Timeframe
15m
Direction
Long & Short
Stoploss
-31.7%
Trailing Stop
Yes
ROI
0m: 27.9%, 138m: 17.9%, 154m: 12.2%, 260m: 22.5%
Interface Version
3
Startup Candles
N/A
Indicators
8
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
# flake8: noqa: F401
# isort: skip_file
# --- Do not remove these libs ---
from cmath import nan
from functools import reduce
from math import sqrt
import numpy as np
import pandas as pd
from pandas import DataFrame
from datetime import datetime
from typing import Optional, Union
from freqtrade.persistence import Trade
from freqtrade.strategy import (BooleanParameter, CategoricalParameter, stoploss_from_open, DecimalParameter,
IntParameter, IStrategy, informative, merge_informative_pair)
# --------------------------------
# Add your lib to import here
import talib.abstract as ta
import pandas_ta as pta
from technical import qtpylib
# custom indicators
# ##############################################################################################################################################################################################
def trade_signal(dataframe, rsi_tp = 14, bb_tp = 20):
# Compute indicators
dataframe['RSI'] = ta.RSI(dataframe['close'], timeperiod=rsi_tp)
dataframe['upper_band'], dataframe['middle_band'], dataframe['lower_band'] = ta.BBANDS(dataframe['close'], timeperiod=bb_tp)
dataframe['macd'], dataframe['signal'], _ = ta.MACD(dataframe['close'])
# LONG Trade conditions
conditions_long = ((dataframe['RSI'] > 50) & (dataframe['close'] > dataframe['middle_band']) & (dataframe['close'] < dataframe['upper_band']) & (dataframe['macd'] > dataframe['signal']) & ((dataframe['high'] - dataframe['close']) < (dataframe['close'] - dataframe['open'])) & (dataframe['close'] > dataframe['open']) )
conditions_short = ((dataframe['RSI'] < 50) & (dataframe['close'] < dataframe['middle_band']) & (dataframe['close'] > dataframe['lower_band']) & (dataframe['macd'] < dataframe['signal']) & ((dataframe['close'] - dataframe['low']) < (dataframe['open'] - dataframe['close'])) & (dataframe['close'] < dataframe['open']) )
# dataframe['signal'] = 0
dataframe.loc[conditions_long, 'trend'] = 1
dataframe.loc[conditions_short, 'trend'] = -1
return dataframe
# ##############################################################################################################################################################################################
class picasso_RSI_BB_MACD_Dec_2023_15m_3_rls(IStrategy):
# Strategy interface version - allow new iterations of the strategy interface.
# Check the documentation or the Sample strategy to get the latest version.
INTERFACE_VERSION = 3
# Optimal timeframe for the strategy.
timeframe = '15m'
# Can this strategy go short?
can_short = True
'''
sudo docker compose run freqtrade backtesting --strategy RSI_BB_MACD_Dec_2023_15m_3_rls -i 5m --export trades --breakdown month --timerange 20230101-20231212
2023-12-18 06:05:24,661 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 5m.
2023-12-18 06:05:24,661 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
2023-12-18 06:05:24,661 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 20.
2023-12-18 06:05:24,661 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 10, 'exit': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}.
2023-12-18 06:05:24,661 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
2023-12-18 06:05:24,661 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.184, '416': 0.14, '933': 0.073, '1982': 0}
2023-12-18 06:05:24,661 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 5m
2023-12-18 06:05:24,661 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.317
2023-12-18 06:05:24,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
2023-12-18 06:05:24,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.012
2023-12-18 06:05:24,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.03
2023-12-18 06:05:24,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: True
2023-12-18 06:05:24,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
2023-12-18 06:05:24,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
2023-12-18 06:05:24,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False}
2023-12-18 06:05:24,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
2023-12-18 06:05:24,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
2023-12-18 06:05:24,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 20
2023-12-18 06:06:43,786 - freqtrade.optimize.backtesting - INFO - Loading data from 2022-12-31 21:30:00 up to 2023-12-12 00:00:00 (345 days).
2023-12-18 06:06:44,905 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
2023-12-18 06:06:44,955 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy RSI_BB_MACD_Dec_2023_15m_3_rls
2023-12-18 06:06:44,955 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values.
2023-12-18 06:06:44,955 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_long_max_1 = 6.5
2023-12-18 06:06:44,955 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_long_max_2 = 50.7
2023-12-18 06:06:44,955 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_long_min_1 = 5.7
2023-12-18 06:06:44,955 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_long_min_2 = 20.9
2023-12-18 06:06:44,956 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_short_max_1 = 21.4
2023-12-18 06:06:44,956 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_short_max_2 = 50.8
2023-12-18 06:06:44,956 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_short_min_1 = 9.9
2023-12-18 06:06:44,956 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_short_min_2 = 30.3
2023-12-18 06:06:44,956 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): bb_tp_l = 16
2023-12-18 06:06:44,956 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): bb_tp_s = 20
2023-12-18 06:06:44,956 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): leverage_num = 5
2023-12-18 06:06:44,956 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): rsi_tp_l = 22
2023-12-18 06:06:44,957 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): rsi_tp_s = 17
2023-12-18 06:06:44,957 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): volume_check = 38
2023-12-18 06:06:44,957 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): volume_check_s = 20
2023-12-18 06:06:44,957 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values.
2023-12-18 06:06:44,957 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_long_mul = 3.8
2023-12-18 06:06:44,957 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_short_mul = 5.0
2023-12-18 06:06:44,957 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): ema_period_l_exit = 91
2023-12-18 06:06:44,957 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): ema_period_s_exit = 147
2023-12-18 06:06:44,958 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): volume_check_exit = 19
2023-12-18 06:06:44,958 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): volume_check_exit_s = 41
2023-12-18 06:06:44,958 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
2023-12-18 06:06:44,958 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_allowed_drawdown = 0.1
2023-12-18 06:06:44,958 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_drawdown_lookback = 2
2023-12-18 06:06:44,958 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_drawdown_stop_duration = 4
2023-12-18 06:06:44,958 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_drawdown_trade_limit = 1
2023-12-18 06:06:44,959 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): stoploss_guard_lookback = 8
2023-12-18 06:06:44,959 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): stoploss_guard_stop_duration = 4
2023-12-18 06:06:44,959 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): stoploss_guard_trade_limit = 1
2023-12-18 06:06:48,459 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2023-01-01 00:00:00 up to 2023-12-12 00:00:00 (345 days).
2023-12-18 06:20:38,319 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2023-12-18_06-20-38.meta.json"
2023-12-18 06:20:38,324 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2023-12-18_06-20-38.json"
2023-12-18 06:20:38,856 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/.last_result.json"
Result for strategy RSI_BB_MACD_Dec_2023_15m_3_rls
================================================================ BACKTESTING REPORT ================================================================
| Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|--------------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| OGN/USDT:USDT | 894 | 0.69 | 618.56 | 123.647 | 12.36 | 2:46:00 | 729 0 165 81.5 |
