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RSI_BB_MACD_Nov_2023_1h_2_Dec

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syuraj/freq-test/user_data/strategies/RSI_BB_MACD_Nov_2023_1h_2_Dec_2/RSI_BB_MACD_Nov_2023_1h_2_Dec.py · ★5 · ⑂4 · first seen 2026-07-16 · repo updated 2025-06-07 · ⬇ 6 downloads

Basics mode: futures timeframe: 1h interface version: 3
Settings stoploss: -0.317 has minimal roi trailing protections process only new candles startup candle count: 30 hyperopt hyperopt params: 28
Indicators ADX ATR Bollinger_Bands EMA MACD RSI pandas_ta talib technical
Concepts risk_management trailing
Methods leverage plot_config protections trade_signal
8 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_2_Dec(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_2_Dec-i 1h --export trades --breakdown month --timerange 20210101-20231027
    

    2023-11-25 08:35:16,439 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 1h.
2023-11-25 08:35:16,439 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
2023-11-25 08:35:16,439 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 10.
2023-11-25 08:35:16,439 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 10, 'exit': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}.
2023-11-25 08:35:16,440 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: inf.
2023-11-25 08:35:16,440 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.184, '416': 0.14, '933': 0.073, '1982': 0}
2023-11-25 08:35:16,440 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 1h
2023-11-25 08:35:16,440 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.317
2023-11-25 08:35:16,440 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
2023-11-25 08:35:16,440 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
2023-11-25 08:35:16,440 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.022
2023-11-25 08:35:16,440 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: True
2023-11-25 08:35:16,441 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
2023-11-25 08:35:16,441 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
2023-11-25 08:35:16,441 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False}
2023-11-25 08:35:16,441 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
2023-11-25 08:35:16,441 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
2023-11-25 08:35:16,441 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 10

