RSI_BB_MACD_Nov_2023_1h_2_2
♡
Basics
mode: futures
timeframe: 1h
interface version: 3
Settings
stoploss: -0.316
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
10 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, 'signal'] = 1 dataframe.loc[conditions_short, 'signal'] = -1 return dataframe # ############################################################################################################################################################################################## class RSI_BB_MACD_Nov_2023_1h_2_2(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 -i 1h --export trades --breakdown month --timerange 20210101-20231027 2023-11-18 13:01:17,046 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 10, 'exit': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}. 2023-11-18 13:01:17,046 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4. 2023-11-18 13:01:17,046 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.244, '260': 0.178, '486': 0.083, '796': 0} 2023-11-18 13:01:17,047 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 1h 2023-11-18 13:01:17,047 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.34 2023-11-18 13:01:17,047 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True 2023-11-18 13:01:17,047 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.011 2023-11-18 13:01:17,047 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.025 2023-11-18 13:01:17,047 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: True 2023-11-18 13:01:17,047 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False 2023-11-18 13:01:17,047 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True 2023-11-18 13:01:17,048 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False} 2023-11-18 13:01:17,048 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'} 2023-11-18 13:01:17,048 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT 2023-11-18 13:01:17,048 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 200 2023-11-18 13:03:31,322 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy RSI_BB_MACD_Nov_2023_1h_2 2023-11-18 13:03:31,322 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values. 2023-11-18 13:03:31,323 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_long_max_1 = 6.4 2023-11-18 13:03:31,323 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_long_max_2 = 59.7 2023-11-18 13:03:31,323 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_long_min_1 = 4.9 2023-11-18 13:03:31,323 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_long_min_2 = 20.1 2023-11-18 13:03:31,323 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_short_max_1 = 18.4 2023-11-18 13:03:31,323 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_short_max_2 = 51.1 2023-11-18 13:03:31,323 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_short_min_1 = 10.8 2023-11-18 13:03:31,323 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_short_min_2 = 26.1 2023-11-18 13:03:31,323 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): bb_tp_l = 29 2023-11-18 13:03:31,324 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): bb_tp_s = 27 2023-11-18 13:03:31,324 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): leverage_num = 5 2023-11-18 13:03:31,324 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): rsi_tp_l = 22 2023-11-18 13:03:31,324 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): rsi_tp_s = 15 2023-11-18 13:03:31,324 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): volume_check = 12 2023-11-18 13:03:31,325 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): volume_check_s = 41 2023-11-18 13:03:31,325 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values. 2023-11-18 13:03:31,325 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_long_mul = 4.9 2023-11-18 13:03:31,325 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_short_mul = 5.6 2023-11-18 13:03:31,325 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): ema_period_l_exit = 53 2023-11-18 13:03:31,325 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): ema_period_s_exit = 42 2023-11-18 13:03:31,326 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): volume_check_exit = 31 2023-11-18 13:03:31,326 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): volume_check_exit_s = 40 2023-11-18 13:03:31,326 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values. 2023-11-18 13:03:31,326 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_allowed_drawdown = 0.1 2023-11-18 13:03:31,326 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_drawdown_lookback = 2 2023-11-18 13:03:31,327 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_drawdown_stop_duration = 4 2023-11-18 13:03:31,327 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_drawdown_trade_limit = 1 2023-11-18 13:03:31,327 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): stoploss_guard_lookback = 8 2023-11-18 13:03:31,327 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): stoploss_guard_stop_duration = 5 2023-11-18 13:03:31,327 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): stoploss_guard_trade_limit = 1 2023-11-18 13:03:36,774 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2021-01-02 06:00:00 up to 2023-10-23 10:00:00 (1024 days). 