9 related strategies (⧉ identical code, ≈ similar name)
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 | import logging import numpy as np import pandas as pd from technical import qtpylib from pandas import DataFrame from datetime import datetime, timezone from typing import Optional from functools import reduce import talib.abstract as ta import pandas_ta as pta from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter, IStrategy, IntParameter, RealParameter, merge_informative_pair, informative) import freqtrade.vendor.qtpylib.indicators as qtpylib from freqtrade.persistence import Trade logger = logging.getLogger(__name__) class thetank2(IStrategy): ### Strategy parameters ### exit_profit_only = True ### No selling at a loss use_custom_stoploss = True trailing_stop = True position_adjustment_enable = True ignore_roi_if_entry_signal = True use_exit_signal = True stoploss = -0.09 startup_candle_count: int = 30 timeframe = '15m' # DCA Parameters position_adjustment_enable = True max_entry_position_adjustment = 2 max_dca_multiplier = 2 minimal_roi = { "12000": 0.01, "2400": 0.10, "300": 0.15, "180": 0.30, "120":0.40, "60": 0.45, "0": 0.50 } ### Hyperoptable parameters ### # entry optizimation max_epa = CategoricalParameter([0, 1, 2], default=2, space="buy", optimize=True) # protections cooldown_lookback = IntParameter(24, 48, default=46, space="protection", optimize=True) stop_duration = IntParameter(12, 200, default=5, space="protection", optimize=True) use_stop_protection = BooleanParameter(default=True, space="protection", optimize=True) # indicators wavelength = IntParameter(low=7, high=10, default=8, space='buy', optimize=True) # Filter Wave esa_length = IntParameter(3, 20, default=10, space="buy", optimize=True) d_length = IntParameter(3, 20, default=10, space="buy", optimize=True) ci_mult = DecimalParameter(0.001, 0.050 , default=0.015, space="buy", optimize=True) wt1_length = IntParameter(6, 50, default=21, space="buy", optimize=True) wt2_length = IntParameter(3, 15, default=4, space="sell", optimize=True) buy_ma_length = IntParameter(2, 70, default=50, optimize=True) sell_ma_length = IntParameter(2, 70, default=50, optimize=True) # trading buy_rsi = IntParameter(low=20, high=30, default=25, space='buy', optimize=True, load=True) buy_rsi_bear = IntParameter(low=40, high=55, default=45, space='buy', optimize=True, load=True) buy_rsi_bull = IntParameter(low=55, high=75, default=65, space='buy', optimize=True, load=True) buy_wt_bear = IntParameter(low=40, high=55, default=45, space='buy', optimize=True, load=True) buy_wt_bull = IntParameter(low=55, high=75, default=65, space='buy', optimize=True, load=True) sell_rsi = IntParameter(low=50, high=80, default=55, space='sell', optimize=True, load=True) # dca level optimization dca1 = DecimalParameter(low=0.01, high=0.08, decimals=2, default=0.05, space='buy', optimize=True, load=True) dca2 = DecimalParameter(low=0.08, high=0.15, decimals=2, default=0.10, space='buy', optimize=True, load=True) dca3 = DecimalParameter(low=0.15, high=0.25, decimals=2, default=0.15, space='buy', optimize=True, load=True) #trailing stop loss optimiziation tsl_target5 = DecimalParameter(low=0.2, high=0.4, decimals=1, default=0.3, space='sell', optimize=True, load=True) ts5 = DecimalParameter(low=0.04, high=0.06, default=0.05, space='sell', optimize=True, load=True) tsl_target4 = DecimalParameter(low=0.18, high=0.3, default=0.2, space='sell', optimize=True, load=True) ts4 = DecimalParameter(low=0.03, high=0.05, default=0.045, space='sell', optimize=True, load=True) tsl_target3 = DecimalParameter(low=0.10, high=0.15, default=0.15, space='sell', optimize=True, load=True) ts3 = DecimalParameter(low=0.025, high=0.04, default=0.035, space='sell', optimize=True, load=True) tsl_target2 = DecimalParameter(low=0.07, high=0.12, default=0.1, space='sell', optimize=True, load=True) ts2 = DecimalParameter(low=0.015, high=0.03, default=0.02, space='sell', optimize=True, load=True) tsl_target1 = DecimalParameter(low=0.04, high=0.06, default=0.06, space='sell', optimize=True, load=True) ts1 = DecimalParameter(low=0.01, high=0.016, default=0.013, space='sell', optimize=True, load=True) tsl_target0 = DecimalParameter(low=0.02, high=0.05, default=0.03, space='sell', optimize=True, load=True) ts0 = DecimalParameter(low=0.008, high=0.015, default=0.013, space='sell', optimize=True, load=True) ### protections ### @property def protections(self): prot = [] prot.append({ "method": "CooldownPeriod", "stop_duration_candles": self.cooldown_lookback.value }) if self.use_stop_protection.value: prot.append({ "method": "StoplossGuard", "lookback_period_candles": 