✨ AI Search 🔒
💬 Forum

CusTrend_coralTrend_Adx_EMA_Oct_1h

🏆 League #12 / 1909
♡

remiotore/ccxt-freqtrade/strategies/CusTrend_coralTrend_Adx_EMA_Oct_1h.py · ★3 · ⑂2 · first seen 2026-07-16 · repo updated 2026-01-11 · ⬇ 2 downloads

Basics mode: futures timeframe: 1h interface version: 3 4h
Settings stoploss: -0.347 has minimal roi trailing protections process only new candles startup candle count: 30 hyperopt hyperopt params: 17
Indicators ADX EMA RSI SAR pandas_ta talib technical
Concepts risk_management trailing trend_following
Methods coral_trend determine_trend leverage plot_config protections
3 related strategies (⧉ identical code, ≈ similar name)

Each tile is a different kind of check — from an instant code lint to full sandboxed backtests and forward tests on recent data. Not sure what a check actually proves? See the FAQ →

Source

Download Raw 
  1
  2
  3
  4
  5
  6
  7
  8
  9
 10
 11
 12
 13
 14
 15
 16
 17
 18
 19
 20
 21
 22
 23
 24
 25
 26
 27
 28
 29
 30
 31
 32
 33
 34
 35
 36
 37
 38
 39
 40
 41
 42
 43
 44
 45
 46
 47
 48
 49
 50
 51
 52
 53
 54
 55
 56
 57
 58
 59
 60
 61
 62
 63
 64
 65
 66
 67
 68
 69
 70
 71
 72
 73
 74
 75
 76
 77
 78
 79
 80
 81
 82
 83
 84
 85
 86
 87
 88
 89
 90
 91
 92
 93
 94
 95
 96
 97
 98
 99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
from functools import reduce
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)


import talib.abstract as ta
import pandas_ta as pta
from technical import qtpylib



'''
The "Coral Trend Indicator" is a trend-following indicator that uses a combination of exponential moving averages (EMAs) and the Commodity Channel Index (CCI) to identify trends and potential reversal points

This code imports the necessary libraries (pandas and numpy) and defines a function called coral_trend() that takes a DataFrame of cryptocurrency data (with a "close" column) and the EMA period, CCI period, and CCI threshold as inputs. The function first calculates the fast and slow exponential moving averages (EMAs) of the cryptocurrency and stores them in new columns called "ema_fast" and "ema_slow", respectively. It then calculates the Commodity Channel Index (CCI) of the cryptocurrency and stores it in a new column called "cci".

The function then determines the trend based on the EMAs and CCI, and stores it in a new column called "coral_trend".

The coral_trend() function determines the trend by using the np.where() function to set the value of the "coral_trend" column based on the following conditions:

    If the fast EMA is greater than the slow EMA and the CCI is less than the negative CCI threshold, then the trend is set to 1 (indicating an uptrend).
    If the fast EMA is less than the slow EMA and the CCI is greater than the positive CCI threshold, then the trend is set to -1 (indicating a downtrend).
    Otherwise, the trend is set to 0 (indicating no trend or a neutral market).

The coral_trend() function then returns the modified DataFrame with the "coral_trend" column added.
'''
def coral_trend(df, ema_period=10, cci_period=20, cci_threshold=100):

    df['ema_fast'] = df['close'].ewm(span=ema_period, adjust=False).mean()
    df['ema_slow'] = df['close'].ewm(span=ema_period*2, adjust=False).mean()

    df['cci'] = ((df['close'] - df['close'].rolling(cci_period).mean()) / df['close'].rolling(cci_period).std()) * np.sqrt(cci_period)

    df['coral_trend'] = np.where((df['ema_fast'] > df['ema_slow']) & (df['cci'] < -cci_threshold), 1, 0)
    df['coral_trend'] = np.where((df['ema_fast'] < df['ema_slow']) & (df['cci'] > cci_threshold), -1, df['coral_trend'])
    
    return df


def determine_trend(df):
    df['trend'] = 0
    for i in range(2, len(df)):
        close_prev = df['close'].iloc[i-1]
        close = df['close'].iloc[i]
        high_prev = df['high'].iloc[i-1]
        low_prev = df['low'].iloc[i-1]
        open_prev = df['open'].iloc[i-1]
        high = df['high'].iloc[i]
        low = df['low'].iloc[i]
        open = df['open'].iloc[i] 

        if (
            close_prev < close and
            high_prev < high and
            high_prev < close and
            low_prev < low and  # Close of previous candle is lower than present candle
            close - open > (close_prev - open_prev) and

            open < close and 
            open_prev < close_prev and

            high_prev - close_prev < close_prev - open_prev and  # High - Close < Close - Open for previous candle
            high - close < close - open  # High - Close < Close - Open for present candle
        ):
            df.at[i, 'trend'] = 1

        elif (
            close_prev > close and
            high_prev > high and
            low_prev > low and   # Close of previous candle is higher than present candle
            low_prev > close and   # Close of previous candle is higher than present candle
            open > close and 
            open_prev > close_prev and

            open - close > (open_prev - close_prev) and

            close_prev - low_prev < open_prev - close_prev and  # Close - Low < Open - Close for previous candle
            close - low < open - close  # Close - Low < Open - Close for present candle
        ):
            df.at[i, 'trend'] = -1

    return df


class CusTrend_coralTrend_Adx_EMA_Oct_1h(IStrategy):


    INTERFACE_VERSION = 3

    timeframe = '1h'

    can_short = True



    '''

 




sudo docker-compose run freqtrade backtesting --strategy CusTrend_coralTrend_Adx_EMA_Oct_1h -i 1h --export trades --breakdown month --timerange 20210101-20230815
2023-10-03 15:12:26,838 - freqtrade - INFO - freqtrade 2023.7
2023-10-03 15:12:34,359 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 200.
2023-10-03 15:12:34,359 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 10, 'exit': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}.
2023-10-03 15:12:34,359 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
2023-10-03 15:12:34,360 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.101, '373': 0.068, '1088': 0.025, '1336': 0}
2023-10-03 15:12:34,360 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 1h
2023-10-03 15:12:34,360 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.347
2023-10-03 15:12:34,360 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
2023-10-03 15:12:34,360 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
2023-10-03 15:12:34,360 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.012
2023-10-03 15:12:34,360 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: True
2023-10-03 15:12:34,360 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
2023-10-03 15:12:34,360 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
2023-10-03 15:12:34,360 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False}
2023-10-03 15:12:34,361 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
2023-10-03 15:12:34,361 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
2023-10-03 15:12:34,361 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 200
2023-10-03 15:12:34,361 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using protections: [{'method': 'MaxDrawdown', 'lookback_period_candles': 2, 'trade_limit': 1, 'stop_duration_candles': 4, 'max_allowed_drawdown': 0.1}, {'method': 'StoplossGuard', 'lookback_period_candles': 8, 'trade_limit': 1, 'stop_duration_candles': 4, 'only_per_pair': False}]
2023-10-03 15:12:34,361 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30