2023-11-18 13:09:22,208 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2023-11-18_13-09-22.meta.json" 2023-11-18 13:09:22,208 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2023-11-18_13-09-22.json" 2023-11-18 13:09:23,686 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/.last_result.json" Result for strategy RSI_BB_MACD_Nov_2023_1h_2 =========================================================== ENTER TAG STATS =========================================================== | TAG | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | |-------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------| | TOTAL | 23475 | 1.92 | 45163.81 | 90107.953 | 9010.80 | 3:11:00 | 17919 0 5556 76.3 | ======================================================= EXIT REASON STATS ======================================================== | Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | |--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------| | trailing_stop_loss | 19339 | 15888 0 3451 82.2 | 3.83 | 74033.4 | 147760 | 18508.3 | | roi | 2335 | 2031 0 304 87.0 | 14.46 | 33769.2 | 67402.4 | 8442.3 | | stop_loss | 1760 | 0 0 1760 0 | -34.14 | -60092.3 | -119974 | -15023.1 | | liquidation | 26 | 0 0 26 0 | -86.9 | -2259.34 | -4506.83 | -564.84 | | exit_long | 9 | 0 0 9 0 | -22.39 | -201.52 | -403.096 | -50.38 | | force_exit | 4 | 0 0 4 0 | -6.87 | -27.46 | -54.917 | -6.87 | | exit_short | 2 | 0 0 2 0 | -29.04 | -58.09 | -115.959 | -14.52 | ======================= MONTH BREAKDOWN ======================== | Month | Tot Profit USDT | Wins | Draws | Losses | |------------+-------------------+--------+---------+----------| | 31/01/2021 | 7513.53 | 950 | 0 | 353 | | 28/02/2021 | 7339.49 | 879 | 0 | 316 | | 31/03/2021 | 4881.06 | 798 | 0 | 273 | | 30/04/2021 | 4556.33 | 824 | 0 | 305 | | 31/05/2021 | 7717.71 | 1029 | 0 | 391 | | 30/06/2021 | 4782.53 | 796 | 0 | 261 | | 31/07/2021 | 5034.39 | 728 | 0 | 199 | | 31/08/2021 | 2771.66 | 688 | 0 | 206 | | 30/09/2021 | 4422.97 | 741 | 0 | 205 | | 31/10/2021 | 1067.08 | 511 | 0 | 182 | | 30/11/2021 | 1480.28 | 550 | 0 | 197 | | 31/12/2021 | 3102.66 | 645 | 0 | 198 | | 31/01/2022 | 2336.38 | 546 | 0 | 180 | | 28/02/2022 | 2567.83 | 542 | 0 | 144 | | 31/03/2022 | 1761.71 | 446 | 0 | 148 | | 30/04/2022 | 3667.86 | 535 | 0 | 134 | | 31/05/2022 | 3690.42 | 793 | 0 | 264 | | 30/06/2022 | 3701.47 | 660 | 0 | 222 | | 31/07/2022 | 1599.12 | 461 | 0 | 133 | | 31/08/2022 | 1528.88 | 419 | 0 | 131 | | 30/09/2022 | 290.56 | 347 | 0 | 105 | | 31/10/2022 | 1513.58 | 270 | 0 | 74 | | 30/11/2022 | 2463.42 | 502 | 0 | 164 | | 31/12/2022 | 912.426 | 239 | 0 | 48 | | 31/01/2023 | 561.1 | 375 | 0 | 115 | | 28/02/2023 | 1488.04 | 446 | 0 | 128 | | 31/03/2023 | 1687.72 | 422 | 0 | 91 | | 30/04/2023 | 1508.98 | 358 | 0 | 85 | | 31/05/2023 | 1377.39 | 272 | 0 | 36 | | 30/06/2023 | 1313.38 | 329 | 0 | 74 | | 31/07/2023 | 438.863 | 267 | 0 | 63 | | 31/08/2023 | 679.858 | 225 | 0 | 54 | | 30/09/2023 | 349.888 | 209 | 0 | 47 | | 31/10/2023 | -0.646 | 117 | 0 | 30 | ==================== SUMMARY METRICS ===================== | Metric | Value | |-----------------------------+--------------------------| | Backtesting from | 2021-01-02 06:00:00 | | Backtesting to | 2023-10-23 10:00:00 | | Max open trades | 4 | | | | | Total/Daily Avg Trades | 23475 / 22.92 | | Starting balance | 1000 USDT | | Final balance | 91107.953 USDT | | Absolute profit | 90107.953 USDT | | Total profit % | 9010.80% | | CAGR % | 399.43% | | Sortino | 56.82 | | Sharpe | 64.15 | | Calmar | 5076.38 | | Profit factor | 1.53 | | Expectancy (Ratio) | 3.84 (0.13) | | Trades per day | 22.92 | | Avg. daily profit % | 8.80% | | Avg. stake amount | 199.626 USDT | | Total trade volume | 4686229.164 USDT | | | | | Long / Short | 7133 / 16342 | | Total profit Long % | 3166.49% | | Total profit Short % | 5844.31% | | Absolute profit Long | 31664.896 USDT | | Absolute profit Short | 58443.057 USDT | | | | | Best Pair | SUSHI/USDT:USDT 7097.19% | | Worst Pair | MATIC/USDT:USDT -152.04% | | Best trade | ICX/USDT:USDT 27.08% | | Worst trade | MATIC/USDT:USDT -91.84% | | Best day | 1157.603 USDT | | Worst day | -555.404 USDT | | Days win/draw/lose | 705 / 12 / 308 | | Avg. Duration Winners | 2:22:00 | | Avg. Duration Loser | 5:50:00 | | Max Consecutive Wins / Loss | 44 / 9 | | Rejected Entry signals | 1134136 | | Entry/Exit Timeouts | 0 / 11211 | | | | | Min balance | 1022.404 USDT | | Max balance | 91304.107 USDT | | Max % of account underwater | 14.64% | | Absolute Drawdown (Account) | 3.31% | | Absolute Drawdown | 1058.33 USDT | | Drawdown high | 30956.996 USDT | | Drawdown low | 29898.666 USDT | | Drawdown Start | 2021-05-23 16:00:00 | | Drawdown End | 2021-05-24 09:00:00 | | Market change | 25.75% | ========================================================== Backtested 2021-01-02 06:00:00 -> 2023-10-23 10:00:00 | 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 | 23475 | 1.92 | 45163.81 | 90107.953 | 9010.80 | 3:11:00 | 17919 0 5556 76.3 | 1058.33 USDT 3.31% | ================================================================================================================================================================================= sudo docker compose run freqtrade backtesting --strategy RSI_BB_MACD_Nov_2023_1h_2 -i 1h --export trades --breakdown month --timerange 20210101-20231027 2023-11-21 21:57:26,707 - freqtrade.strategy.hyper - INFO - Loading parameters from file /freqtrade/user_data/strategies/RSI_BB_MACD_Nov_2023_1h_2.json 2023-11-21 21:57:26,708 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 1h. 2023-11-21 21:57:26,709 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT. 2023-11-21 21:57:26,709 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 10. 2023-11-21 21:57:26,709 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 10, 'exit': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}. 2023-11-21 21:57:26,709 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: inf. 2023-11-21 21:57:26,709 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.576, '404': 0.225, '1102': 0.09, '1683': 0} 2023-11-21 21:57:26,709 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 1h 2023-11-21 21:57:26,709 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.316 2023-11-21 21:57:26,709 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True 2023-11-21 21:57:26,710 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01 2023-11-21 21:57:26,710 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.032 2023-11-21 21:57:26,710 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: True 2023-11-21 21:57:26,710 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False 2023-11-21 21:57:26,710 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True 2023-11-21 21:57:26,710 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False} 2023-11-21 21:57:26,710 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'} 2023-11-21 21:57:26,710 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT 2023-11-21 21:57:26,710 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 10 2023-11-21 