24 * 3, "trade_limit": 1, "stop_duration_candles": self.stop_duration.value, "only_per_pair": False }) return prot ### Dollar Cost Averaging ### # This is called when placing the initial order (opening trade) def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float, proposed_stake: float, min_stake: Optional[float], max_stake: float, leverage: float, entry_tag: Optional[str], side: str, **kwargs) -> float: # # if self.max_epa.value == 0: # # self.max_dca_multiplier = 1 # # elif self.max_epa.value == 1: # # self.max_dca_multiplier = 2 # # elif self.max_epa.value == 2: # # self.max_dca_multiplier = 3 # # else: # # self.max_dca_multiplier = 4 # We need to leave most of the funds for possible further DCA orders # This also applies to fixed stakes return proposed_stake / self.max_dca_multiplier def adjust_trade_position(self, trade: Trade, current_time: datetime, current_rate: float, current_profit: float, min_stake: Optional[float], max_stake: float, current_entry_rate: float, current_exit_rate: float, current_entry_profit: float, current_exit_profit: float, **kwargs) -> Optional[float]: """ Custom trade adjustment logic, returning the stake amount that a trade should be increased or decreased. This means extra buy or sell orders with additional fees. Only called when `position_adjustment_enable` is set to True. """ if current_profit > 0.10 and trade.nr_of_successful_exits == 0: # Take half of the profit at +5% return -(trade.stake_amount / 2) if current_profit > -(self.dca1.value) and trade.nr_of_successful_entries == 1: return None if current_profit > -(self.dca2.value) and trade.nr_of_successful_entries == 2: return None if current_profit > -(self.dca3.value) and trade.nr_of_successful_entries == 3: return None # Obtain pair dataframe (just to show how to access it) dataframe, _ = self.dp.get_analyzed_dataframe(trade.pair, self.timeframe) filled_entries = trade.select_filled_orders(trade.entry_side) count_of_entries = trade.nr_of_successful_entries try: # This returns first order stake size stake_amount = filled_entries[0].cost # This then calculates current safety order size if count_of_entries == 1: stake_amount = stake_amount * 1 elif count_of_entries == 2: stake_amount = stake_amount * 1 elif count_of_entries == 3: stake_amount = stake_amount * 1 else: stake_amount = stake_amount return stake_amount except Exception as exception: return None return None ### Trailing Stop ### def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> float: for stop5 in self.tsl_target5.range: if (current_profit > stop5): for stop5a in self.ts5.range: return stop5a for stop4 in self.tsl_target4.range: if (current_profit > stop4): for stop4a in self.ts4.range: return stop4a for stop3 in self.tsl_target3.range: if (current_profit > stop3): for stop3a in self.ts3.range: return stop3a for stop2 in self.tsl_target2.range: if (current_profit > stop2): for stop2a in self.ts2.range: return stop2a for stop1 in self.tsl_target1.range: if (current_profit > stop1): for stop1a in self.ts1.range: return stop1a for stop0 in self.tsl_target0.range: if (current_profit > stop0): for stop0a in self.ts0.range: return stop0a return self.stoploss # add 2h Support and resistance def informative_pairs(self): # get access to all pairs available in whitelist. pairs = self.dp.current_whitelist() # Assign tf to each pair so they can be downloaded and cached for strategy. informative_pairs = [(pair, '1h') for pair in pairs] return informative_pairs @informative('1h') ### INDICATORS ### def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: if not self.dp: # Don't do anything if DataProvider is not available. return dataframe inf_tf = '1h' # Get the informative pair informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=inf_tf) # Get the 14 day rsi informative['rsi'] = ta.RSI(informative, timeperiod=14) informative['200_SMA'] = ta.SMA(informative["close"], timeperiod = 200) # Parabolic SAR informative['sar'] = ta.SAR(informative) # WaveTrend using OHLC4 or HA close - 3/21 ap = (0.25 * (informative['high'] + informative['low'] + informative["close"] + informative["open"])) informative['esa'] = ta.EMA(ap, timeperiod = 10) informative['d'] = ta.EMA(abs(ap - informative['esa']), timeperiod = 10) informative['wave_ci'] = (ap-informative['esa']) / (0.015 * informative['d']) informative['wave_t1'] = ta.EMA(informative['wave_ci'], timeperiod = 21) informative['wave_t2'] = ta.SMA(informative['wave_t1'], timeperiod = 4) dataframe = merge_informative_pair(dataframe, informative, self.timeframe, inf_tf, ffill=True) ### NORMAL TIMEFRAME INDICATORS ### # RSI