2023-10-03 15:14:52,156 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy CusTrend_coralTrend_Adx_EMA_Oct_1h
2023-10-03 15:14:52,156 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_long_max = 50
2023-10-03 15:14:52,157 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_long_min = 21
2023-10-03 15:14:52,157 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_short_max = 51
2023-10-03 15:14:52,157 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_short_min = 13
2023-10-03 15:14:52,157 - freqtrade.strategy.hyper - INFO - Strategy Parameter: ema_period = 142
2023-10-03 15:14:52,157 - freqtrade.strategy.hyper - INFO - Strategy Parameter: leverage_num = 4
2023-10-03 15:14:52,158 - freqtrade.strategy.hyper - INFO - Strategy Parameter: volume_check = 22
2023-10-03 15:14:52,158 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_shift = 5
2023-10-03 15:14:52,158 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_shift_short = 5
2023-10-03 15:14:52,158 - freqtrade.strategy.hyper - INFO - Strategy Parameter: volume_check_exit = 19
2023-10-03 15:14:52,159 - freqtrade.strategy.hyper - INFO - Strategy Parameter: max_allowed_drawdown = 0.1
2023-10-03 15:14:52,159 - freqtrade.strategy.hyper - INFO - Strategy Parameter: max_drawdown_lookback = 2
2023-10-03 15:14:52,159 - freqtrade.strategy.hyper - INFO - Strategy Parameter: max_drawdown_stop_duration = 4
2023-10-03 15:14:52,159 - freqtrade.strategy.hyper - INFO - Strategy Parameter: max_drawdown_trade_limit = 1
2023-10-03 15:14:52,159 - freqtrade.strategy.hyper - INFO - Strategy Parameter: stoploss_guard_lookback = 8
2023-10-03 15:14:52,159 - freqtrade.strategy.hyper - INFO - Strategy Parameter: stoploss_guard_stop_duration = 4
2023-10-03 15:14:52,160 - freqtrade.strategy.hyper - INFO - Strategy Parameter: stoploss_guard_trade_limit = 1


=========================================================== ENTER TAG STATS ===========================================================
|   TAG |   Entries |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |
|-------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| TOTAL |     19512 |           1.53 |       29904.97 |         59666.204 |        5966.62 |        1:27:00 | 15205     0  4307  77.9 |
======================================================= EXIT REASON STATS ========================================================
|        Exit Reason |   Exits |   Win  Draws  Loss  Win% |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |
|--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------|
| trailing_stop_loss |   13767 |  11305     0  2462  82.1 |           1.5  |       20712.3  |         41334.9   |        5178.08 |
|                roi |    3912 |   3899     0    13  99.7 |           9.93 |       38849.4  |         77530.3   |        9712.34 |
|          exit_long |     846 |      1     0   845   0.1 |         -14.05 |      -11885.5  |        -23720.7   |       -2971.38 |
|         exit_short |     723 |      0     0   723     0 |         -11.59 |       -8378.26 |        -16724.4   |       -2094.57 |
|          stop_loss |     259 |      0     0   259     0 |         -34.87 |       -9030.74 |        -18029.8   |       -2257.69 |
|        liquidation |       4 |      0     0     4     0 |         -89.06 |        -356.25 |          -712.153 |         -89.06 |
|         force_exit |       1 |      0     0     1     0 |          -5.95 |          -5.95 |           -11.907 |          -1.49 |
======================= MONTH BREAKDOWN ========================
|      Month |   Tot Profit USDT |   Wins |   Draws |   Losses |
|------------+-------------------+--------+---------+----------|
| 31/01/2021 |          2053.09  |    377 |       0 |       93 |
| 28/02/2021 |          2911.42  |    532 |       0 |       93 |
| 31/03/2021 |          3454.87  |    619 |       0 |      153 |
| 30/04/2021 |          3404.27  |    597 |       0 |      135 |
| 31/05/2021 |          2013.48  |    531 |       0 |      120 |
| 30/06/2021 |          2163.77  |    479 |       0 |      114 |
| 31/07/2021 |          1982.28  |    543 |       0 |      135 |
| 31/08/2021 |          1980.32  |    557 |       0 |      155 |
| 30/09/2021 |          3063.71  |    483 |       0 |      107 |
| 31/10/2021 |          2045.31  |    540 |       0 |      162 |
| 30/11/2021 |          3190.49  |    629 |       0 |      152 |
| 31/12/2021 |          2820.53  |    540 |       0 |      123 |
| 31/01/2022 |          2365.55  |    504 |       0 |      116 |
| 28/02/2022 |          1496.26  |    449 |       0 |      145 |
| 31/03/2022 |          1702.11  |    521 |       0 |      168 |
| 30/04/2022 |          2633.78  |    522 |       0 |      147 |
| 31/05/2022 |          2176.6   |    514 |       0 |      120 |
| 30/06/2022 |          2342.53  |    495 |       0 |      138 |
| 31/07/2022 |          2140.83  |    483 |       0 |      152 |
| 31/08/2022 |          1366.66  |    429 |       0 |      146 |
| 30/09/2022 |           956.942 |    417 |       0 |      148 |
| 31/10/2022 |          1152.5   |    405 |       0 |      146 |
| 30/11/2022 |          1286.25  |    424 |       0 |      126 |
| 31/12/2022 |           883.354 |    418 |       0 |      155 |
| 31/01/2023 |          1521.18  |    462 |       0 |      138 |
| 28/02/2023 |          2311.52  |    491 |       0 |      113 |
| 31/03/2023 |           664.388 |    428 |       0 |      154 |
| 30/04/2023 |          1015.03  |    413 |       0 |      129 |
| 31/05/2023 |           677.527 |    389 |       0 |      134 |
| 30/06/2023 |          1286.08  |    453 |       0 |      133 |
| 31/07/2023 |           478.821 |    368 |       0 |      177 |
| 31/08/2023 |           124.745 |    193 |       0 |       80 |
=================== SUMMARY METRICS ====================
| Metric                      | Value                  |
|-----------------------------+------------------------|
| Backtesting from            | 2021-01-02 06:00:00    |
| Backtesting to              | 2023-08-15 00:00:00    |
| Max open trades             | 4                      |
|                             |                        |
| Total/Daily Avg Trades      | 19512 / 20.45          |
| Starting balance            | 1000 USDT              |
| Final balance               | 60666.204 USDT         |
| Absolute profit             | 59666.204 USDT         |
| Total profit %              | 5966.62%               |
| CAGR %                      | 381.01%                |
| Sortino                     | 63.30                  |
| Sharpe                      | 74.94                  |
| Calmar                      | 8256.74                |
| Profit factor               | 1.72                   |
| Expectancy (Ratio)          | 3.06 (0.16)            |
| Trades per day              | 20.45                  |
| Avg. daily profit %         | 6.25%                  |
| Avg. stake amount           | 199.529 USDT           |
| Total trade volume          | 3893209.107 USDT       |
|                             |                        |
| Long / Short                | 11155 / 8357           |
| Total profit Long %         | 3511.16%               |
| Total profit Short %        | 2455.46%               |
| Absolute profit Long        | 35111.567 USDT         |
| Absolute profit Short       | 24554.637 USDT         |
|                             |                        |
| Best Pair                   | CRV/USDT:USDT 1223.38% |
| Worst Pair                  | CHZ/USDT:USDT -64.24%  |
| Best trade                  | BEL/USDT:USDT 13.43%   |
| Worst trade                 | FTM/USDT:USDT -92.36%  |
| Best day                    | 416.069 USDT           |
| Worst day                   | -295.425 USDT          |
| Days win/draw/lose          | 718 / 0 / 231          |
| Avg. Duration Winners       | 0:53:00                |
| Avg. Duration Loser         | 3:28:00                |
| Max Consecutive Wins / Loss | 41 / 9                 |
| Rejected Entry signals      | 34147                  |
| Entry/Exit Timeouts         | 0 / 5491               |
|                             |                        |
| Min balance                 | 1020.199 USDT          |
| Max balance                 | 60788.167 USDT         |
| Max % of account underwater | 22.01%                 |
| Absolute Drawdown (Account) | 1.45%                  |
| Absolute Drawdown           | 597.565 USDT           |
| Drawdown high               | 40292.12 USDT          |
| Drawdown low                | 39694.556 USDT         |
| Drawdown Start              | 2022-05-11 12:00:00    |
| Drawdown End                | 2022-05-11 13:00:00    |
| Market change               | 23.42%                 |
========================================================