21:59:30,463 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy RSI_BB_MACD_Nov_2023_1h_2 2023-11-21 21:59:30,464 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_long_max_1 = 6.8 2023-11-21 21:59:30,464 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_long_max_2 = 50.5 2023-11-21 21:59:30,464 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_long_min_1 = 5.8 2023-11-21 21:59:30,464 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_long_min_2 = 19.3 2023-11-21 21:59:30,464 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_short_max_1 = 18.9 2023-11-21 21:59:30,464 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_short_max_2 = 48.7 2023-11-21 21:59:30,464 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_short_min_1 = 9.9 2023-11-21 21:59:30,464 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_short_min_2 = 25.9 2023-11-21 21:59:30,464 - freqtrade.strategy.hyper - INFO - Strategy Parameter: bb_tp_l = 18 2023-11-21 21:59:30,464 - freqtrade.strategy.hyper - INFO - Strategy Parameter: bb_tp_s = 20 2023-11-21 21:59:30,465 - freqtrade.strategy.hyper - INFO - Strategy Parameter: leverage_num = 5 2023-11-21 21:59:30,465 - freqtrade.strategy.hyper - INFO - Strategy Parameter: rsi_tp_l = 12 2023-11-21 21:59:30,465 - freqtrade.strategy.hyper - INFO - Strategy Parameter: rsi_tp_s = 10 2023-11-21 21:59:30,465 - freqtrade.strategy.hyper - INFO - Strategy Parameter: volume_check = 19 2023-11-21 21:59:30,465 - freqtrade.strategy.hyper - INFO - Strategy Parameter: volume_check_s = 24 2023-11-21 21:59:30,466 - freqtrade.strategy.hyper - INFO - Strategy Parameter: atr_long_mul = 4.0 2023-11-21 21:59:30,466 - freqtrade.strategy.hyper - INFO - Strategy Parameter: atr_short_mul = 5.4 2023-11-21 21:59:30,466 - freqtrade.strategy.hyper - INFO - Strategy Parameter: ema_period_l_exit = 76 2023-11-21 21:59:30,466 - freqtrade.strategy.hyper - INFO - Strategy Parameter: ema_period_s_exit = 42 2023-11-21 21:59:30,466 - freqtrade.strategy.hyper - INFO - Strategy Parameter: volume_check_exit = 36 2023-11-21 21:59:30,466 - freqtrade.strategy.hyper - INFO - Strategy Parameter: volume_check_exit_s = 45 2023-11-21 21:59:30,467 - freqtrade.strategy.hyper - INFO - Strategy Parameter: max_allowed_drawdown = 0.1 2023-11-21 21:59:30,467 - freqtrade.strategy.hyper - INFO - Strategy Parameter: max_drawdown_lookback = 2 2023-11-21 21:59:30,467 - freqtrade.strategy.hyper - INFO - Strategy Parameter: max_drawdown_stop_duration = 4 2023-11-21 21:59:30,467 - freqtrade.strategy.hyper - INFO - Strategy Parameter: max_drawdown_trade_limit = 1 2023-11-21 21:59:30,467 - freqtrade.strategy.hyper - INFO - Strategy Parameter: stoploss_guard_lookback = 8 2023-11-21 21:59:30,467 - freqtrade.strategy.hyper - INFO - Strategy Parameter: stoploss_guard_stop_duration = 5 2023-11-21 21:59:30,468 - freqtrade.strategy.hyper - INFO - Strategy Parameter: stoploss_guard_trade_limit = 1 2023-11-21 21:59:35,622 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2021-01-02 06:00:00 up to 2023-10-27 00:00:00 (1027 days). 2023-11-21 23:43:54,541 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2023-11-21_23-43-54.meta.json" 2023-11-21 23:43:54,541 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2023-11-21_23-43-54.json" 2023-11-21 23:44:14,136 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/.last_result.json" Result for strategy RSI_BB_MACD_Nov_2023_1h_2 ================================================================= BACKTESTING REPORT ================================================================= | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | |--------------------+-----------+----------------+----------------+-------------------+----------------+----------------+---------------------------| | REN/USDT:USDT | 4046 | 2.43 | 9843.32 | 979.452 | 97.95 | 3:02:00 | 3178 0 868 78.5 | | CRV/USDT:USDT | 4079 | 2.37 | 9658.42 | 964.135 | 96.41 | 3:04:00 | 3146 0 933 77.1 | | GRT/USDT:USDT | 3903 | 2.20 | 8581.35 | 852.767 | 85.28 | 3:28:00 | 3008 0 895 77.1 | | SKL/USDT:USDT | 4004 | 2.12 | 8495.63 | 847.524 | 84.75 | 3:15:00 | 3071 0 933 76.7 | | UNFI/USDT:USDT | 3862 | 2.17 | 8378.76 | 829.868 | 82.99 | 3:04:00 | 2946 0 916 76.3 | | RSR/USDT:USDT | 3920 | 2.03 | 7970.92 | 796.796 | 79.68 | 3:13:00 | 3009 0 911 76.8 | | THETA/USDT:USDT | 3624 | 2.13 | 7729.17 | 769.388 | 76.94 | 4:01:00 | 2849 0 775 78.6 | | LIT/USDT:USDT | 3741 | 2.06 | 7696.27 | 767.477 | 76.75 | 3:14:00 | 2847 0 894 76.1 | | BLZ/USDT:USDT | 3973 | 1.93 | 7683.46 | 766.861 | 76.69 | 3:07:00 | 3009 0 964 75.7 | | TRB/USDT:USDT | 4181 | 1.90 | 7964.03 | 760.858 | 76.09 | 2:56:00 | 3174 0 1007 75.9 | | LRC/USDT:USDT | 3621 | 2.10 | 7618.91 | 756.678 | 75.67 | 3:46:00 | 2759 0 862 76.2 | | SAND/USDT:USDT | 3649 | 2.09 | 7630.61 | 749.856 | 74.99 | 3:41:00 | 2765 0 884 75.8 | | SXP/USDT:USDT | 3465 | 2.16 | 7497.71 | 748.335 | 74.83 | 4:02:00 | 2703 0 762 78.0 | | RLC/USDT:USDT | 3975 | 1.87 | 7439.20 | 741.746 | 74.17 | 3:16:00 | 3026 0 949 76.1 | | ONE/USDT:USDT | 3587 | 2.07 | 7408.93 | 739.876 | 73.99 | 3:28:00 | 2766 0 821 77.1 | | NEAR/USDT:USDT | 3786 | 2.05 | 7749.47 | 735.302 | 73.53 | 3:36:00 | 2899 0 887 76.6 | | KNC/USDT:USDT | 3716 | 1.97 | 7307.01 | 716.392 | 71.64 | 3:44:00 | 2869 0 847 77.2 | | CHR/USDT:USDT | 3669 | 1.96 | 7178.76 | 715.629 | 71.56 | 3:24:00 | 2790 0 879 76.0 | | LINA/USDT:USDT | 3763 | 1.90 | 7137.80 | 713.509 | 71.35 | 3:02:00 | 2862 0 901 76.1 | | RUNE/USDT:USDT | 4006 | 1.88 | 7514.70 | 706.108 | 70.61 | 3:05:00 | 3052 0 954 76.2 | | SUSHI/USDT:USDT | 3797 | 1.97 | 7484.91 | 705.734 | 70.57 | 3:35:00 | 2918 0 879 76.9 | | ALPHA/USDT:USDT | 4003 | 1.76 | 7027.42 | 697.489 | 69.75 | 3:14:00 | 3045 0 958 76.1 | | ALICE/USDT:USDT | 3521 | 1.98 | 6979.16 | 691.299 | 69.13 | 3:29:00 | 2679 0 842 76.1 | | KAVA/USDT:USDT | 3538 | 1.93 | 6831.44 | 680.650 | 68.06 | 3:56:00 | 2743 0 795 77.5 | | ZEN/USDT:USDT | 3684 | 1.96 | 7235.97 | 678.760 | 67.88 | 3:41:00 | 2875 0 809 78.0 | | OCEAN/USDT:USDT | 3880 | 1.74 | 6751.92 | 671.415 | 67.14 | 3:22:00 | 2998 0 882 77.3 | | SNX/USDT:USDT | 3944 | 1.71 | 6736.23 | 668.510 | 66.85 | 3:19:00 | 2999 0 945 76.0 | | VET/USDT:USDT | 3395 | 1.96 | 6662.89 | 665.804 | 66.58 | 4:25:00 | 2655 0 740 78.2 | | FTM/USDT:USDT | 4118 | 1.63 | 6702.44 | 664.842 | 66.48 | 3:02:00 | 3020 0 1098 73.3 | | OMG/USDT:USDT | 3589 | 1.84 | 6603.50 | 657.068 | 65.71 | 3:53:00 | 2786 0 803 77.6 | | BEL/USDT:USDT | 3710 | 1.79 | 6638.47 | 653.027 | 65.30 | 3:30:00 | 2833 0 877 76.4 | | STORJ/USDT:USDT | 3614 | 1.82 | 6584.24 | 651.874 | 65.19 | 3:39:00 | 2748 0 866 76.0 | | AXS/USDT:USDT | 3046 | 2.32 | 7057.41 | 647.079 | 64.71 | 3:37:00 | 2305 0 741 75.7 | | DENT/USDT:USDT | 3201 | 2.01 | 6431.38 | 643.059 | 64.31 | 3:59:00 | 2463 0 738 76.9 | | FLM/USDT:USDT | 3721 | 1.73 | 6423.33 | 640.224 | 64.02 | 3:30:00 | 2846 0 875 76.5 | | 1INCH/USDT:USDT | 3432 | 1.89 | 6476.46 | 632.633 | 63.26 | 4:07:00 | 2649 0 783 77.2 | | SFP/USDT:USDT | 3362 | 1.89 | 6363.42 | 628.472 | 62.85 | 3:52:00 | 2553 0 809 75.9 | | FIL/USDT:USDT | 2990 | 2.21 | 6606.42 | 627.095 | 62.71 | 4:59:00 | 2367 0 623 79.2 | | CELR/USDT:USDT | 3574 | 1.75 | 6239.55 | 623.531 | 62.35 | 3:18:00 | 2720 0 854 76.1 | | ETC/USDT:USDT | 2984 | 2.09 | 6226.09 | 620.031 | 62.00 | 5:02:00 | 2334 0 650 78.2 | | ZRX/USDT:USDT | 3425 | 1.81 | 6202.02 | 619.677 | 61.97 | 4:06:00 | 2646 0 779 77.3 | | ZEC/USDT:USDT | 3279 | 1.88 | 6148.41 | 614.001 | 61.40 | 4:31:00 | 2573 0 706 78.5 | | GALA/USDT:USDT | 2696 | 2.25 | 6074.14 | 606.362 | 60.64 | 3:48:00 | 2110 0 586 78.3 | | ADA/USDT:USDT | 2970 | 2.06 | 6119.91 | 605.795 | 60.58 | 5:21:00 | 2353 0 617 79.2 | | NKN/USDT:USDT | 3279 | 1.85 | 6071.85 | 605.708 | 60.57 | 3:45:00 | 2505 0 774 76.4 | | MKR/USDT:USDT | 3397 | 1.81 | 6151.30 | 604.790 | 60.48 | 4:24:00 | 2669 0 728 78.6 | | GTC/USDT:USDT | 3155 | 1.90 | 6010.15 | 597.196 | 59.72 | 3:27:00 | 2439 0 716 77.3 | | ENJ/USDT:USDT | 3601 | 1.67 | 5996.15 | 591.450 | 59.15 | 3:54:00 | 2735 0 866 76.0 | | ALGO/USDT:USDT | 3433 | 1.71 | 5870.12 | 586.456 | 58.65 | 4:21:00 | 2676 0 757 77.9 | | PEOPLE/USDT:USDT | 2316 | 2.53 | 5848.65 | 584.646 | 58.46 | 3:57:00 | 1777 0 539 76.7 | | IOTA/USDT:USDT | 3164 | 1.84 | 5815.36 | 580.903 | 58.09 | 4:46:00 | 2487 0 677 78.6 | | ATOM/USDT:USDT | 3745 | 1.55 | 5811.68 | 579.992 | 58.00 | 3:44:00 | 2864 0 881 76.5 | | RVN/USDT:USDT | 3121 | 1.85 | 5784.40 | 577.971 | 57.80 | 4:19:00 | 2464 0 657 78.9 | | MANA/USDT:USDT | 3124 | 1.86 | 5796.69 | 572.436 | 57.24 | 4:19:00 | 2430 0 694 77.8 | | STMX/USDT:USDT | 3195 | 1.77 | 5661.36 | 565.972 | 56.60 | 3:54:00 | 2445 0 750 76.5 | | CHZ/USDT:USDT | 3418 | 1.65 | 5640.92 | 562.350 | 56.23 | 4:06:00 | 2612 0 806 76.4 | | DOGE/USDT:USDT | 2886 | 1.95 | 5616.75 | 560.785 | 56.08 | 5:11:00 | 2217 0 669 76.8 | | BAL/USDT:USDT | 3271 | 1.75 | 5735.35 | 559.598 | 55.96 | 4:30:00 | 2567 0 704 78.5 | | ANKR/USDT:USDT | 3396 | 1.64 | 5571.56 | 556.680 | 55.67 | 4:04:00 | 2562 0 834 75.4 | | AUDIO/USDT:USDT | 2707 | 2.07 | 5614.44 | 556.505 | 55.65 | 3:52:00 | 2126 0 581 78.5 | | COTI/USDT:USDT | 3611 | 1.54 | 5577.06 | 556.430 | 55.64 | 3:27:00 | 2759 0 852 76.4 | | OGN/USDT:USDT | 3394 | 1.64 | 5578.73 | 553.852 | 55.39 | 3:34:00 | 2527 0 867 74.5 | | ICX/USDT:USDT | 3454 | 1.60 | 5536.59 | 548.908 | 54.89 | 4:03:00 | 2635 0 819 76.3 | | COMP/USDT:USDT | 3492 | 1.57 | 5490.56 | 547.683 | 54.77 | 4:01:00 | 2704 0 788 77.4 | | WAVES/USDT:USDT | 3449 | 1.61 | 5536.59 | 544.980 | 54.50 | 4:04:00 | 2587 0 862 75.0 | | MATIC/USDT:USDT | 3571 | 1.54 | 5499.50 | 544.451 | 54.45 | 3:58:00 | 2653 0 918 74.3 | | QTUM/USDT:USDT | 3215 | 1.71 | 5483.43 | 543.629 | 54.36 | 4:30:00 | 2490 0 725 77.4 | | XTZ/USDT:USDT | 3213 | 1.68 | 5390.97 | 537.028 | 53.70 | 4:45:00 | 2513 0 700 78.2 | | DYDX/USDT:USDT | 2900 | 1.86 | 5394.51 | 535.864 | 53.59 | 3:29:00 | 2210 0 690 76.2 | | C98/USDT:USDT | 2664 | 2.02 | 5387.12 | 529.854 | 52.99 | 4:05:00 | 2091 0 573 78.5 | | YFI/USDT:USDT | 3115 | 1.97 | 6130.42 | 529.376 | 52.94 | 4:52:00 | 2486 0 629 79.8 | | ZIL/USDT:USDT | 3366 | 1.57 | 5295.67 | 529.090 | 52.91 | 4:19:00 | 2569 0 797 76.3 | | DOT/USDT:USDT | 3126 | 1.72 | 5363.30 | 527.109 | 52.71 | 4:57:00 | 2427 0 699 77.6 | | KSM/USDT:USDT | 3618 | 1.69 | 6112.52 | 521.089 | 52.11 | 4:05:00 | 2799 0 819 77.4 | | LINK/USDT:USDT | 3322 | 1.56 | 5194.94 | 518.502 | 51.85 | 4:22:00 | 2593 0 729 78.1 | | ATA/USDT:USDT | 2522 | 2.06 | 5197.63 | 517.495 | 51.75 | 4:18:00 | 1980 0 542 78.5 | | 1000SHIB/USDT:USDT | 2653 | 1.94 | 5144.89 | 514.343 | 51.43 | 4:57:00 | 2002 0 651 75.5 | | XEM/USDT:USDT | 2718 | 1.88 | 5102.33 | 509.477 | 50.95 | 5:24:00 | 2123 0 595 78.1 | | HOT/USDT:USDT | 2780 | 1.83 | 5085.24 | 508.432 | 50.84 | 4:54:00 | 2169 0 611 78.0 | | MASK/USDT:USDT | 2942 | 1.80 | 5305.51 | 502.770 | 50.28 | 3:22:00 | 2263 0 679 76.9 | | IOST/USDT:USDT | 3075 | 1.63 | 5014.76 | 501.250 | 50.13 | 4:52:00 | 2367 0 708 77.0 | | AR/USDT:USDT | 2566 | 1.99 | 5111.47 | 498.862 | 49.89 | 4:07:00 | 2015 0 551 78.5 | | NEO/USDT:USDT | 3161 | 1.55 | 4887.31 | 486.970 | 48.70 | 4:46:00 | 2445 0 716 77.3 | | HBAR/USDT:USDT | 3057 | 1.59 | 4856.58 | 484.640 | 48.46 | 4:28:00 | 2358 0 699 77.1 | | BAND/USDT:USDT | 3669 | 1.33 | 4876.39 | 484.336 | 48.43 | 3:44:00 | 2737 0 932 74.6 | | OP/USDT:USDT | 1912 | 2.53 | 4828.80 | 482.179 | 48.22 | 3:31:00 | 1491 0 421 78.0 | | EGLD/USDT:USDT | 3210 | 1.64 | 5255.97 | 478.091 | 47.81 | 4:34:00 | 2486 0 724 77.4 | | BAKE/USDT:USDT | 3185 | 1.51 | 4802.70 | 475.911 | 47.59 | 3:44:00 | 2467 0 718 77.5 | | REEF/USDT:USDT | 3156 | 1.51 | 4749.86 | 474.871 | 47.49 | 4:18:00 | 2440 0 716 77.3 | | DGB/USDT:USDT | 2835 | 1.67 | 4735.30 | 473.317 | 47.33 | 4:48:00 | 2231 0 604 78.7 | | BAT/USDT:USDT | 3165 | 1.50 | 4735.40 | 473.141 | 47.31 | 4:47:00 | 2428 0 737 76.7 | | XRP/USDT:USDT | 2761 | 1.70 | 4700.67 | 469.663 | 46.97 | 5:47:00 | 2124 0 637 76.9 | | EOS/USDT:USDT | 2797 | 1.66 | 4655.17 | 464.243 | 46.42 | 5:30:00 | 2198 0 599 78.6 | | CTK/USDT:USDT | 3336 | 1.39 | 4626.42 | 455.888 | 45.59 | 4:27:00 | 2521 0 815 75.6 | | IOTX/USDT:USDT | 2495 | 1.83 | 4554.06 | 455.086 | 45.51 | 4:35:00 | 1958 0 537 78.5 | | CELO/USDT:USDT | 2353 | 1.90 | 4461.44 | 445.324 | 44.53 | 4:35:00 | 1878 0 475 79.8 | | DASH/USDT:USDT | 2970 | 1.50 | 4443.06 | 443.612 | 44.36 | 5:11:00 | 2330 0 640 78.5 | | ONT/USDT:USDT | 3212 | 1.34 | 4308.79 | 430.576 | 43.06 | 4:37:00 | 2484 0 728 77.3 | | GMT/USDT:USDT | 1853 | 2.31 | 4283.81 | 424.830 | 42.48 | 4:38:00 | 1458 0 395 78.7 | | MTL/USDT:USDT | 3018 | 1.44 | 4350.61 | 424.541 | 42.45 | 4:12:00 | 2287 0 731 75.8 | | API3/USDT:USDT | 1917 | 2.21 | 4240.90 | 423.120 | 42.31 | 4:28:00 | 1520 0 397 79.3 | | XLM/USDT:USDT | 2792 | 1.52 | 4231.23 | 421.772 | 42.18 | 5:44:00 | 2207 0 585 79.0 | | UNI/USDT:USDT | 3309 | 1.46 | 4843.69 | 411.878 | 41.19 | 4:30:00 | 2577 0 732 77.9 | | AAVE/USDT:USDT | 3528 | 1.36 | 4788.38 | 409.463 | 40.95 | 3:58:00 | 2728 0 800 77.3 | | AVAX/USDT:USDT | 2977 | 1.71 | 5094.03 | 401.297 | 40.13 | 3:47:00 | 2284 0 693 76.7 | | SOL/USDT:USDT | 2789 | 1.71 | 4759.40 | 398.085 | 39.81 | 3:40:00 | 2122 4 663 76.1 | | ANT/USDT:USDT | 2183 | 1.81 | 3945.95 | 393.235 | 39.32 | 4:20:00 | 1716 0 467 78.6 | | LTC/USDT:USDT | 2817 | 1.38 | 3888.74 | 388.309 | 38.83 | 5:34:00 | 2219 0 598 78.8 | | ENS/USDT:USDT | 2337 | 1.68 | 3934.34 | 385.148 | 38.51 | 4:15:00 | 1833 0 504 78.4 | | IMX/USDT:USDT | 2136 | 1.81 | 3860.78 | 382.483 | 38.25 | 4:06:00 | 1666 0 470 78.0 | | ROSE/USDT:USDT | 1929 | 1.91 | 3676.38 | 367.033 | 36.70 | 5:05:00 | 1513 0 416 78.4 | | ETH/USDT:USDT | 2442 | 1.49 | 3638.71 | 357.024 | 35.70 | 6:58:00 | 1948 0 494 79.8 | | CTSI/USDT:USDT | 2298 | 1.55 | 3569.63 | 355.677 | 35.57 | 4:28:00 | 1781 0 517 77.5 | | FLOW/USDT:USDT | 1788 | 1.99 | 3552.99 | 354.560 | 35.46 | 5:14:00 | 1422 0 366 79.5 | | DUSK/USDT:USDT | 2020 | 1.74 | 3505.11 | 349.620 | 34.96 | 4:29:00 | 1569 0 451 77.7 | | LPT/USDT:USDT | 2155 | 1.64 | 3532.97 | 347.988 | 34.80 | 4:49:00 | 1694 2 459 78.6 | | KLAY/USDT:USDT | 1652 | 1.97 | 3262.20 | 326.050 | 32.60 | 7:16:00 | 1356 0 296 82.1 | | ARPA/USDT:USDT | 2128 | 1.52 | 3228.72 | 322.691 | 32.27 | 5:01:00 | 1642 0 486 77.2 | | WOO/USDT:USDT | 1926 | 1.66 | 3193.21 | 318.607 | 31.86 | 4:05:00 | 1521 0 405 79.0 | | 1000XEC/USDT:USDT | 1925 | 1.48 | 2855.12 | 285.227 | 28.52 | 6:10:00 | 1537 0 388 79.8 | | XMR/USDT:USDT | 2551 | 1.09 | 2791.75 | 278.619 | 27.86 | 6:55:00 | 1985 0 566 77.8 | | GAL/USDT:USDT | 1683 | 1.56 | 2618.56 | 253.446 | 25.34 | 4:40:00 | 1311 0 372 77.9 | | APE/USDT:USDT | 1837 | 1.36 | 2496.89 | 239.792 | 23.98 | 4:26:00 | 1393 0 444 75.8 | | BNX/USDT:USDT | 669 | 2.12 | 1416.72 | 141.604 | 14.16 | 5:03:00 | 529 3 137 79.1 | | ICP/USDT:USDT | 893 | 1.53 | 1362.14 | 130.178 | 13.02 | 7:24:00 | 724 0 169 81.1 | | TLM/USDT:USDT | 363 | 0.66 | 240.69 | 24.062 | 2.41 | 10:17:00 | 290 0 73 79.9 | | BTC/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | TOTAL | 387206 | 1.81 | 701663.58 | 68911.090 | 6891.11 | 4:07:00 | 298891 9 88306 77.2 | ============================================================= LEFT OPEN TRADES REPORT ============================================================== | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | |------------------+-----------+----------------+----------------+-------------------+----------------+------------------+-------------------------| | RUNE/USDT:USDT | 1 | 0.38 | 0.38 | 0.038 | 0.00 | 1:00:00 | 1 0 0 100 | | GAL/USDT:USDT | 1 | -1.41 | -1.41 | -0.141 | -0.01 | 2:00:00 | 0 0 1 0 | | ETH/USDT:USDT | 1 | -1.63 | -1.63 | -0.158 | -0.02 | 3:00:00 | 0 0 1 0 | | SNX/USDT:USDT | 1 | -4.59 | -4.59 | -0.458 | -0.05 | 9:00:00 | 0 0 1 0 | | XRP/USDT:USDT | 1 | -5.26 | -5.26 | -0.526 | -0.05 | 7:00:00 | 0 0 1 0 | | BAL/USDT:USDT | 1 | -5.33 | -5.33 | -0.529 | -0.05 | 6:00:00 | 0 0 1 0 | | GRT/USDT:USDT | 1 | -5.60 | -5.60 | -0.560 | -0.06 | 5:00:00 | 0 0 1 0 | | REEF/USDT:USDT | 1 | -5.81 | -5.81 | -0.581 | -0.06 | 6:00:00 | 0 0 1 0 | | NEAR/USDT:USDT | 1 | -6.52 | -6.52 | -0.645 | -0.06 | 4:00:00 | 0 0 1 0 | | BNX/USDT:USDT | 1 | -6.46 | -6.46 | -0.646 | -0.06 | 7:00:00 | 0 0 1 0 | | KAVA/USDT:USDT | 1 | -7.15 | -7.15 | -0.714 | -0.07 | 7:00:00 | 0 0 1 0 | | DOT/USDT:USDT | 1 | -7.22 | -7.22 | -0.717 | -0.07 | 7:00:00 | 0 0 1 0 | | PEOPLE/USDT:USDT | 1 | -7.75 | -7.75 | -0.775 | -0.08 | 3:00:00 | 0 0 1 0 | | FIL/USDT:USDT | 1 | -8.04 | -8.04 | -0.798 | -0.08 | 7:00:00 | 0 0 1 0 | | ADA/USDT:USDT | 1 | -8.18 | -8.18 | -0.816 | -0.08 | 10:00:00 | 0 0 1 0 | | HBAR/USDT:USDT | 1 | -8.18 | -8.18 | -0.817 | -0.08 | 14:00:00 | 0 0 1 0 | | XEM/USDT:USDT | 1 | -9.23 | -9.23 | -0.923 | -0.09 | 2 days, 21:00:00 | 0 0 1 0 | | VET/USDT:USDT | 1 | -9.38 | -9.38 | -0.938 | -0.09 | 7:00:00 | 0 0 1 0 | | ALGO/USDT:USDT | 1 | -9.73 | -9.73 | -0.973 | -0.10 | 7:00:00 | 0 0 1 0 | | XLM/USDT:USDT | 1 | -10.20 | -10.20 | -1.019 | -0.10 | 7:00:00 | 0 0 1 0 | | XMR/USDT:USDT | 1 | -10.22 | -10.22 | -1.021 | -0.10 | 2 days, 21:00:00 | 0 0 1 0 | | MATIC/USDT:USDT | 1 | -10.98 | -10.98 | -1.087 | -0.11 | 7:00:00 | 0 0 1 0 | | ZEN/USDT:USDT | 1 | -11.39 | -11.39 | -1.124 | -0.11 | 7:00:00 | 0 0 1 0 | | DASH/USDT:USDT | 1 | -11.30 | -11.30 | -1.129 | -0.11 | 7:00:00 | 0 0 1 0 | | GMT/USDT:USDT | 1 | -11.55 | -11.55 | -1.155 | -0.12 | 7:00:00 | 0 0 1 0 | | XTZ/USDT:USDT | 1 | -11.68 | -11.68 | -1.167 | -0.12 | 7:00:00 | 0 0 1 0 | | ENS/USDT:USDT | 1 | -11.84 | -11.84 | -1.177 | -0.12 | 7:00:00 | 0 0 1 0 | | RSR/USDT:USDT | 1 | -11.80 | -11.80 | -1.180 | -0.12 | 7:00:00 | 0 0 1 0 | | ICP/USDT:USDT | 1 | -12.30 | -12.30 | -1.191 | -0.12 | 7:00:00 | 0 0 1 0 | | CELR/USDT:USDT | 1 | -12.09 | -12.09 | -1.209 | -0.12 | 8:00:00 | 0 0 1 0 | | ANT/USDT:USDT | 1 | -12.14 | -12.14 | -1.214 | -0.12 | 6:00:00 | 0 0 1 0 | | CHZ/USDT:USDT | 1 | -12.18 | -12.18 | -1.217 | -0.12 | 7:00:00 | 0 0 1 0 | | YFI/USDT:USDT | 1 | -13.61 | -13.61 | -1.230 | -0.12 | 7:00:00 | 0 0 1 0 | | IOTA/USDT:USDT | 1 | -12.83 | -12.83 | -1.283 | -0.13 | 7:00:00 | 0 0 1 0 | | 1INCH/USDT:USDT | 1 | -13.10 | -13.10 | -1.304 | -0.13 | 7:00:00 | 0 0 1 0 | | AR/USDT:USDT | 1 | -13.51 | -13.51 | -1.346 | -0.13 | 7:00:00 | 0 0 1 0 | | EGLD/USDT:USDT | 1 | -14.10 | -14.10 | -1.358 | -0.14 | 7:00:00 | 0 0 1 0 | | HOT/USDT:USDT | 1 | -13.62 | -13.62 | -1.362 | -0.14 | 7:00:00 | 0 0 1 0 | | DENT/USDT:USDT | 1 | -13.68 | -13.68 | -1.367 | -0.14 | 7:00:00 | 0 0 1 0 | | DUSK/USDT:USDT | 1 | -13.78 | -13.78 | -1.376 | -0.14 | 7:00:00 | 0 0 1 0 | | CHR/USDT:USDT | 1 | -14.14 | -14.14 | -1.412 | -0.14 | 14:00:00 | 0 0 1 0 | | AUDIO/USDT:USDT | 1 | -14.97 | -14.97 | -1.496 | -0.15 | 7:00:00 | 0 0 1 0 | | SAND/USDT:USDT | 1 | -15.05 | -15.05 | -1.499 | -0.15 | 7:00:00 | 0 0 1 0 | | ANKR/USDT:USDT | 1 | -15.14 | -15.14 | -1.513 | -0.15 | 7:00:00 | 0 0 1 0 | | LRC/USDT:USDT | 1 | -15.86 | -15.86 | -1.581 | -0.16 | 7:00:00 | 0 0 1 0 | | TLM/USDT:USDT | 1 | -16.02 | -16.02 | -1.602 | -0.16 | 7:00:00 | 0 0 1 0 | | WAVES/USDT:USDT | 1 | -16.17 | -16.17 | -1.616 | -0.16 | 7:00:00 | 0 0 1 0 | | FTM/USDT:USDT | 1 | -16.76 | -16.76 | -1.671 | -0.17 | 7:00:00 | 0 0 1 0 | | COMP/USDT:USDT | 1 | -16.76 | -16.76 | -1.675 | -0.17 | 7:00:00 | 0 0 1 0 | | ALPHA/USDT:USDT | 1 | -17.07 | -17.07 | -1.706 | -0.17 | 7:00:00 | 0 0 1 0 | | LPT/USDT:USDT | 1 | -17.48 | -17.48 | -1.748 | -0.17 | 7:00:00 | 0 0 1 0 | | ATOM/USDT:USDT | 1 | -17.93 | -17.93 | -1.791 | -0.18 | 7:00:00 | 0 0 1 0 | | IMX/USDT:USDT | 1 | -18.83 | -18.83 | -1.874 | -0.19 | 7:00:00 | 0 0 1 0 | | OMG/USDT:USDT | 1 | -23.47 | -23.47 | -2.346 | -0.23 | 7:00:00 | 0 0 1 0 | | TOTAL | 54 | -11.31 | -610.65 | -60.718 | -6.07 | 9:10:00 | 1 0 53 1.9 | ============================================================ ENTER TAG STATS ============================================================ | TAG | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | |-------+-----------+----------------+----------------+-------------------+----------------+----------------+---------------------------| | TOTAL | 387206 | 1.81 | 701663.58 | 68911.090 | 6891.11 | 4:07:00 | 298891 9 88306 77.2 | ========================================================= EXIT REASON STATS ========================================================= | Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | |--------------------+---------+---------------------------+----------------+------------------+-------------------+----------------| | trailing_stop_loss | 337179 | 290474 0 46705 86.1 | 5.27 | 1.77528e+06 | 174217 | 13978.6 | | stop_loss | 38131 | 0 0 38131 0 | -31.74 | -1.21009e+06 | -118699 | -9528.3 | | roi | 10971 | 8416 9 2546 76.7 | 14.05 | 154172 | 15139.4 | 1213.95 | | exit_long | 805 | 0 0 805 0 | -19.42 | -15631 | -1543.13 | -123.08 | | exit_short | 66 | 0 0 66 0 | -21.98 | -1450.46 | -141.964 | -11.42 | | force_exit | 54 | 1 0 53 1.9 | -11.31 | -610.65 | -60.718 | -4.81 | ======================= MONTH BREAKDOWN ======================== | Month | Tot Profit USDT | Wins | Draws | Losses | |------------+-------------------+--------+---------+----------| | 31/01/2021 | 1724.92 | 8454 | 0 | 3729 | | 28/02/2021 | 3367.12 | 8594 | 0 | 3237 | | 31/03/2021 | 1702.98 | 8763 | 0 | 3245 | | 30/04/2021 | 3348.93 | 10821 | 0 | 3932 | | 31/05/2021 | 4995.46 | 12301 | 0 | 4880 | | 30/06/2021 | 2288.47 | 10350 | 0 | 3506 | | 31/07/2021 | 1807.61 | 9272 | 0 | 2713 | | 31/08/2021 | 1847.97 | 9877 | 0 | 3104 | | 30/09/2021 | 2887.13 | 9412 | 0 | 2731 | | 31/10/2021 | 1774.72 | 9041 | 0 | 2787 | | 30/11/2021 | 2031.8 | 9063 | 0 | 3015 | | 31/12/2021 | 3013.56 | 10165 | 0 | 2887 | | 31/01/2022 | 1709.44 | 9535 | 0 | 2897 | | 28/02/2022 | 1857.95 | 9482 | 0 | 2608 | | 31/03/2022 | 1497.68 | 9562 | 0 | 2738 | | 30/04/2022 | 2468.78 | 9607 | 0 | 2406 | | 31/05/2022 | 3314.82 | 13557 | 0 | 4916 | | 30/06/2022 | 3797.39 | 12889 | 0 | 4108 | | 31/07/2022 | 2621.88 | 10891 | 0 | 2742 | | 31/08/2022 | 2043.29 | 9086 | 0 | 2265 | | 30/09/2022 | 760.381 | 7870 | 0 | 2180 | | 31/10/2022 | 1112.48 | 5853 | 0 | 1393 | | 30/11/2022 | 2673.31 | 9158 | 0 | 2735 | | 31/12/2022 | 1239.31 | 5762 | 0 | 1115 | | 31/01/2023 | 1822.73 | 9226 | 0 | 2469 | | 28/02/2023 | 1797.6 | 8647 | 0 | 2227 | | 31/03/2023 | 1870.51 | 9483 | 0 | 2299 | | 30/04/2023 | 1025.03 | 6439 | 0 | 1456 | | 31/05/2023 | 1211.8 | 5961 | 0 | 1023 | | 30/06/2023 | 1994.31 | 7455 | 0 | 1802 | | 31/07/2023 | 1208.22 | 6824 | 0 | 1510 | | 31/08/2023 | 750.56 | 5167 | 0 | 1184 | | 30/09/2023 | 822.704 | 5200 | 9 | 1206 | | 31/10/2023 | 520.229 | 5124 | 0 | 1261 | ===================== SUMMARY METRICS ===================== | Metric | Value | |-----------------------------+---------------------------| | Backtesting from | 2021-01-02 06:00:00 | | Backtesting to | 2023-10-27 00:00:00 | | Max open trades | 127 | | | | | Total/Daily Avg Trades | 387206 / 377.03 | | Starting balance | 1000 USDT | | Final balance | 69911.09 USDT | | Absolute profit | 68911.09 USDT | | Total profit % | 6891.11% | | CAGR % | 352.44% | | Sortino | 959.54 | | Sharpe | 971.51 | | Calmar | 10801.43 | | Profit factor | 1.47 | | Expectancy (Ratio) | 0.18 (0.11) | | Trades per day | 377.03 | | Avg. daily profit % | 6.71% | | Avg. stake amount | 9.817 USDT | | Total trade volume | 3801073.224 USDT | | | | | Long / Short | 142117 / 245089 | | Total profit Long % | 2434.50% | | Total profit Short % | 4456.60% | | Absolute profit Long | 24345.047 USDT | | Absolute profit Short | 44566.043 USDT | | | | | Best Pair | REN/USDT:USDT 9843.32% | | Worst Pair | BTC/USDT:USDT 0.00% | | Best trade | OGN/USDT:USDT 62.88% | | Worst trade | 1000XEC/USDT:USDT -49.14% | | Best day | 928.984 USDT | | Worst day | -302.677 USDT | | Days win/draw/lose | 843 / 0 / 186 | | Avg. Duration Winners | 3:09:00 | | Avg. Duration Loser | 7:24:00 | | Max Consecutive Wins / Loss | 144 / 81 | | Rejected Entry signals | 0 | | Entry/Exit Timeouts | 0 / 181887 | | | | | Min balance | 954.468 USDT | | Max balance | 69972.079 USDT | | Max % of account underwater | 21.54% | | Absolute Drawdown (Account) | 1.19% | | Absolute Drawdown | 471.421 USDT | | Drawdown high | 38721.426 USDT | | Drawdown low | 38250.005 USDT | | Drawdown Start | 2022-05-04 06:00:00 | | Drawdown End | 2022-05-05 21:00:00 | | Market change | 36.58% | =========================================================== Backtested 2021-01-02 06:00:00 -> 2023-10-27 00:00:00 | Max open trades : 127 ================================================================================= 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 | 387206 | 1.81 | 701663.58 | 68911.090 | 6891.11 | 4:07:00 | 298891 9 88306 77.2 | 471.421 USDT 1.19% | =================================================================================================================================================================================== (same