dataframe['rsi'] = ta.RSI(dataframe) dataframe['rsi_ma'] = ta.SMA(dataframe['rsi'], timeperiod=10) # SMA for buy_ma in self.buy_ma_length.range: dataframe[f'buy_ma{buy_ma}'] = ta.SMA(dataframe["close"], timeperiod = buy_ma) for sell_ma in self.sell_ma_length.range: dataframe[f'sell_ma{sell_ma}'] = ta.SMA(dataframe["close"], timeperiod = sell_ma) # Parabolic SAR dataframe['sar'] = ta.SAR(dataframe) # TTM Squeeze ttm_Squeeze = pta.squeeze(high = dataframe['high'], low = dataframe['low'], close = dataframe["close"], lazybear = True) dataframe['ttm_Squeeze'] = ttm_Squeeze['SQZ_20_2.0_20_1.5_LB'] dataframe['ttm_ema'] = ta.EMA(dataframe['ttm_Squeeze'], timeperiod = 4) dataframe['squeeze_ON'] = ttm_Squeeze['SQZ_ON'] dataframe['squeeze_OFF'] = ttm_Squeeze['SQZ_OFF'] dataframe['NO_squeeze'] = ttm_Squeeze['SQZ_NO'] # if self.dp.runmode.value in ('live', 'dry_run'): # ticker = self.dp.ticker(metadata['pair']) # dataframe['last_price'] = ticker['last'] # dataframe['volume24h'] = ticker['quoteVolume'] # dataframe['vwap'] = ticker['vwap'] # # Trading pair: {'symbol': 'KAVA/USDT', 'timestamp': 1675451904532, 'datetime': '2023-02-03T19:18:24.532Z', # 'high': 1.0652, 'low': 1.0031, 'bid': 1.0382, 'bidVolume': None, 'ask': 1.0395, 'askVolume': None, # 'vwap': 1.035200204815235, 'open': 1.0558, 'close': 1.0403, 'last': 1.0403, 'previousClose': None, 'change': -0.0155, # 'percentage': -1.46, 'average': 1.04130553, 'baseVolume': 457210.7641, 'quoteVolume': 473304.67664005, # 'info': # {'time': 1675451904532, 'symbol': 'KAVA-USDT', 'buy': '1.0382', 'sell': '1.0395', 'changeRate': '-0.0146', 'changePrice': '-0.0155', 'high': '1.0652', 'low': '1.0031', 'vol': '457210.7641', 'volValue': '473304.67664005', 'last': '1.0403', 'averagePrice': '1.04130553', 'takerFeeRate': '0.001', 'makerFeeRate': '0.001', 'takerCoefficient': '1', 'makerCoefficient': '1'}}, self.max_epa.value: 1, self.max_dca_multiplier: 2 # if (dataframe['30_SMA'].iloc[-1] > dataframe['200_SMA'].iloc[-1] # and dataframe['30_SMA'].iloc[-1] > dataframe['30_SMA'].iloc[-2] # and dataframe['200_SMA'].iloc[-1] > dataframe['200_SMA'].iloc[-2]).all(): # self.max_epa.value = 1 # elif (dataframe['30_SMA'].iloc[-1] > dataframe['200_SMA'].iloc[-1] # and dataframe['30_SMA'].iloc[-1] > dataframe['30_SMA'].iloc[-2].all()): # self.max_epa.value = 0 # elif (dataframe['30_SMA'].iloc[-1] < dataframe['200_SMA'].iloc[-1] # and dataframe['30_SMA'].iloc[-1] > dataframe['30_SMA'].iloc[-2].all()): # self.max_epa.value = 0 # else: # self.max_epa.value = 1 # # print(f"Trading Pair: {dataframe.name}") # print(f"self.max_epa.value: {self.max_epa.value}") # print(f"self.max_dca_multiplier: {self.max_dca_multiplier}") # print(f"Trading pair: {ticker['symbol']}, max_epa: {self.max_epa.value}, dca_multiplier: {self.max_dca_multiplier}") return dataframe ### ENTRY CONDITIONS ### def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame: # df.loc[ # ( # # Signal: RSI crosses above 30 # (df['rsi'] > self.buy_rsi.value) & # (df['rsi'] < 60) & # (df['rsi'] > df['rsi_ma'])& # (df['wave_t1'] > df['wave_t1'].shift(1)) & # Guard: Wave 1 is raising # (qtpylib.crossed_above(df['wave_t1'], df['wave_t2'])) & # (df['volume'] > 0) # Make sure Volume is not 0 # ), # ['enter_long', 'enter_tag']] = (1, 'WT/RSI') # df.loc[ # ( # # Signal: RSI crosses above 30 # (df['rsi'] > self.buy_rsi.value) & # (df['rsi'] > df['rsi_ma'])& # (df['tf'] < df['close']) & # (df['tf'] < df['high'].shift(1)) & # (df['wave_t1'] > df['wave_t1'].shift(1)) & # Guard: Wave 1 is raising # (df['volume'] > 0) # Make sure Volume is not 0 # ), # ['enter_long', 'enter_tag']] = (1, 'WT/RSI/ATR-RSL') df.loc[ ( # Signal: RSI crosses above 30 (df['squeeze_ON_1h'] == 1)& # (df['close'] > df[f'buy_ma{self.buy_ma_length.value}']) & # (df['rsi_ma'] > df['rsi_ma'].shift(1)) & (df['200_SMA_1h'] < df['200_SMA_1h'].shift(1)) & # (df['rsi'] < self.buy_rsi_bear.value) & (df['wave_t1_1h'] < self.buy_wt_bear.value)& (df['wave_t1_1h'] > df['wave_t1_1h'].shift(1)) & # Guard: Wave 1 is raising (qtpylib.crossed_above(df['wave_t1_1h'], df['wave_t2_1h'])) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['enter_long', 'enter_tag']] = (1, 'ttm_Squeeze/WT - bear') df.loc[ ( (df['squeeze_ON_1h'] == 1)& # (df['close'] > df[f'buy_ma{self.buy_ma_length.value}']) & # (df['rsi_ma'] > df['rsi_ma'].shift(1)) & # (df['rsi'] < self.buy_rsi_bear.value) & (df['200_SMA_1h'] < df['200_SMA_1h'].shift(1)) & (df['wave_t1_1h'] < self.buy_wt_bear.value)& (df['wave_t1_1h'] > df['wave_t1_1h'].shift(1)) & # Guard: Wave 1 is raising (df['wave_t1_1h'].shift(2) > df['wave_t1_1h'].shift(1)) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['enter_long', 'enter_tag']] = (1, 