    2023-11-25 08:37:29,625 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy RSI_BB_MACD_Nov_2023_1h_2
2023-11-25 08:37:29,626 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_long_max_1 = 6.5
2023-11-25 08:37:29,626 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_long_max_2 = 50.7
2023-11-25 08:37:29,626 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_long_min_1 = 5.7
2023-11-25 08:37:29,626 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_long_min_2 = 20.9
2023-11-25 08:37:29,627 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_short_max_1 = 21.4
2023-11-25 08:37:29,627 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_short_max_2 = 50.8
2023-11-25 08:37:29,627 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_short_min_1 = 9.9
2023-11-25 08:37:29,627 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_short_min_2 = 30.3
2023-11-25 08:37:29,627 - freqtrade.strategy.hyper - INFO - Strategy Parameter: bb_tp_l = 16
2023-11-25 08:37:29,627 - freqtrade.strategy.hyper - INFO - Strategy Parameter: bb_tp_s = 20
2023-11-25 08:37:29,628 - freqtrade.strategy.hyper - INFO - Strategy Parameter: leverage_num = 5
2023-11-25 08:37:29,628 - freqtrade.strategy.hyper - INFO - Strategy Parameter: rsi_tp_l = 22
2023-11-25 08:37:29,628 - freqtrade.strategy.hyper - INFO - Strategy Parameter: rsi_tp_s = 17
2023-11-25 08:37:29,628 - freqtrade.strategy.hyper - INFO - Strategy Parameter: volume_check = 38
2023-11-25 08:37:29,628 - freqtrade.strategy.hyper - INFO - Strategy Parameter: volume_check_s = 20
2023-11-25 08:37:29,629 - freqtrade.strategy.hyper - INFO - Strategy Parameter: atr_long_mul = 3.8
2023-11-25 08:37:29,629 - freqtrade.strategy.hyper - INFO - Strategy Parameter: atr_short_mul = 5.0
2023-11-25 08:37:29,629 - freqtrade.strategy.hyper - INFO - Strategy Parameter: ema_period_l_exit = 91
2023-11-25 08:37:29,629 - freqtrade.strategy.hyper - INFO - Strategy Parameter: ema_period_s_exit = 147
2023-11-25 08:37:29,629 - freqtrade.strategy.hyper - INFO - Strategy Parameter: volume_check_exit = 19
2023-11-25 08:37:29,630 - freqtrade.strategy.hyper - INFO - Strategy Parameter: volume_check_exit_s = 41
2023-11-25 08:37:29,630 - freqtrade.strategy.hyper - INFO - Strategy Parameter: max_allowed_drawdown = 0.1
2023-11-25 08:37:29,630 - freqtrade.strategy.hyper - INFO - Strategy Parameter: max_drawdown_lookback = 2
2023-11-25 08:37:29,631 - freqtrade.strategy.hyper - INFO - Strategy Parameter: max_drawdown_stop_duration = 4
2023-11-25 08:37:29,631 - freqtrade.strategy.hyper - INFO - Strategy Parameter: max_drawdown_trade_limit = 1
2023-11-25 08:37:29,631 - freqtrade.strategy.hyper - INFO - Strategy Parameter: stoploss_guard_lookback = 8
2023-11-25 08:37:29,631 - freqtrade.strategy.hyper - INFO - Strategy Parameter: stoploss_guard_stop_duration = 5
2023-11-25 08:37:29,631 - freqtrade.strategy.hyper - INFO - Strategy Parameter: stoploss_guard_trade_limit = 1
2023-11-25 08:37:38,085 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2021-01-02 06:00:00 up to 2023-10-27 00:00:00 (1027 days).
2023-11-25 10:02:06,946 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2023-11-25_10-02-06.meta.json"
2023-11-25 10:02:06,947 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2023-11-25_10-02-06.json"
2023-11-25 10:02:26,705 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/.last_result.json"
Result for strategy RSI_BB_MACD_Nov_2023_1h_2_Dec
================================================================= BACKTESTING REPORT =================================================================
|               Pair |   Entries |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |   Avg Duration |     Win  Draw  Loss  Win% |
|--------------------+-----------+----------------+----------------+-------------------+----------------+----------------+---------------------------|
|     UNFI/USDT:USDT |      3226 |           2.26 |        7292.11 |           721.571 |          72.16 |        2:26:00 |    2509     0   717  77.8 |
|      GRT/USDT:USDT |      3453 |           2.09 |        7226.34 |           716.318 |          71.63 |        2:36:00 |    2704     0   749  78.3 |
|      RSR/USDT:USDT |      3256 |           2.20 |        7162.47 |           715.875 |          71.59 |        2:29:00 |    2553     0   703  78.4 |
|      REN/USDT:USDT |      3263 |           2.11 |        6890.14 |           685.119 |          68.51 |        2:31:00 |    2546     0   717  78.0 |
|      SNX/USDT:USDT |      3356 |           2.02 |        6770.14 |           671.120 |          67.11 |        2:33:00 |    2618     0   738  78.0 |
|      SKL/USDT:USDT |      3311 |           1.96 |        6476.86 |           646.019 |          64.60 |        2:39:00 |    2580     0   731  77.9 |
|     RUNE/USDT:USDT |      3075 |           2.26 |        6934.67 |           644.814 |          64.48 |        2:21:00 |    2378     0   697  77.3 |
|      LRC/USDT:USDT |      3226 |           1.99 |        6430.36 |           638.170 |          63.82 |        2:52:00 |    2525     0   701  78.3 |
|     SAND/USDT:USDT |      3058 |           2.12 |        6481.46 |           635.967 |          63.60 |        2:45:00 |    2371     0   687  77.5 |
|      FTM/USDT:USDT |      3358 |           1.91 |        6398.87 |           633.541 |          63.35 |        2:25:00 |    2540     0   818  75.6 |
|      CRV/USDT:USDT |      3305 |           1.88 |        6224.88 |           621.106 |          62.11 |        2:26:00 |    2548     0   757  77.1 |
|    ALPHA/USDT:USDT |      3296 |           1.88 |        6185.56 |           612.503 |          61.25 |        2:38:00 |    2546     0   750  77.2 |
|      LIT/USDT:USDT |      3191 |           1.90 |        6052.85 |           602.815 |          60.28 |        2:39:00 |    2451     0   740  76.8 |
|     BAND/USDT:USDT |      3291 |           1.84 |        6044.31 |           599.571 |          59.96 |        2:46:00 |    2539     0   752  77.1 |
|      FLM/USDT:USDT |      3038 |           1.97 |        5992.69 |           596.820 |          59.68 |        2:51:00 |    2356     0   682  77.6 |
|      RLC/USDT:USDT |      3562 |           1.68 |        5987.65 |           596.782 |          59.68 |        2:34:00 |    2752     0   810  77.3 |
|    SUSHI/USDT:USDT |      3153 |           2.03 |        6407.03 |           595.518 |          59.55 |        2:41:00 |    2469     0   684  78.3 |
|      OGN/USDT:USDT |      3142 |           1.90 |        5985.27 |           593.591 |          59.36 |        2:40:00 |    2419     0   723  77.0 |
|      TRB/USDT:USDT |      3439 |           1.78 |        6126.77 |           588.904 |          58.89 |        2:24:00 |    2639     0   800  76.7 |
|     LINA/USDT:USDT |      3129 |           1.86 |        5834.55 |           583.175 |          58.32 |        2:20:00 |    2407     0   722  76.9 |
|      ONE/USDT:USDT |      3002 |           1.94 |        5836.59 |           582.896 |          58.29 |        2:44:00 |    2315     0   687  77.1 |
|     NEAR/USDT:USDT |      3029 |           2.05 |        6196.75 |           582.198 |          58.22 |        2:47:00 |    2319     0   710  76.6 |
|    OCEAN/USDT:USDT |      3291 |           1.76 |        5780.72 |           574.255 |          57.43 |        2:50:00 |    2540     0   751  77.2 |
|     DENT/USDT:USDT |      2673 |           2.14 |        5712.72 |           571.162 |          57.12 |        3:15:00 |    2100     0   573  78.6 |
|      OMG/USDT:USDT |      2920 |           1.96 |        5722.69 |           569.070 |          56.91 |        3:07:00 |    2306     0   614  79.0 |
|      KSM/USDT:USDT |      3253 |           2.03 |        6606.55 |           559.770 |          55.98 |        3:05:00 |    2585     0   668  79.5 |
|     ATOM/USDT:USDT |      3086 |           1.78 |        5479.28 |           546.575 |          54.66 |        3:02:00 |    2379     0   707  77.1 |
|      BLZ/USDT:USDT |      3446 |           1.58 |        5460.17 |           544.982 |          54.50 |        2:29:00 |    2625     0   821  76.2 |
|      NKN/USDT:USDT |      2953 |           1.83 |        5401.85 |           538.518 |          53.85 |        2:55:00 |    2295     0   658  77.7 |
|      ENJ/USDT:USDT |      3062 |           1.75 |        5368.40 |           528.669 |          52.87 |        3:10:00 |    2383     0   679  77.8 |
|     COMP/USDT:USDT |      3061 |           1.71 |        5249.31 |           523.423 |          52.34 |        2:57:00 |    2419     0   642  79.0 |
|      ZEN/USDT:USDT |      3128 |           1.78 |        5563.48 |           523.265 |          52.33 |        2:51:00 |    2458     0   670  78.6 |
|      GTC/USDT:USDT |      2726 |           1.92 |        5221.23 |           519.037 |          51.90 |        2:50:00 |    2126     0   600  78.0 |
|      KNC/USDT:USDT |      3219 |           1.64 |        5275.70 |           518.483 |          51.85 |        2:54:00 |    2492     0   727  77.4 |
|      CHR/USDT:USDT |      2996 |           1.73 |        5176.57 |           515.867 |          51.59 |        2:50:00 |    2320     0   676  77.4 |
|    ALICE/USDT:USDT |      2857 |           1.80 |        5147.82 |           509.013 |          50.90 |        2:44:00 |    2185     0   672  76.5 |
|     IOST/USDT:USDT |      2619 |           1.92 |        5017.34 |           501.478 |          50.15 |        3:48:00 |    2072     0   547  79.1 |
|      RVN/USDT:USDT |      2736 |           1.83 |        5002.68 |           499.792 |          49.98 |        3:28:00 |    2180     0   556  79.7 |
|      VET/USDT:USDT |      2899 |           1.72 |        4975.88 |           497.129 |          49.71 |        3:29:00 |    2247     0   652  77.5 |
|     MASK/USDT:USDT |      2440 |           2.15 |        5234.87 |           492.500 |          49.25 |        2:42:00 |    1922     0   518  78.8 |
|     DOGE/USDT:USDT |      2486 |           1.96 |        4871.03 |           486.274 |          48.63 |        3:57:00 |    1988     0   498  80.0 |
|     MANA/USDT:USDT |      2613 |           1.88 |        4924.28 |           484.402 |          48.44 |        3:16:00 |    2059     0   554  78.8 |
|     COTI/USDT:USDT |      2993 |           1.62 |        4846.24 |           483.101 |          48.31 |        2:57:00 |    2314     0   679  77.3 |
|     CELR/USDT:USDT |      2935 |           1.64 |        4825.87 |           482.240 |          48.22 |        2:45:00 |    2247     0   688  76.6 |
|      BEL/USDT:USDT |      3007 |           1.63 |        4899.86 |           481.331 |          48.13 |        2:45:00 |    2308     0   699  76.8 |
|      DGB/USDT:USDT |      2476 |           1.94 |        4815.62 |           481.297 |          48.13 |        3:56:00 |    1982     0   494  80.0 |
|     DYDX/USDT:USDT |      2463 |           1.97 |        4848.72 |           480.715 |          48.07 |        2:31:00 |    1887     0   576  76.6 |
|     GALA/USDT:USDT |      2195 |           2.19 |        4812.46 |           480.325 |          48.03 |        3:07:00 |    1725     0   470  78.6 |
|      MKR/USDT:USDT |      2868 |           1.70 |        4869.84 |           476.629 |          47.66 |        3:22:00 |    2258     0   610  78.7 |
|      HOT/USDT:USDT |      2480 |           1.92 |        4754.77 |           475.365 |          47.54 |        3:51:00 |    1990     0   490  80.2 |
|      SFP/USDT:USDT |      2916 |           1.65 |        4804.61 |           474.100 |          47.41 |        3:13:00 |    2251     0   665  77.2 |
|    1INCH/USDT:USDT |      2704 |           1.81 |        4882.90 |           473.839 |          47.38 |        3:28:00 |    2136     0   568  79.0 |