| C98/USDT:USDT | 746 | 0.41 | 306.41 | 61.217 | 6.12 | 2:35:00 | 602 0 144 80.7 |
| CELR/USDT:USDT | 440 | 0.60 | 262.26 | 52.444 | 5.24 | 2:06:00 | 346 0 94 78.6 |
| UNFI/USDT:USDT | 317 | 0.79 | 248.88 | 49.656 | 4.97 | 2:33:00 | 259 0 58 81.7 |
| CELO/USDT:USDT | 1109 | 0.19 | 206.22 | 41.211 | 4.12 | 4:04:00 | 920 0 189 83.0 |
| SNX/USDT:USDT | 725 | 0.26 | 186.69 | 37.221 | 3.72 | 2:32:00 | 578 0 147 79.7 |
| LPT/USDT:USDT | 1369 | 0.10 | 136.35 | 27.220 | 2.72 | 2:53:00 | 1084 0 285 79.2 |
| FIL/USDT:USDT | 84 | 1.43 | 120.22 | 23.987 | 2.40 | 2:36:00 | 70 0 14 83.3 |
| ATA/USDT:USDT | 148 | 0.51 | 75.07 | 14.989 | 1.50 | 2:57:00 | 121 0 27 81.8 |
| STORJ/USDT:USDT | 171 | 0.44 | 75.09 | 14.973 | 1.50 | 2:14:00 | 133 0 38 77.8 |
| ATOM/USDT:USDT | 352 | 0.20 | 69.87 | 13.952 | 1.40 | 3:44:00 | 264 0 88 75.0 |
| KSM/USDT:USDT | 885 | 0.08 | 72.37 | 13.550 | 1.35 | 3:18:00 | 664 0 221 75.0 |
| 1000SHIB/USDT:USDT | 153 | 0.28 | 43.49 | 8.697 | 0.87 | 3:22:00 | 117 0 36 76.5 |
| FTM/USDT:USDT | 109 | 0.18 | 19.15 | 3.822 | 0.38 | 2:37:00 | 84 0 25 77.1 |
| ALPHA/USDT:USDT | 201 | 0.09 | 18.21 | 3.659 | 0.37 | 2:13:00 | 150 0 51 74.6 |
| DENT/USDT:USDT | 118 | 0.10 | 11.23 | 2.242 | 0.22 | 2:48:00 | 94 0 24 79.7 |
| PEOPLE/USDT:USDT | 1078 | -0.02 | -20.35 | -4.074 | -0.41 | 3:14:00 | 839 0 239 77.8 |
| BAKE/USDT:USDT | 239 | -0.18 | -42.43 | -8.471 | -0.85 | 2:23:00 | 190 0 49 79.5 |
| BLZ/USDT:USDT | 683 | -0.07 | -45.93 | -9.151 | -0.92 | 2:15:00 | 529 0 154 77.5 |
| IOTX/USDT:USDT | 255 | -0.18 | -46.16 | -9.230 | -0.92 | 3:05:00 | 197 0 58 77.3 |
| LRC/USDT:USDT | 214 | -0.43 | -91.58 | -18.270 | -1.83 | 3:22:00 | 162 0 52 75.7 |
| WOO/USDT:USDT | 160 | -0.73 | -116.70 | -23.292 | -2.33 | 2:45:00 | 125 0 35 78.1 |
| AR/USDT:USDT | 177 | -1.49 | -264.32 | -52.560 | -5.26 | 2:48:00 | 128 0 49 72.3 |
| TOTAL | 10627 | 0.17 | 1842.62 | 367.438 | 36.74 | 2:57:00 | 8385 0 2242 78.9 |
============================================================= LEFT OPEN TRADES REPORT ==============================================================
| Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|--------------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| UNFI/USDT:USDT | 1 | -1.97 | -1.97 | -0.391 | -0.04 | 3:15:00 | 0 0 1 0 |
| STORJ/USDT:USDT | 1 | -3.58 | -3.58 | -0.714 | -0.07 | 3:45:00 | 0 0 1 0 |
| SNX/USDT:USDT | 1 | -12.00 | -12.00 | -2.393 | -0.24 | 2:40:00 | 0 0 1 0 |
| 1000SHIB/USDT:USDT | 1 | -14.75 | -14.75 | -2.949 | -0.29 | 5:15:00 | 0 0 1 0 |
| TOTAL | 4 | -8.07 | -32.30 | -6.447 | -0.64 | 3:44:00 | 0 0 4 0 |
=========================================================== ENTER TAG STATS ===========================================================
| TAG | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|-------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| TOTAL | 10627 | 0.17 | 1842.62 | 367.438 | 36.74 | 2:57:00 | 8385 0 2242 78.9 |
======================================================= EXIT REASON STATS ========================================================
| Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % |
|--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------|
| trailing_stop_loss | 8539 | 8229 0 310 96.4 | 3.29 | 28127.8 | 5612.84 | 7031.95 |
| exit_short | 1548 | 3 0 1545 0.2 | -12.76 | -19757.4 | -3941.61 | -4939.36 |
| exit_long | 191 | 0 0 191 0 | -13.09 | -2499.85 | -499.195 | -624.96 |
| stop_loss | 190 | 0 0 190 0 | -31.75 | -6031.9 | -1204.34 | -1507.97 |
| roi | 155 | 153 0 2 98.7 | 13.14 | 2036.29 | 406.192 | 509.07 |
| force_exit | 4 | 0 0 4 0 | -8.07 | -32.3 | -6.447 | -8.07 |
======================= MONTH BREAKDOWN ========================
| Month | Tot Profit USDT | Wins | Draws | Losses |
|------------+-------------------+--------+---------+----------|
| 31/01/2023 | 38.739 | 846 | 0 | 222 |
| 28/02/2023 | 23.972 | 980 | 0 | 238 |
| 31/03/2023 | 94.761 | 954 | 0 | 212 |
| 30/04/2023 | 26.119 | 659 | 0 | 183 |
| 31/05/2023 | 35.947 | 525 | 0 | 149 |
| 30/06/2023 | 13.513 | 693 | 0 | 200 |
| 31/07/2023 | -10.174 | 571 | 0 | 168 |
| 31/08/2023 | 87.746 | 678 | 0 | 175 |
| 30/09/2023 | -18.781 | 578 | 0 | 159 |
| 31/10/2023 | -1.053 | 599 | 0 | 198 |
| 30/11/2023 | 71.276 | 968 | 0 | 232 |
| 31/12/2023 | 5.372 | 334 | 0 | 106 |
=================== SUMMARY METRICS ====================
| Metric | Value |
|-----------------------------+------------------------|
| Backtesting from | 2023-01-01 00:00:00 |
| Backtesting to | 2023-12-12 00:00:00 |
| Max open trades | 4 |
| | |
| Total/Daily Avg Trades | 10627 / 30.8 |
| Starting balance | 1000 USDT |
| Final balance | 1367.438 USDT |
| Absolute profit | 367.438 USDT |
| Total profit % | 36.74% |
| CAGR % | 39.25% |
| Sortino | 11.13 |
| Sharpe | 12.15 |
| Calmar | 23.00 |
| Profit factor | 1.06 |
| Expectancy (Ratio) | 0.03 (0.01) |
| Trades per day | 30.8 |
| Avg. daily profit % | 0.11% |
| Avg. stake amount | 19.956 USDT |
| Total trade volume | 212073.521 USDT |
| | |
| Long / Short | 1206 / 9421 |
| Total profit Long % | 6.09% |
| Total profit Short % | 30.65% |
| Absolute profit Long | 60.919 USDT |
| Absolute profit Short | 306.519 USDT |
| | |
| Best Pair | OGN/USDT:USDT 618.56% |
| Worst Pair | AR/USDT:USDT -264.32% |
| Best trade | STORJ/USDT:USDT 18.85% |
| Worst trade | LPT/USDT:USDT -34.68% |
| Best day | 46.183 USDT |
| Worst day | -39.308 USDT |
| Days win/draw/lose | 167 / 0 / 179 |
| Avg. Duration Winners | 2:14:00 |
| Avg. Duration Loser | 5:36:00 |
| Max Consecutive Wins / Loss | 47 / 10 |
| Rejected Entry signals | 762864 |
| Entry/Exit Timeouts | 0 / 1075 |
| | |
| Min balance | 954.565 USDT |
| Max balance | 1409.97 USDT |
| Max % of account underwater | 8.85% |
| Absolute Drawdown (Account) | 8.85% |
| Absolute Drawdown | 93.53 USDT |
| Drawdown high | 57.057 USDT |
| Drawdown low | -36.473 USDT |
| Drawdown Start | 2023-01-30 23:15:00 |
| Drawdown End | 2023-02-08 02:05:00 |
| Market change | 74.01% |
========================================================
Backtested 2023-01-01 00:00:00 -> 2023-12-12 00:00:00 | Max open trades : 4
=============================================================================== STRATEGY SUMMARY ==============================================================================
| Strategy | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | Drawdown |
|---------------------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------+-------------------|
| RSI_BB_MACD_Dec_2023_15m_3_rls | 10627 | 0.17 | 1842.62 | 367.438 | 36.74 | 2:57:00 | 8385 0 2242 78.9 | 93.53 USDT 8.85% |
===============================================================================================================================================================================
============================================================== BACKTESTING REPORT ==============================================================
| Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|----------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| UNFI/USDT:USDT | 4637 | 1.27 | 5895.70 | 1171.434 | 117.14 | 2:18:00 | 3869 0 768 83.4 |
| CRV/USDT:USDT | 4396 | 1.09 | 4790.14 | 956.821 | 95.68 | 2:12:00 | 3650 0 746 83.0 |
| LRC/USDT:USDT | 4076 | 0.91 | 3714.39 | 739.114 | 73.91 | 2:43:00 | 3371 0 705 82.7 |
| CTK/USDT:USDT | 4114 | 0.83 | 3421.68 | 679.116 | 67.91 | 3:03:00 | 3428 0 686 83.3 |
| RSR/USDT:USDT | 2914 | 0.98 | 2856.32 | 571.013 | 57.10 | 1:49:00 | 2364 0 550 81.1 |
| C98/USDT:USDT | 1854 | 1.29 | 2389.09 | 472.906 | 47.29 | 2:50:00 | 1552 0 302 83.7 |
| VET/USDT:USDT | 1989 | 0.98 | 1947.06 | 389.133 | 38.91 | 2:19:00 | 1629 0 360 81.9 |
| BAKE/USDT:USDT | 1068 | 1.44 | 1532.78 | 304.655 | 30.47 | 2:22:00 | 890 0 178 83.3 |
| IMX/USDT:USDT | 1797 | 0.83 | 1491.81 | 296.744 | 29.67 | 2:41:00 | 1497 0 300 83.3 |
| ATA/USDT:USDT | 1081 | 1.18 | 1272.66 | 253.917 | 25.39 | 3:34:00 | 903 0 178 83.5 |
| OP/USDT:USDT | 796 | 1.55 | 1234.63 | 246.705 | 24.67 | 2:12:00 | 650 0 146 81.7 |
| IOTX/USDT:USDT | 963 | 1.09 | 1045.79 | 209.031 | 20.90 | 3:03:00 | 810 0 153 84.1 |
| LPT/USDT:USDT | 890 | 1.03 | 920.63 | 182.414 | 18.24 | 3:01:00 | 745 1 144 83.7 |
| WOO/USDT:USDT | 1073 | 0.77 | 830.91 | 165.936 | 16.59 | 3:04:00 | 897 0 176 83.6 |
| ICP/USDT:USDT | 292 | 1.17 | 342.67 | 66.856 | 6.69 | 4:31:00 | 248 0 44 84.9 |
| TOTAL | 31940 | 1.05 | 33686.26 | 6705.795 | 670.58 | 2:35:00 | 26503 1 5436 83.0 |
=========================================================== LEFT OPEN TRADES REPORT ============================================================
| Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|----------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| CRV/USDT:USDT | 1 | 0.69 | 0.69 | 0.138 | 0.01 | 0:30:00 | 1 0 0 100 |