'ttm_Squeeze/WTT - bear') df.loc[ ( # (df['close'] > df[f'buy_ma{self.buy_ma_length.value}']) & # (df['rsi_ma'] > df['rsi_ma'].shift(1)) & # (df['rsi'] < self.buy_rsi_bear.value) & (df['200_SMA_1h'] < df['200_SMA_1h'].shift(1)) & (df['wave_t1_1h'] < self.buy_wt_bear.value)& (df['wave_t1_1h'] > df['wave_t1_1h'].shift(1)) & # Guard: Wave 1 is raising (df['wave_t1_1h'].shift(2) > df['wave_t1_1h'].shift(1)) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['enter_long', 'enter_tag']] = (1, 'WT transition - bear') df.loc[ ( (df['squeeze_ON_1h'] == 1)& # (df['close'] > df[f'buy_ma{self.buy_ma_length.value}']) & # (df['rsi_ma'] > df['rsi_ma'].shift(1)) & # (df['rsi'] < self.buy_rsi_bull.value) & (df['200_SMA_1h'] > df['200_SMA_1h'].shift(1)) & (df['wave_t1_1h'] > df['wave_t1_1h'].shift(1)) & # Guard: Wave 1 is raising (qtpylib.crossed_above(df['wave_t1_1h'], df['wave_t2_1h'])) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['enter_long', 'enter_tag']] = (1, 'ttm_Squeeze/WT - bull') df.loc[ ( (df['squeeze_ON_1h'] == 1)& # (df['close'] > df[f'buy_ma{self.buy_ma_length.value}']) & # (df['rsi_ma'] > df['rsi_ma'].shift(1)) & # (df['rsi'] < self.buy_rsi_bull.value) & (df['200_SMA_1h'] > df['200_SMA_1h'].shift(1)) & (df['wave_t1_1h'] > df['wave_t1_1h'].shift(1)) & (df['wave_t1_1h'] < self.buy_wt_bull.value) & (df['wave_t1_1h'].shift(2) > df['wave_t1_1h'].shift(1)) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['enter_long', 'enter_tag']] = (1, 'ttm_Squeeze/WTT - bull') df.loc[ ( # (df['close'] > df[f'buy_ma{self.buy_ma_length.value}']) & # (df['rsi_ma'] > df['rsi_ma'].shift(1)) & # (df['rsi'] < self.buy_rsi_bull.value) & (df['200_SMA_1h'] > df['200_SMA_1h'].shift(1)) & (df['wave_t1_1h'] > df['wave_t1_1h'].shift(1)) & # Guard: Wave 1 is raising (df['wave_t1_1h'] < self.buy_wt_bull.value) & (df['wave_t1_1h'].shift(2) > df['wave_t1_1h'].shift(1)) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['enter_long', 'enter_tag']] = (1, 'WT transition - bull') df.loc[ ( # (df['close'] > df[f'buy_ma{self.buy_ma_length.value}']) & # (df['rsi'] > self.buy_rsi.value) & # (df['rsi_ma'] > df['rsi_ma'].shift(1)) & # (df['rsi'] < self.buy_rsi_bear.value) & (df['200_SMA_1h'] < df['200_SMA_1h'].shift(1)) & (qtpylib.crossed_above(df['rsi'], df['rsi_ma'])) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['enter_long', 'enter_tag']] = (1, 'RSI-XO bear') df.loc[ ( # (df['close'] > df[f'buy_ma{self.buy_ma_length.value}']) & # # Signal: RSI crosses above 30 # (df['rsi'] > self.buy_rsi.value) & # (df['rsi_ma'] > df['rsi_ma'].shift(1)) & # (df['rsi'] < self.buy_rsi_bull.value) & (df['200_SMA_1h'] > df['200_SMA_1h'].shift(1)) & (qtpylib.crossed_above(df['rsi'], df['rsi_ma'])) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['enter_long', 'enter_tag']] = (1, 'RSI-XO bull') return df ### EXIT CONDITIONS ### def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame: # df.loc[ # ( # # Signal: RSI crosses above 30 # (df['rsi'] > self.sell_rsi.value) & # (df['tf'] > df['close']) & # (df['wave_t1'] < df['wave_t1'].shift(1)) & # Guard: Wave 1 is falling # (qtpylib.crossed_above(df['wave_t2'], df['wave_t1'])) & # (df['volume'] > 0) # Make sure Volume is not 0 # ), # ['exit_long', 'exit_tag']] = (1, 'WT/RSI') df.loc[ ( # Signal: RSI crosses above 30 (df['squeeze_ON_1h'] == 1)& # (df['close'] < df[f'sell_ma{self.sell_ma_length.value}']) & (df['wave_t1_1h'] < df['wave_t1_1h'].shift(1)) & # Guard: Wave 1 is raising (df['wave_t1_1h'].shift(2) < df['wave_t1_1h'].shift(1)) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['exit_long', 'exit_tag']] = (1, 'ttm_Squeeze/WT transition') df.loc[ ( # Signal: RSI crosses above 30 # (df['close'] < df[f'sell_ma{self.sell_ma_length.value}']) & # (df['rsi'] < df['rsi_ma']) & # (df['tf'] > df['close']) & (df['wave_t1_1h'] < df['wave_t1_1h'].shift(1)) & # Guard: Wave 1 is raising (qtpylib.crossed_above(df['wave_t2_1h'], df['wave_t1_1h'])) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['exit_long', 'exit_tag']] = (1, 'WT/RSI-XO') df.loc[ ( # (df['close'] < df[f'sell_ma{self.sell_ma_length.value}']) & (df['rsi'] > self.sell_rsi.value) & # (df['tf'] > df['close']) & (qtpylib.crossed_above(df['rsi_ma'], df['rsi'])) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['exit_long', 'exit_tag']] = (1, 'RSI-XO') # df.loc[ # ( # # Signal: RSI crosses above 30 # (df['rsi'] > self.sell_rsi.value) & # (df['rsi'] < df['rsi_ma'])& # (df['wave_t1'] < df['wave_t1'].shift(1)) & # Guard: Wave 1 is raising # (df['wave_t1'].shift(1) > df['wave_t1'].shift(2)) & # # (abs(df['wave_t2'] - df['wave_t1']) > 2.5) & # (df['volume'] > 0) # Make sure Volume is not 0 # ), # ['exit_long', 