|    THETA/USDT:USDT |      2900 |           1.63 |        4726.50 |           470.219 |          47.02 |        3:11:00 |    2265     0   635  78.1 |
|      CHZ/USDT:USDT |      2931 |           1.59 |        4660.49 |           464.490 |          46.45 |        3:14:00 |    2255     0   676  76.9 |
|      CTK/USDT:USDT |      2967 |           1.58 |        4683.86 |           461.824 |          46.18 |        3:32:00 |    2311     0   656  77.9 |
|      ZEC/USDT:USDT |      2787 |           1.65 |        4594.33 |           458.651 |          45.87 |        3:44:00 |    2205     0   582  79.1 |
|      BAL/USDT:USDT |      2733 |           1.70 |        4650.00 |           455.008 |          45.50 |        3:22:00 |    2159     0   574  79.0 |
|      ZIL/USDT:USDT |      2898 |           1.57 |        4548.10 |           454.343 |          45.43 |        3:21:00 |    2266     0   632  78.2 |
|      NEO/USDT:USDT |      2688 |           1.68 |        4503.52 |           448.899 |          44.89 |        3:40:00 |    2137     0   551  79.5 |
|      ETC/USDT:USDT |      2537 |           1.78 |        4508.07 |           448.442 |          44.84 |        3:54:00 |    2018     0   519  79.5 |
|      ICX/USDT:USDT |      2874 |           1.58 |        4537.29 |           448.426 |          44.84 |        3:14:00 |    2215     0   659  77.1 |
|      SXP/USDT:USDT |      2765 |           1.61 |        4443.56 |           443.296 |          44.33 |        3:18:00 |    2137     0   628  77.3 |
|    WAVES/USDT:USDT |      2927 |           1.52 |        4453.87 |           439.658 |          43.97 |        3:10:00 |    2240     0   687  76.5 |
|     ANKR/USDT:USDT |      2850 |           1.53 |        4359.30 |           435.446 |          43.54 |        3:15:00 |    2215     0   635  77.7 |
|     KAVA/USDT:USDT |      2928 |           1.46 |        4283.53 |           426.852 |          42.69 |        3:22:00 |    2258     0   670  77.1 |
|     REEF/USDT:USDT |      2779 |           1.53 |        4247.60 |           424.608 |          42.46 |        3:11:00 |    2172     0   607  78.2 |
|     IOTA/USDT:USDT |      2723 |           1.53 |        4175.72 |           417.028 |          41.70 |        3:49:00 |    2133     0   590  78.3 |
|      XTZ/USDT:USDT |      2659 |           1.57 |        4164.83 |           414.663 |          41.47 |        3:42:00 |    2081     0   578  78.3 |
| 1000SHIB/USDT:USDT |      2295 |           1.80 |        4129.69 |           412.811 |          41.28 |        3:47:00 |    1792     0   503  78.1 |
|     EGLD/USDT:USDT |      2722 |           1.76 |        4787.94 |           412.755 |          41.28 |        3:39:00 |    2174     0   548  79.9 |
|     ALGO/USDT:USDT |      2896 |           1.42 |        4101.52 |           409.701 |          40.97 |        3:25:00 |    2232     0   664  77.1 |
|     HBAR/USDT:USDT |      2617 |           1.56 |        4086.09 |           407.704 |          40.77 |        3:34:00 |    2032     0   585  77.6 |
|     STMX/USDT:USDT |      2701 |           1.51 |        4072.42 |           407.087 |          40.71 |        3:15:00 |    2066     0   635  76.5 |
|      DOT/USDT:USDT |      2581 |           1.61 |        4146.18 |           405.102 |          40.51 |        3:53:00 |    1985     0   596  76.9 |
|     LINK/USDT:USDT |      2644 |           1.54 |        4060.39 |           405.081 |          40.51 |        3:18:00 |    2069     0   575  78.3 |
|       AR/USDT:USDT |      2154 |           1.93 |        4160.49 |           404.596 |          40.46 |        3:20:00 |    1730     0   424  80.3 |
|     AAVE/USDT:USDT |      2999 |           1.60 |        4783.60 |           403.968 |          40.40 |        3:01:00 |    2371     0   628  79.1 |
|      AXS/USDT:USDT |      2456 |           1.78 |        4380.37 |           400.904 |          40.09 |        2:56:00 |    1885     0   571  76.8 |
|      XEM/USDT:USDT |      2284 |           1.74 |        3982.84 |           397.476 |          39.75 |        4:23:00 |    1773     0   511  77.6 |
|    MATIC/USDT:USDT |      2927 |           1.37 |        4005.36 |           396.066 |          39.61 |        3:10:00 |    2215     0   712  75.7 |
|      C98/USDT:USDT |      2328 |           1.72 |        4002.61 |           395.223 |          39.52 |        3:10:00 |    1810     0   518  77.7 |
|      YFI/USDT:USDT |      2775 |           1.69 |        4683.08 |           390.902 |          39.09 |        3:49:00 |    2222     0   553  80.1 |
|      UNI/USDT:USDT |      2879 |           1.62 |        4676.37 |           388.963 |          38.90 |        3:20:00 |    2250     0   629  78.2 |
|     BAKE/USDT:USDT |      2721 |           1.43 |        3895.81 |           384.634 |          38.46 |        2:50:00 |    2086     0   635  76.7 |
|    STORJ/USDT:USDT |      3002 |           1.29 |        3858.54 |           380.683 |          38.07 |        3:04:00 |    2272     0   730  75.7 |
|     QTUM/USDT:USDT |      2644 |           1.45 |        3838.15 |           380.305 |          38.03 |        3:45:00 |    2068     0   576  78.2 |
|      ATA/USDT:USDT |      2154 |           1.77 |        3809.80 |           379.715 |          37.97 |        3:27:00 |    1676     0   478  77.8 |
|   PEOPLE/USDT:USDT |      1907 |           1.97 |        3763.20 |           376.130 |          37.61 |        3:14:00 |    1474     0   433  77.3 |
|       OP/USDT:USDT |      1579 |           2.38 |        3760.69 |           375.465 |          37.55 |        2:44:00 |    1265     0   314  80.1 |
|      XRP/USDT:USDT |      2205 |           1.70 |        3742.20 |           373.812 |          37.38 |        4:39:00 |    1737     0   468  78.8 |
|      FIL/USDT:USDT |      2552 |           1.53 |        3915.37 |           368.378 |          36.84 |        3:39:00 |    2038     0   514  79.9 |
|      BAT/USDT:USDT |      2743 |           1.34 |        3669.69 |           366.615 |          36.66 |        3:32:00 |    2130     0   613  77.7 |
|     CELO/USDT:USDT |      2052 |           1.76 |        3613.29 |           360.467 |          36.05 |        3:28:00 |    1607     0   445  78.3 |
|      MTL/USDT:USDT |      2553 |           1.44 |        3674.13 |           357.914 |          35.79 |        3:28:00 |    1954     0   599  76.5 |
|    AUDIO/USDT:USDT |      2157 |           1.66 |        3585.98 |           354.075 |          35.41 |        3:19:00 |    1687     0   470  78.2 |
|      EOS/USDT:USDT |      2328 |           1.50 |        3482.72 |           346.989 |          34.70 |        4:10:00 |    1848     0   480  79.4 |
|      XLM/USDT:USDT |      2449 |           1.40 |        3440.68 |           342.896 |          34.29 |        4:24:00 |    1963     0   486  80.2 |
|      ONT/USDT:USDT |      2659 |           1.29 |        3419.20 |           341.561 |          34.16 |        3:43:00 |    2085     0   574  78.4 |
|      LTC/USDT:USDT |      2420 |           1.41 |        3404.85 |           339.914 |          33.99 |        4:10:00 |    1921     0   499  79.4 |
|     DASH/USDT:USDT |      2553 |           1.31 |        3354.29 |           334.875 |          33.49 |        4:03:00 |    1992     0   561  78.0 |
|      ADA/USDT:USDT |      2363 |           1.43 |        3372.94 |           333.149 |          33.31 |        4:27:00 |    1863     0   500  78.8 |
|      SOL/USDT:USDT |      2218 |           1.74 |        3855.78 |           331.889 |          33.19 |        2:43:00 |    1712     0   506  77.2 |
|      ZRX/USDT:USDT |      2776 |           1.19 |        3313.32 |           330.853 |          33.09 |        3:24:00 |    2157     0   619  77.7 |
|      ANT/USDT:USDT |      1895 |           1.75 |        3323.30 |           330.768 |          33.08 |        3:25:00 |    1502     0   393  79.3 |
|      ENS/USDT:USDT |      2050 |           1.65 |        3379.67 |           329.661 |          32.97 |        3:25:00 |    1605     0   445  78.3 |
|     IOTX/USDT:USDT |      2063 |           1.59 |        3279.07 |           327.673 |          32.77 |        3:49:00 |    1625     0   438  78.8 |
|      LPT/USDT:USDT |      1925 |           1.69 |        3246.09 |           320.774 |          32.08 |        3:33:00 |    1546     0   379  80.3 |
|     CTSI/USDT:USDT |      1982 |           1.62 |        3203.26 |           319.061 |          31.91 |        3:35:00 |    1581     0   401  79.8 |
|     ROSE/USDT:USDT |      1753 |           1.80 |        3150.05 |           314.325 |          31.43 |        3:51:00 |    1403     0   350  80.0 |
|     DUSK/USDT:USDT |      1640 |           1.86 |        3055.75 |           304.621 |          30.46 |        3:39:00 |    1302     0   338  79.4 |
|      ETH/USDT:USDT |      1973 |           1.44 |        2850.90 |           277.716 |          27.77 |        5:16:00 |    1593     0   380  80.7 |
|      BCH/USDT:USDT |      2236 |           1.25 |        2784.75 |           277.214 |          27.72 |        4:48:00 |    1767     0   469  79.0 |
|      IMX/USDT:USDT |      1828 |           1.52 |        2781.01 |           275.138 |          27.51 |        3:09:00 |    1410     0   418  77.1 |
|      GMT/USDT:USDT |      1607 |           1.70 |        2737.02 |           270.520 |          27.05 |        3:33:00 |    1227     0   380  76.4 |
|      WOO/USDT:USDT |      1545 |           1.75 |        2698.94 |           269.270 |          26.93 |        3:24:00 |    1226     0   319  79.4 |
|      XMR/USDT:USDT |      2228 |           1.21 |        2699.65 |           269.268 |          26.93 |        5:55:00 |    1775     0   453  79.7 |
|     API3/USDT:USDT |      1700 |           1.57 |        2668.76 |           266.083 |          26.61 |        3:33:00 |    1337     0   363  78.6 |
|     FLOW/USDT:USDT |      1494 |           1.75 |        2620.58 |           261.459 |          26.15 |        4:21:00 |    1214     0   280  81.3 |
|     AVAX/USDT:USDT |      2325 |           1.40 |        3264.26 |           254.494 |          25.45 |        2:59:00 |    1782     0   543  76.6 |
|      APE/USDT:USDT |      1549 |           1.71 |        2648.57 |           250.640 |          25.06 |        3:40:00 |    1205     0   344  77.8 |
|     ARPA/USDT:USDT |      1785 |           1.37 |        2451.73 |           244.987 |          24.50 |        4:18:00 |    1409     0   376  78.9 |
|     KLAY/USDT:USDT |      1472 |           1.65 |        2435.27 |           243.364 |          24.34 |        5:42:00 |    1223     0   249  83.1 |
|      GAL/USDT:USDT |      1470 |           1.69 |        2483.06 |           241.220 |          24.12 |        3:38:00 |    1152     0   318  78.4 |
|  1000XEC/USDT:USDT |      1705 |           1.39 |        2362.43 |           235.939 |          23.59 |        4:53:00 |    1377     0   328  80.8 |
|      BNX/USDT:USDT |       558 |           1.77 |         990.26 |            98.949 |           9.89 |        4:06:00 |     448     1   109  80.3 |
|      ICP/USDT:USDT |       787 |           1.26 |         992.13 |            93.610 |           9.36 |        5:19:00 |     647     0   140  82.2 |
|      TRX/USDT:USDT |      1785 |           0.34 |         603.74 |            60.294 |           6.03 |        7:25:00 |    1372     0   413  76.9 |
|      TLM/USDT:USDT |       329 |           0.62 |         203.74 |            20.368 |           2.04 |        8:03:00 |     270     0    59  82.1 |
|      BTC/USDT:USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |       0     0     0     0 |
|              TOTAL |    330583 |           1.72 |      567775.90 |         55624.931 |        5562.49 |        3:18:00 | 258069     1  72513  78.1 |