| IOTX/USDT:USDT | 1 | 0.18 | 0.18 | 0.036 | 0.00 | 1:00:00 | 1 0 0 100 |
| LRC/USDT:USDT | 1 | -2.21 | -2.21 | -0.442 | -0.04 | 0:45:00 | 0 0 1 0 |
| IMX/USDT:USDT | 1 | -5.97 | -5.97 | -1.192 | -0.12 | 0:30:00 | 0 0 1 0 |
| TOTAL | 4 | -1.83 | -7.31 | -1.460 | -0.15 | 0:41:00 | 2 0 2 50.0 |
=========================================================== ENTER TAG STATS ===========================================================
| TAG | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|-------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| TOTAL | 31940 | 1.05 | 33686.26 | 6705.795 | 670.58 | 2:35:00 | 26503 1 5436 83.0 |
======================================================= EXIT REASON STATS ========================================================
| Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % |
|--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------|
| trailing_stop_loss | 27126 | 25164 0 1962 92.8 | 4.02 | 108975 | 21706.8 | 27243.8 |
| stop_loss | 2416 | 0 0 2416 0 | -31.81 | -76846.2 | -15306.6 | -19211.5 |
| roi | 1356 | 1336 1 19 98.5 | 15.37 | 20837.2 | 4149.26 | 5209.29 |
| exit_short | 913 | 1 0 912 0.1 | -18.35 | -16751.4 | -3339.78 | -4187.84 |
| exit_long | 125 | 0 0 125 0 | -20.17 | -2521.19 | -502.445 | -630.3 |
| force_exit | 4 | 2 0 2 50.0 | -1.83 | -7.31 | -1.46 | -1.83 |
======================= MONTH BREAKDOWN ========================
| Month | Tot Profit USDT | Wins | Draws | Losses |
|------------+-------------------+--------+---------+----------|
| 31/01/2021 | 479.569 | 1218 | 0 | 329 |
| 28/02/2021 | 361.191 | 1074 | 0 | 282 |
| 31/03/2021 | 199.215 | 993 | 0 | 201 |
| 30/04/2021 | 344.018 | 998 | 0 | 236 |
| 31/05/2021 | 699.519 | 1330 | 0 | 333 |
| 30/06/2021 | 282.705 | 1071 | 0 | 210 |
| 31/07/2021 | 90.472 | 817 | 0 | 161 |
| 31/08/2021 | 266.451 | 983 | 0 | 193 |
| 30/09/2021 | 162.756 | 808 | 0 | 168 |
| 31/10/2021 | 48.438 | 750 | 0 | 153 |
| 30/11/2021 | 154.178 | 946 | 0 | 207 |
| 31/12/2021 | 312.83 | 911 | 0 | 162 |
| 31/01/2022 | 172.627 | 796 | 0 | 159 |
| 28/02/2022 | 81.469 | 637 | 0 | 146 |
| 31/03/2022 | 54.597 | 721 | 0 | 147 |
| 30/04/2022 | 158.651 | 594 | 0 | 118 |
| 31/05/2022 | 467.646 | 1405 | 0 | 318 |
| 30/06/2022 | 417.823 | 1230 | 0 | 295 |
| 31/07/2022 | 118.561 | 841 | 0 | 176 |
| 31/08/2022 | 120.84 | 674 | 0 | 113 |
| 30/09/2022 | 135.618 | 491 | 0 | 68 |
| 31/10/2022 | 111.056 | 417 | 0 | 66 |
| 30/11/2022 | 183.864 | 697 | 0 | 146 |
| 31/12/2022 | 107.916 | 328 | 0 | 43 |
| 31/01/2023 | 133.212 | 634 | 0 | 119 |
| 28/02/2023 | 287.781 | 787 | 0 | 118 |
| 31/03/2023 | 246.546 | 732 | 0 | 112 |
| 30/04/2023 | 6.367 | 414 | 0 | 83 |
| 31/05/2023 | 85.277 | 367 | 0 | 53 |
| 30/06/2023 | 54.099 | 407 | 0 | 72 |
| 31/07/2023 | 28.516 | 321 | 0 | 59 |
| 31/08/2023 | 112.609 | 433 | 0 | 79 |
| 30/09/2023 | 21.276 | 353 | 1 | 56 |
| 31/10/2023 | 40.59 | 404 | 0 | 82 |
| 30/11/2023 | 119.469 | 671 | 0 | 118 |
| 31/12/2023 | 38.041 | 250 | 0 | 55 |
==================== SUMMARY METRICS ====================
| Metric | Value |
|-----------------------------+-------------------------|
| Backtesting from | 2021-01-01 07:30:00 |
| Backtesting to | 2023-12-12 00:00:00 |
| Max open trades | 4 |
| | |
| Total/Daily Avg Trades | 31940 / 29.74 |
| Starting balance | 1000 USDT |
| Final balance | 7705.795 USDT |
| Absolute profit | 6705.795 USDT |
| Total profit % | 670.58% |
| CAGR % | 100.16% |
| Sortino | 45.62 |
| Sharpe | 53.42 |
| Calmar | 524.88 |
| Profit factor | 1.32 |
| Expectancy (Ratio) | 0.21 (0.06) |
| Trades per day | 29.74 |
| Avg. daily profit % | 0.62% |
| Avg. stake amount | 19.924 USDT |
| Total trade volume | 636375.17 USDT |
| | |
| Long / Short | 3348 / 28592 |
| Total profit Long % | 77.18% |
| Total profit Short % | 593.39% |
| Absolute profit Long | 771.849 USDT |
| Absolute profit Short | 5933.945 USDT |
| | |
| Best Pair | UNFI/USDT:USDT 5895.70% |
| Worst Pair | ICP/USDT:USDT 342.67% |
| Best trade | CRV/USDT:USDT 19.82% |
| Worst trade | UNFI/USDT:USDT -39.65% |
| Best day | 107.604 USDT |
| Worst day | -51.546 USDT |
| Days win/draw/lose | 647 / 2 / 427 |
| Avg. Duration Winners | 1:59:00 |
| Avg. Duration Loser | 5:26:00 |
| Max Consecutive Wins / Loss | 72 / 10 |
| Rejected Entry signals | 271904 |
| Entry/Exit Timeouts | 0 / 11233 |
| | |
| Min balance | 976.461 USDT |
| Max balance | 7711.658 USDT |
| Max % of account underwater | 6.52% |
| Absolute Drawdown (Account) | 2.27% |
| Absolute Drawdown | 108.495 USDT |
| Drawdown high | 3774.007 USDT |
| Drawdown low | 3665.511 USDT |
| Drawdown Start | 2022-03-15 16:00:00 |
| Drawdown End | 2022-03-28 08:00:00 |
| Market change | -36.56% |
=========================================================
Backtested 2021-01-01 07:30:00 -> 2023-12-12 00:00:00 | Max open trades : 4
================================================================================ STRATEGY SUMMARY ===============================================================================
| Strategy | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | Drawdown |
|---------------------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------+---------------------|
| RSI_BB_MACD_Dec_2023_15m_3_rls | 31940 | 1.05 | 33686.26 | 6705.795 | 670.58 | 2:35:00 | 26503 1 5436 83.0 | 108.495 USDT 2.27% |
=================================================================================================================================================================================
============================================================== BACKTESTING REPORT ==============================================================
| Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|----------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| UNFI/USDT:USDT | 3277 | 1.36 | 4463.15 | 885.562 | 88.56 | 2:03:00 | 2717 0 560 82.9 |
| CRV/USDT:USDT | 3211 | 1.14 | 3665.21 | 732.051 | 73.21 | 1:51:00 | 2631 0 580 81.9 |
| C98/USDT:USDT | 2835 | 1.25 | 3557.49 | 704.767 | 70.48 | 2:50:00 | 2383 0 452 84.1 |
| RSR/USDT:USDT | 3457 | 1.02 | 3521.25 | 703.966 | 70.40 | 1:50:00 | 2826 0 631 81.7 |
| BAKE/USDT:USDT | 3900 | 0.82 | 3187.53 | 634.186 | 63.42 | 2:51:00 | 3239 0 661 83.1 |
| LPT/USDT:USDT | 2487 | 1.25 | 3105.51 | 616.179 | 61.62 | 3:22:00 | 2126 1 360 85.5 |
| VET/USDT:USDT | 2986 | 1.00 | 2992.94 | 598.130 | 59.81 | 2:31:00 | 2463 0 523 82.5 |
| IOTX/USDT:USDT | 2301 | 1.12 | 2578.81 | 515.516 | 51.55 | 3:16:00 | 1944 0 357 84.5 |
| CTK/USDT:USDT | 2592 | 0.96 | 2492.94 | 494.323 | 49.43 | 2:18:00 | 2136 0 456 82.4 |
| LRC/USDT:USDT | 2558 | 0.89 | 2275.36 | 453.040 | 45.30 | 2:15:00 | 2099 0 459 82.1 |
| ATA/USDT:USDT | 2334 | 0.91 | 2127.58 | 424.736 | 42.47 | 3:18:00 | 1943 0 391 83.2 |
| OP/USDT:USDT | 1140 | 1.22 | 1393.92 | 278.519 | 27.85 | 2:23:00 | 940 0 200 82.5 |
| IMX/USDT:USDT | 1511 | 0.79 | 1191.98 | 237.258 | 23.73 | 2:36:00 | 1252 0 259 82.9 |
| WOO/USDT:USDT | 2208 | 0.53 | 1176.29 | 234.864 | 23.49 | 3:07:00 | 1859 0 349 84.2 |
| ICP/USDT:USDT | 941 | 1.19 | 1122.78 | 218.043 | 21.80 | 5:02:00 | 796 0 145 84.6 |
| TOTAL | 37738 | 1.03 | 38852.72 | 7731.139 | 773.11 | 2:38:00 | 31354 1 6383 83.1 |
=========================================================== LEFT OPEN TRADES REPORT ============================================================
| Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|----------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| IOTX/USDT:USDT | 1 | 0.18 | 0.18 | 0.036 | 0.00 | 1:00:00 | 1 0 0 100 |
| LRC/USDT:USDT | 1 | -2.21 | -2.21 | -0.442 | -0.04 | 0:45:00 | 0 0 1 0 |
| OP/USDT:USDT | 1 | -2.27 | -2.27 | -0.454 | -0.05 | 0:30:00 | 0 0 1 0 |
| TOTAL | 3 | -1.44 | -4.31 | -0.860 | -0.09 | 0:45:00 | 1 0 2 33.3 |
=========================================================== ENTER TAG STATS ===========================================================
| TAG | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|-------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| TOTAL | 37738 | 1.03 | 38852.72 | 7731.139 | 773.11 | 2:38:00 | 31354 1 6383 83.1 |
======================================================= EXIT REASON STATS ========================================================
| Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % |
|--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------|
| trailing_stop_loss | 32042 | 29823 0 2219 93.1 | 4 | 128181 | 25528.1 | 25636.2 |
| stop_loss | 2762 | 0 0 2762 0 | -31.81 | -87858.1 | -17499.5 | -17571.6 |
| roi | 1561 | 1529 1 31 98.0 | 15.03 | 23460.7 | 4670.61 | 4692.14 |
| exit_short | 1199 | 1 0 1198 0.1 | -17.89 | -21455.8 | -4275.3 | -4291.16 |