Backtested 2021-01-02 06:00:00 -> 2023-08-15 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 |
|------------------------------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------+---------------------|
| CusTrend_coralTrend_Adx_EMA_Oct_1h |     19512 |           1.53 |       29904.97 |         59666.204 |        5966.62 |        1:27:00 | 15205     0  4307  77.9 | 597.565 USDT  1.45% |
==========================================================================================================================================================================================






(((((((below results are with protections enabled during backtest))))))


sudo docker-compose run freqtrade backtesting --strategy CusTrend_coralTrend_Adx_EMA_Oct_1h -i 1h --export trades --breakdown month --timerange 20210101-20230815 --enable-protections

2023-10-06 14:12:49,859 - freqtrade.strategy.hyper - INFO - Loading parameters from file /freqtrade/user_data/strategies/CusTrend_coralTrend_Adx_EMA_Oct_1h.json
2023-10-06 14:12:49,860 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 1h.
2023-10-06 14:12:49,860 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
2023-10-06 14:12:49,860 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 200.
2023-10-06 14:12:49,860 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 10, 'exit': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}.
2023-10-06 14:12:49,860 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
2023-10-06 14:12:49,860 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.101, '373': 0.068, '1088': 0.025, '1336': 0}
2023-10-06 14:12:49,860 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 1h
2023-10-06 14:12:49,860 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.347
2023-10-06 14:12:49,861 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
2023-10-06 14:12:49,861 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
2023-10-06 14:12:49,861 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.012
2023-10-06 14:12:49,861 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: True
2023-10-06 14:12:49,861 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
2023-10-06 14:12:49,861 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
2023-10-06 14:12:49,861 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False}
2023-10-06 14:12:49,861 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
2023-10-06 14:12:49,861 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
2023-10-06 14:12:49,861 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 200
2023-10-06 14:12:49,861 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using protections: [{'method': 'MaxDrawdown', 'lookback_period_candles': 2, 'trade_limit': 1, 'stop_duration_candles': 4, 'max_allowed_drawdown': 0.1}, {'method': 'StoplossGuard', 'lookback_period_candles': 8, 'trade_limit': 1, 'stop_duration_candles': 4, 'only_per_pair': False}]
2023-10-06 14:12:49,861 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
2023-10-06 14:12:49,862 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 10, 'exit': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}

2023-10-06 14:15:06,723 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy CusTrend_coralTrend_Adx_EMA_Oct_1h
2023-10-06 14:15:06,724 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_long_max = 50
2023-10-06 14:15:06,724 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_long_min = 21
2023-10-06 14:15:06,724 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_short_max = 51
2023-10-06 14:15:06,724 - freqtrade.strategy.hyper - INFO - Strategy Parameter: adx_short_min = 13
2023-10-06 14:15:06,724 - freqtrade.strategy.hyper - INFO - Strategy Parameter: ema_period = 142
2023-10-06 14:15:06,724 - freqtrade.strategy.hyper - INFO - Strategy Parameter: leverage_num = 4
2023-10-06 14:15:06,725 - freqtrade.strategy.hyper - INFO - Strategy Parameter: volume_check = 22
2023-10-06 14:15:06,725 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_shift = 5
2023-10-06 14:15:06,726 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_shift_short = 5
2023-10-06 14:15:06,726 - freqtrade.strategy.hyper - INFO - Strategy Parameter: volume_check_exit = 19
2023-10-06 14:15:06,726 - freqtrade.strategy.hyper - INFO - Strategy Parameter: max_allowed_drawdown = 0.1
2023-10-06 14:15:06,726 - freqtrade.strategy.hyper - INFO - Strategy Parameter: max_drawdown_lookback = 2
2023-10-06 14:15:06,727 - freqtrade.strategy.hyper - INFO - Strategy Parameter: max_drawdown_stop_duration = 4
2023-10-06 14:15:06,727 - freqtrade.strategy.hyper - INFO - Strategy Parameter: max_drawdown_trade_limit = 1
2023-10-06 14:15:06,727 - freqtrade.strategy.hyper - INFO - Strategy Parameter: stoploss_guard_lookback = 8
2023-10-06 14:15:06,727 - freqtrade.strategy.hyper - INFO - Strategy Parameter: stoploss_guard_stop_duration = 4
2023-10-06 14:15:06,727 - freqtrade.strategy.hyper - INFO - Strategy Parameter: stoploss_guard_trade_limit = 1