============================================================ ENTER TAG STATS ============================================================
|   TAG |   Entries |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |   Avg Duration |     Win  Draw  Loss  Win% |
|-------+-----------+----------------+----------------+-------------------+----------------+----------------+---------------------------|
| TOTAL |    330583 |           1.72 |      567775.90 |         55624.931 |        5562.49 |        3:18:00 | 258069     1  72513  78.1 |
======================================================== EXIT REASON STATS ========================================================
|        Exit Reason |   Exits |    Win  Draws  Loss  Win% |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |
|--------------------+---------+---------------------------+----------------+----------------+-------------------+----------------|
| trailing_stop_loss |  276548 | 230159     0  46389  83.2 |           3.28 |      906144    |         88932.8   |        7024.37 |
|                roi |   28596 |   27906     1   689  97.6 |          15.58 |      445581    |         43651.2   |        3454.12 |
|          stop_loss |   23505 |      0     0  23505     0 |         -31.78 |     -747019    |        -73325.2   |       -5790.85 |
|         exit_short |    1567 |       4     0  1563   0.3 |         -19.15 |      -30007    |         -2950.15  |        -232.61 |
|          exit_long |     289 |       0     0   289     0 |         -21.26 |       -6142.89 |          -606.171 |         -47.62 |
|         force_exit |      78 |       0     0    78     0 |         -10    |        -780.26 |           -77.546 |          -6.05 |
======================= MONTH BREAKDOWN ========================
|      Month |   Tot Profit USDT |   Wins |   Draws |   Losses |
|------------+-------------------+--------+---------+----------|
| 31/01/2021 |          1907.76  |   7487 |       0 |     2798 |
| 28/02/2021 |          2654.07  |   7194 |       0 |     2495 |
| 31/03/2021 |          1488.02  |   7513 |       0 |     2577 |
| 30/04/2021 |          2919.28  |   9757 |       0 |     3353 |
| 31/05/2021 |          4652.28  |  10344 |       0 |     3332 |
| 30/06/2021 |          2228.95  |   8684 |       0 |     2780 |
| 31/07/2021 |          1398.2   |   7920 |       0 |     2446 |
| 31/08/2021 |          1695.4   |   8765 |       0 |     2969 |
| 30/09/2021 |          2319.05  |   8064 |       0 |     2298 |
| 31/10/2021 |           933.551 |   7900 |       0 |     2373 |
| 30/11/2021 |          2016.53  |   7780 |       0 |     2219 |
| 31/12/2021 |          2135.12  |   8329 |       0 |     2301 |
| 31/01/2022 |          1409.27  |   7330 |       0 |     2136 |
| 28/02/2022 |          1787.02  |   7100 |       0 |     1915 |
| 31/03/2022 |          1004.36  |   8426 |       0 |     2446 |
| 30/04/2022 |          2775.61  |   8715 |       0 |     1913 |
| 31/05/2022 |          3004.06  |  11765 |       0 |     4338 |
| 30/06/2022 |          3191.42  |  11684 |       0 |     3857 |
| 31/07/2022 |           695.469 |   8201 |       0 |     2396 |
| 31/08/2022 |          1291.48  |   7442 |       0 |     1963 |
| 30/09/2022 |           874.204 |   7234 |       0 |     1930 |
| 31/10/2022 |           918.58  |   5719 |       0 |     1073 |
| 30/11/2022 |          1989.34  |   7572 |       0 |     1859 |
| 31/12/2022 |          1579.76  |   5865 |       0 |      815 |
| 31/01/2023 |           166.268 |   6951 |       0 |     2319 |
| 28/02/2023 |          1577.26  |   7008 |       0 |     1690 |
| 31/03/2023 |          1590.42  |   8421 |       0 |     2083 |
| 30/04/2023 |           507.111 |   5962 |       0 |     1281 |
| 31/05/2023 |          1003.21  |   5379 |       0 |      812 |
| 30/06/2023 |          1129.07  |   6320 |       0 |     1404 |
| 31/07/2023 |          1207.74  |   7107 |       0 |     1436 |
| 31/08/2023 |          1143.13  |   5610 |       0 |      793 |
| 30/09/2023 |           297.51  |   4594 |       1 |      977 |
| 31/10/2023 |           134.429 |   3927 |       0 |     1136 |
===================== 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      | 330583 / 321.89           |
| Starting balance            | 1000 USDT                 |
| Final balance               | 56624.931 USDT            |
| Absolute profit             | 55624.931 USDT            |
| Total profit %              | 5562.49%                  |
| CAGR %                      | 319.78%                   |
| Sortino                     | 803.48                    |
| Sharpe                      | 933.98                    |
| Calmar                      | 7713.77                   |
| Profit factor               | 1.55                      |
| Expectancy (Ratio)          | 0.17 (0.12)               |
| Trades per day              | 321.89                    |
| Avg. daily profit %         | 5.42%                     |
| Avg. stake amount           | 9.819 USDT                |
| Total trade volume          | 3246141.976 USDT          |
|                             |                           |
| Long / Short                | 35683 / 294900            |
| Total profit Long %         | 605.20%                   |
| Total profit Short %        | 4957.29%                  |
| Absolute profit Long        | 6052.032 USDT             |
| Absolute profit Short       | 49572.899 USDT            |
|                             |                           |
| Best Pair                   | UNFI/USDT:USDT 7292.11%   |
| Worst Pair                  | BTC/USDT:USDT 0.00%       |
| Best trade                  | TRB/USDT:USDT 28.71%      |
| Worst trade                 | 1000XEC/USDT:USDT -52.48% |
| Best day                    | 706.655 USDT              |
| Worst day                   | -278.428 USDT             |
| Days win/draw/lose          | 775 / 0 / 254             |
| Avg. Duration Winners       | 2:42:00                   |
| Avg. Duration Loser         | 5:27:00                   |
| Max Consecutive Wins / Loss | 221 / 78                  |
| Rejected Entry signals      | 0                         |
| Entry/Exit Timeouts         | 0 / 160164                |
|                             |                           |
| Min balance                 | 1000.98 USDT              |
| Max balance                 | 56798.515 USDT            |
| Max % of account underwater | 11.65%                    |
| Absolute Drawdown (Account) | 1.34%                     |
| Absolute Drawdown           | 642.314 USDT              |
| Drawdown high               | 46881.613 USDT            |
| Drawdown low                | 46239.299 USDT            |
| Drawdown Start              | 2023-01-01 16:00:00       |
| Drawdown End                | 2023-01-16 07:00:00       |
| 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_2_Dec|    330583 |           1.72 |      567775.90 |         55624.931 |        5562.49 |        3:18:00 | 258069     1  72513  78.1 | 642.314 USDT  1.34% |
===================================================================================================================================================================================