| exit_long | 171 | 0 0 171 0 | -20.3 | -3470.68 | -691.865 | -694.14 |
| force_exit | 3 | 1 0 2 33.3 | -1.44 | -4.31 | -0.86 | -0.86 |
======================= MONTH BREAKDOWN ========================
| Month | Tot Profit USDT | Wins | Draws | Losses |
|------------+-------------------+--------+---------+----------|
| 31/01/2021 | 462.494 | 1262 | 0 | 351 |
| 28/02/2021 | 402.728 | 1136 | 0 | 296 |
| 31/03/2021 | 221.08 | 1108 | 0 | 221 |
| 30/04/2021 | 348.593 | 1114 | 0 | 282 |
| 31/05/2021 | 775.426 | 1539 | 0 | 385 |
| 30/06/2021 | 363.601 | 1248 | 0 | 245 |
| 31/07/2021 | 107.181 | 943 | 0 | 195 |
| 31/08/2021 | 394.246 | 1159 | 0 | 209 |
| 30/09/2021 | 298.063 | 1032 | 0 | 201 |
| 31/10/2021 | 74.858 | 857 | 0 | 174 |
| 30/11/2021 | 288.073 | 1096 | 0 | 217 |
| 31/12/2021 | 324.431 | 1008 | 0 | 171 |
| 31/01/2022 | 156.101 | 897 | 0 | 169 |
| 28/02/2022 | 40.78 | 787 | 0 | 178 |
| 31/03/2022 | 104.581 | 854 | 0 | 165 |
| 30/04/2022 | 190.168 | 736 | 0 | 141 |
| 31/05/2022 | 604.38 | 1658 | 0 | 378 |
| 30/06/2022 | 473.402 | 1549 | 0 | 351 |
| 31/07/2022 | 78.744 | 997 | 0 | 205 |
| 31/08/2022 | 88.291 | 766 | 0 | 135 |
| 30/09/2022 | 118.348 | 536 | 0 | 81 |
| 31/10/2022 | 98.551 | 489 | 0 | 81 |
| 30/11/2022 | 166.278 | 831 | 0 | 180 |
| 31/12/2022 | 94.227 | 371 | 0 | 57 |
| 31/01/2023 | 52.364 | 744 | 0 | 154 |
| 28/02/2023 | 267.128 | 939 | 0 | 153 |
| 31/03/2023 | 295.614 | 888 | 0 | 143 |
| 30/04/2023 | 86.019 | 591 | 0 | 110 |
| 31/05/2023 | 74.379 | 463 | 0 | 78 |
| 30/06/2023 | 73.911 | 562 | 0 | 104 |
| 31/07/2023 | 126.082 | 438 | 0 | 60 |
| 31/08/2023 | 101.308 | 623 | 0 | 115 |
| 30/09/2023 | 74.656 | 449 | 1 | 70 |
| 31/10/2023 | 60.737 | 525 | 0 | 116 |
| 30/11/2023 | 180.495 | 831 | 0 | 144 |
| 31/12/2023 | 63.82 | 328 | 0 | 68 |
==================== SUMMARY METRICS ====================
| Metric | Value |
|-----------------------------+-------------------------|
| Backtesting from | 2021-01-01 07:30:00 |
| Backtesting to | 2023-12-12 00:00:00 |
| Max open trades | 5 |
| | |
| Total/Daily Avg Trades | 37738 / 35.14 |
| Starting balance | 1000 USDT |
| Final balance | 8731.139 USDT |
| Absolute profit | 7731.139 USDT |
| Total profit % | 773.11% |
| CAGR % | 108.84% |
| Sortino | 53.15 |
| Sharpe | 62.25 |
| Calmar | 528.09 |
| Profit factor | 1.32 |
| Expectancy (Ratio) | 0.20 (0.05) |
| Trades per day | 35.14 |
| Avg. daily profit % | 0.72% |
| Avg. stake amount | 19.919 USDT |
| Total trade volume | 751710.471 USDT |
| | |
| Long / Short | 4339 / 33399 |
| Total profit Long % | 85.01% |
| Total profit Short % | 688.10% |
| Absolute profit Long | 850.114 USDT |
| Absolute profit Short | 6881.025 USDT |
| | |
| Best Pair | UNFI/USDT:USDT 4463.15% |
| Worst Pair | ICP/USDT:USDT 1122.78% |
| Best trade | CRV/USDT:USDT 19.82% |
| Worst trade | LPT/USDT:USDT -36.27% |
| Best day | 131.99 USDT |
| Worst day | -61.989 USDT |
| Days win/draw/lose | 654 / 3 / 419 |
| Avg. Duration Winners | 2:01:00 |
| Avg. Duration Loser | 5:36:00 |
| Max Consecutive Wins / Loss | 102 / 12 |
| Rejected Entry signals | 223850 |
| Entry/Exit Timeouts | 0 / 13137 |
| | |
| Min balance | 976.257 USDT |
| Max balance | 8737.172 USDT |
| Max % of account underwater | 6.67% |
| Absolute Drawdown (Account) | 2.60% |
| Absolute Drawdown | 142.015 USDT |
| Drawdown high | 4453.322 USDT |
| Drawdown low | 4311.306 USDT |
| Drawdown Start | 2022-03-15 13:30:00 |
| Drawdown End | 2022-03-28 10:30:00 |
| Market change | -36.56% |
=========================================================
Backtested 2021-01-01 07:30:00 -> 2023-12-12 00:00:00 | Max open trades : 5
================================================================================ STRATEGY SUMMARY ===============================================================================
| Strategy | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | Drawdown |
|---------------------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------+---------------------|
| RSI_BB_MACD_Dec_2023_15m_3_rls | 37738 | 1.03 | 38852.72 | 7731.139 | 773.11 | 2:38:00 | 31354 1 6383 83.1 | 142.015 USDT 2.60% |
=================================================================================================================================================================================
============================================================== BACKTESTING REPORT ==============================================================
| Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|----------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| UNFI/USDT:USDT | 4955 | 1.21 | 5976.04 | 1187.344 | 118.73 | 2:22:00 | 4120 0 835 83.1 |
| CRV/USDT:USDT | 4150 | 1.10 | 4569.70 | 912.806 | 91.28 | 2:01:00 | 3428 0 722 82.6 |
| LRC/USDT:USDT | 4704 | 0.89 | 4210.04 | 838.634 | 83.86 | 2:50:00 | 3906 0 798 83.0 |
| RSR/USDT:USDT | 3758 | 1.05 | 3941.96 | 788.085 | 78.81 | 1:56:00 | 3080 0 678 82.0 |
| VET/USDT:USDT | 4141 | 0.83 | 3429.62 | 685.386 | 68.54 | 3:04:00 | 3436 0 705 83.0 |
| LPT/USDT:USDT | 2608 | 1.20 | 3140.20 | 622.747 | 62.27 | 3:23:00 | 2226 0 382 85.4 |
| IOTX/USDT:USDT | 2938 | 0.95 | 2801.36 | 559.978 | 56.00 | 3:22:00 | 2479 0 459 84.4 |
| CTK/USDT:USDT | 3812 | 0.70 | 2675.49 | 530.429 | 53.04 | 2:45:00 | 3144 0 668 82.5 |
| ATA/USDT:USDT | 2663 | 0.88 | 2350.55 | 468.962 | 46.90 | 3:21:00 | 2218 0 445 83.3 |
| BAKE/USDT:USDT | 2336 | 0.89 | 2079.21 | 413.706 | 41.37 | 2:35:00 | 1930 0 406 82.6 |
| C98/USDT:USDT | 1358 | 1.36 | 1846.02 | 364.967 | 36.50 | 2:43:00 | 1139 0 219 83.9 |
| OP/USDT:USDT | 1313 | 1.30 | 1702.43 | 340.169 | 34.02 | 2:27:00 | 1081 0 232 82.3 |
| WOO/USDT:USDT | 1717 | 0.43 | 741.38 | 148.025 | 14.80 | 3:00:00 | 1429 0 288 83.2 |
| IMX/USDT:USDT | 1181 | 0.60 | 711.74 | 141.913 | 14.19 | 2:48:00 | 967 0 214 81.9 |
| ICP/USDT:USDT | 437 | 1.09 | 477.62 | 93.770 | 9.38 | 4:30:00 | 369 0 68 84.4 |
| TOTAL | 42071 | 0.97 | 40653.34 | 8096.920 | 809.69 | 2:44:00 | 34952 0 7119 83.1 |
=========================================================== LEFT OPEN TRADES REPORT ============================================================
| Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|----------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| IOTX/USDT:USDT | 1 | 0.18 | 0.18 | 0.036 | 0.00 | 1:00:00 | 1 0 0 100 |
| LRC/USDT:USDT | 1 | -2.21 | -2.21 | -0.442 | -0.04 | 0:45:00 | 0 0 1 0 |
| VET/USDT:USDT | 1 | -2.55 | -2.55 | -0.510 | -0.05 | 0:30:00 | 0 0 1 0 |
| CTK/USDT:USDT | 1 | -26.00 | -26.00 | -5.178 | -0.52 | 5:15:00 | 0 0 1 0 |
| TOTAL | 4 | -7.65 | -30.59 | -6.095 | -0.61 | 1:52:00 | 1 0 3 25.0 |
=========================================================== ENTER TAG STATS ===========================================================
| TAG | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|-------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| TOTAL | 42071 | 0.97 | 40653.34 | 8096.920 | 809.69 | 2:44:00 | 34952 0 7119 83.1 |
======================================================= EXIT REASON STATS ========================================================
| Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % |
|--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------|
| trailing_stop_loss | 35703 | 33269 0 2434 93.2 | 3.97 | 141679 | 28229.6 | 23613.2 |
| stop_loss | 3074 | 0 0 3074 0 | -31.81 | -97794.5 | -19481.8 | -16299.1 |
| roi | 1723 | 1680 0 43 97.5 | 14.68 | 25301.6 | 5038.62 | 4216.93 |
| exit_short | 1350 | 2 0 1348 0.1 | -17.89 | -24146 | -4814.62 | -4024.34 |
| exit_long | 217 | 0 0 217 0 | -20.07 | -4356.03 | -868.816 | -726 |
| force_exit | 4 | 1 0 3 25.0 | -7.65 | -30.59 | -6.095 | -5.1 |
======================= MONTH BREAKDOWN ========================
| Month | Tot Profit USDT | Wins | Draws | Losses |
|------------+-------------------+--------+---------+----------|
| 31/01/2021 | 462.494 | 1262 | 0 | 351 |
| 28/02/2021 | 404.273 | 1148 | 0 | 306 |
| 31/03/2021 | 230.09 | 1142 | 0 | 228 |
| 30/04/2021 | 379.908 | 1145 | 0 | 291 |
| 31/05/2021 | 775.164 | 1608 | 0 | 407 |
| 30/06/2021 | 364.091 | 1355 | 0 | 267 |
| 31/07/2021 | 114.732 | 1042 | 0 | 217 |
| 31/08/2021 | 308.607 | 1282 | 0 | 240 |
| 30/09/2021 | 307.954 | 1193 | 0 | 223 |
| 31/10/2021 | 114.09 | 1020 | 0 | 197 |
| 30/11/2021 | 341.129 | 1382 | 0 | 286 |
| 31/12/2021 | 354.05 | 1199 | 0 | 214 |
| 31/01/2022 | 197.204 | 1051 | 0 | 196 |
| 28/02/2022 | 12.18 | 888 | 0 | 190 |
| 31/03/2022 | 61.532 | 990 | 0 | 206 |
| 30/04/2022 | 197.89 | 794 | 0 | 149 |
| 31/05/2022 | 632.825 | 1877 | 0 | 407 |
| 30/06/2022 | 547.609 | 1744 | 0 | 432 |
| 31/07/2022 | 126.43 | 1169 | 0 | 238 |
| 31/08/2022 | 59.219 | 861 | 0 | 155 |