========================================================== LEFT OPEN TRADES REPORT ============================================================
|           Pair |   Entries |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |
|----------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| GALA/USDT:USDT |         1 |          -5.95 |          -5.95 |           -11.907 |          -1.19 |        7:00:00 |     0     0     1     0 |
|          TOTAL |         1 |          -5.95 |          -5.95 |           -11.907 |          -1.19 |        7:00:00 |     0     0     1     0 |
=========================================================== ENTER TAG STATS ===========================================================
|   TAG |   Entries |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |
|-------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| TOTAL |     12791 |           1.56 |       19950.24 |         39782.063 |        3978.21 |        1:30:00 |  9959     0  2832  77.9 |
======================================================= EXIT REASON STATS ========================================================
|        Exit Reason |   Exits |   Win  Draws  Loss  Win% |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |
|--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------|
| trailing_stop_loss |    8977 |   7408     0  1569  82.5 |           1.53 |       13742.8  |         27415.6   |        3435.7  |
|                roi |    2561 |   2550     0    11  99.6 |           9.94 |       25457.8  |         50795.8   |        6364.46 |
|          exit_long |     557 |      1     0   556   0.2 |         -13.54 |       -7541.39 |        -15057.9   |       -1885.35 |
|         exit_short |     537 |      0     0   537     0 |         -11.43 |       -6136.11 |        -12252.9   |       -1534.03 |
|          stop_loss |     157 |      0     0   157     0 |         -34.88 |       -5476.45 |        -10929.7   |       -1369.11 |
|        liquidation |       1 |      0     0     1     0 |         -90.49 |         -90.49 |          -176.769 |         -22.62 |
|         force_exit |       1 |      0     0     1     0 |          -5.95 |          -5.95 |           -11.907 |          -1.49 |
======================= MONTH BREAKDOWN ========================
|      Month |   Tot Profit USDT |   Wins |   Draws |   Losses |
|------------+-------------------+--------+---------+----------|
| 31/01/2021 |          1275.61  |    240 |       0 |       54 |
| 28/02/2021 |          2852.33  |    396 |       0 |       60 |
| 31/03/2021 |          2069.72  |    369 |       0 |       91 |
| 30/04/2021 |          2386.87  |    368 |       0 |       79 |
| 31/05/2021 |          1600.44  |    353 |       0 |       69 |
| 30/06/2021 |          1250.87  |    307 |       0 |       82 |
| 31/07/2021 |          1149.51  |    332 |       0 |       95 |
| 31/08/2021 |           927.824 |    321 |       0 |      108 |
| 30/09/2021 |          1609     |    301 |       0 |       71 |
| 31/10/2021 |          1141.03  |    320 |       0 |      104 |
| 30/11/2021 |          1895.8   |    357 |       0 |       83 |
| 31/12/2021 |          1609.43  |    365 |       0 |       86 |
| 31/01/2022 |          1689.36  |    349 |       0 |       77 |
| 28/02/2022 |          1171.06  |    276 |       0 |       78 |
| 31/03/2022 |          1243.72  |    344 |       0 |       97 |
| 30/04/2022 |          1821.71  |    350 |       0 |       91 |
| 31/05/2022 |          2133.85  |    370 |       0 |       74 |
| 30/06/2022 |          1874.28  |    347 |       0 |       88 |
| 31/07/2022 |          1003.94  |    277 |       0 |       96 |
| 31/08/2022 |            98.924 |    262 |       0 |      105 |
| 30/09/2022 |           720.696 |    284 |       0 |      102 |
| 31/10/2022 |           376.107 |    260 |       0 |      108 |
| 30/11/2022 |           833.128 |    286 |       0 |       90 |
| 31/12/2022 |           780.569 |    295 |       0 |      107 |
| 31/01/2023 |          1443.17  |    308 |       0 |       95 |
| 28/02/2023 |          1562.92  |    319 |       0 |       78 |
| 31/03/2023 |           796.425 |    320 |       0 |      107 |
| 30/04/2023 |           651.015 |    291 |       0 |       96 |
| 31/05/2023 |           443.557 |    281 |       0 |      103 |
| 30/06/2023 |           634.855 |    313 |       0 |       97 |
| 31/07/2023 |           528.381 |    241 |       0 |      104 |
| 31/08/2023 |           205.956 |    157 |       0 |       57 |
==================== SUMMARY METRICS ====================
| Metric                      | Value                   |
|-----------------------------+-------------------------|
| Backtesting from            | 2021-01-02 06:00:00     |
| Backtesting to              | 2023-08-15 00:00:00     |
| Max open trades             | 4                       |
|                             |                         |
| Total/Daily Avg Trades      | 12791 / 13.41           |
| Starting balance            | 1000 USDT               |
| Final balance               | 40782.063 USDT          |
| Absolute profit             | 39782.063 USDT          |
| Total profit %              | 3978.21%                |
| CAGR %                      | 313.20%                 |
| Sortino                     | 43.84                   |
| Sharpe                      | 51.00                   |
| Calmar                      | 2220.01                 |
| Profit factor               | 1.75                    |
| Expectancy (Ratio)          | 3.11 (0.17)             |
| Trades per day              | 13.41                   |
| Avg. daily profit %         | 4.17%                   |
| Avg. stake amount           | 199.546 USDT            |
| Total trade volume          | 2552392.418 USDT        |
|                             |                         |
| Long / Short                | 7084 / 5707             |
| Total profit Long %         | 2402.00%                |
| Total profit Short %        | 1576.21%                |
| Absolute profit Long        | 24019.99 USDT           |
| Absolute profit Short       | 15762.073 USDT          |
|                             |                         |
| Best Pair                   | AAVE/USDT:USDT 590.51%  |
| Worst Pair                  | ARPA/USDT:USDT -118.23% |
| Best trade                  | BEL/USDT:USDT 13.43%    |
| Worst trade                 | KSM/USDT:USDT -90.49%   |
| Best day                    | 361.297 USDT            |
| Worst day                   | -255.427 USDT           |
| Days win/draw/lose          | 665 / 0 / 284           |
| Avg. Duration Winners       | 0:53:00                 |
| Avg. Duration Loser         | 3:39:00                 |
| Max Consecutive Wins / Loss | 39 / 7                  |
| Rejected Entry signals      | 21224                   |
| Entry/Exit Timeouts         | 0 / 3623                |
|                             |                         |
| Min balance                 | 1020.199 USDT           |
| Max balance                 | 40793.97 USDT           |
| Max % of account underwater | 15.36%                  |
| Absolute Drawdown (Account) | 3.59%                   |
| Absolute Drawdown           | 453.002 USDT            |
| Drawdown high               | 11623.195 USDT          |
| Drawdown low                | 11170.192 USDT          |
| Drawdown Start              | 2021-06-30 02:00:00     |
| Drawdown End                | 2021-07-05 18:00:00     |
| Market change               | 26.08%                  |
=========================================================

