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