above variables but config file, changed max trades to only 4 and amount per trade to 200 USDT) =========================================================== ENTER TAG STATS =========================================================== | TAG | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | |-------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------| | TOTAL | 22284 | 1.78 | 39560.08 | 79022.675 | 7902.27 | 3:25:00 | 16987 0 5297 76.2 | ======================================================= EXIT REASON STATS ======================================================== | Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | |--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------| | trailing_stop_loss | 19390 | 16549 0 2841 85.3 | 5.44 | 105393 | 210549 | 26348.2 | | stop_loss | 2332 | 0 0 2332 0 | -31.76 | -74069.3 | -147981 | -18517.3 | | roi | 532 | 438 0 94 82.3 | 16.58 | 8820.4 | 17623.1 | 2205.1 | | exit_long | 22 | 0 0 22 0 | -20.43 | -449.43 | -898.763 | -112.36 | | exit_short | 4 | 0 0 4 0 | -24.08 | -96.33 | -192.514 | -24.08 | | force_exit | 4 | 0 0 4 0 | -9.54 | -38.17 | -76.31 | -9.54 | ======================= MONTH BREAKDOWN ======================== | Month | Tot Profit USDT | Wins | Draws | Losses | |------------+-------------------+--------+---------+----------| | 31/01/2021 | 2199.9 | 815 | 0 | 381 | | 28/02/2021 | 5139.01 | 816 | 0 | 317 | | 31/03/2021 | 1345.78 | 708 | 0 | 295 | | 30/04/2021 | 4559.32 | 754 | 0 | 262 | | 31/05/2021 | 7263.17 | 952 | 0 | 367 | | 30/06/2021 | 3357.27 | 712 | 0 | 250 | | 31/07/2021 | 1421.16 | 590 | 0 | 206 | | 31/08/2021 | 1081.54 | 616 | 0 | 217 | | 30/09/2021 | 5622.4 | 683 | 0 | 172 | | 31/10/2021 | 1467.68 | 486 | 0 | 145 | | 30/11/2021 | 2284.57 | 531 | 0 | 181 | | 31/12/2021 | 2904.35 | 584 | 0 | 178 | | 31/01/2022 | 2449.3 | 536 | 0 | 163 | | 28/02/2022 | 1863.74 | 505 | 0 | 129 | | 31/03/2022 | 1771.22 | 504 | 0 | 128 | | 30/04/2022 | 3631.15 | 524 | 0 | 121 | | 31/05/2022 | 3497.14 | 753 | 0 | 279 | | 30/06/2022 | 4155.69 | 705 | 0 | 234 | | 31/07/2022 | 2555.86 | 521 | 0 | 127 | | 31/08/2022 | 2010.8 | 470 | 0 | 114 | | 30/09/2022 | 943.334 | 350 | 0 | 95 | | 31/10/2022 | 408.315 | 228 | 0 | 73 | | 30/11/2022 | 2257.37 | 416 | 0 | 137 | | 31/12/2022 | 831.872 | 237 | 0 | 49 | | 31/01/2023 | 1601.67 | 404 | 0 | 143 | | 28/02/2023 | 2404.38 | 420 | 0 | 93 | | 31/03/2023 | 1647.27 | 414 | 0 | 95 | | 30/04/2023 | 990.02 | 278 | 0 | 68 | | 31/05/2023 | 1322.65 | 248 | 0 | 42 | | 30/06/2023 | 2233.32 | 312 | 0 | 63 | | 31/07/2023 | 1572.44 | 288 | 0 | 39 | | 31/08/2023 | 1538.19 | 262 | 0 | 54 | | 30/09/2023 | 613.816 | 191 | 0 | 40 | | 31/10/2023 | 76.958 | 174 | 0 | 40 | ==================== 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 | 22284 / 21.7 | | Starting balance | 1000 USDT | | Final balance | 80022.675 USDT | | Absolute profit | 79022.675 USDT | | Total profit % | 7902.27% | | CAGR % | 374.69% | | Sortino | 54.86 | | Sharpe | 52.99 | | Calmar | 2679.34 | | Profit factor | 1.43 | | Expectancy (Ratio) | 3.55 (0.10) | | Trades per day | 21.7 | | Avg. daily profit % | 7.69% | | Avg. stake amount | 199.8 USDT | | Total trade volume | 4452342.238 USDT | | | | | Long / Short | 6920 / 15364 | | Total profit Long % | 2497.61% | | Total profit Short % | 5404.66% | | Absolute profit Long | 24976.091 USDT | | Absolute profit Short | 54046.584 USDT | | | | | Best Pair | BAL/USDT:USDT 6220.43% | | Worst Pair | API3/USDT:USDT -151.62% | | Best trade | UNFI/USDT:USDT 57.94% | | Worst trade | CTK/USDT:USDT -38.71% | | Best day | 1243.698 USDT | | Worst day | -661.516 USDT | | Days win/draw/lose | 711 / 8 / 310 | | Avg. Duration Winners | 2:45:00 | | Avg. Duration Loser | 5:35:00 | | Max Consecutive Wins / Loss | 53 / 11 | | Rejected Entry signals | 1242128 | | Entry/Exit Timeouts | 0 / 10677 | | | | | Min balance | 858.236 USDT | | Max balance | 80098.985 USDT | | Max % of account underwater | 38.81% | | Absolute Drawdown (Account) | 5.49% | | Absolute Drawdown | 1164.461 USDT | | Drawdown high | 20223.879 USDT | | Drawdown low | 19059.417 USDT | | Drawdown Start | 2021-05-23 16:00:00 | | Drawdown End | 2021-05-26 07:00:00 | | 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 | 22284 | 1.78 | 39560.08 | 79022.675 | 7902.27 | 3:25:00 | 16987 0 5297 76.2 | 1164.461 USDT 5.49% | ================================================================================================================================================================================== ''' # 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': 0.279, '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 = -0.316 # Trailing stop: trailing_stop = True trailing_stop_positive = 0.01 trailing_stop_positive_offset = 0.032 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=6.8, decimals = 1, space="buy", optimize = parameters_yes) adx_long_max_2 = DecimalParameter(24.9, 60.0, default=50.5, decimals = 1, space="buy", optimize = parameters_yes) adx_long_min_1 = DecimalParameter(4.0, 6.0, default=5.8, decimals = 1, space="buy", optimize = parameters_yes) adx_long_min_2 = DecimalParameter(18.5, 21.0, default=19.3, decimals = 1, space="buy", optimize = parameters_yes) adx_short_max_1 = DecimalParameter(14.1, 21.9, default=18.9, decimals = 1, space="buy", optimize = parameters_yes) adx_short_max_2 = DecimalParameter(30.6, 55.0, default=48.7, 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=25.9, decimals = 1, space="buy", optimize = parameters_yes) bb_tp_l = IntParameter(15, 35, default=18, 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=12, space="buy", optimize= parameters_yes) rsi_tp_s = IntParameter(10, 25, default=10, space="buy", optimize= parameters_yes) volume_check = IntParameter(10, 45, default=19, space="buy", optimize= parameters_yes) volume_check_s = IntParameter(15, 45, default=24, space="buy", optimize= parameters_yes) atr_long_mul = DecimalParameter(1.1, 6.0, default=4.0, decimals = 1, space="sell", optimize = parameters_yes) atr_short_mul = DecimalParameter(1.1, 6.0, default=5.4, decimals = 1, space="sell", optimize = parameters_yes) ema_period_l_exit = IntParameter(22, 200, default=76, space="sell", optimize= parameters_yes) ema_period_s_exit = IntParameter(22, 200, default=42, space="sell", optimize= parameters_yes) volume_check_exit = IntParameter(10, 45, default=36, space="sell", optimize= parameters_yes) volume_check_exit_s = IntParameter(15, 45, default=45, space="sell", optimize= parameters_yes) protect_optimize = True # cooldown_lookback = IntParameter(1, 40, default=4, space="protection", optimize=protect_optimize) max_drawdown_lookback = IntParameter(1, 50, default=2, space="protection", optimize=protect_optimize) max_drawdown_trade_limit = IntParameter(1, 3, default=1, space="protection", optimize=protect_optimize) max_drawdown_stop_duration = IntParameter(1, 50, default=4, space="protection", optimize=protect_optimize) max_allowed_drawdown = DecimalParameter(0.05, 0.30, default=0.10, decimals=2, space="protection", optimize=protect_optimize) stoploss_guard_lookback = IntParameter(1, 50, default=8, space="protection", optimize=protect_optimize) stoploss_guard_trade_limit = IntParameter(1, 3, default=1, space="protection", optimize=protect_optimize) stoploss_guard_stop_duration = IntParameter(1, 50, default=4, space="protection", optimize=protect_optimize) @property def protections(self): return [ # { # "method": "CooldownPeriod", # "stop_duration_candles": self.cooldown_lookback.value # }, { "method": "MaxDrawdown", "lookback_period_candles": self.max_drawdown_lookback.value, "trade_limit": self.max_drawdown_trade_limit.value, "stop_duration_candles": self.max_drawdown_stop_duration.value, "max_allowed_drawdown": self.max_allowed_drawdown.value }, { "method": "StoplossGuard", "lookback_period_candles": self.stoploss_guard_lookback.value, "trade_limit": self.stoploss_guard_trade_limit.value, "stop_duration_candles": self.stoploss_guard_stop_duration.value, "only_per_pair": False } ] # ema_long = IntParameter(50, 250, default=100, space="buy") # ema_short = IntParameter(50, 250, default=100, space="buy") # sell_rsi = IntParameter(60, 90, default=70, space="sell") # Optional order type mapping. order_types = { 'entry': 'limit', 'exit': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False } # Optional order time in force. order_time_in_force = { 'entry': 'GTC', 'exit': 'GTC' } @property def plot_config(self): return { # Main plot indicators (Moving averages, ...) 'main_plot': { 'tema': {}, 'sar': {'color': 'white'}, }, 'subplots': { # Subplots - each dict defines one additional plot "MACD": { 'macd': {'color': 'blue'}, 'macdsignal': {'color': 'orange'}, }, "RSI": { 'rsi': {'color': 'red'}, } } } def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: if not self.dp: # Don't do anything if DataProvider is not available. return dataframe L_optimize_trend_alert = trade_signal(dataframe=dataframe, rsi_tp= self.rsi_tp_l.value, bb_tp = self.bb_tp_l.value ) dataframe['trend_l'] = L_optimize_trend_alert['signal'] 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['signal'] # ADX dataframe['adx'] = ta.ADX(dataframe) # ATR dataframe['atr'] = ta.ATR(dataframe, timeperiod=20) # EMA dataframe['ema_l'] = ta.EMA(dataframe['close'], timeperiod=self.ema_period_l_exit.value) dataframe['ema_s'] = ta.EMA(dataframe['close'], timeperiod=self.ema_period_s_exit.value) # Volume Weighted dataframe['volume_mean'] = dataframe['volume'].rolling(self.volume_check.value).mean().shift(1) dataframe['volume_mean_exit'] = dataframe['volume'].rolling(self.volume_check_exit.value).mean().shift(1) dataframe['volume_mean_s'] = dataframe['volume'].rolling(self.volume_check_s.value).mean().shift(1) dataframe['volume_mean_exit_s'] = dataframe['volume'].rolling(self.volume_check_exit_s.value).mean().shift(1) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( ( (dataframe['adx'] > self.adx_long_min_1.value) & # trend strength confirmation (dataframe['adx'] < self.adx_long_max_1.value) ) | ( (dataframe['adx'] > self.adx_long_min_2.value) & # trend strength confirmation (dataframe['adx'] < self.adx_long_max_2.value) ) & # trend strength confirmation (dataframe['trend_l'] > 0) & (dataframe['volume'] > dataframe['volume_mean']) & (dataframe['volume'] > 0) ), 'enter_long'] = 1 dataframe.loc[ ( ( (dataframe['adx'] > self.adx_short_min_1.value) & # trend strength confirmation (dataframe['adx'] < self.adx_short_max_1.value) ) | ( (dataframe['adx'] > self.adx_short_min_2.value) & # trend strength confirmation (dataframe['adx'] < self.adx_short_max_2.value) ) & # trend strength confirmation (dataframe['trend_s'] < 0) & (dataframe['volume'] > dataframe['volume_mean_s']) # volume weighted indicator ), 'enter_short'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions_long = [] conditions_short = [] dataframe.loc[:, 'exit_tag'] = '' exit_long = ( # (dataframe['close'] < dataframe['low'].shift(self.sell_shift.value)) & (dataframe['close'] < (dataframe['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 |
Strategy League — fixed backtest that feeds the ranking
The fixed-params backtest (33 pairs · 20210101-20260101) — the only run that feeds the Strategy League ranking.
Backtests — over a market period
Backtest this strategy over a chosen crypto-cycle period. These don't affect the League ranking, and need that period's candle data downloaded.
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| Period | Range | Total % | Win % | Max DD | Trades | |
|---|---|---|---|---|---|---|
| 2020 · DeFi Summer & Pre-Halving Rally | 20200101-20210101 | not run | ||||
| 2021 · Institutional Bull Market | 20210101-20220101 | not run | ||||
| 2022 · Post-Bull Crash & Macro Tightening | 20220101-20230101 | not run | ||||
| 2023–2024 · Recovery & ETF Anticipation | 20230101-20250101 | not run | ||||
| 2025–2026 · Current Cycle | 20250101-20260101 | not run | ||||
Walk forward
Out-of-sample backtest on recent data · 33 pairs · 20260101-20260701.
Backtest trust check
Static source analysis — instant, does not run the strategy. Flags future-data leaks, backtest-realism problems, and indicators worth a second look.
Lookahead analysis
freqtrade lookahead-analysis: detects strategies peeking at future candles.