| 30/09/2022 | 141.393 | 646 | 0 | 97 |
| 31/10/2022 | 134.972 | 571 | 0 | 95 |
| 30/11/2022 | 218.106 | 921 | 0 | 190 |
| 31/12/2022 | 157.074 | 473 | 0 | 59 |
| 31/01/2023 | 80.863 | 844 | 0 | 168 |
| 28/02/2023 | 315.334 | 1073 | 0 | 178 |
| 31/03/2023 | 339.057 | 1038 | 0 | 160 |
| 30/04/2023 | 53.815 | 592 | 0 | 119 |
| 31/05/2023 | 77.124 | 496 | 0 | 83 |
| 30/06/2023 | 85.08 | 597 | 0 | 98 |
| 31/07/2023 | 82.206 | 467 | 0 | 78 |
| 31/08/2023 | 96.271 | 647 | 0 | 137 |
| 30/09/2023 | 81.912 | 542 | 0 | 86 |
| 31/10/2023 | 61.148 | 626 | 0 | 124 |
| 30/11/2023 | 157.481 | 905 | 0 | 164 |
| 31/12/2023 | 23.615 | 362 | 0 | 83 |
==================== SUMMARY METRICS ====================
| Metric | Value |
|-----------------------------+-------------------------|
| Backtesting from | 2021-01-01 07:30:00 |
| Backtesting to | 2023-12-12 00:00:00 |
| Max open trades | 6 |
| | |
| Total/Daily Avg Trades | 42071 / 39.17 |
| Starting balance | 1000 USDT |
| Final balance | 9096.92 USDT |
| Absolute profit | 8096.92 USDT |
| Total profit % | 809.69% |
| CAGR % | 111.78% |
| Sortino | 55.75 |
| Sharpe | 65.28 |
| Calmar | 466.45 |
| Profit factor | 1.30 |
| Expectancy (Ratio) | 0.19 (0.05) |
| Trades per day | 39.17 |
| Avg. daily profit % | 0.75% |
| Avg. stake amount | 19.929 USDT |
| Total trade volume | 838431.987 USDT |
| | |
| Long / Short | 5097 / 36974 |
| Total profit Long % | 88.74% |
| Total profit Short % | 720.95% |
| Absolute profit Long | 887.447 USDT |
| Absolute profit Short | 7209.473 USDT |
| | |
| Best Pair | UNFI/USDT:USDT 5976.04% |
| Worst Pair | ICP/USDT:USDT 477.62% |
| Best trade | CRV/USDT:USDT 19.82% |
| Worst trade | UNFI/USDT:USDT -39.65% |
| Best day | 143.556 USDT |
| Worst day | -73.098 USDT |
| Days win/draw/lose | 659 / 0 / 417 |
| Avg. Duration Winners | 2:05:00 |
| Avg. Duration Loser | 5:57:00 |
| Max Consecutive Wins / Loss | 69 / 12 |
| Rejected Entry signals | 179939 |
| Entry/Exit Timeouts | 0 / 14404 |
| | |
| Min balance | 976.257 USDT |
| Max balance | 9105.818 USDT |
| Max % of account underwater | 6.64% |
| Absolute Drawdown (Account) | 3.09% |
| Absolute Drawdown | 171.534 USDT |
| Drawdown high | 4555.104 USDT |
| Drawdown low | 4383.569 USDT |
| Drawdown Start | 2022-03-14 03:00:00 |
| Drawdown End | 2022-03-28 10:30:00 |
| Market change | -36.56% |
=========================================================
Backtested 2021-01-01 07:30:00 -> 2023-12-12 00:00:00 | Max open trades : 6
================================================================================ STRATEGY SUMMARY ===============================================================================
| Strategy | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | Drawdown |
|---------------------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------+---------------------|
| RSI_BB_MACD_Dec_2023_15m_3_rls | 42071 | 0.97 | 40653.34 | 8096.920 | 809.69 | 2:44:00 | 34952 0 7119 83.1 | 171.534 USDT 3.09% |
=================================================================================================================================================================================
Result for strategy RSI_BB_MACD_Dec_2023_15m_3_rls
============================================================== BACKTESTING REPORT ==============================================================
| Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|----------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| CRV/USDT:USDT | 5842 | 1.03 | 6038.75 | 1206.308 | 120.63 | 2:27:00 | 4852 0 990 83.1 |
| UNFI/USDT:USDT | 5474 | 1.10 | 6000.69 | 1191.695 | 119.17 | 2:27:00 | 4533 0 941 82.8 |
| RSR/USDT:USDT | 5820 | 1.00 | 5790.98 | 1157.822 | 115.78 | 2:26:00 | 4838 0 982 83.1 |
| LRC/USDT:USDT | 5116 | 0.96 | 4928.66 | 981.111 | 98.11 | 2:58:00 | 4256 0 860 83.2 |
| C98/USDT:USDT | 3822 | 1.23 | 4696.22 | 930.130 | 93.01 | 3:08:00 | 3251 0 571 85.1 |
| BAKE/USDT:USDT | 4403 | 0.85 | 3752.70 | 747.104 | 74.71 | 2:59:00 | 3674 0 729 83.4 |
| CTK/USDT:USDT | 4842 | 0.75 | 3620.70 | 718.420 | 71.84 | 3:12:00 | 4047 0 795 83.6 |
| VET/USDT:USDT | 4845 | 0.73 | 3559.60 | 711.363 | 71.14 | 3:17:00 | 4019 0 826 83.0 |
| IOTX/USDT:USDT | 3597 | 0.91 | 3291.24 | 657.905 | 65.79 | 3:26:00 | 3022 0 575 84.0 |
| LPT/USDT:USDT | 3142 | 1.03 | 3225.50 | 640.402 | 64.04 | 3:32:00 | 2669 2 471 84.9 |
| OP/USDT:USDT | 2702 | 1.14 | 3076.78 | 614.783 | 61.48 | 2:45:00 | 2242 0 460 83.0 |
| IMX/USDT:USDT | 3279 | 0.78 | 2552.31 | 507.936 | 50.79 | 2:52:00 | 2736 0 543 83.4 |
| ATA/USDT:USDT | 3390 | 0.72 | 2450.66 | 488.649 | 48.86 | 3:32:00 | 2825 0 565 83.3 |
| WOO/USDT:USDT | 2748 | 0.58 | 1582.63 | 316.084 | 31.61 | 3:11:00 | 2317 0 431 84.3 |
| ICP/USDT:USDT | 1310 | 1.03 | 1350.81 | 263.523 | 26.35 | 5:17:00 | 1111 0 199 84.8 |
| TOTAL | 60332 | 0.93 | 55918.23 | 11133.236 | 1113.32 | 3:01:00 | 50392 2 9938 83.5 |
=========================================================== LEFT OPEN TRADES REPORT ============================================================
| Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|----------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| CRV/USDT:USDT | 1 | 0.69 | 0.69 | 0.138 | 0.01 | 0:30:00 | 1 0 0 100 |
| IOTX/USDT:USDT | 1 | 0.18 | 0.18 | 0.036 | 0.00 | 1:00:00 | 1 0 0 100 |
| LRC/USDT:USDT | 1 | -2.21 | -2.21 | -0.442 | -0.04 | 0:45:00 | 0 0 1 0 |
| OP/USDT:USDT | 1 | -2.27 | -2.27 | -0.454 | -0.05 | 0:30:00 | 0 0 1 0 |
| VET/USDT:USDT | 1 | -2.55 | -2.55 | -0.510 | -0.05 | 0:30:00 | 0 0 1 0 |
| TOTAL | 5 | -1.23 | -6.17 | -1.233 | -0.12 | 0:39:00 | 2 0 3 40.0 |
=========================================================== ENTER TAG STATS ===========================================================
| TAG | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|-------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| TOTAL | 60332 | 0.93 | 55918.23 | 11133.236 | 1113.32 | 3:01:00 | 50392 2 9938 83.5 |
======================================================= EXIT REASON STATS ========================================================
| Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % |
|--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------|
| trailing_stop_loss | 51325 | 48181 0 3144 93.9 | 3.93 | 201509 | 40150.3 | 13434 |
| stop_loss | 4158 | 0 0 4158 0 | -31.82 | -132321 | -26364.9 | -8821.43 |
| roi | 2306 | 2209 2 95 95.8 | 13.93 | 32125.7 | 6398.36 | 2141.72 |
| exit_short | 1995 | 0 0 1995 0 | -17.76 | -35433.4 | -7063.42 | -2362.23 |
| exit_long | 543 | 0 0 543 0 | -18.33 | -9955.81 | -1985.91 | -663.72 |
| force_exit | 5 | 2 0 3 40.0 | -1.23 | -6.17 | -1.233 | -0.41 |
======================= MONTH BREAKDOWN ========================
| Month | Tot Profit USDT | Wins | Draws | Losses |
|------------+-------------------+--------+---------+----------|
| 31/01/2021 | 462.494 | 1262 | 0 | 351 |
| 28/02/2021 | 404.273 | 1148 | 0 | 306 |
| 31/03/2021 | 230.09 | 1142 | 0 | 228 |
| 30/04/2021 | 379.908 | 1145 | 0 | 291 |
| 31/05/2021 | 796.157 | 1622 | 0 | 410 |
| 30/06/2021 | 380.04 | 1409 | 0 | 275 |
| 31/07/2021 | 146.536 | 1104 | 0 | 225 |
| 31/08/2021 | 440.782 | 1431 | 0 | 252 |
| 30/09/2021 | 370.968 | 1522 | 0 | 284 |
| 31/10/2021 | 207.048 | 1268 | 0 | 244 |
| 30/11/2021 | 449.42 | 1713 | 0 | 343 |
| 31/12/2021 | 493.033 | 1628 | 0 | 285 |
| 31/01/2022 | 140.227 | 1321 | 0 | 263 |
| 28/02/2022 | -3.363 | 1223 | 0 | 274 |
| 31/03/2022 | 238.596 | 1552 | 0 | 301 |
| 30/04/2022 | 382.055 | 1311 | 0 | 221 |
| 31/05/2022 | 891.303 | 2808 | 0 | 608 |
| 30/06/2022 | 924.276 | 2800 | 0 | 642 |
| 31/07/2022 | 216.476 | 1805 | 0 | 365 |
| 31/08/2022 | 193.812 | 1532 | 0 | 260 |
| 30/09/2022 | 247.407 | 1232 | 0 | 193 |
| 31/10/2022 | 276.632 | 1132 | 0 | 190 |
| 30/11/2022 | 405.743 | 1596 | 0 | 310 |
| 31/12/2022 | 247.09 | 890 | 0 | 136 |
| 31/01/2023 | 216.025 | 1536 | 0 | 285 |
| 28/02/2023 | 509.142 | 1724 | 0 | 277 |
| 31/03/2023 | 473.457 | 1777 | 0 | 274 |
| 30/04/2023 | 144.859 | 1197 | 0 | 224 |
| 31/05/2023 | 97.261 | 952 | 0 | 166 |
| 30/06/2023 | 42.403 | 1012 | 0 | 194 |
| 31/07/2023 | 181.408 | 1029 | 0 | 157 |
| 31/08/2023 | 121.32 | 1161 | 0 | 251 |
| 30/09/2023 | 98.841 | 999 | 2 | 175 |
| 31/10/2023 | -7.92 | 1092 | 0 | 259 |
| 30/11/2023 | 219.044 | 1703 | 0 | 295 |
| 31/12/2023 | 116.391 | 614 | 0 | 124 |
=================== SUMMARY METRICS ====================
| Metric | Value |
|-----------------------------+------------------------|
| Backtesting from | 2021-01-01 07:30:00 |
| Backtesting to | 2023-12-12 00:00:00 |
| Max open trades | 15 |
| | |
| Total/Daily Avg Trades | 60332 / 56.18 |
| Starting balance | 1000 USDT |