(((((same config but with 4 max open trades and 200 USDt per trade)))))





Result for strategy RSI_BB_MACD_Nov_2023_1h_2_Dec
================================================================ BACKTESTING REPORT ================================================================
|               Pair |   Entries |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |
|--------------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
|      OMG/USDT:USDT |      2484 |           1.83 |        4557.57 |          9111.170 |         911.12 |        2:54:00 |  1921     0   563  77.3 |
|      HOT/USDT:USDT |      1598 |           2.40 |        3829.11 |          7656.991 |         765.70 |        2:55:00 |  1281     0   317  80.2 |
|      XTZ/USDT:USDT |      2208 |           1.66 |        3662.09 |          7321.328 |         732.13 |        3:26:00 |  1708     0   500  77.4 |
|     IOTX/USDT:USDT |      1832 |           1.66 |        3034.12 |          6066.986 |         606.70 |        3:43:00 |  1439     0   393  78.5 |
|      BAL/USDT:USDT |      1567 |           1.84 |        2887.63 |          5767.044 |         576.70 |        2:38:00 |  1197     0   370  76.4 |
|      SXP/USDT:USDT |      1393 |           2.00 |        2786.71 |          5571.787 |         557.18 |        2:17:00 |  1039     0   354  74.6 |
|      KSM/USDT:USDT |      1275 |           2.18 |        2775.17 |          5475.166 |         547.52 |        2:15:00 |   984     0   291  77.2 |
|     QTUM/USDT:USDT |      1067 |           1.93 |        2063.69 |          4124.569 |         412.46 |        2:32:00 |   813     0   254  76.2 |
|  1000XEC/USDT:USDT |      1520 |           1.34 |        2032.46 |          4063.953 |         406.40 |        4:56:00 |  1223     0   297  80.5 |
|     API3/USDT:USDT |      1016 |           1.75 |        1773.71 |          3546.373 |         354.64 |        3:07:00 |   802     0   214  78.9 |
|      GRT/USDT:USDT |       629 |           2.61 |        1642.55 |          3282.992 |         328.30 |        1:46:00 |   476     0   153  75.7 |
|     ATOM/USDT:USDT |       832 |           1.81 |        1505.14 |          3009.653 |         300.97 |        2:33:00 |   607     0   225  73.0 |
|     COTI/USDT:USDT |       466 |           2.58 |        1203.95 |          2407.216 |         240.72 |        2:19:00 |   364     0   102  78.1 |
|      FIL/USDT:USDT |       594 |           1.48 |         877.13 |          1750.709 |         175.07 |        3:21:00 |   453     0   141  76.3 |
|      RLC/USDT:USDT |       400 |           1.98 |         791.69 |          1582.837 |         158.28 |        1:32:00 |   293     0   107  73.2 |
|      SKL/USDT:USDT |       210 |           3.73 |         784.23 |          1567.885 |         156.79 |        1:35:00 |   166     0    44  79.0 |
|     ALGO/USDT:USDT |       261 |           2.72 |         710.90 |          1421.616 |         142.16 |        2:08:00 |   200     0    61  76.6 |
|      RVN/USDT:USDT |       376 |           1.49 |         561.83 |          1123.406 |         112.34 |        1:57:00 |   287     0    89  76.3 |
|      XMR/USDT:USDT |       274 |           1.96 |         538.32 |          1076.418 |         107.64 |        5:32:00 |   214     0    60  78.1 |
|      MTL/USDT:USDT |       290 |           1.86 |         538.45 |          1075.448 |         107.54 |        2:38:00 |   209     0    81  72.1 |
|      NEO/USDT:USDT |       256 |           2.01 |         514.33 |          1028.388 |         102.84 |        2:19:00 |   190     0    66  74.2 |
|    STORJ/USDT:USDT |       174 |           2.95 |         513.13 |          1025.499 |         102.55 |        2:05:00 |   130     0    44  74.7 |
|      ADA/USDT:USDT |       294 |           1.56 |         458.10 |           915.486 |          91.55 |        4:24:00 |   223     0    71  75.9 |
|      SFP/USDT:USDT |       159 |           2.61 |         414.50 |           828.270 |          82.83 |        3:37:00 |   128     0    31  80.5 |
|      OGN/USDT:USDT |        89 |           4.20 |         374.05 |           747.662 |          74.77 |        1:06:00 |    71     0    18  79.8 |
|      LPT/USDT:USDT |       259 |           1.34 |         347.08 |           693.333 |          69.33 |        3:05:00 |   198     0    61  76.4 |
|     NEAR/USDT:USDT |        98 |           3.55 |         347.65 |           692.361 |          69.24 |        1:12:00 |    76     0    22  77.6 |
|      DGB/USDT:USDT |       181 |           1.65 |         298.97 |           597.836 |          59.78 |        4:17:00 |   142     0    39  78.5 |
|      ZIL/USDT:USDT |        72 |           3.84 |         276.52 |           552.946 |          55.29 |        1:04:00 |    59     0    13  81.9 |
|      KNC/USDT:USDT |        85 |           2.93 |         248.75 |           497.063 |          49.71 |        2:03:00 |    63     0    22  74.1 |
|      BTC/USDT:USDT |        50 |           4.86 |         242.79 |           477.855 |          47.79 |        2:50:00 |    45     0     5  90.0 |
|     AVAX/USDT:USDT |        56 |           4.30 |         240.92 |           476.654 |          47.67 |        0:44:00 |    42     0    14  75.0 |
|     CELR/USDT:USDT |        51 |           4.41 |         224.69 |           449.341 |          44.93 |        1:13:00 |    42     0     9  82.4 |
|     IOST/USDT:USDT |        31 |           7.04 |         218.32 |           436.604 |          43.66 |        2:56:00 |    27     0     4  87.1 |
|      SOL/USDT:USDT |       108 |           1.98 |         213.78 |           416.985 |          41.70 |        1:21:00 |    77     0    31  71.3 |
|      APE/USDT:USDT |       139 |           1.49 |         207.18 |           412.846 |          41.28 |        3:06:00 |    99     0    40  71.2 |
|     MASK/USDT:USDT |        42 |           4.43 |         186.01 |           370.302 |          37.03 |        0:56:00 |    33     0     9  78.6 |
|     CTSI/USDT:USDT |        76 |           2.42 |         183.88 |           367.653 |          36.77 |        1:48:00 |    57     0    19  75.0 |
|      DOT/USDT:USDT |        89 |           1.92 |         171.08 |           341.555 |          34.16 |        2:16:00 |    64     0    25  71.9 |
|     DYDX/USDT:USDT |        73 |           2.33 |         170.41 |           340.662 |          34.07 |        0:53:00 |    55     0    18  75.3 |
|      IMX/USDT:USDT |       132 |           1.28 |         169.52 |           338.788 |          33.88 |        2:54:00 |    96     0    36  72.7 |
|      ZEN/USDT:USDT |        46 |           3.70 |         170.27 |           337.446 |          33.74 |        0:31:00 |    35     0    11  76.1 |
|    1INCH/USDT:USDT |        31 |           4.82 |         149.44 |           298.584 |          29.86 |        2:14:00 |    24     0     7  77.4 |
|     ROSE/USDT:USDT |        77 |           1.93 |         148.76 |           297.337 |          29.73 |        2:50:00 |    59     0    18  76.6 |
|    ALICE/USDT:USDT |        54 |           2.73 |         147.65 |           295.017 |          29.50 |        1:22:00 |    38     0    16  70.4 |
|      CRV/USDT:USDT |       112 |           1.25 |         140.10 |           280.166 |          28.02 |        1:14:00 |    80     0    32  71.4 |
|     KAVA/USDT:USDT |        76 |           1.82 |         138.33 |           276.583 |          27.66 |        3:36:00 |    59     0    17  77.6 |
|       OP/USDT:USDT |        23 |           5.96 |         137.15 |           274.221 |          27.42 |        2:31:00 |    21     0     2  91.3 |
|    SUSHI/USDT:USDT |        24 |           5.65 |         135.56 |           270.583 |          27.06 |        2:38:00 |    20     0     4  83.3 |
|      ETC/USDT:USDT |        38 |           3.34 |         127.11 |           254.152 |          25.42 |        2:57:00 |    31     0     7  81.6 |
|     DUSK/USDT:USDT |        22 |           5.50 |         120.94 |           241.824 |          24.18 |        2:08:00 |    18     0     4  81.8 |
|     IOTA/USDT:USDT |        56 |           2.07 |         116.11 |           232.180 |          23.22 |        2:32:00 |    42     0    14  75.0 |
|      LIT/USDT:USDT |       100 |           1.02 |         101.92 |           203.720 |          20.37 |        2:08:00 |    71     0    29  71.0 |
|      TLM/USDT:USDT |       100 |           1.00 |         100.33 |           200.631 |          20.06 |       10:00:00 |    85     0    15  85.0 |
|     MANA/USDT:USDT |        24 |           4.18 |         100.30 |           200.290 |          20.03 |        1:10:00 |    19     0     5  79.2 |
|     DASH/USDT:USDT |        33 |           2.94 |          97.16 |           194.271 |          19.43 |        1:44:00 |    23     0    10  69.7 |
|    AUDIO/USDT:USDT |        53 |           1.80 |          95.52 |           190.782 |          19.08 |        3:00:00 |    42     0    11  79.2 |
|    ALPHA/USDT:USDT |        18 |           5.29 |          95.19 |           190.265 |          19.03 |        0:30:00 |    15     0     3  83.3 |
|      ANT/USDT:USDT |        19 |           4.71 |          89.50 |           178.925 |          17.89 |        0:44:00 |    16     0     3  84.2 |
