1:56:00 | 25 5 1 80.6 | # | OCEAN/USDT | 34 | 2.49 | 84.49 | 22.984 | 2.30 | 1 day, 0:26:00 | 31 2 1 91.2 | # | GMX/USDT | 33 | 2.09 | 68.83 | 22.188 | 2.22 | 1 day, 1:00:00 | 26 6 1 78.8 | # | GRT/USDT | 31 | 2.13 | 65.99 | 19.237 | 1.92 | 1 day, 3:19:00 | 27 3 1 87.1 | # | ENJ/USDT | 33 | 1.90 | 62.73 | 18.204 | 1.82 | 1 day, 1:55:00 | 27 5 1 81.8 | # | IOTA/USDT | 33 | 1.86 | 61.44 | 17.572 | 1.76 | 1 day, 2:05:00 | 28 5 0 100 | # | HBAR/USDT | 31 | 1.85 | 57.25 | 17.516 | 1.75 | 1 day, 2:56:00 | 25 5 1 80.6 | # | THETA/USDT | 32 | 1.66 | 53.27 | 16.856 | 1.69 | 1 day, 2:30:00 | 25 6 1 78.1 | # | NEAR/USDT | 29 | 2.17 | 62.80 | 16.781 | 1.68 | 1 day, 5:43:00 | 23 5 1 79.3 | # | OSMO/USDT | 23 | 2.18 | 50.11 | 16.366 | 1.64 | 1 day, 2:50:00 | 19 3 1 82.6 | # | FIL/USDT | 27 | 1.97 | 53.14 | 15.925 | 1.59 | 1 day, 6:12:00 | 17 9 1 63.0 | # | KLAY/USDT | 31 | 1.57 | 48.74 | 14.776 | 1.48 | 1 day, 2:14:00 | 23 8 0 100 | # | OP/USDT | 26 | 1.99 | 51.79 | 14.002 | 1.40 | 1 day, 10:00:00 | 18 6 2 69.2 | # | DYDX/USDT | 31 | 1.63 | 50.50 | 13.468 | 1.35 | 1 day, 2:22:00 | 25 4 2 80.6 | # | KAVA/USDT | 26 | 2.00 | 51.92 | 13.445 | 1.34 | 1 day, 11:20:00 | 21 4 1 80.8 | # | SOL/USDT | 21 | 2.47 | 51.83 | 13.220 | 1.32 | 1 day, 20:39:00 | 15 6 0 100 | # | ROSE/USDT | 30 | 1.45 | 43.61 | 13.126 | 1.31 | 1 day, 3:38:00 | 23 6 1 76.7 | # | EGLD/USDT | 34 | 1.15 | 39.16 | 11.870 | 1.19 | 1 day, 2:20:00 | 28 5 1 82.4 | # | ORAI/USDT | 30 | 1.80 | 54.04 | 11.217 | 1.12 | 1 day, 2:08:00 | 26 2 2 86.7 | # | XTZ/USDT | 26 | 1.53 | 39.85 | 10.767 | 1.08 | 1 day, 10:33:00 | 19 5 2 73.1 | # | ETC/USDT | 16 | 2.51 | 40.23 | 10.534 | 1.05 | 2 days, 14:27:00 | 11 4 1 68.8 | # | LINK/USDT | 35 | 0.97 | 33.98 | 10.426 | 1.04 | 23:55:00 | 27 7 1 77.1 | # | CSPR/USDT | 23 | 1.60 | 36.83 | 9.727 | 0.97 | 1 day, 18:00:00 | 17 5 1 73.9 | # | MATIC/USDT | 28 | 1.24 | 34.59 | 9.583 | 0.96 | 1 day, 6:55:00 | 19 8 1 67.9 | # | AVAX/USDT | 21 | 1.77 | 37.08 | 9.514 | 0.95 | 1 day, 21:00:00 | 16 4 1 76.2 | # | VET/USDT | 31 | 1.05 | 32.70 | 9.224 | 0.92 | 1 day, 3:44:00 | 25 5 1 80.6 | # | DOGE/USDT | 25 | 1.23 | 30.86 | 8.109 | 0.81 | 1 day, 14:34:00 | 18 6 1 72.0 | # | ALGO/USDT | 23 | 1.23 | 28.25 | 7.626 | 0.76 | 1 day, 14:53:00 | 16 6 1 69.6 | # | ATOM/USDT | 25 | 1.10 | 27.61 | 7.368 | 0.74 | 1 day, 11:55:00 | 20 4 1 80.0 | # | TRX/USDT | 26 | 0.91 | 23.60 | 7.176 | 0.72 | 1 day, 11:13:00 | 18 7 1 69.2 | # | ETH/USDT | 28 | 0.84 | 23.56 | 6.473 | 0.65 | 1 day, 8:15:00 | 22 5 1 78.6 | # | XLM/USDT | 28 | 0.83 | 23.16 | 6.227 | 0.62 | 1 day, 8:18:00 | 20 7 1 71.4 | # | ADA/USDT | 24 | 0.97 | 23.34 | 6.039 | 0.60 | 1 day, 13:11:00 | 16 7 1 66.7 | # | BTC/USDT | 28 | 0.56 | 15.78 | 4.239 | 0.42 | 1 day, 6:27:00 | 24 3 1 85.7 | # | DOT/USDT | 23 | 0.69 | 15.95 | 4.228 | 0.42 | 1 day, 13:53:00 | 16 6 1 69.6 | # | UNI/USDT | 20 | 0.73 | 14.70 | 3.762 | 0.38 | 1 day, 23:53:00 | 12 7 1 60.0 | # | ZEC/USDT | 13 | 1.14 | 14.88 | 3.715 | 0.37 | 3 days, 9:15:00 | 9 4 0 100 | # | QNT/USDT | 22 | 0.46 | 10.10 | 2.111 | 0.21 | 1 day, 21:52:00 | 18 3 1 81.8 | # | XRP/USDT | 16 | 0.25 | 3.95 | 0.377 | 0.04 | 2 days, 17:52:00 | 12 3 1 75.0 | # | XDC/USDT | 24 | -0.00 | -0.06 | -0.696 | -0.07 | 1 day, 16:19:00 | 17 6 1 70.8 | # | TOTAL | 1295 | 1.75 | 2266.02 | 643.464 | 64.35 | 1 day, 7:01:00 | 1008 238 49 77.8 | # =================================================================== ENTER TAG STATS ==================================================================== # | TAG | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | # |-----------------------+-----------+----------------+----------------+-------------------+----------------+-----------------+-------------------------| # | RSI-XO bull | 470 | 1.80 | 843.69 | 240.266 | 24.03 | 1 day, 6:35:00 | 360 93 17 76.6 | # | WT - bull | 374 | 1.63 | 610.01 | 174.715 | 17.47 | 1 day, 10:05:00 | 286 74 14 76.5 | # | S2 - XO | 200 | 1.65 | 329.06 | 86.370 | 8.64 | 1 day, 1:17:00 | 161 31 8 80.5 | # | S3 - XO | 106 | 1.99 | 211.30 | 59.029 | 5.90 | 20:36:00 | 92 9 5 86.8 | # | RSI-XO bear | 58 | 2.33 | 135.00 | 39.659 | 3.97 | 19:35:00 | 47 10 1 81.0 | # | ttm_Squeeze/WT - bull | 33 | 2.04 | 67.41 | 22.182 | 2.22 | 2 days, 7:34:00 | 25 7 1 75.8 | # | WT - bear | 53 | 1.24 | 65.71 | 19.870 | 1.99 | 2 days, 5:19:00 | 36 14 3 67.9 | # | ttm_Squeeze/WT - bear | 1 | 3.84 | 3.84 | 1.373 | 0.14 | 9:00:00 | 1 0 0 100 | # | TOTAL | 1295 | 1.75 | 2266.02 | 643.464 | 64.35 | 1 day, 7:01:00 | 1008 238 49 77.8 | # ======================================================= EXIT REASON STATS ======================================================== # | Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | # |--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------| # | trailing_stop_loss | 393 | 386 0 7 98.2 | 4.67 | 1835.3 | 547.526 | 40.78 | # | roi | 271 | 33 238 0 100 | 0.56 | 152.48 | 41.018 | 3.39 | # | R3 - XO | 234 | 234 0 0 100 | 1.24 | 289.21 | 77.611 | 6.43 | # | R2.25 - XO | 100 | 100 0 0 100 | 0.65 | 65.46 | 19.207 | 1.45 | # | R2.75 - XO | 99 | 99 0 0 100 | 0.91 | 90.23 | 25.376 | 2.01 | # | R2.5 - XO | 90 | 90 0 0 100 | 0.7 | 63.11 | 18.483 | 1.4 | # | R2 - XO | 63 | 63 0 0 100 | 0.58 | 36.52 | 11.01 | 0.81 | # | force_exit | 45 | 3 0 42 6.7 | -5.92 | -266.29 | -96.766 | -5.92 | # =========================================================== LEFT OPEN TRADES REPORT =========================================================== # | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | # |------------+-----------+----------------+----------------+-------------------+----------------+-------------------+-------------------------| # | IOTA/USDT | 1 | 1.29 | 1.29 | 0.493 | 0.05 | 2:45:00 | 1 0 0 100 | # | ZEC/USDT | 1 | 0.96 | 0.96 | 0.369 | 0.04 | 2:45:00 | 1 0 0 100 | # | SOL/USDT | 1 | 0.43 | 0.43 | 0.165 | 0.02 | 3:00:00 | 1 0 0 100 | # | ENJ/USDT | 1 | -0.32 | -0.32 | -0.124 | -0.01 | 1:45:00 | 0 0 1 0 | # | ETH/USDT | 1 | -0.63 | -0.63 | -0.240 | -0.02 | 3:00:00 | 0 0 1 0 | # | ADA/USDT | 1 | -0.72 | -0.72 | -0.276 | -0.03 | 2:45:00 | 0 0 1 0 | # | TRX/USDT | 1 | -0.77 | -0.77 | -0.295 | -0.03 | 3:00:00 | 0 0 1 0 | # | XLM/USDT | 1 | -0.78 | -0.78 | -0.299 | -0.03 | 2:15:00 | 0 0 1 0 | # | AKT/USDT | 1 | -0.88 | -0.88 | -0.338 | -0.03 | 0:15:00 | 0 0 1 0 | # | HBAR/USDT | 1 | -0.91 | -0.91 | -0.350 | -0.04 | 1:00:00 | 0 0 1 0 | # | UNI/USDT | 1 | -1.04 | -1.04 | -0.399 | -0.04 | 1:30:00 | 0 0 1 0 | # | FIL/USDT | 1 | -1.12 | -1.12 | -0.429 | -0.04 | 2:30:00 | 0 0 1 0 | # | BTC/USDT | 1 | -1.22 | -1.22 | -0.467 | -0.05 | 3:00:00 | 0 0 1 0 | # | VET/USDT | 1 | -1.53 | -1.53 | -0.586 | -0.06 | 2:45:00 | 0 0 1 0 | # | LINK/USDT | 1 | -1.78 | -1.78 | -0.679 | -0.07 | 12:30:00 | 0 0 1 0 | # | THETA/USDT | 1 | -1.97 | -1.97 | -0.751 | -0.08 | 1 day, 10:45:00 | 0 0 1 0 | # | DOT/USDT | 1 | -2.28 | -2.28 | -0.875 | -0.09 | 3:00:00 | 0 0 1 0 | # | XTZ/USDT | 1 | -2.75 | -2.75 | -0.998 | -0.10 | 11 days, 11:45:00 | 0 0 1 0 | # | OSMO/USDT | 1 | -2.79 | -2.79 | -1.066 | -0.11 | 7:30:00 | 0 0 1 0 | # | EGLD/USDT | 1 | -2.86 | -2.86 | -1.089 | -0.11 | 1 day, 5:15:00 | 0 0 1 0 | # | MATIC/USDT | 1 | -3.43 | -3.43 | -1.301 | -0.13 | 1 day, 11:45:00 | 0 0 1 0 | # | SCRT/USDT | 1 | -3.76 | -3.76 | -1.439 | -0.14 | 7:30:00 | 0 0 1 0 | # | NEAR/USDT | 1 | -5.01 | -5.01 | -1.819 | -0.18 | 11 days, 7:00:00 | 0 0 1 0 | # | GMX/USDT | 1 | -4.90 | -4.90 | -1.867 | -0.19 | 1 day, 9:30:00 | 0 0 1 0 | # | ETC/USDT | 1 | -5.50 | -5.50 | -1.917 | -0.19 | 14 days, 19:15:00 | 0 0 1 0 | # | ALGO/USDT | 1 | -5.38 | -5.38 | -1.955 | -0.20 | 11 days, 7:00:00 | 0 0 1 0 | # | DOGE/USDT | 1 | -5.60 | -5.60 | -2.030 | -0.20 | 11 days, 12:15:00 | 0 0 1 0 | # | ATOM/USDT | 1 | -6.21 | -6.21 | -2.257 | -0.23 | 11 days, 7:00:00 | 0 0 1 0 | # | INJ/USDT | 1 | -6.70 | -6.70 | -2.553 | -0.26 | 23:00:00 | 0 0 1 0 | # | DYDX/USDT | 1 | -7.60 | -7.60 | -2.864 | -0.29 | 2 days, 10:15:00 | 0 0 1 0 | # | XRP/USDT | 1 | -9.25 | -9.25 | -2.873 | -0.29 | 26 days, 20:00:00 | 0 0 1 0 | # | QNT/USDT | 1 | -10.11 | -10.11 | -3.259 | -0.33 | 22 days, 20:00:00 | 0 0 1 0 | # | XDC/USDT | 1 | -9.66 | -9.66 | -3.318 | -0.33 | 15 days, 21:00:00 | 0 0 1 0 | # | GRT/USDT | 1 | -9.64 | -9.64 | -3.492 | -0.35 | 11 days, 11:45:00 | 0 0 1 0 | # | LDO/USDT | 1 | -9.26 | -9.26 | -3.531 | -0.35 | 21:45:00 | 0 0 1 0 | # | AVAX/USDT | 1 | -10.56 | -10.56 | -3.582 | -0.36 | 17 days, 3:00:00 | 0 0 1 0 | # | OCEAN/USDT | 1 | -12.48 | -12.48 | -4.473 | -0.45 | 12 days, 0:15:00 | 0 0 1 0 | # | KAVA/USDT | 1 | -12.55 | -12.55 | -4.562 | -0.46 | 11 days, 8:15:00 | 0 0 1 0 | # | IMX/USDT | 1 | -12.23 | -12.23 | -4.577 | -0.46 | 2 days, 21:30:00 | 0 0 1 0 | # | ROSE/USDT | 1 | -12.50 | -12.50 | -4.620 | -0.46 | 3 days, 20:15:00 | 0 0 1 0 | # | CSPR/USDT | 1 | -13.71 | -13.71 | -4.942 | -0.49 | 11 days, 21:15:00 | 0 0 1 0 | # | OP/USDT | 1 | -14.52 | -14.52 | -5.255 | -0.53 | 11 days, 12:45:00 | 0 0 1 0 | # | RNDR/USDT | 1 | -14.20 | -14.20 | -5.309 | -0.53 | 3 days, 5:00:00 | 0 0 1 0 | # | AGIX/USDT | 1 | -17.17 | -17.17 | -6.346 | -0.63 | 3 days, 17:30:00 | 0 0 1 0 | # | ORAI/USDT | 1 | -22.70 | -22.70 | -8.391 | -0.84 | 3 days, 22:00:00 | 0 0 1 0 | # | TOTAL | 45 | -5.92 | -266.29 | -96.766 | -9.68 | 5 days, 9:25:00 | 3 0 42 6.7 | # ================== SUMMARY METRICS ================== # | Metric | Value | # |-----------------------------+---------------------| # | Backtesting from | 2023-01-01 00:00:00 | # | Backtesting to | 2023-02-20 00:00:00 | # | Max open trades | 45 | # | | | # | Total/Daily Avg Trades | 1295 / 25.9 | # | Starting balance | 1000 USDT | # | Final balance | 1643.464 USDT | # | Absolute profit | 643.464 USDT | # | Total profit % | 64.35% | # | CAGR % | 3658.80% | # | Profit factor | 5.88 | # | Trades per day | 25.9 | # | Avg. daily profit % | 1.29% | # | Avg. stake amount | 29.399 USDT | # | Total trade volume | 38071.743 USDT | # | | | # | Best Pair | AGIX/USDT 179.28% | # | Worst Pair | XDC/USDT -0.06% | # | Best trade | AKT/USDT 19.18% | # | Worst trade | ORAI/USDT -31.80% | # | Best day | 40.159 USDT | # | Worst day | -96.766 USDT | # | Days win/draw/lose | 48 / 0 / 3 | # | Avg. Duration Winners | 12:32:00 | # | Avg. Duration Loser | 5 days, 5:33:00 | # | Rejected Entry signals | 237 | # | Entry/Exit Timeouts | 0 / 0 | # | | | # | Min balance | 1000.11 USDT | # | Max balance | 1740.23 USDT | # | Max % of account underwater | 5.56% | # | Absolute Drawdown (Account) | 5.56% | # | Absolute Drawdown | 96.766 USDT | # | Drawdown high | 740.23 USDT | # | Drawdown low | 643.464 USDT | # | Drawdown Start | 2023-02-19 20:45:00 | # | Drawdown End | 2023-02-20 00:00:00 | # | Market change | 112.61% | # ===================================================== # ### with epa modifiier # Result for strategy thetank3 # ============================================================= BACKTESTING REPORT ============================================================= # | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | # |------------+-----------+----------------+----------------+-------------------+----------------+------------------+-------------------------| # | AGIX/USDT | 40 | 4.48 | 179.28 | 51.240 | 5.12 | 18:52:00 | 37 2 1 92.5 | # | LDO/USDT | 35 | 3.78 | 132.44 | 36.126 | 3.61 | 1 day, 0:02:00 | 28 4 3 80.0 | # | RNDR/USDT | 46 | 2.37 | 108.97 | 32.203 | 3.22 | 15:14:00 | 41 3 2 89.1 | # | AKT/USDT | 34 | 2.67 | 90.82 | 27.604 | 2.76 | 1 day, 0:30:00 | 26 7 1 76.5 | # | INJ/USDT | 35 | 2.32 | 81.18 | 24.033 | 2.40 | 22:58:00 | 27 7 1 77.1 | # | SCRT/USDT | 34 | 2.15 | 73.15 | 23.488 | 2.35 | 1 day, 0:45:00 | 25 8 1 73.5 | # | IMX/USDT | 31 | 2.50 | 77.63 | 23.486 | 2.35 | 1 day, 1:56:00 | 25 5 1 80.6 | # | OCEAN/USDT | 34 | 2.49 | 84.49 | 22.984 | 2.30 | 1 day, 0:26:00 | 31 2 1 91.2 | # | GMX/USDT | 33 | 2.09 | 68.83 | 22.188 | 2.22 | 1 day, 1:00:00 | 26 6 1 78.8 | # | GRT/USDT | 31 | 2.13 | 65.99 | 19.237 | 1.92 | 1 day, 3:19:00 | 27 3 1 87.1 | # | ENJ/USDT | 33 | 1.90 | 62.73 | 18.204 | 1.82 | 1 day, 1:55:00 | 27 5 1 81.8 | # | IOTA/USDT | 33 | 1.86 | 61.44 | 17.572 | 1.76 | 1 day, 2:05:00 | 28 5 0 100 | # | HBAR/USDT | 31 | 1.85 | 57.25 | 17.516 | 1.75 | 1 day, 2:56:00 | 25 5 1 80.6 | # | THETA/USDT | 32 | 1.66 | 53.27 | 16.856 | 1.69 | 1 day, 2:30:00 | 25 6 1 78.1 | # | NEAR/USDT | 29 | 2.17 | 62.80 | 16.781 | 1.68 | 1 day, 5:43:00 | 23 5 1 79.3 | # | OSMO/USDT | 23 | 2.18 | 50.11 | 16.366 | 1.64 | 1 day, 2:50:00 | 19 3 1 82.6 | # | FIL/USDT | 27 | 1.97 | 53.14 | 15.925 | 1.59 | 1 day, 6:12:00 | 17 9 1 63.0 | # | KLAY/USDT | 31 | 1.57 | 48.74 | 14.776 | 1.48 | 1 day, 2:14:00 | 23 8 0 100 | # | OP/USDT | 26 | 1.99 | 51.79 | 14.002 | 1.40 | 1 day, 10:00:00 | 18 6 2 69.2 | # | DYDX/USDT | 31 | 1.63 | 50.50 | 13.468 | 1.35 | 1 day, 2:22:00 | 25 4 2 80.6 | # | KAVA/USDT | 26 | 2.00 | 51.92 | 13.445 | 1.34 | 1 day, 11:20:00 | 21 4 1 80.8 | # | SOL/USDT | 21 | 2.47 | 51.83 | 13.220 | 1.32 | 1 day, 20:39:00 | 15 6 0 100 | # | ROSE/USDT | 30 | 1.45 | 43.61 | 13.126 | 1.31 | 1 day, 3:38:00 | 23 6 1 76.7 | # | EGLD/USDT | 34 | 1.15 | 39.16 | 11.870 | 1.19 | 1 day, 2:20:00 | 28 5 1 82.4 | # | ORAI/USDT | 30 | 1.80 | 54.04 | 11.217 | 1.12 | 1 day, 2:08:00 | 26 2 2 86.7 | # | XTZ/USDT | 26 | 1.53 | 39.85 | 10.767 | 1.08 | 1 day, 10:33:00 | 19 5 2 73.1 | # | ETC/USDT | 16 | 2.51 | 40.23 | 10.534 | 1.05 | 2 days, 14:27:00 | 11 4 1 68.8 | # | LINK/USDT | 35 | 0.97 | 33.98 | 10.426 | 1.04 | 23:55:00 | 27 7 1 77.1 | # | CSPR/USDT | 23 | 1.60 | 36.83 | 9.727 | 0.97 | 1 day, 18:00:00 | 17 5 1 73.9 | # | MATIC/USDT | 28 | 1.24 | 34.59 | 9.583 | 0.96 | 1 day, 6:55:00 | 19 8 1 67.9 | # | AVAX/USDT | 21 | 1.77 | 37.08 | 9.514 | 0.95 | 1 day, 21:00:00 | 16 4 1 76.2 | # | VET/USDT | 31 | 1.05 | 32.70 | 9.224 | 0.92 | 1 day, 3:44:00 | 25 5 1 80.6 | # | DOGE/USDT | 25 | 1.23 | 30.86 | 8.109 | 0.81 | 1 day, 14:34:00 | 18 6 1 72.0 | # | ALGO/USDT | 23 | 1.23 | 28.25 | 7.626 | 0.76 | 1 day, 14:53:00 | 16 6 1 69.6 | # | ATOM/USDT | 25 | 1.10 | 27.61 | 7.368 | 0.74 | 1 day, 11:55:00 | 20 4 1 80.0 | # | TRX/USDT | 26 | 0.91 | 23.60 | 7.176 | 0.72 | 1 day, 11:13:00 | 18 7 1 69.2 | # | ETH/USDT | 28 | 0.84 | 23.56 | 6.473 | 0.65 | 1 day, 8:15:00 | 22 5 1 78.6 | # | XLM/USDT | 28 | 0.83 | 23.16 | 6.227 | 0.62 | 1 day, 8:18:00 | 20 7 1 71.4 | # | ADA/USDT | 24 | 0.97 | 23.34 | 6.039 | 0.60 | 1 day, 13:11:00 | 16 7 1 66.7 | # | BTC/USDT | 28 | 0.56 | 15.78 | 4.239 | 0.42 | 1 day, 6:27:00 | 24 3 1 85.7 | # | DOT/USDT | 23 | 0.69 | 15.95 | 4.228 | 0.42 | 1 day, 13:53:00 | 16 6 1 69.6 | # | UNI/USDT | 20 | 0.73 | 14.70 | 3.762 | 0.38 | 1 day, 23:53:00 | 12 7 1 60.0 | # | ZEC/USDT | 13 | 1.14 | 14.88 | 3.715 | 0.37 | 3 days, 9:15:00 | 9 4 0 100 | # | QNT/USDT | 22 | 0.46 | 10.10 | 2.111 | 0.21 | 1 day, 21:52:00 | 18 3 1 81.8 | # | XRP/USDT | 16 | 0.25 | 3.95 | 0.377 | 0.04 | 2 days, 17:52:00 | 12 3 1 75.0 | # | XDC/USDT | 24 | -0.00 | -0.06 | -0.696 | -0.07 | 1 day, 16:19:00 | 17 6 1 70.8 | # | TOTAL | 1295 | 1.75 | 2266.02 | 643.464 | 64.35 | 1 day, 7:01:00 | 1008 238 49 77.8 | # =================================================================== ENTER TAG STATS ==================================================================== # | TAG | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | # |-----------------------+-----------+----------------+----------------+-------------------+----------------+-----------------+-------------------------| # | RSI-XO bull | 470 | 1.80 | 843.69 | 