| Final balance | 12133.236 USDT |
| Absolute profit | 11133.236 USDT |
| Total profit % | 1113.32% |
| CAGR % | 133.56% |
| Sortino | 77.47 |
| Sharpe | 91.77 |
| Calmar | 798.68 |
| Profit factor | 1.30 |
| Expectancy (Ratio) | 0.18 (0.05) |
| Trades per day | 56.18 |
| Avg. daily profit % | 1.04% |
| Avg. stake amount | 19.929 USDT |
| Total trade volume | 1202351.08 USDT |
| | |
| Long / Short | 9598 / 50734 |
| Total profit Long % | 129.22% |
| Total profit Short % | 984.11% |
| Absolute profit Long | 1292.173 USDT |
| Absolute profit Short | 9841.063 USDT |
| | |
| Best Pair | CRV/USDT:USDT 6038.75% |
| Worst Pair | ICP/USDT:USDT 1350.81% |
| Best trade | ATA/USDT:USDT 22.16% |
| Worst trade | UNFI/USDT:USDT -47.62% |
| Best day | 212.244 USDT |
| Worst day | -119.288 USDT |
| Days win/draw/lose | 691 / 0 / 385 |
| Avg. Duration Winners | 2:16:00 |
| Avg. Duration Loser | 6:44:00 |
| Max Consecutive Wins / Loss | 81 / 13 |
| Rejected Entry signals | 0 |
| Entry/Exit Timeouts | 0 / 19235 |
| | |
| Min balance | 976.257 USDT |
| Max balance | 12140.2 USDT |
| Max % of account underwater | 6.64% |
| Absolute Drawdown (Account) | 2.48% |
| Absolute Drawdown | 202.663 USDT |
| Drawdown high | 7173.045 USDT |
| Drawdown low | 6970.383 USDT |
| Drawdown Start | 2022-06-19 08:15:00 |
| Drawdown End | 2022-06-21 13:45:00 |
| Market change | -36.56% |
========================================================
Backtested 2021-01-01 07:30:00 -> 2023-12-12 00:00:00 | Max open trades : 15
================================================================================ STRATEGY SUMMARY ===============================================================================
| Strategy | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | Drawdown |
|---------------------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------+---------------------|
| RSI_BB_MACD_Dec_2023_15m_3_rls | 60332 | 0.93 | 55918.23 | 11133.236 | 1113.32 | 3:01:00 | 50392 2 9938 83.5 | 202.663 USDT 2.48% |
=================================================================================================================================================================================
sudo docker compose run freqtrade backtesting --strategy RSI_BB_MACD_Dec_2023_15m_3_rls -i 15m --export trades --breakdown month --timerange 2
0210101-20231212 --enable-protections
[sudo] password for picasso999:
2023-12-19 15:20:57,610 - freqtrade - INFO - freqtrade 2023.10
2023-12-19 15:20:57,648 - freqtrade.configuration.load_config - INFO - Using config: user_data/config.json ...
2023-12-19 15:20:57,650 - freqtrade.loggers - INFO - Verbosity set to 0
2023-12-19 15:20:57,651 - freqtrade.configuration.configuration - INFO - Parameter -i/--timeframe detected ... Using timeframe: 15m ...
2023-12-19 15:20:57,651 - freqtrade.configuration.configuration - INFO - Parameter --enable-protections detected, enabling Protections. ...
2023-12-19 15:20:57,651 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 5 ...
2023-12-19 15:20:57,651 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20210101-20231212 ...
2023-12-19 15:20:57,758 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
2023-12-19 15:20:57,759 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/binance ...
2023-12-19 15:20:57,759 - freqtrade.configuration.configuration - INFO - Overriding timeframe with Command line argument
2023-12-19 15:20:57,759 - freqtrade.configuration.configuration - INFO - Parameter --export detected: trades ...
2023-12-19 15:20:57,759 - freqtrade.configuration.configuration - INFO - Parameter --breakdown detected ...
2023-12-19 15:20:57,759 - freqtrade.configuration.configuration - INFO - Parameter --cache=day detected ...
2023-12-19 15:20:57,759 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20210101-20231212
2023-12-19 15:20:57,761 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
2023-12-19 15:20:57,789 - freqtrade.exchange.check_exchange - INFO - Exchange "binance" is officially supported by the Freqtrade development team.
2023-12-19 15:20:57,789 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
2023-12-19 15:20:57,789 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2023-12-19 15:20:57,801 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
2023-12-19 15:20:57,802 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
2023-12-19 15:20:57,802 - freqtrade.exchange.exchange - INFO - Using CCXT 4.1.22
2023-12-19 15:20:57,802 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'options': {'defaultType': 'swap'}, 'enableRateLimit': True}
2023-12-19 15:20:57,828 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'options': {'defaultType': 'swap'}, 'enableRateLimit': True, 'rateLimit': 50}
2023-12-19 15:20:57,855 - freqtrade.exchange.exchange - INFO - Using Exchange "Binance"
2023-12-19 15:21:05,455 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Binance'...
2023-12-19 15:21:06,811 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy RSI_BB_MACD_Dec_2023_15m_3_rls from '/freqtrade/user_data/strategies/RSI_BB_MACD_Dec_2023_15m_3_rls.py'...
2023-12-19 15:21:06,811 - freqtrade.strategy.hyper - INFO - Found no parameter file.
2023-12-19 15:21:06,812 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 15m.
2023-12-19 15:21:06,812 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
2023-12-19 15:21:06,813 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 20.
2023-12-19 15:21:06,813 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 10, 'exit': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}.
2023-12-19 15:21:06,813 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 5.
2023-12-19 15:21:06,813 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.184, '416': 0.14, '933': 0.073, '1982': 0}
2023-12-19 15:21:06,813 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 15m
2023-12-19 15:21:06,813 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.317
2023-12-19 15:21:06,813 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
2023-12-19 15:21:06,814 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.012
2023-12-19 15:21:06,814 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.03
2023-12-19 15:21:06,814 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: True
2023-12-19 15:21:06,814 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
2023-12-19 15:21:06,814 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
2023-12-19 15:21:06,814 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False}
2023-12-19 15:21:06,814 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
2023-12-19 15:21:06,814 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
2023-12-19 15:21:06,815 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 20
2023-12-19 15:21:06,815 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using protections: [{'method': 'MaxDrawdown', 'lookback_period_candles': 2, 'trade_limit': 1, 'stop_duration_candles': 4, 'max_allowed_drawdown': 0.1}, {'method': 'StoplossGuard', 'lookback_period_candles': 8, 'trade_limit': 1, 'stop_duration_candles': 4, 'only_per_pair': False}]
2023-12-19 15:21:06,815 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
2023-12-19 15:21:06,815 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 10, 'exit': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}
2023-12-19 15:21:06,815 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
2023-12-19 15:21:06,815 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
2023-12-19 15:21:06,815 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
2023-12-19 15:21:06,815 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
2023-12-19 15:21:06,816 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
2023-12-19 15:21:06,816 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
2023-12-19 15:21:06,816 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
2023-12-19 15:21:06,816 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
2023-12-19 15:21:06,816 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 5
2023-12-19 15:21:06,816 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2023-12-19 15:21:06,863 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
2023-12-19 15:21:06,922 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist AgeFilter from '/freqtrade/freqtrade/plugins/pairlist/AgeFilter.py'...
2023-12-19 15:21:06,941 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist VolatilityFilter from '/freqtrade/freqtrade/plugins/pairlist/VolatilityFilter.py'...
2023-12-19 15:21:06,950 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist RangeStabilityFilter from '/freqtrade/freqtrade/plugins/pairlist/rangestabilityfilter.py'...