|     REEF/USDT:USDT |        17 |           5.23 |          88.93 |           177.860 |          17.79 |        3:39:00 |    15     0     2  88.2 |
|    MATIC/USDT:USDT |        11 |           7.55 |          83.02 |           165.963 |          16.60 |        0:33:00 |     9     0     2  81.8 |
|    WAVES/USDT:USDT |        73 |           1.10 |          80.65 |           161.351 |          16.14 |        1:32:00 |    51     0    22  69.9 |
|      XRP/USDT:USDT |        48 |           1.67 |          79.95 |           159.875 |          15.99 |        4:05:00 |    38     0    10  79.2 |
|      SNX/USDT:USDT |        12 |           6.56 |          78.72 |           157.360 |          15.74 |        0:25:00 |    11     0     1  91.7 |
|      AXS/USDT:USDT |        50 |           1.58 |          79.17 |           155.807 |          15.58 |        0:46:00 |    35     0    15  70.0 |
|      GMT/USDT:USDT |        12 |           5.40 |          64.76 |           129.440 |          12.94 |        1:00:00 |    10     0     2  83.3 |
|      ZEC/USDT:USDT |        20 |           3.03 |          60.50 |           120.958 |          12.10 |        2:12:00 |    16     0     4  80.0 |
|      GTC/USDT:USDT |         9 |           6.62 |          59.58 |           119.133 |          11.91 |        0:33:00 |     8     0     1  88.9 |
|     SAND/USDT:USDT |        18 |           3.13 |          56.37 |           112.767 |          11.28 |        0:33:00 |    13     0     5  72.2 |
|     DENT/USDT:USDT |         3 |          18.40 |          55.20 |           110.400 |          11.04 |        0:00:00 |     3     0     0   100 |
|      WOO/USDT:USDT |        12 |           4.43 |          53.21 |           106.397 |          10.64 |        1:35:00 |    11     0     1  91.7 |
|     EGLD/USDT:USDT |        12 |           4.30 |          51.57 |           102.720 |          10.27 |        1:25:00 |     9     0     3  75.0 |
|    OCEAN/USDT:USDT |        19 |           2.64 |          50.09 |           100.127 |          10.01 |        0:54:00 |    13     0     6  68.4 |
|      YFI/USDT:USDT |        23 |           2.17 |          49.97 |            98.899 |           9.89 |        0:57:00 |    15     0     8  65.2 |
|      RSR/USDT:USDT |        11 |           4.08 |          44.91 |            89.853 |           8.99 |        0:33:00 |    10     0     1  90.9 |
|      FLM/USDT:USDT |        18 |           2.49 |          44.90 |            89.788 |           8.98 |        1:43:00 |    12     0     6  66.7 |
|      BLZ/USDT:USDT |        80 |           0.56 |          44.57 |            89.123 |           8.91 |        1:20:00 |    55     0    25  68.8 |
|      ICX/USDT:USDT |        11 |           3.84 |          42.22 |            84.399 |           8.44 |        1:00:00 |     9     0     2  81.8 |
|      LRC/USDT:USDT |         4 |           9.72 |          38.87 |            77.698 |           7.77 |        1:30:00 |     3     0     1  75.0 |
|   PEOPLE/USDT:USDT |        14 |           2.75 |          38.55 |            77.082 |           7.71 |        0:39:00 |     9     0     5  64.3 |
|     ANKR/USDT:USDT |         4 |           9.56 |          38.24 |            76.464 |           7.65 |        9:45:00 |     4     0     0   100 |
|     KLAY/USDT:USDT |        11 |           3.47 |          38.22 |            76.417 |           7.64 |        5:38:00 |     9     0     2  81.8 |
|    THETA/USDT:USDT |         7 |           4.31 |          30.18 |            60.332 |           6.03 |        0:51:00 |     6     0     1  85.7 |
|      NKN/USDT:USDT |         8 |           3.74 |          29.96 |            59.897 |           5.99 |        8:22:00 |     5     0     3  62.5 |
|      XLM/USDT:USDT |        21 |           1.38 |          28.92 |            57.840 |           5.78 |        1:57:00 |    17     0     4  81.0 |
|     UNFI/USDT:USDT |        49 |           0.50 |          24.34 |            48.664 |           4.87 |        0:23:00 |    33     0    16  67.3 |
|      EOS/USDT:USDT |         6 |           4.06 |          24.36 |            48.663 |           4.87 |        1:00:00 |     5     0     1  83.3 |
| 1000SHIB/USDT:USDT |        15 |           1.58 |          23.70 |            47.380 |           4.74 |        0:28:00 |    10     0     5  66.7 |
|      BNX/USDT:USDT |         4 |           5.84 |          23.37 |            46.726 |           4.67 |        9:15:00 |     3     0     1  75.0 |
|      MKR/USDT:USDT |        38 |           0.60 |          22.88 |            45.735 |           4.57 |        2:36:00 |    28     0    10  73.7 |
|     ARPA/USDT:USDT |        13 |           1.67 |          21.67 |            43.337 |           4.33 |        1:55:00 |     9     0     4  69.2 |
|      TRX/USDT:USDT |        26 |           0.79 |          20.58 |            41.181 |           4.12 |        3:23:00 |    19     0     7  73.1 |
|      GAL/USDT:USDT |        11 |           1.67 |          18.36 |            36.574 |           3.66 |        4:00:00 |     8     0     3  72.7 |
|     LINK/USDT:USDT |        11 |           1.53 |          16.84 |            33.679 |           3.37 |        1:05:00 |     7     0     4  63.6 |
|      FTM/USDT:USDT |        18 |           0.84 |          15.11 |            30.184 |           3.02 |        0:47:00 |    13     0     5  72.2 |
|     BAKE/USDT:USDT |         3 |           4.78 |          14.33 |            28.576 |           2.86 |        1:00:00 |     2     0     1  66.7 |
|      XEM/USDT:USDT |        20 |           0.61 |          12.23 |            24.432 |           2.44 |        8:54:00 |    16     0     4  80.0 |
|     STMX/USDT:USDT |         8 |           1.39 |          11.13 |            22.243 |           2.22 |        1:15:00 |     4     0     4  50.0 |
|      BEL/USDT:USDT |         7 |           1.38 |           9.63 |            19.232 |           1.92 |        0:26:00 |     5     0     2  71.4 |
|      TRB/USDT:USDT |        27 |           0.29 |           7.80 |            15.402 |           1.54 |        1:36:00 |    19     0     8  70.4 |
|      ICP/USDT:USDT |         1 |           3.94 |           3.94 |             7.885 |           0.79 |        1:00:00 |     1     0     0   100 |
|      BAT/USDT:USDT |        20 |           0.09 |           1.82 |             3.596 |           0.36 |        4:45:00 |    13     0     7  65.0 |
|      UNI/USDT:USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|      C98/USDT:USDT |         0 |           0.00 |           0.00 |             0.000 |           0.00 |           0:00 |     0     0     0     0 |
|      VET/USDT:USDT |        26 |          -0.04 |          -1.07 |            -2.135 |          -0.21 |        2:02:00 |    16     0    10  61.5 |
|      LTC/USDT:USDT |         2 |          -1.29 |          -2.58 |            -5.164 |          -0.52 |        1:00:00 |     1     0     1  50.0 |
|      ONE/USDT:USDT |        23 |          -0.15 |          -3.35 |            -6.667 |          -0.67 |        0:34:00 |    13     0    10  56.5 |
|     COMP/USDT:USDT |        15 |          -0.22 |          -3.35 |            -6.673 |          -0.67 |        0:44:00 |    10     0     5  66.7 |
|      ETH/USDT:USDT |         8 |          -0.63 |          -5.06 |           -10.150 |          -1.01 |        2:22:00 |     6     0     2  75.0 |
|      CHR/USDT:USDT |         7 |          -1.05 |          -7.34 |           -14.704 |          -1.47 |        0:43:00 |     5     0     2  71.4 |
|     DOGE/USDT:USDT |        20 |          -0.77 |         -15.48 |           -30.936 |          -3.09 |        0:24:00 |    11     0     9  55.0 |
|     LINA/USDT:USDT |         7 |          -2.55 |         -17.86 |           -35.704 |          -3.57 |        3:09:00 |     5     0     2  71.4 |
|     RUNE/USDT:USDT |        23 |          -0.85 |         -19.61 |           -39.347 |          -3.93 |        1:03:00 |    16     0     7  69.6 |
|      ZRX/USDT:USDT |        45 |          -0.46 |         -20.68 |           -41.331 |          -4.13 |        3:15:00 |    31     0    14  68.9 |
|      ATA/USDT:USDT |        39 |          -0.55 |         -21.32 |           -42.505 |          -4.25 |        1:28:00 |    29     0    10  74.4 |
|     FLOW/USDT:USDT |        32 |          -0.69 |         -22.13 |           -44.277 |          -4.43 |        5:47:00 |    25     0     7  78.1 |
|      BCH/USDT:USDT |         4 |          -7.08 |         -28.32 |           -56.583 |          -5.66 |        7:00:00 |     2     0     2  50.0 |
|     CELO/USDT:USDT |        22 |          -1.53 |         -33.61 |           -67.208 |          -6.72 |        1:00:00 |    15     0     7  68.2 |
|       AR/USDT:USDT |        23 |          -1.62 |         -37.23 |           -74.582 |          -7.46 |        1:39:00 |    13     0    10  56.5 |
|     BAND/USDT:USDT |        18 |          -2.10 |         -37.73 |           -75.420 |          -7.54 |        0:23:00 |    11     0     7  61.1 |
|      ONT/USDT:USDT |         5 |          -8.26 |         -41.30 |           -82.555 |          -8.26 |        3:12:00 |     3     0     2  60.0 |
|     GALA/USDT:USDT |         9 |          -4.60 |         -41.37 |           -82.725 |          -8.27 |        0:47:00 |     6     0     3  66.7 |