240.266 | 24.03 | 1 day, 6:35:00 | 360 93 17 76.6 | # | WT - bull | 374 | 1.63 | 610.01 | 174.715 | 17.47 | 1 day, 10:05:00 | 286 74 14 76.5 | # | S2 - XO | 200 | 1.65 | 329.06 | 86.370 | 8.64 | 1 day, 1:17:00 | 161 31 8 80.5 | # | S3 - XO | 106 | 1.99 | 211.30 | 59.029 | 5.90 | 20:36:00 | 92 9 5 86.8 | # | RSI-XO bear | 58 | 2.33 | 135.00 | 39.659 | 3.97 | 19:35:00 | 47 10 1 81.0 | # | ttm_Squeeze/WT - bull | 33 | 2.04 | 67.41 | 22.182 | 2.22 | 2 days, 7:34:00 | 25 7 1 75.8 | # | WT - bear | 53 | 1.24 | 65.71 | 19.870 | 1.99 | 2 days, 5:19:00 | 36 14 3 67.9 | # | ttm_Squeeze/WT - bear | 1 | 3.84 | 3.84 | 1.373 | 0.14 | 9:00:00 | 1 0 0 100 | # | TOTAL | 1295 | 1.75 | 2266.02 | 643.464 | 64.35 | 1 day, 7:01:00 | 1008 238 49 77.8 | # ======================================================= EXIT REASON STATS ======================================================== # | Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | # |--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------| # | trailing_stop_loss | 393 | 386 0 7 98.2 | 4.67 | 1835.3 | 547.526 | 40.78 | # | roi | 271 | 33 238 0 100 | 0.56 | 152.48 | 41.018 | 3.39 | # | R3 - XO | 234 | 234 0 0 100 | 1.24 | 289.21 | 77.611 | 6.43 | # | R2.25 - XO | 100 | 100 0 0 100 | 0.65 | 65.46 | 19.207 | 1.45 | # | R2.75 - XO | 99 | 99 0 0 100 | 0.91 | 90.23 | 25.376 | 2.01 | # | R2.5 - XO | 90 | 90 0 0 100 | 0.7 | 63.11 | 18.483 | 1.4 | # | R2 - XO | 63 | 63 0 0 100 | 0.58 | 36.52 | 11.01 | 0.81 | # | force_exit | 45 | 3 0 42 6.7 | -5.92 | -266.29 | -96.766 | -5.92 | # =========================================================== LEFT OPEN TRADES REPORT =========================================================== # | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | # |------------+-----------+----------------+----------------+-------------------+----------------+-------------------+-------------------------| # | IOTA/USDT | 1 | 1.29 | 1.29 | 0.493 | 0.05 | 2:45:00 | 1 0 0 100 | # | ZEC/USDT | 1 | 0.96 | 0.96 | 0.369 | 0.04 | 2:45:00 | 1 0 0 100 | # | SOL/USDT | 1 | 0.43 | 0.43 | 0.165 | 0.02 | 3:00:00 | 1 0 0 100 | # | ENJ/USDT | 1 | -0.32 | -0.32 | -0.124 | -0.01 | 1:45:00 | 0 0 1 0 | # | ETH/USDT | 1 | -0.63 | -0.63 | -0.240 | -0.02 | 3:00:00 | 0 0 1 0 | # | ADA/USDT | 1 | -0.72 | -0.72 | -0.276 | -0.03 | 2:45:00 | 0 0 1 0 | # | TRX/USDT | 1 | -0.77 | -0.77 | -0.295 | -0.03 | 3:00:00 | 0 0 1 0 | # | XLM/USDT | 1 | -0.78 | -0.78 | -0.299 | -0.03 | 2:15:00 | 0 0 1 0 | # | AKT/USDT | 1 | -0.88 | -0.88 | -0.338 | -0.03 | 0:15:00 | 0 0 1 0 | # | HBAR/USDT | 1 | -0.91 | -0.91 | -0.350 | -0.04 | 1:00:00 | 0 0 1 0 | # | UNI/USDT | 1 | -1.04 | -1.04 | -0.399 | -0.04 | 1:30:00 | 0 0 1 0 | # | FIL/USDT | 1 | -1.12 | -1.12 | -0.429 | -0.04 | 2:30:00 | 0 0 1 0 | # | BTC/USDT | 1 | -1.22 | -1.22 | -0.467 | -0.05 | 3:00:00 | 0 0 1 0 | # | VET/USDT | 1 | -1.53 | -1.53 | -0.586 | -0.06 | 2:45:00 | 0 0 1 0 | # | LINK/USDT | 1 | -1.78 | -1.78 | -0.679 | -0.07 | 12:30:00 | 0 0 1 0 | # | THETA/USDT | 1 | -1.97 | -1.97 | -0.751 | -0.08 | 1 day, 10:45:00 | 0 0 1 0 | # | DOT/USDT | 1 | -2.28 | -2.28 | -0.875 | -0.09 | 3:00:00 | 0 0 1 0 | # | XTZ/USDT | 1 | -2.75 | -2.75 | -0.998 | -0.10 | 11 days, 11:45:00 | 0 0 1 0 | # | OSMO/USDT | 1 | -2.79 | -2.79 | -1.066 | -0.11 | 7:30:00 | 0 0 1 0 | # | EGLD/USDT | 1 | -2.86 | -2.86 | -1.089 | -0.11 | 1 day, 5:15:00 | 0 0 1 0 | # | MATIC/USDT | 1 | -3.43 | -3.43 | -1.301 | -0.13 | 1 day, 11:45:00 | 0 0 1 0 | # | SCRT/USDT | 1 | -3.76 | -3.76 | -1.439 | -0.14 | 7:30:00 | 0 0 1 0 | # | NEAR/USDT | 1 | -5.01 | -5.01 | -1.819 | -0.18 | 11 days, 7:00:00 | 0 0 1 0 | # | GMX/USDT | 1 | -4.90 | -4.90 | -1.867 | -0.19 | 1 day, 9:30:00 | 0 0 1 0 | # | ETC/USDT | 1 | -5.50 | -5.50 | -1.917 | -0.19 | 14 days, 19:15:00 | 0 0 1 0 | # | ALGO/USDT | 1 | -5.38 | -5.38 | -1.955 | -0.20 | 11 days, 7:00:00 | 0 0 1 0 | # | DOGE/USDT | 1 | -5.60 | -5.60 | -2.030 | -0.20 | 11 days, 12:15:00 | 0 0 1 0 | # | ATOM/USDT | 1 | -6.21 | -6.21 | -2.257 | -0.23 | 11 days, 7:00:00 | 0 0 1 0 | # | INJ/USDT | 1 | -6.70 | -6.70 | -2.553 | -0.26 | 23:00:00 | 0 0 1 0 | # | DYDX/USDT | 1 | -7.60 | -7.60 | -2.864 | -0.29 | 2 days, 10:15:00 | 0 0 1 0 | # | XRP/USDT | 1 | -9.25 | -9.25 | -2.873 | -0.29 | 26 days, 20:00:00 | 0 0 1 0 | # | QNT/USDT | 1 | -10.11 | -10.11 | -3.259 | -0.33 | 22 days, 20:00:00 | 0 0 1 0 | # | XDC/USDT | 1 | -9.66 | -9.66 | -3.318 | -0.33 | 15 days, 21:00:00 | 0 0 1 0 | # | GRT/USDT | 1 | -9.64 | -9.64 | -3.492 | -0.35 | 11 days, 11:45:00 | 0 0 1 0 | # | LDO/USDT | 1 | -9.26 | -9.26 | -3.531 | -0.35 | 21:45:00 | 0 0 1 0 | # | AVAX/USDT | 1 | -10.56 | -10.56 | -3.582 | -0.36 | 17 days, 3:00:00 | 0 0 1 0 | # | OCEAN/USDT | 1 | -12.48 | -12.48 | -4.473 | -0.45 | 12 days, 0:15:00 | 0 0 1 0 | # | KAVA/USDT | 1 | -12.55 | -12.55 | -4.562 | -0.46 | 11 days, 8:15:00 | 0 0 1 0 | # | IMX/USDT | 1 | -12.23 | -12.23 | -4.577 | -0.46 | 2 days, 21:30:00 | 0 0 1 0 | # | ROSE/USDT | 1 | -12.50 | -12.50 | -4.620 | -0.46 | 3 days, 20:15:00 | 0 0 1 0 | # | CSPR/USDT | 1 | -13.71 | -13.71 | -4.942 | -0.49 | 11 days, 21:15:00 | 0 0 1 0 | # | OP/USDT | 1 | -14.52 | -14.52 | -5.255 | -0.53 | 11 days, 12:45:00 | 0 0 1 0 | # | RNDR/USDT | 1 | -14.20 | -14.20 | -5.309 | -0.53 | 3 days, 5:00:00 | 0 0 1 0 | # | AGIX/USDT | 1 | -17.17 | -17.17 | -6.346 | -0.63 | 3 days, 17:30:00 | 0 0 1 0 | # | ORAI/USDT | 1 | -22.70 | -22.70 | -8.391 | -0.84 | 3 days, 22:00:00 | 0 0 1 0 | # | TOTAL | 45 | -5.92 | -266.29 | -96.766 | -9.68 | 5 days, 9:25:00 | 3 0 42 6.7 | # ================== SUMMARY METRICS ================== # | Metric | Value | # |-----------------------------+---------------------| # | Backtesting from | 2023-01-01 00:00:00 | # | Backtesting to | 2023-02-20 00:00:00 | # | Max open trades | 45 | # | | | # | Total/Daily Avg Trades | 1295 / 25.9 | # | Starting balance | 1000 USDT | # | Final balance | 1643.464 USDT | # | Absolute profit | 643.464 USDT | # | Total profit % | 64.35% | # | CAGR % | 3658.80% | # | Profit factor | 5.88 | # | Trades per day | 25.9 | # | Avg. daily profit % | 1.29% | # | Avg. stake amount | 29.399 USDT | # | Total trade volume | 38071.743 USDT | # | | | # | Best Pair | AGIX/USDT 