Backtested 2021-01-02 06:00:00 -> 2023-08-15 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 |
|------------------------------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------+---------------------|
| CusTrend_coralTrend_Adx_EMA_Oct_1h |     12791 |           1.56 |       19950.24 |         39782.063 |        3978.21 |        1:30:00 |  9959     0  2832  77.9 | 453.002 USDT  3.59% |
==========================================================================================================================================================================================





(((((Below is with leverage of 3, remaining all same)))))


sudo docker-compose run freqtrade backtesting --strategy CusTrend_coralTrend_Adx_EMA_Oct_1h -i 1h --export trades --breakdown month --timerange 20210101-20230815

2023-10-06 15:06:59,305 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 10, 'exit': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}.
2023-10-06 15:06:59,305 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
2023-10-06 15:06:59,305 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.101, '373': 0.068, '1088': 0.025, '1336': 0}
2023-10-06 15:06:59,305 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 1h
2023-10-06 15:06:59,305 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.347
2023-10-06 15:06:59,305 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
2023-10-06 15:06:59,305 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
2023-10-06 15:06:59,306 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.012
2023-10-06 15:06:59,306 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: True
2023-10-06 15:06:59,306 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
2023-10-06 15:06:59,306 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
2023-10-06 15:06:59,306 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False}
2023-10-06 15:06:59,306 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
2023-10-06 15:06:59,307 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
2023-10-06 15:06:59,307 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 200
2023-10-06 15:06:59,307 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using protections: [{'method': 'MaxDrawdown', 'lookback_period_candles': 2, 'trade_limit': 1, 'stop_duration_candles': 4, 'max_allowed_drawdown': 0.1}, {'method': 'StoplossGuard', 'lookback_period_candles': 8, 'trade_limit': 1, 'stop_duration_candles': 4, 'only_per_pair': False}]

2023-10-06 15:09:19,196 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values.
2023-10-06 15:09:19,197 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_long_max = 50
2023-10-06 15:09:19,197 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_long_min = 21
2023-10-06 15:09:19,197 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_short_max = 51
2023-10-06 15:09:19,197 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_short_min = 13
2023-10-06 15:09:19,198 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): ema_period = 142
2023-10-06 15:09:19,198 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): leverage_num = 3
2023-10-06 15:09:19,198 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): volume_check = 22
2023-10-06 15:09:19,198 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values.
2023-10-06 15:09:19,199 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): sell_shift = 5
2023-10-06 15:09:19,199 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): sell_shift_short = 5
2023-10-06 15:09:19,199 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): volume_check_exit = 19
2023-10-06 15:09:19,199 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
2023-10-06 15:09:19,200 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_allowed_drawdown = 0.1
2023-10-06 15:09:19,200 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_drawdown_lookback = 2
2023-10-06 15:09:19,200 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_drawdown_stop_duration = 4
2023-10-06 15:09:19,200 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_drawdown_trade_limit = 1
2023-10-06 15:09:19,200 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): stoploss_guard_lookback = 8
2023-10-06 15:09:19,200 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): stoploss_guard_stop_duration = 4
2023-10-06 15:09:19,201 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): stoploss_guard_trade_limit = 1