|     HBAR/USDT:USDT |        19 |          -2.38 |         -45.30 |           -90.568 |          -9.06 |        2:22:00 |    12     0     7  63.2 |
|      CTK/USDT:USDT |        53 |          -0.89 |         -46.91 |           -93.655 |          -9.37 |        2:28:00 |    37     0    16  69.8 |
|      REN/USDT:USDT |         8 |          -5.88 |         -47.06 |           -94.086 |          -9.41 |        1:00:00 |     5     0     3  62.5 |
|     AAVE/USDT:USDT |         7 |          -8.31 |         -58.20 |          -115.092 |         -11.51 |        8:43:00 |     4     0     3  57.1 |
|      ENS/USDT:USDT |         6 |         -11.01 |         -66.03 |          -131.905 |         -13.19 |        1:10:00 |     1     0     5  16.7 |
|      CHZ/USDT:USDT |         6 |         -15.46 |         -92.79 |          -185.526 |         -18.55 |        3:20:00 |     2     0     4  33.3 |
|      ENJ/USDT:USDT |        29 |          -3.97 |        -115.17 |          -229.963 |         -23.00 |        1:10:00 |    16     0    13  55.2 |
|              TOTAL |     24973 |           1.91 |       47641.96 |         95130.589 |        9513.06 |        2:54:00 | 19177     0  5796  76.8 |
=========================================================== LEFT OPEN TRADES REPORT ===========================================================
|          Pair |   Entries |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |
|---------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| HOT/USDT:USDT |         1 |          -5.81 |          -5.81 |           -11.615 |          -1.16 |        6:00:00 |     0     0     1     0 |
| XTZ/USDT:USDT |         1 |          -9.43 |          -9.43 |           -18.853 |          -1.89 |        8:00:00 |     0     0     1     0 |
| OMG/USDT:USDT |         1 |         -11.88 |         -11.88 |           -23.759 |          -2.38 |        6:00:00 |     0     0     1     0 |
| TLM/USDT:USDT |         1 |         -16.02 |         -16.02 |           -32.035 |          -3.20 |        7:00:00 |     0     0     1     0 |
|         TOTAL |         4 |         -10.78 |         -43.14 |           -86.260 |          -8.63 |        6:45:00 |     0     0     4     0 |
=========================================================== ENTER TAG STATS ===========================================================
|   TAG |   Entries |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |
|-------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| TOTAL |     24973 |           1.91 |       47641.96 |         95130.589 |        9513.06 |        2:54:00 | 19177     0  5796  76.8 |
======================================================= EXIT REASON STATS ========================================================
|        Exit Reason |   Exits |   Win  Draws  Loss  Win% |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |
|--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------|
| trailing_stop_loss |   20349 |  16596     0  3753  81.6 |           3.26 |       66375.1  |        132580     |       16593.8  |
|                roi |    2621 |   2581     0    40  98.5 |          16.51 |       43284.1  |         86418.6   |       10821    |
|          stop_loss |    1877 |      0     0  1877     0 |         -31.81 |      -59705.3  |       -119251     |      -14926.3  |
|         exit_short |     114 |      0     0   114     0 |         -18.33 |       -2089.19 |         -4173.18  |        -522.3  |
|          exit_long |       8 |      0     0     8     0 |         -22.44 |        -179.52 |          -358.372 |         -44.88 |
|         force_exit |       4 |      0     0     4     0 |         -10.78 |         -43.14 |           -86.26  |         -10.78 |
======================= MONTH BREAKDOWN ========================
|      Month |   Tot Profit USDT |   Wins |   Draws |   Losses |
|------------+-------------------+--------+---------+----------|
| 31/01/2021 |          5744.13  |    922 |       0 |      333 |
| 28/02/2021 |          5435.01  |    866 |       0 |      352 |
| 31/03/2021 |          1843.92  |    737 |       0 |      275 |
| 30/04/2021 |          6002.79  |    907 |       0 |      323 |
| 31/05/2021 |         11809.6   |   1087 |       0 |      336 |
| 30/06/2021 |          5371.51  |    793 |       0 |      241 |
| 31/07/2021 |          1098.27  |    587 |       0 |      206 |
| 31/08/2021 |          3862.53  |    764 |       0 |      271 |
| 30/09/2021 |          4325.52  |    742 |       0 |      213 |
| 31/10/2021 |          1428.59  |    565 |       0 |      181 |
| 30/11/2021 |          3672.24  |    687 |       0 |      202 |
| 31/12/2021 |          4036.71  |    673 |       0 |      187 |
| 31/01/2022 |          3067.24  |    607 |       0 |      172 |
| 28/02/2022 |          3214.18  |    588 |       0 |      171 |
| 31/03/2022 |           675.658 |    447 |       0 |      155 |
| 30/04/2022 |          4026.66  |    632 |       0 |      136 |
| 31/05/2022 |          4868.86  |    792 |       0 |      294 |
| 30/06/2022 |          3896.77  |    742 |       0 |      256 |
| 31/07/2022 |          1434.28  |    552 |       0 |      154 |
| 31/08/2022 |          1471.17  |    482 |       0 |      136 |
| 30/09/2022 |          1252.93  |    451 |       0 |      125 |
| 31/10/2022 |          1012.1   |    268 |       0 |       58 |
| 30/11/2022 |          2946.09  |    517 |       0 |      128 |
| 31/12/2022 |          1473.53  |    234 |       0 |       38 |
| 31/01/2023 |           282.98  |    414 |       0 |      148 |
| 28/02/2023 |          2203.52  |    475 |       0 |      122 |
| 31/03/2023 |          1126.7   |    497 |       0 |      133 |
| 30/04/2023 |           924.364 |    293 |       0 |       56 |
| 31/05/2023 |          1067.74  |    293 |       0 |       56 |
| 30/06/2023 |          1718.21  |    333 |       0 |       86 |
| 31/07/2023 |          1756.1   |    355 |       0 |       69 |
| 31/08/2023 |          1120.1   |    327 |       0 |       58 |
| 30/09/2023 |           457.045 |    258 |       0 |       58 |
| 31/10/2023 |           503.578 |    290 |       0 |       67 |
===================== SUMMARY METRICS =====================
| Metric                      | Value                     |
|-----------------------------+---------------------------|
| Backtesting from            | 2021-01-02 06:00:00       |
| Backtesting to              | 2023-10-27 00:00:00       |
| Max open trades             | 4                         |
|                             |                           |
| Total/Daily Avg Trades      | 24973 / 24.32             |
| Starting balance            | 1000 USDT                 |
| Final balance               | 96130.589 USDT            |
| Absolute profit             | 95130.589 USDT            |
| Total profit %              | 9513.06%                  |
| CAGR %                      | 406.66%                   |
| Sortino                     | 68.32                     |
| Sharpe                      | 74.80                     |
| Calmar                      | 1250.49                   |
| Profit factor               | 1.57                      |
| Expectancy (Ratio)          | 3.81 (0.13)               |
| Trades per day              | 24.32                     |
| Avg. daily profit %         | 9.26%                     |
| Avg. stake amount           | 199.763 USDT              |
| Total trade volume          | 4988672.2 USDT            |
|                             |                           |
| Long / Short                | 2191 / 22782              |
| Total profit Long %         | 1002.85%                  |
| Total profit Short %        | 8510.21%                  |
| Absolute profit Long        | 10028.524 USDT            |
| Absolute profit Short       | 85102.065 USDT            |
|                             |                           |
| Best Pair                   | OMG/USDT:USDT 4557.57%    |
| Worst Pair                  | ENJ/USDT:USDT -115.17%    |
| Best trade                  | HOT/USDT:USDT 20.13%      |
| Worst trade                 | 1000XEC/USDT:USDT -52.37% |
| Best day                    | 1179.226 USDT             |
| Worst day                   | -445.281 USDT             |
| Days win/draw/lose          | 698 / 9 / 322             |
| Avg. Duration Winners       | 2:25:00                   |
| Avg. Duration Loser         | 4:32:00                   |
| Max Consecutive Wins / Loss | 57 / 11                   |
| Rejected Entry signals      | 1045749                   |
| Entry/Exit Timeouts         | 0 / 11980                 |
|                             |                           |
| Min balance                 | 1019.604 USDT             |
| Max balance                 | 96216.849 USDT            |
| Max % of account underwater | 26.15%                    |
| Absolute Drawdown (Account) | 14.15%                    |
| Absolute Drawdown           | 963.229 USDT              |
| Drawdown high               | 5806.346 USDT             |
| Drawdown low                | 4843.117 USDT             |
| Drawdown Start              | 2021-02-01 00:00:00       |
| Drawdown End                | 2021-02-13 04:00:00       |
| Market change               | 37.70%                    |
===========================================================