'exit_tag']] = (1, 'WT/RSI TURN DOWN') return df # 2023-02-10 10:20:38,359 - freqtrade.strategy.hyper - INFO - Loading parameters from file /home/core/freqtrade/user_data/strategies/thetank2.json # 2023-02-10 10:20:38,360 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'process_only_new_candles' with value in config file: True. # 2023-02-10 10:20:38,360 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT. # 2023-02-10 10:20:38,360 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: unlimited. # 2023-02-10 10:20:38,360 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'unit': 'minutes', 'entry': 30, 'exit': 30, 'exit_timeout_count': 0}. # 2023-02-10 10:20:38,360 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 12. # 2023-02-10 10:20:38,360 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.58, '410': 0.165, '972': 0.034, '1475': 0} # 2023-02-10 10:20:38,360 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 1h # 2023-02-10 10:20:38,360 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.17 # 2023-02-10 10:20:38,360 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True # 2023-02-10 10:20:38,360 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.257 # 2023-02-10 10:20:38,360 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.333 # 2023-02-10 10:20:38,360 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False # 2023-02-10 10:20:38,360 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: True # 2023-02-10 10:20:38,360 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True # 2023-02-10 10:20:38,361 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False, 'stoploss_on_exchange_interval': 60} # 2023-02-10 10:20:38,361 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'} # 2023-02-10 10:20:38,361 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT # 2023-02-10 10:20:38,361 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: unlimited # 2023-02-10 10:20:38,361 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using protections: [{'method': 'CooldownPeriod', 'stop_duration_candles': 46}, {'method': 'StoplossGuard', 'lookback_period_candles': 72, 'trade_limit': 1, 'stop_duration_candles': 5, 'only_per_pair': False}] # 2023-02-10 10:20:38,361 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30 # 2023-02-10 10:20:38,361 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'unit': 'minutes', 'entry': 30, 'exit': 30, 'exit_timeout_count': 0} # 2023-02-10 10:20:38,361 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True # 2023-02-10 10:20:38,361 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: True # 2023-02-10 10:20:38,361 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: True # 2023-02-10 10:20:38,361 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0 # 2023-02-10 10:20:38,361 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False # 2023-02-10 10:20:38,361 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0 # 2023-02-10 10:20:38,361 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False # 2023-02-10 10:20:38,361 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: 0 # 2023-02-10 10:20:38,361 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 12 # 2023-02-10 10:20:38,361 - freqtrade.configuration.config_validation - INFO - Validating configuration ... # 2023-02-10 10:20:38,367 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/home/core/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'... # 2023-02-10 10:20:38,410 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 30 ... # 2023-02-10 10:20:38,616 - freqtrade.data.history.idatahandler - WARNING - OSMO/USDT, spot, 1h, data starts at 2023-01-13 10:00:00 # 2023-02-10 10:20:39,260 - freqtrade.optimize.backtesting - INFO - Loading data from 2022-12-30 18:00:00 up to 2023-02-05 00:00:00 (36 days). # 2023-02-10 10:20:39,260 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators # 2023-02-10 10:20:39,264 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy thetank2 # 2023-02-10 10:20:39,264 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi = 27 # 2023-02-10 10:20:39,264 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi_bear = 45 # 2023-02-10 10:20:39,264 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi_bull = 61 # 2023-02-10 10:20:39,264 - freqtrade.strategy.hyper - INFO - Strategy Parameter: max_epa = 1 # 2023-02-10 10:20:39,264 - freqtrade.strategy.hyper - INFO - Strategy Parameter: wavelength = 9 # 2023-02-10 10:20:39,264 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_rsi = 72 # 2023-02-10 10:20:39,265 - freqtrade.strategy.hyper - INFO - Strategy Parameter: ts0 = 0.014 # 2023-02-10 