179.28% | # | Worst Pair | XDC/USDT -0.06% | # | Best trade | AKT/USDT 19.18% | # | Worst trade | ORAI/USDT -31.80% | # | Best day | 40.159 USDT | # | Worst day | -96.766 USDT | # | Days win/draw/lose | 48 / 0 / 3 | # | Avg. Duration Winners | 12:32:00 | # | Avg. Duration Loser | 5 days, 5:33:00 | # | Rejected Entry signals | 237 | # | Entry/Exit Timeouts | 0 / 0 | # | | | # | Min balance | 1000.11 USDT | # | Max balance | 1740.23 USDT | # | Max % of account underwater | 5.56% | # | Absolute Drawdown (Account) | 5.56% | # | Absolute Drawdown | 96.766 USDT | # | Drawdown high | 740.23 USDT | # | Drawdown low | 643.464 USDT | # | Drawdown Start | 2023-02-19 20:45:00 | # | Drawdown End | 2023-02-20 00:00:00 | # | Market change | 112.61% | # ===================================================== |
Strategy League — fixed backtest that feeds the ranking
Export report Freqtrade logsThe latest re-run failed on — timed out after 1200s (strategy too complex/slow for the sandbox). The figures below are from the last run that succeeded, not from that attempt.
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Figures from a run finished
pairs 33 pairs
timerange 20210101-20260101
mode spot
timeframe 15m
stake 100 USDT
wallet 1000 USDT
max open trades 10
fee exchange lowest tier
total profit-90.18%
final wallet98 USDT
win rate70.0%
max drawdown-92.11%
timeframe15m
profit factor0.82
sharpe-2.062
sortino-3.356
CAGR-37.1%
calmar-1.024
avg profit/trade-0.36%
avg duration9h 09m
best trade+10.57%
worst trade-9.18%
positive months1/7
trades2500
revision1
ℹ️ This strategy uses a trailing stop / custom_stoploss() — freqtrade only
re-checks these once per 15m candle by default, not against the price movement within it.
For a more accurate read, re-run this backtest locally with --timeframe-detail 1m. Freqle doesn't do this for every check here: multiplying every
League/sweep backtest by a finer detail timeframe is more compute than the sandbox can sustain
across every indexed strategy. why this matters →
Loading charts…
Monthly breakdown
| Month | Regime | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|---|
| Jul 2021 | bearish trending high vol | 11 | -5.35 | -4.87 | 4 | 7 | 36.4 | -92.11 | 40h 56m |
| Jun 2021 | bearish trending high vol | 60 | -3.98 | -0.66 | 39 | 21 | 65.0 | -89.22 | 10h 42m |
| May 2021 | bearish trending high vol | 359 | -50.08 | -1.40 | 206 | 153 | 57.4 | -85.55 | 7h 27m |
| Apr 2021 | bearish choppy high vol | 436 | +1.35 | 0.03 | 330 | 106 | 75.7 | -53.46 | 9h 44m |
| Mar 2021 | bullish choppy high vol | 234 | -2.81 | -0.12 | 183 | 51 | 78.2 | -51.05 | 17h 17m |
| Feb 2021 | bullish trending high vol | 727 | -22.85 | -0.32 | 502 | 225 | 69.1 | -44.85 | 7h 36m |
| Jan 2021 | bullish trending high vol | 673 | -6.46 | -0.10 | 486 | 187 | 72.2 | -32.82 | 7h 52m |
Trade charts — best 2 and worst 2 performing pairs (full OHLC candles are expensive to render for every pair)
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.
Log in or sign up to run backtests.
| 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.