Backtested 2021-01-02 06:00:00 -> 2023-10-27 00:00:00 | Max open trades : 4
================================================================================ 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_2_Dec|     24973 |           1.91 |       47641.96 |         95130.589 |        9513.06 |        2:54:00 | 19177     0  5796  76.8 | 963.229 USDT  14.15% |
==================================================================================================================================================================================



    '''

    # 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": 0.184,
    "416": 0.14,
    "933": 0.073,
    "1982": 0

    #   '0': 0.279, '154': 0.122, '376': 0.085, '456': 0
    }

    # Optimal stoploss designed for the strategy.
    # This attribute will be overridden if the config file contains "stoploss".
    stoploss = -0.317

    # Trailing stop:
    trailing_stop = True
    trailing_stop_positive = 0.01
    trailing_stop_positive_offset = 0.022
    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=6.5, decimals = 1, space="buy", optimize = parameters_yes)
    adx_long_max_2 = DecimalParameter(24.9, 60.0, default=50.7, decimals = 1, space="buy", optimize = parameters_yes)    

    adx_long_min_1 = DecimalParameter(4.0, 6.0, default=5.7, decimals = 1, space="buy", optimize = parameters_yes)
    adx_long_min_2 = DecimalParameter(18.5, 21.0, default=20.9, decimals = 1, space="buy", optimize = parameters_yes)
    
    adx_short_max_1 = DecimalParameter(14.1, 21.9, default=21.4, decimals = 1, space="buy", optimize = parameters_yes)
    adx_short_max_2 = DecimalParameter(30.6, 55.0, default=50.8, decimals = 1, space="buy", optimize = parameters_yes)

    adx_short_min_1 = DecimalParameter(8.7, 14, default=9.9, decimals = 1, space="buy", optimize = parameters_yes)
    adx_short_min_2 = DecimalParameter(25.0, 30.5, default=30.3, decimals = 1, space="buy", optimize = parameters_yes)

    bb_tp_l = IntParameter(15, 35, default=16, space="buy", optimize= parameters_yes)
    bb_tp_s = IntParameter(15, 35, default=20, space="buy", optimize= parameters_yes)

    rsi_tp_l = IntParameter(10, 25, default=22, space="buy", optimize= parameters_yes)
    rsi_tp_s = IntParameter(10, 25, default=17, space="buy", optimize= parameters_yes)

    volume_check = IntParameter(10, 45, default=38, space="buy", optimize= parameters_yes)
    volume_check_s = IntParameter(15, 45, default=20, space="buy", optimize= parameters_yes)


    atr_long_mul = DecimalParameter(1.1, 6.0, default=3.8, decimals = 1, space="sell", optimize = parameters_yes)
    atr_short_mul = DecimalParameter(1.1, 6.0, default=5.0, decimals = 1, space="sell", optimize = parameters_yes)

    ema_period_l_exit = IntParameter(22, 200, default=91, space="sell", optimize= parameters_yes)
    ema_period_s_exit = IntParameter(22, 200, default=147, space="sell", optimize= parameters_yes)

    volume_check_exit = IntParameter(10, 45, default=19, space="sell", optimize= parameters_yes)
    volume_check_exit_s = IntParameter(15, 45, default=41, 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'] == 1) &
                        (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'] == -1) &
                        (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['ema_l'] - (self.atr_long_mul.value * dataframe['atr']))) &
                (dataframe['volume'] > dataframe['volume_mean_exit'])
        )

        exit_short = (
                # (dataframe['close'] > dataframe['high'].shift(self.sell_shift_short.value)) &
                (dataframe['close'] > (dataframe['ema_s'] + (self.atr_short_mul.value * dataframe['atr']))) &
                (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