=========================================================== ENTER TAG STATS ===========================================================
|   TAG |   Entries |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |
|-------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| TOTAL |     18751 |           1.15 |       21622.33 |         43118.159 |        4311.82 |        1:44:00 | 15103     0  3648  80.5 |
======================================================= EXIT REASON STATS ========================================================
|        Exit Reason |   Exits |   Win  Draws  Loss  Win% |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |
|--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------|
| trailing_stop_loss |   14214 |  12677     0  1537  89.2 |           1.58 |       22404.4  |         44669.5   |        5601.09 |
|                roi |    2449 |   2425     0    24  99.0 |           9.8  |       24004.2  |         47867     |        6001.05 |
|          exit_long |    1073 |      1     0  1072   0.1 |         -11.68 |      -12528.3  |        -24970.7   |       -3132.07 |
|         exit_short |     907 |      0     0   907     0 |          -9.33 |       -8460.04 |        -16883.5   |       -2115.01 |
|          stop_loss |     106 |      0     0   106     0 |         -34.91 |       -3700.76 |         -7369.9   |        -925.19 |
|        liquidation |       1 |      0     0     1     0 |         -92.7  |         -92.7  |          -185.369 |         -23.18 |
|         force_exit |       1 |      0     0     1     0 |          -4.46 |          -4.46 |            -8.93  |          -1.12 |
======================= MONTH BREAKDOWN ========================
|      Month |   Tot Profit USDT |   Wins |   Draws |   Losses |
|------------+-------------------+--------+---------+----------|
| 31/01/2021 |          1756.89  |    380 |       0 |       76 |
| 28/02/2021 |          2441.77  |    541 |       0 |       83 |
| 31/03/2021 |          2451.61  |    622 |       0 |      127 |
| 30/04/2021 |          2758.34  |    610 |       0 |      103 |
| 31/05/2021 |          1283.99  |    527 |       0 |      105 |
| 30/06/2021 |          1222.95  |    493 |       0 |       87 |
| 31/07/2021 |          1916.85  |    560 |       0 |      108 |
| 31/08/2021 |          1450.2   |    552 |       0 |      128 |
| 30/09/2021 |          2207.33  |    481 |       0 |       81 |
| 31/10/2021 |          1117.35  |    504 |       0 |      136 |
| 30/11/2021 |          2696.59  |    629 |       0 |      119 |
| 31/12/2021 |          1585.04  |    536 |       0 |      111 |
| 31/01/2022 |          1230.31  |    494 |       0 |      112 |
| 28/02/2022 |          1145.33  |    467 |       0 |      114 |
| 31/03/2022 |          1360.21  |    526 |       0 |      134 |
| 30/04/2022 |          1865.96  |    516 |       0 |      130 |
| 31/05/2022 |          2285.81  |    534 |       0 |       92 |
| 30/06/2022 |          1999.68  |    510 |       0 |      115 |
| 31/07/2022 |          1214.64  |    466 |       0 |      136 |
| 31/08/2022 |           932.961 |    440 |       0 |      115 |
| 30/09/2022 |           640.456 |    419 |       0 |      121 |
| 31/10/2022 |           825.297 |    381 |       0 |      125 |
| 30/11/2022 |          1214.93  |    426 |       0 |      104 |
| 31/12/2022 |           656.156 |    401 |       0 |      136 |
| 31/01/2023 |          1114.01  |    448 |       0 |      121 |
| 28/02/2023 |          1468.54  |    471 |       0 |      104 |
| 31/03/2023 |           422.165 |    433 |       0 |      135 |
| 30/04/2023 |           477.42  |    389 |       0 |      119 |
| 31/05/2023 |           337.294 |    367 |       0 |      121 |
| 30/06/2023 |           720.648 |    421 |       0 |      122 |
| 31/07/2023 |            90.746 |    358 |       0 |      152 |
| 31/08/2023 |           226.676 |    201 |       0 |       76 |
=================== SUMMARY METRICS ====================
| Metric                      | Value                  |
|-----------------------------+------------------------|
| Backtesting from            | 2021-01-02 06:00:00    |
| Backtesting to              | 2023-08-15 00:00:00    |
| Max open trades             | 4                      |
|                             |                        |
| Total/Daily Avg Trades      | 18751 / 19.66          |
| Starting balance            | 1000 USDT              |
| Final balance               | 44118.159 USDT         |
| Absolute profit             | 43118.159 USDT         |
| Total profit %              | 4311.82%               |
| CAGR %                      | 325.82%                |
| Sortino                     | 55.87                  |
| Sharpe                      | 67.65                  |
| Calmar                      | 2030.83                |
| Profit factor               | 1.71                   |
| Expectancy (Ratio)          | 2.30 (0.14)            |
| Trades per day              | 19.66                  |
| Avg. daily profit %         | 4.52%                  |
| Avg. stake amount           | 199.354 USDT           |
| Total trade volume          | 3738082.373 USDT       |
|                             |                        |
| Long / Short                | 10717 / 8034           |
| Total profit Long %         | 2671.97%               |
| Total profit Short %        | 1639.84%               |
| Absolute profit Long        | 26719.715 USDT         |
| Absolute profit Short       | 16398.443 USDT         |
|                             |                        |
| Best Pair                   | NEAR/USDT:USDT 641.81% |
| Worst Pair                  | CHZ/USDT:USDT -100.65% |
| Best trade                  | BEL/USDT:USDT 12.60%   |
| Worst trade                 | DOT/USDT:USDT -92.70%  |
| Best day                    | 394.869 USDT           |
| Worst day                   | -242.901 USDT          |
| Days win/draw/lose          | 687 / 0 / 262          |
| Avg. Duration Winners       | 1:00:00                |
| Avg. Duration Loser         | 4:47:00                |
| Max Consecutive Wins / Loss | 69 / 8                 |
| Rejected Entry signals      | 34969                  |
| Entry/Exit Timeouts         | 0 / 3632               |
|                             |                        |
| Min balance                 | 1020.199 USDT          |
| Max balance                 | 44143.254 USDT         |
| Max % of account underwater | 11.94%                 |
| Absolute Drawdown (Account) | 4.25%                  |
| Absolute Drawdown           | 463.643 USDT           |
| Drawdown high               | 9904.341 USDT          |
| Drawdown low                | 9440.698 USDT          |
| Drawdown Start              | 2021-05-07 19:00:00    |
| Drawdown End                | 2021-05-10 03:00:00    |
| Market change               | 26.08%                 |
========================================================

Backtested 2021-01-02 06:00:00 -> 2023-08-15 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 |
|------------------------------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------+---------------------|
| CusTrend_coralTrend_Adx_EMA_Oct_1h |     18751 |           1.15 |       21622.33 |         43118.159 |        4311.82 |        1:44:00 | 15103     0  3648  80.5 | 463.643 USDT  4.25% |
==========================================================================================================================================================================================









((((((((((below is with leverage 3 and protections on while doing backtest))))))))))



sudo docker-compose run freqtrade backtesting --strategy CusTrend_coralTrend_Adx_EMA_Oct_1h -i 1h --export trades --breakdown month --timerange 20210101-20230815 --enable-protections


2023-10-06 15:53:55,318 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 1h.
2023-10-06 15:53:55,318 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
2023-10-06 15:53:55,318 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 200.
2023-10-06 15:53:55,318 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 10, 'exit': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}.
2023-10-06 15:53:55,318 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
2023-10-06 15:53:55,318 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.101, '373': 0.068, '1088': 0.025, '1336': 0}
2023-10-06 15:53:55,318 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 1h
2023-10-06 15:53:55,318 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.347
2023-10-06 15:53:55,319 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
2023-10-06 15:53:55,319 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
2023-10-06 15:53:55,319 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.012
2023-10-06 15:53:55,319 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: True
2023-10-06 15:53:55,319 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
2023-10-06 15:53:55,319 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
2023-10-06 15:53:55,319 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False}
2023-10-06 15:53:55,319 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
2023-10-06 15:53:55,319 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
2023-10-06 15:53:55,319 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 200
2023-10-06 15:53:55,319 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using protections: [{'method': 'MaxDrawdown', 'lookback_period_candles': 2, 'trade_limit': 1, 'stop_duration_candles': 4, 'max_allowed_drawdown': 0.1}, {'method': 'StoplossGuard', 'lookback_period_candles': 8, 'trade_limit': 1, 'stop_duration_candles': 4, 'only_per_pair': False}]