10:20:39,265 - freqtrade.strategy.hyper - INFO - Strategy Parameter: ts1 = 0.01 # 2023-02-10 10:20:39,265 - freqtrade.strategy.hyper - INFO - Strategy Parameter: ts2 = 0.023 # 2023-02-10 10:20:39,265 - freqtrade.strategy.hyper - INFO - Strategy Parameter: ts3 = 0.028 # 2023-02-10 10:20:39,265 - freqtrade.strategy.hyper - INFO - Strategy Parameter: ts4 = 0.032 # 2023-02-10 10:20:39,265 - freqtrade.strategy.hyper - INFO - Strategy Parameter: ts5 = 0.06 # 2023-02-10 10:20:39,265 - freqtrade.strategy.hyper - INFO - Strategy Parameter: tsl_target0 = 0.049 # 2023-02-10 10:20:39,265 - freqtrade.strategy.hyper - INFO - Strategy Parameter: tsl_target1 = 0.049 # 2023-02-10 10:20:39,265 - freqtrade.strategy.hyper - INFO - Strategy Parameter: tsl_target2 = 0.097 # 2023-02-10 10:20:39,265 - freqtrade.strategy.hyper - INFO - Strategy Parameter: tsl_target3 = 0.149 # 2023-02-10 10:20:39,265 - freqtrade.strategy.hyper - INFO - Strategy Parameter: tsl_target4 = 0.213 # 2023-02-10 10:20:39,265 - freqtrade.strategy.hyper - INFO - Strategy Parameter: tsl_target5 = 0.3 # 2023-02-10 10:20:39,265 - freqtrade.strategy.hyper - INFO - Strategy Parameter: cooldown_lookback = 48 # 2023-02-10 10:20:39,265 - freqtrade.strategy.hyper - INFO - Strategy Parameter: stop_duration = 92 # 2023-02-10 10:20:39,265 - freqtrade.strategy.hyper - INFO - Strategy Parameter: use_stop_protection = True # 2023-02-10 10:20:40,166 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2023-01-01 00:00:00 up to 2023-02-05 00:00:00 (35 days). # 2023-02-10 10:20:46,263 - freqtrade.misc - INFO - dumping json to "/home/core/freqtrade/user_data/backtest_results/backtest-result-2023-02-10_10-20-46.meta.json" # 2023-02-10 10:20:46,264 - freqtrade.misc - INFO - dumping json to "/home/core/freqtrade/user_data/backtest_results/backtest-result-2023-02-10_10-20-46.json" # 2023-02-10 10:20:46,272 - freqtrade.misc - INFO - dumping json to "/home/core/freqtrade/user_data/backtest_results/.last_result.json" # Result for strategy thetank2 # ============================================================= BACKTESTING REPORT ============================================================= # | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | # |------------+-----------+----------------+----------------+-------------------+----------------+------------------+-------------------------| # | AKT/USDT | 23 | 2.63 | 60.52 | 585.596 | 5.86 | 12:05:00 | 18 3 2 78.3 | # | RNDR/USDT | 17 | 2.82 | 47.92 | 524.616 | 5.25 | 15:32:00 | 12 5 0 100 | # | SCRT/USDT | 19 | 2.63 | 49.89 | 492.403 | 4.92 | 19:35:00 | 13 6 0 100 | # | IOTA/USDT | 16 | 2.61 | 41.74 | 430.524 | 4.31 | 19:22:00 | 13 3 0 100 | # | INJ/USDT | 10 | 3.70 | 36.96 | 416.199 | 4.16 | 13:30:00 | 8 1 1 80.0 | # | OSMO/USDT | 12 | 1.88 | 22.59 | 263.427 | 2.63 | 20:25:00 | 9 1 2 75.0 | # | ATOM/USDT | 15 | 1.59 | 23.92 | 248.307 | 2.48 | 1 day, 9:00:00 | 7 7 1 46.7 | # | AGIX/USDT | 17 | 1.71 | 29.07 | 245.429 | 2.45 | 8:35:00 | 10 1 6 58.8 | # | LINK/USDT | 11 | 1.97 | 21.64 | 229.213 | 2.29 | 1 day, 13:16:00 | 8 3 0 100 | # | CSPR/USDT | 17 | 1.25 | 21.28 | 219.967 | 2.20 | 20:25:00 | 10 6 1 58.8 | # | ADA/USDT | 14 | 1.40 | 19.57 | 191.747 | 1.92 | 1 day, 9:26:00 | 7 6 1 50.0 | # | KAVA/USDT | 13 | 1.57 | 20.47 | 182.562 | 1.83 | 1 day, 9:28:00 | 8 4 1 61.5 | # | AVAX/USDT | 10 | 1.67 | 16.70 | 169.661 | 1.70 | 1 day, 1:12:00 | 6 3 1 60.0 | # | GRT/USDT | 9 | 1.53 | 13.80 | 165.922 | 1.66 | 1 day, 1:47:00 | 5 4 0 100 | # | MATIC/USDT | 6 | 2.61 | 15.66 | 157.543 | 1.58 | 22:30:00 | 4 2 0 100 | # | ETH/USDT | 10 | 1.40 | 13.99 | 139.876 | 1.40 | 22:12:00 | 5 5 0 100 | # | ETC/USDT | 6 | 2.40 | 14.39 | 139.319 | 1.39 | 1 day, 18:40:00 | 3 3 0 100 | # | XRP/USDT | 9 | 0.99 | 8.87 | 86.141 | 0.86 | 2 days, 15:53:00 | 4 4 1 44.4 | # | QNT/USDT | 13 | 0.63 | 8.18 | 74.738 | 0.75 | 1 day, 17:46:00 | 7 5 1 53.8 | # | DOT/USDT | 8 | 0.62 | 4.98 | 57.442 | 0.57 | 1 day, 19:52:00 | 3 4 1 37.5 | # | XDC/USDT | 16 | 0.37 | 6.00 | 50.751 | 0.51 | 1 day, 4:00:00 | 11 4 1 68.8 | # | XLM/USDT | 8 | 0.67 | 5.35 | 46.710 | 0.47 | 2 days, 6:30:00 | 4 3 1 50.0 | # | BTC/USDT | 10 | 0.39 | 3.89 | 34.865 | 0.35 | 22:12:00 | 7 2 1 70.0 | # | HBAR/USDT | 10 | 0.44 | 4.38 | 22.433 | 0.22 | 23:06:00 | 7 2 1 70.0 | # | NEAR/USDT | 5 | 0.08 | 0.40 | 4.848 | 0.05 | 1 day, 8:12:00 | 1 3 1 20.0 | # | ALGO/USDT | 8 | 0.13 | 1.02 | 2.492 | 0.02 | 1 day, 2:45:00 | 3 4 1 37.5 | # | ORAI/USDT | 10 | -0.59 | -5.86 | -27.010 | -0.27 | 20:48:00 | 5 3 2 50.0 | # | TOTAL | 322 | 1.58 | 507.33 | 5155.722 | 51.56 | 1 day, 2:04:00 | 198 97 27 61.5 | # ================================================================ ENTER TAG