2023-12-19 15:21:06,975 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist ShuffleFilter from '/freqtrade/freqtrade/plugins/pairlist/ShuffleFilter.py'...
2023-12-19 15:21:06,975 - ShuffleFilter - INFO - Backtesting mode detected, applying seed value: None
2023-12-19 15:22:24,001 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 30 ...
2023-12-19 15:22:24,069 - freqtrade.data.history.idatahandler - WARNING - ATA/USDT:USDT, futures, 15m, data starts at 2021-08-31 03:30:00
2023-12-19 15:22:24,184 - freqtrade.data.history.idatahandler - WARNING - IMX/USDT:USDT, futures, 15m, data starts at 2022-02-11 03:30:00
2023-12-19 15:22:24,286 - freqtrade.data.history.idatahandler - WARNING - OP/USDT:USDT, futures, 15m, data starts at 2022-06-01 14:00:00
2023-12-19 15:22:24,389 - freqtrade.data.history.idatahandler - WARNING - IOTX/USDT:USDT, futures, 15m, data starts at 2021-08-12 03:30:00
2023-12-19 15:22:24,520 - freqtrade.data.history.idatahandler - WARNING - WOO/USDT:USDT, futures, 15m, data starts at 2022-04-08 03:30:00
2023-12-19 15:22:24,635 - freqtrade.data.history.idatahandler - WARNING - CTK/USDT:USDT, futures, 15m, data starts at 2021-01-01 00:00:00
2023-12-19 15:22:24,806 - freqtrade.data.history.idatahandler - WARNING - VET/USDT:USDT, futures, 15m, data starts at 2021-01-01 00:00:00
2023-12-19 15:22:24,955 - freqtrade.data.history.idatahandler - WARNING - BAKE/USDT:USDT, futures, 15m, data starts at 2021-05-19 07:00:00
2023-12-19 15:22:25,102 - freqtrade.data.history.idatahandler - WARNING - UNFI/USDT:USDT, futures, 15m, data starts at 2021-02-19 07:00:00
2023-12-19 15:22:25,277 - freqtrade.data.history.idatahandler - WARNING - RSR/USDT:USDT, futures, 15m, data starts at 2021-01-01 00:00:00
2023-12-19 15:22:25,450 - freqtrade.data.history.idatahandler - WARNING - LRC/USDT:USDT, futures, 15m, data starts at 2021-01-01 00:00:00
2023-12-19 15:22:25,601 - freqtrade.data.history.idatahandler - WARNING - CRV/USDT:USDT, futures, 15m, data starts at 2021-01-01 00:00:00
2023-12-19 15:22:25,752 - freqtrade.data.history.idatahandler - WARNING - C98/USDT:USDT, futures, 15m, data starts at 2021-08-24 03:30:00
2023-12-19 15:22:25,879 - freqtrade.data.history.idatahandler - WARNING - ICP/USDT:USDT, futures, 15m, data starts at 2022-09-27 02:30:00
2023-12-19 15:22:25,983 - freqtrade.data.history.idatahandler - WARNING - LPT/USDT:USDT, futures, 15m, data starts at 2021-11-11 03:30:00
2023-12-19 15:22:26,090 - freqtrade.optimize.backtesting - INFO - Loading data from 2021-01-01 00:00:00 up to 2023-12-12 00:00:00 (1075 days).
2023-12-19 15:22:26,090 - freqtrade.configuration.timerange - WARNING - Moving start-date by 30 candles to account for startup time.
2023-12-19 15:22:26,105 - freqtrade.data.history.idatahandler - WARNING - ATA/USDT:USDT, funding_rate, 8h, data starts at 2021-08-30 08:00:00
2023-12-19 15:22:26,148 - freqtrade.data.history.idatahandler - WARNING - IMX/USDT:USDT, funding_rate, 8h, data starts at 2022-02-11 08:00:00
2023-12-19 15:22:26,182 - freqtrade.data.history.idatahandler - WARNING - OP/USDT:USDT, funding_rate, 8h, data starts at 2022-06-01 08:00:00
2023-12-19 15:22:26,222 - freqtrade.data.history.idatahandler - WARNING - IOTX/USDT:USDT, funding_rate, 8h, data starts at 2021-08-11 16:00:00
2023-12-19 15:22:26,261 - freqtrade.data.history.idatahandler - WARNING - WOO/USDT:USDT, funding_rate, 8h, data starts at 2022-04-07 16:00:00
2023-12-19 15:22:26,374 - freqtrade.data.history.idatahandler - WARNING - BAKE/USDT:USDT, funding_rate, 8h, data starts at 2021-05-19 08:00:00
2023-12-19 15:22:26,570 - freqtrade.data.history.idatahandler - WARNING - C98/USDT:USDT, funding_rate, 8h, data starts at 2021-08-24 08:00:00
2023-12-19 15:22:26,614 - freqtrade.data.history.idatahandler - WARNING - ICP/USDT:USDT, funding_rate, 8h, data starts at 2021-05-11 08:00:00
2023-12-19 15:22:26,660 - freqtrade.data.history.idatahandler - WARNING - LPT/USDT:USDT, funding_rate, 8h, data starts at 2021-11-11 08:00:00
2023-12-19 15:22:26,700 - freqtrade.data.history.idatahandler - WARNING - ATA/USDT:USDT, mark, 8h, data starts at 2021-08-30 00:00:00
2023-12-19 15:22:26,743 - freqtrade.data.history.idatahandler - WARNING - IMX/USDT:USDT, mark, 8h, data starts at 2022-02-11 00:00:00
2023-12-19 15:22:26,786 - freqtrade.data.history.idatahandler - WARNING - OP/USDT:USDT, mark, 8h, data starts at 2022-06-01 00:00:00
2023-12-19 15:22:26,833 - freqtrade.data.history.idatahandler - WARNING - IOTX/USDT:USDT, mark, 8h, data starts at 2021-08-11 08:00:00
2023-12-19 15:22:26,870 - freqtrade.data.history.idatahandler - WARNING - WOO/USDT:USDT, mark, 8h, data starts at 2022-04-07 08:00:00
2023-12-19 15:22:26,991 - freqtrade.data.history.idatahandler - WARNING - BAKE/USDT:USDT, mark, 8h, data starts at 2021-05-19 00:00:00
2023-12-19 15:22:27,211 - freqtrade.data.history.idatahandler - WARNING - C98/USDT:USDT, mark, 8h, data starts at 2021-08-24 00:00:00
2023-12-19 15:22:27,251 - freqtrade.data.history.idatahandler - WARNING - ICP/USDT:USDT, mark, 8h, data starts at 2021-05-11 00:00:00
2023-12-19 15:22:27,289 - freqtrade.data.history.idatahandler - WARNING - LPT/USDT:USDT, mark, 8h, data starts at 2021-11-11 00:00:00
2023-12-19 15:22:27,372 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
2023-12-19 15:22:27,385 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy RSI_BB_MACD_Dec_2023_15m_3_rls
2023-12-19 15:22:27,385 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values.
2023-12-19 15:22:27,386 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_long_max_1 = 6.5
2023-12-19 15:22:27,386 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_long_max_2 = 50.7
2023-12-19 15:22:27,386 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_long_min_1 = 5.7
2023-12-19 15:22:27,386 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_long_min_2 = 20.9
2023-12-19 15:22:27,386 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_short_max_1 = 21.4
2023-12-19 15:22:27,386 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_short_max_2 = 50.8
2023-12-19 15:22:27,386 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_short_min_1 = 9.9
2023-12-19 15:22:27,387 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_short_min_2 = 30.3
2023-12-19 15:22:27,387 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): bb_tp_l = 16
2023-12-19 15:22:27,387 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): bb_tp_s = 20
2023-12-19 15:22:27,387 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): df24h_val = 20
2023-12-19 15:22:27,387 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): df36h_val = 29
2023-12-19 15:22:27,387 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): leverage_num = 5
2023-12-19 15:22:27,388 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): rsi_tp_l = 22
2023-12-19 15:22:27,388 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): rsi_tp_s = 17
2023-12-19 15:22:27,388 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): volume_check = 38
2023-12-19 15:22:27,388 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): volume_check_s = 20
2023-12-19 15:22:27,388 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values.
2023-12-19 15:22:27,389 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_long_mul = 3.8
2023-12-19 15:22:27,389 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_short_mul = 5.0
2023-12-19 15:22:27,389 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): ema_period_l_exit = 91
2023-12-19 15:22:27,389 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): ema_period_s_exit = 147
2023-12-19 15:22:27,390 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): volume_check_exit = 19
2023-12-19 15:22:27,390 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): volume_check_exit_s = 41
2023-12-19 15:22:27,390 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
2023-12-19 15:22:27,390 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_allowed_drawdown = 0.1
2023-12-19 15:22:27,391 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_drawdown_lookback = 2
2023-12-19 15:22:27,391 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_drawdown_stop_duration = 4
2023-12-19 15:22:27,391 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_drawdown_trade_limit = 1
2023-12-19 15:22:27,391 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): stoploss_guard_lookback = 8
2023-12-19 15:22:27,391 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): stoploss_guard_stop_duration = 4
2023-12-19 15:22:27,391 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): stoploss_guard_trade_limit = 1
2023-12-19 15:22:29,592 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2021-01-01 07:30:00 up to 2023-12-12 00:00:00 (1074 days).
2023-12-19 15:22:29,608 - freqtrade.resolvers.iresolver - INFO - Using resolved protection MaxDrawdown from '/freqtrade/freqtrade/plugins/protections/max_drawdown_protection.py'...
2023-12-19 15:22:29,621 - freqtrade.resolvers.iresolver - INFO - Using resolved protection StoplossGuard from '/freqtrade/freqtrade/plugins/protections/stoploss_guard.py'...