2023-10-06 15:56:17,698 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy CusTrend_coralTrend_Adx_EMA_Oct_1h
2023-10-06 15:56:17,699 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values.
2023-10-06 15:56:17,699 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_long_max = 50
2023-10-06 15:56:17,699 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_long_min = 21
2023-10-06 15:56:17,700 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_short_max = 51
2023-10-06 15:56:17,700 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_short_min = 13
2023-10-06 15:56:17,700 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): ema_period = 142
2023-10-06 15:56:17,700 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): leverage_num = 3
2023-10-06 15:56:17,701 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): volume_check = 22
2023-10-06 15:56:17,701 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values.
2023-10-06 15:56:17,702 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): sell_shift = 5
2023-10-06 15:56:17,702 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): sell_shift_short = 5
2023-10-06 15:56:17,702 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): volume_check_exit = 19
2023-10-06 15:56:17,702 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
2023-10-06 15:56:17,703 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_allowed_drawdown = 0.1
2023-10-06 15:56:17,703 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_drawdown_lookback = 2
2023-10-06 15:56:17,703 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_drawdown_stop_duration = 4
2023-10-06 15:56:17,703 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_drawdown_trade_limit = 1
2023-10-06 15:56:17,703 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): stoploss_guard_lookback = 8
2023-10-06 15:56:17,703 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): stoploss_guard_stop_duration = 4
2023-10-06 15:56:17,703 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): stoploss_guard_trade_limit = 1

=========================================================== ENTER TAG STATS ===========================================================
|   TAG |   Entries |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |
|-------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| TOTAL |     13787 |           1.14 |       15659.12 |         31249.212 |        3124.92 |        1:46:00 | 11114     0  2673  80.6 |
======================================================= EXIT REASON STATS ========================================================
|        Exit Reason |   Exits |   Win  Draws  Loss  Win% |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |
|--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------|
| trailing_stop_loss |   10421 |   9381     0  1040  90.0 |           1.62 |       16930.7  |         33776.4   |        4232.68 |
|                roi |    1753 |   1732     0    21  98.8 |           9.8  |       17173.8  |         34270.3   |        4293.46 |
|          exit_long |     823 |      1     0   822   0.1 |         -11.3  |       -9297.24 |        -18547.3   |       -2324.31 |
|         exit_short |     718 |      0     0   718     0 |          -9.33 |       -6699.65 |        -13378.4   |       -1674.91 |
|          stop_loss |      70 |      0     0    70     0 |         -34.9  |       -2442.75 |         -4860.1   |        -610.69 |
|         force_exit |       2 |      0     0     2     0 |          -2.91 |          -5.83 |           -11.659 |          -1.46 |
======================= MONTH BREAKDOWN ========================
|      Month |   Tot Profit USDT |   Wins |   Draws |   Losses |
|------------+-------------------+--------+---------+----------|
| 31/01/2021 |          1160.83  |    258 |       0 |       50 |
| 28/02/2021 |          2190.39  |    417 |       0 |       57 |
| 31/03/2021 |          1464.35  |    391 |       0 |       87 |
| 30/04/2021 |          2040.94  |    437 |       0 |       67 |
| 31/05/2021 |          1608.72  |    408 |       0 |       63 |
| 30/06/2021 |          1108.46  |    370 |       0 |       63 |
| 31/07/2021 |          1059.52  |    398 |       0 |       84 |
| 31/08/2021 |           469.172 |    334 |       0 |       95 |
| 30/09/2021 |          1649.79  |    360 |       0 |       55 |
| 31/10/2021 |           457.177 |    341 |       0 |      104 |
| 30/11/2021 |          1869.66  |    426 |       0 |       77 |
| 31/12/2021 |          1107.44  |    391 |       0 |       72 |
| 31/01/2022 |          1092.29  |    366 |       0 |       71 |
| 28/02/2022 |           971.043 |    330 |       0 |       78 |
| 31/03/2022 |          1036.55  |    385 |       0 |       90 |
| 30/04/2022 |          1150.98  |    369 |       0 |       99 |
| 31/05/2022 |          1628.67  |    399 |       0 |       69 |
| 30/06/2022 |          1711.04  |    396 |       0 |       75 |
| 31/07/2022 |          1125.66  |    340 |       0 |       97 |
| 31/08/2022 |           623.937 |    333 |       0 |       89 |
| 30/09/2022 |           714.926 |    321 |       0 |       85 |
| 31/10/2022 |           550.908 |    323 |       0 |      100 |
| 30/11/2022 |           756.554 |    335 |       0 |       90 |
| 31/12/2022 |           507.909 |    309 |       0 |      112 |
| 31/01/2023 |           898.696 |    359 |       0 |      102 |
| 28/02/2023 |           470.232 |    305 |       0 |       80 |
| 31/03/2023 |            86.753 |    324 |       0 |      105 |
| 30/04/2023 |           396.627 |    335 |       0 |      100 |
| 31/05/2023 |           413.633 |    317 |       0 |       99 |
| 30/06/2023 |           614.541 |    325 |       0 |       97 |
| 31/07/2023 |           170.867 |    274 |       0 |      105 |
| 31/08/2023 |           140.953 |    138 |       0 |       56 |
=================== SUMMARY METRICS ===================
| Metric                      | Value                 |
|-----------------------------+-----------------------|
| Backtesting from            | 2021-01-02 06:00:00   |
| Backtesting to              | 2023-08-15 00:00:00   |
| Max open trades             | 4                     |
|                             |                       |
| Total/Daily Avg Trades      | 13787 / 14.45         |
| Starting balance            | 1000 USDT             |
| Final balance               | 32249.212 USDT        |
| Absolute profit             | 31249.212 USDT        |
| Total profit %              | 3124.92%              |
| CAGR %                      | 277.71%               |
| Sortino                     | 41.66                 |
| Sharpe                      | 49.69                 |
| Calmar                      | 5520.15               |
| Profit factor               | 1.71                  |
| Expectancy (Ratio)          | 2.27 (0.14)           |
| Trades per day              | 14.45                 |
| Avg. daily profit %         | 3.28%                 |
| Avg. stake amount           | 199.469 USDT          |
| Total trade volume          | 2750082.274 USDT      |
|                             |                       |
| Long / Short                | 7667 / 6120           |
| Total profit Long %         | 1870.19%              |
| Total profit Short %        | 1254.73%              |
| Absolute profit Long        | 18701.924 USDT        |
| Absolute profit Short       | 12547.288 USDT        |
|                             |                       |
| Best Pair                   | CRV/USDT:USDT 740.20% |
| Worst Pair                  | CHZ/USDT:USDT -93.77% |
| Best trade                  | BEL/USDT:USDT 12.60%  |
| Worst trade                 | ICX/USDT:USDT -36.50% |
| Best day                    | 408.354 USDT          |
| Worst day                   | -156.319 USDT         |
| Days win/draw/lose          | 641 / 0 / 308         |
| Avg. Duration Winners       | 0:59:00               |
| Avg. Duration Loser         | 5:03:00               |
| Max Consecutive Wins / Loss | 52 / 9                |
| Rejected Entry signals      | 24476                 |
| Entry/Exit Timeouts         | 0 / 2588              |
|                             |                       |
| Min balance                 | 1020.199 USDT         |
| Max balance                 | 32260.871 USDT        |
| Max % of account underwater | 12.62%                |
| Absolute Drawdown (Account) | 1.13%                 |
| Absolute Drawdown           | 296.897 USDT          |
| Drawdown high               | 25189.059 USDT        |
| Drawdown low                | 24892.162 USDT        |
| Drawdown Start              | 2022-08-09 05:00:00   |
| Drawdown End                | 2022-08-12 08:00:00   |
| Market change               | 26.08%                |
=======================================================