STATS ================================================================ # | TAG | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | # |----------------+-----------+----------------+----------------+-------------------+----------------+-----------------+-------------------------| # | WT transition | 211 | 1.55 | 327.28 | 3290.095 | 32.90 | 1 day, 2:40:00 | 122 77 12 57.8 | # | RSI-XO bull | 88 | 1.84 | 161.58 | 1683.302 | 16.83 | 18:52:00 | 63 14 11 71.6 | # | ttm_Squeeze/WT | 19 | 0.59 | 11.12 | 95.446 | 0.95 | 2 days, 7:00:00 | 9 6 4 47.4 | # | RSI-XO bear | 4 | 1.84 | 7.34 | 86.879 | 0.87 | 14:30:00 | 4 0 0 100 | # | TOTAL | 322 | 1.58 | 507.33 | 5155.722 | 51.56 | 1 day, 2:04:00 | 198 97 27 61.5 | # =========================================================== EXIT REASON STATS =========================================================== # | Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | # |---------------------------+---------+--------------------------+----------------+----------------+-------------------+----------------| # | roi | 138 | 41 97 0 100 | 0.82 | 112.59 | 1117.04 | 9.38 | # | trailing_stop_loss | 93 | 79 0 14 84.9 | 4.32 | 402.06 | 4208.7 | 33.5 | # | WT/RSI-XO | 59 | 59 0 0 100 | 0.81 | 47.67 | 472.152 | 3.97 | # | ttm_Squeeze/WT transition | 17 | 17 0 0 100 | 0.46 | 7.81 | 82.249 | 0.65 | # | force_exit | 11 | 0 0 11 0 | -2.84 | -31.26 | -371.783 | -2.6 | # | RSI-XO | 2 | 2 0 0 100 | 1.38 | 2.76 | 24.487 | 0.23 | # | stop_loss | 2 | 0 0 2 0 | -17.15 | -34.3 | -377.123 | -2.86 | # ========================================================== LEFT OPEN TRADES REPORT =========================================================== # | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | # |-----------+-----------+----------------+----------------+-------------------+----------------+-------------------+-------------------------| # | BTC/USDT | 1 | -1.37 | -1.37 | -17.057 | -0.17 | 1 day, 8:00:00 | 0 0 1 0 | # | DOT/USDT | 1 | -1.41 | -1.41 | -17.740 | -0.18 | 6:00:00 | 0 0 1 0 | # | ALGO/USDT | 1 | -1.53 | -1.53 | -19.258 | -0.19 | 12:00:00 | 0 0 1 0 | # | AVAX/USDT | 1 | -1.60 | -1.60 | -20.385 | -0.20 | 3:00:00 | 0 0 1 0 | # | ADA/USDT | 1 | -1.78 | -1.78 | -21.591 | -0.22 | 2 days, 6:00:00 | 0 0 1 0 | # | ATOM/USDT | 1 | -1.74 | -1.74 | -22.211 | -0.22 | 4:00:00 | 0 0 1 0 | # | XLM/USDT | 1 | -2.44 | -2.44 | -27.188 | -0.27 | 11 days, 20:00:00 | 0 0 1 0 | # | XDC/USDT | 1 | -2.18 | -2.18 | -27.454 | -0.27 | 7:00:00 | 0 0 1 0 | # | XRP/USDT | 1 | -3.35 | -3.35 | -37.576 | -0.38 | 11 days, 4:00:00 | 0 0 1 0 | # | OSMO/USDT | 1 | -4.13 | -4.13 | -51.562 | -0.52 | 15:00:00 | 0 0 1 0 | # | QNT/USDT | 1 | -9.73 | -9.73 | -109.762 | -1.10 | 9 days, 23:00:00 | 0 0 1 0 | # | TOTAL | 11 | -2.84 | -31.26 | -371.783 | -3.72 | 3 days, 12:00:00 | 0 0 11 0 | # ================== SUMMARY METRICS ================== # | Metric | Value | # |-----------------------------+---------------------| # | Backtesting from | 2023-01-01 00:00:00 | # | Backtesting to | 2023-02-05 00:00:00 | # | Max open trades | 12 | # | | | # | Total/Daily Avg Trades | 322 / 9.2 | # | Starting balance | 10000 USDT | # | Final balance | 15155.722 USDT | # | Absolute profit | 5155.722 USDT | # | Total profit % | 51.56% | # | CAGR % | 7541.11% | # | Sortino | 40.74 | # | Sharpe | 61.72 | # | Calmar | 1175.38 | # | Profit factor | 4.13 | # | Expectancy | -0.04 | # | Trades per day | 9.2 | # | Avg. daily profit % | 1.47% | # | Avg. stake amount | 1027.451 USDT | # | Total trade volume | 330839.375 USDT | # | | | # | Best Pair | AKT/USDT 60.52% | # | Worst Pair | ORAI/USDT -5.86% | # | Best trade | AKT/USDT 32.05% | # | Worst trade | AKT/USDT -17.16% | # | Best day | 689.52 USDT | # | Worst day | -371.783 USDT | # | Days win/draw/lose | 30 / 0 / 6 | # | Avg. Duration Winners | 11:39:00 | # | Avg. Duration Loser | 1 day, 22:07:00 | # | Rejected Entry signals | 5295 | # | Entry/Exit Timeouts | 0 / 0 | # | | | # | Min balance | 10044.087 USDT | # | Max balance | 15527.505 USDT | # | Max % of account underwater | 2.39% | # | Absolute Drawdown (Account) | 2.39% | # | Absolute Drawdown | 371.783 USDT | # | Drawdown high | 5527.505 USDT | # | Drawdown low | 5155.722 USDT | # | Drawdown Start | 2023-02-04 23:00:00 | # | Drawdown End | 2023-02-05 00:00:00 | # | Market change | 97.41% | # ===================================================== |
Strategy League — fixed backtest that feeds the ranking
Export report Freqtrade logsThe latest re-run failed on — timed out after 1200s (strategy too complex/slow for the sandbox). The figures below are from the last run that succeeded, not from that attempt.