Backtested 2021-01-02 06:00:00 -> 2023-08-15 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 |
|------------------------------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------+---------------------|
| CusTrend_coralTrend_Adx_EMA_Oct_1h |     13787 |           1.14 |       15659.12 |         31249.212 |        3124.92 |        1:46:00 | 11114     0  2673  80.6 | 296.897 USDT  1.13% |
==========================================================================================================================================================================================
    '''

    minimal_roi = {'0': 0.101, '373': 0.068, '1088': 0.025, '1336': 0}


    stoploss = -0.347

    trailing_stop = True
    trailing_stop_positive = 0.01
    trailing_stop_positive_offset = 0.012
    trailing_only_offset_is_reached = True

    process_only_new_candles = True

    use_exit_signal = True
    exit_profit_only = False
    ignore_roi_if_entry_signal = False

    startup_candle_count: int = 30

    leverage_optimize = True
    leverage_num = IntParameter(low=1, high=5, default=4, space='buy', optimize=leverage_optimize)

    parameters_yes = True
    parameters_no = False

    '''
    
    '''
    adx_long_min = IntParameter(4, 21, default=21, space="buy", optimize = parameters_yes)
    adx_long_max = IntParameter(21, 56, default=50, space="buy", optimize = parameters_yes)
    adx_short_min = IntParameter(4, 21, default=13, space="buy", optimize = parameters_yes)
    adx_short_max = IntParameter(20, 56, default=51, space="buy", optimize = parameters_yes)

    ema_period = IntParameter(22, 200, default=142, space="buy", optimize= parameters_yes)

    volume_check = IntParameter(15, 45, default=22, space="buy", optimize= parameters_yes)
    volume_check_exit = IntParameter(15, 45, default=19, space="sell", optimize= parameters_yes)

    sell_shift = IntParameter(1, 6, default=5, space="sell", optimize= parameters_yes)
    sell_shift_short = IntParameter(1, 6, default=5, space="sell", optimize= parameters_yes)  # **added this at random-state 11165



    protect_optimize = True

    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": "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
            }
        ]




    order_types = {
        'entry': 'limit',
        'exit': 'limit',
        'stoploss': 'market',
        'stoploss_on_exchange': False
    }

    order_time_in_force = {
        'entry': 'GTC',
        'exit': 'GTC'
    }
    
    @property
    def plot_config(self):
        return {

            'main_plot': {
                'tema': {},
                'sar': {'color': 'white'},
            },
            'subplots': {

                "MACD": {
                    'macd': {'color': 'blue'},
                    'macdsignal': {'color': 'orange'},
                },
                "RSI": {
                    'rsi': {'color': 'red'},
                }
            }
        }

    def informative_pairs(self):

        pairs = self.dp.current_whitelist()
        informative_pairs = [(pair, '4h') for pair in pairs]
        
        return informative_pairs
    

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        if not self.dp:

            return dataframe
        
        inf_tf = '4h'

        informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=inf_tf)

        informative['ema'] = ta.EMA(informative['close'], timeperiod=50)





        dataframe = merge_informative_pair(dataframe, informative, self.timeframe, inf_tf, ffill=True)

        L_determine_trend_strategy = determine_trend(df = dataframe)
        dataframe['trend'] = L_determine_trend_strategy['trend']

        dataframe['psar'] = ta.SAR(dataframe)

        dataframe['adx'] = ta.ADX(dataframe)

        dataframe['rsi'] = ta.RSI(dataframe)

        dataframe['ema'] = ta.EMA(dataframe['close'], timeperiod=self.ema_period.value)

        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)


        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:

        dataframe.loc[
            (
                        (dataframe['adx'] > self.adx_long_min.value) & # trend strength confirmation
                        (dataframe['adx'] < self.adx_long_max.value) & # trend strength confirmation

                        (dataframe['psar'] < dataframe['close']) & 
                        (dataframe['ema'] < dataframe['close']) & 
                        (dataframe['ema_4h'] < dataframe['close']) & 



                        (dataframe['trend'] == 1) &

                        (dataframe['rsi'] > 50) &

                        (dataframe['volume'] > dataframe['volume_mean'])

            ),
            'enter_long'] = 1

        dataframe.loc[
            (
                        (dataframe['adx'] > self.adx_short_min.value) & # trend strength confirmation
                        (dataframe['adx'] < self.adx_short_max.value) & # trend strength confirmation

                        (dataframe['psar'] > dataframe['close']) & # trend reversal confirmation
                        (dataframe['ema'] > dataframe['close']) & # trend confirmation
                        (dataframe['ema_4h'] > dataframe['close']) & 




                        (dataframe['trend'] == -1) & 

                        (dataframe['rsi'] < 50) & # momentum indicator

                        (dataframe['volume'] > dataframe['volume_mean']) # 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['volume'] > dataframe['volume_mean_exit'])
        )

        exit_short = (
                (dataframe['close'] > dataframe['high'].shift(self.sell_shift_short.value)) &
                (dataframe['volume'] > dataframe['volume_mean_exit'])
        )


        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