Log in or sign up to run the Strategy League backtest.
Figures from a run finished
ℹ️ This strategy uses a trailing stop / custom_stoploss() — freqtrade only
re-checks these once per 15m candle by default, not against the price movement within it.
For a more accurate read, re-run this backtest locally with --timeframe-detail 1m. Freqle doesn't do this for every check here: multiplying every
League/sweep backtest by a finer detail timeframe is more compute than the sandbox can sustain
across every indexed strategy. why this matters →
Loading charts…
Monthly breakdown
| Month | Regime | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|---|
| Jan 2022 | bearish trending high vol | 12 | -2.40 | -1.71 | 7 | 5 | 58.3 | -90.4 | 40h 51m |
| Dec 2021 | bearish trending high vol | 47 | -1.46 | 0.13 | 39 | 8 | 83.0 | -88.44 | 15h 06m |
| Nov 2021 | bullish trending high vol | 48 | -1.05 | 0.11 | 42 | 6 | 87.5 | -87.32 | 19h 37m |
| Oct 2021 | bullish trending high vol | 55 | +1.27 | 0.84 | 51 | 4 | 92.7 | -87.17 | 12h 16m |
| Sep 2021 | bearish trending high vol | 85 | -2.44 | 0.19 | 71 | 14 | 83.5 | -86.94 | 12h 26m |
| Aug 2021 | bullish trending high vol | 94 | +1.23 | 0.58 | 82 | 12 | 87.2 | -86.14 | 12h 36m |
| Jul 2021 | bearish trending high vol | 57 | -2.66 | -0.13 | 47 | 10 | 82.5 | -86.83 | 17h 09m |
| Jun 2021 | bearish trending high vol | 208 | -14.13 | -0.20 | 154 | 54 | 74.0 | -83.83 | 9h 05m |
| May 2021 | bearish trending high vol | 763 | -41.80 | -0.22 | 523 | 240 | 68.5 | -70.76 | 5h 39m |
| Apr 2021 | bearish choppy high vol | 772 | +0.59 | 0.56 | 626 | 146 | 81.1 | -38.11 | 7h 14m |
| Mar 2021 | bullish choppy high vol | 575 | -2.52 | 0.41 | 494 | 81 | 85.9 | -36.86 | 10h 48m |
| Feb 2021 | bullish trending high vol | 839 | -16.30 | 0.35 | 636 | 203 | 75.8 | -29.56 | 6h 13m |
| Jan 2021 | bullish trending high vol | 680 | -8.24 | 0.42 | 510 | 170 | 75.0 | -15.5 | 6h 26m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2022 | 12 | -2.40 | -1.71 | 7 | 5 | 58.3 | -90.4 | 40h 51m |
| 2021 | 4223 | -87.51 | 0.27 | 3275 | 948 | 77.6 | -88.44 | 7h 51m |
Trade charts — best 2 and worst 2 performing pairs (full OHLC candles are expensive to render for every pair)
Backtests — over a market period
Backtest this strategy over a chosen crypto-cycle period. These don't affect the League ranking, and need that period's candle data downloaded.
Log in or sign up to run backtests.
| Period | Range | Total % | Win % | Max DD | Trades | |
|---|---|---|---|---|---|---|
| 2020 · DeFi Summer & Pre-Halving Rally | 20200101-20210101 | not run | ||||
| 2021 · Institutional Bull Market | 20210101-20220101 | not run | ||||
| 2022 · Post-Bull Crash & Macro Tightening | 20220101-20230101 | not run | ||||
| 2023–2024 · Recovery & ETF Anticipation | 20230101-20250101 | not run | ||||
| 2025–2026 · Current Cycle | 20250101-20260101 | not run | ||||
Walk forward
Out-of-sample backtest on recent data · 33 pairs · 20260101-20260701.
Backtest trust check
Static source analysis — instant, does not run the strategy. Flags future-data leaks, backtest-realism problems, and indicators worth a second look.
Lookahead analysis
freqtrade lookahead-analysis: detects strategies peeking at future candles.