2023-12-19 18:59:24,109 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2023-12-19_18-59-24.meta.json"
2023-12-19 18:59:24,110 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2023-12-19_18-59-24.json"
2023-12-19 18:59:25,866 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/.last_result.json"
Result for strategy RSI_BB_MACD_Dec_2023_15m_3_rls
============================================================== BACKTESTING REPORT ==============================================================
| Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|----------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| UNFI/USDT:USDT | 2685 | 1.30 | 3488.24 | 692.551 | 69.26 | 2:13:00 | 2254 0 431 83.9 |
| LRC/USDT:USDT | 2367 | 1.12 | 2662.09 | 530.345 | 53.03 | 2:28:00 | 1991 0 376 84.1 |
| CTK/USDT:USDT | 3395 | 0.77 | 2614.53 | 517.846 | 51.78 | 3:11:00 | 2851 0 544 84.0 |
| RSR/USDT:USDT | 2717 | 0.91 | 2482.43 | 496.307 | 49.63 | 1:59:00 | 2254 0 463 83.0 |
| BAKE/USDT:USDT | 2359 | 1.02 | 2400.01 | 477.453 | 47.75 | 2:45:00 | 1985 0 374 84.1 |
| VET/USDT:USDT | 3182 | 0.73 | 2318.45 | 463.398 | 46.34 | 3:10:00 | 2657 0 525 83.5 |
| IMX/USDT:USDT | 2412 | 0.94 | 2257.87 | 449.469 | 44.95 | 2:55:00 | 2040 0 372 84.6 |
| CRV/USDT:USDT | 2375 | 0.95 | 2245.05 | 448.396 | 44.84 | 2:06:00 | 1964 0 411 82.7 |
| ATA/USDT:USDT | 2592 | 0.86 | 2224.17 | 443.924 | 44.39 | 3:41:00 | 2192 0 400 84.6 |
| OP/USDT:USDT | 1740 | 1.10 | 1921.92 | 384.047 | 38.40 | 2:43:00 | 1462 0 278 84.0 |
| IOTX/USDT:USDT | 2462 | 0.70 | 1735.42 | 346.904 | 34.69 | 3:34:00 | 2063 0 399 83.8 |
| C98/USDT:USDT | 970 | 1.46 | 1415.63 | 280.731 | 28.07 | 2:50:00 | 824 0 146 84.9 |
| WOO/USDT:USDT | 1658 | 0.71 | 1172.48 | 234.136 | 23.41 | 3:02:00 | 1404 0 254 84.7 |
| LPT/USDT:USDT | 757 | 1.41 | 1069.69 | 211.409 | 21.14 | 3:12:00 | 655 0 102 86.5 |
| ICP/USDT:USDT | 306 | 1.43 | 438.52 | 85.663 | 8.57 | 4:11:00 | 265 0 41 86.6 |
| TOTAL | 31977 | 0.95 | 30446.50 | 6062.577 | 606.26 | 2:51:00 | 26861 0 5116 84.0 |
=========================================================== LEFT OPEN TRADES REPORT ============================================================
| Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|----------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| IOTX/USDT:USDT | 1 | 0.18 | 0.18 | 0.036 | 0.00 | 1:00:00 | 1 0 0 100 |
| OP/USDT:USDT | 1 | -2.27 | -2.27 | -0.454 | -0.05 | 0:30:00 | 0 0 1 0 |
| IMX/USDT:USDT | 1 | -20.53 | -20.53 | -4.065 | -0.41 | 2:15:00 | 0 0 1 0 |
| CTK/USDT:USDT | 1 | -26.00 | -26.00 | -5.178 | -0.52 | 5:15:00 | 0 0 1 0 |
| TOTAL | 4 | -12.16 | -48.63 | -9.662 | -0.97 | 2:15:00 | 1 0 3 25.0 |
=========================================================== ENTER TAG STATS ===========================================================
| TAG | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|-------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| TOTAL | 31977 | 0.95 | 30446.50 | 6062.577 | 606.26 | 2:51:00 | 26861 0 5116 84.0 |
======================================================= EXIT REASON STATS ========================================================
| Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % |
|--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------|
| trailing_stop_loss | 27287 | 25706 0 1581 94.2 | 3.99 | 108904 | 21701.7 | 21780.9 |
| stop_loss | 2269 | 0 0 2269 0 | -31.8 | -72156.5 | -14377.7 | -14431.3 |
| roi | 1180 | 1154 0 26 97.8 | 14.12 | 16658.8 | 3318.38 | 3331.75 |
| exit_short | 1091 | 0 0 1091 0 | -18.35 | -20017.3 | -3992.99 | -4003.47 |
| exit_long | 146 | 0 0 146 0 | -19.82 | -2894.12 | -577.21 | -578.82 |
| force_exit | 4 | 1 0 3 25.0 | -12.16 | -48.63 | -9.662 | -9.73 |
======================= MONTH BREAKDOWN ========================
| Month | Tot Profit USDT | Wins | Draws | Losses |
|------------+-------------------+--------+---------+----------|
| 31/01/2021 | 295.071 | 917 | 0 | 237 |
| 28/02/2021 | 300.852 | 850 | 0 | 198 |
| 31/03/2021 | 83.645 | 885 | 0 | 177 |
| 30/04/2021 | 207.629 | 849 | 0 | 205 |
| 31/05/2021 | 436.161 | 1085 | 0 | 250 |
| 30/06/2021 | 223.445 | 1015 | 0 | 183 |
| 31/07/2021 | 77.659 | 790 | 0 | 148 |
| 31/08/2021 | 306.828 | 1068 | 0 | 184 |
| 30/09/2021 | 250.467 | 854 | 0 | 148 |
| 31/10/2021 | 0.447 | 762 | 0 | 161 |
| 30/11/2021 | 183.28 | 910 | 0 | 182 |
| 31/12/2021 | 291.636 | 888 | 0 | 154 |
| 31/01/2022 | 82.941 | 753 | 0 | 145 |
| 28/02/2022 | -12.872 | 668 | 0 | 149 |
| 31/03/2022 | -4.367 | 711 | 0 | 159 |
| 30/04/2022 | 228.965 | 688 | 0 | 127 |
| 31/05/2022 | 469.186 | 1315 | 0 | 257 |
| 30/06/2022 | 487.807 | 1235 | 0 | 261 |
| 31/07/2022 | 164.131 | 970 | 0 | 193 |
| 31/08/2022 | 64.17 | 690 | 0 | 118 |
| 30/09/2022 | 127.387 | 511 | 0 | 78 |
| 31/10/2022 | 120.245 | 486 | 0 | 80 |
| 30/11/2022 | 145.669 | 745 | 0 | 140 |
| 31/12/2022 | 131.705 | 385 | 0 | 48 |
| 31/01/2023 | 134.219 | 716 | 0 | 133 |
| 28/02/2023 | 230.782 | 847 | 0 | 134 |
| 31/03/2023 | 265.093 | 843 | 0 | 121 |
| 30/04/2023 | 41.971 | 523 | 0 | 98 |
| 31/05/2023 | 64.934 | 457 | 0 | 69 |
| 30/06/2023 | 88.62 | 521 | 0 | 83 |
| 31/07/2023 | 83.865 | 394 | 0 | 62 |
| 31/08/2023 | 48.722 | 490 | 0 | 102 |
| 30/09/2023 | 75.459 | 426 | 0 | 65 |
| 31/10/2023 | 91.669 | 524 | 0 | 99 |
| 30/11/2023 | 214.637 | 792 | 0 | 118 |
| 31/12/2023 | 60.52 | 298 | 0 | 50 |
==================== SUMMARY METRICS ====================
| Metric | Value |
|-----------------------------+-------------------------|
| Backtesting from | 2021-01-01 07:30:00 |
| Backtesting to | 2023-12-12 00:00:00 |
| Max open trades | 5 |
| | |
| Total/Daily Avg Trades | 31977 / 29.77 |
| Starting balance | 1000 USDT |
| Final balance | 7062.577 USDT |
| Absolute profit | 6062.577 USDT |
| Total profit % | 606.26% |
| CAGR % | 94.32% |
| Sortino | 42.36 |
| Sharpe | 49.56 |
| Calmar | 252.55 |
| Profit factor | 1.30 |
| Expectancy (Ratio) | 0.19 (0.05) |
| Trades per day | 29.77 |
| Avg. daily profit % | 0.56% |
| Avg. stake amount | 19.932 USDT |
| Total trade volume | 637370.545 USDT |
| | |
| Long / Short | 3176 / 28801 |
| Total profit Long % | 59.63% |
| Total profit Short % | 546.62% |
| Absolute profit Long | 596.335 USDT |
| Absolute profit Short | 5466.242 USDT |
| | |
| Best Pair | UNFI/USDT:USDT 3488.24% |
| Worst Pair | ICP/USDT:USDT 438.52% |
| Best trade | CTK/USDT:USDT 19.63% |
| Worst trade | VET/USDT:USDT -35.50% |
| Best day | 79.29 USDT |
| Worst day | -59.331 USDT |
| Days win/draw/lose | 632 / 1 / 443 |
| Avg. Duration Winners | 2:12:00 |
| Avg. Duration Loser | 6:16:00 |
| Max Consecutive Wins / Loss | 73 / 9 |
| Rejected Entry signals | 195602 |
| Entry/Exit Timeouts | 0 / 10165 |
| | |
| Min balance | 969.489 USDT |
| Max balance | 7072.239 USDT |
| Max % of account underwater | 5.77% |
| Absolute Drawdown (Account) | 4.27% |
| Absolute Drawdown | 164.673 USDT |
| Drawdown high | 2856.318 USDT |
| Drawdown low | 2691.645 USDT |
| Drawdown Start | 2022-03-15 09:45:00 |
| Drawdown End | 2022-03-28 10:30:00 |
| Market change | -36.56% |
=========================================================
Backtested 2021-01-01 07:30:00 -> 2023-12-12 00:00:00 | Max open trades : 5
================================================================================ STRATEGY SUMMARY ===============================================================================
| Strategy | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | Drawdown |
|---------------------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------+---------------------|
| RSI_BB_MACD_Dec_2023_15m_3_rls | 31977 | 0.95 | 30446.50 | 6062.577 | 606.26 | 2:51:00 | 26861 0 5116 84.0 | 164.673 USDT 4.27% |
=================================================================================================================================================================================
sudo docker compose run freqtrade backtesting --strategy RSI_BB_MACD_Dec_2023_15m_3_rls -i 15m --export trades --breakdown month --timerange 20210101-20231212 --enable-protections
[sudo] password for picasso999:
2023-12-19 19:08:54,159 - freqtrade - INFO - freqtrade 2023.10
2023-12-19 19:08:54,185 - freqtrade.configuration.load_config - INFO - Using config: user_data/config.json ...
2023-12-19 19:08:54,186 - freqtrade.loggers - INFO - Verbosity set to 0
2023-12-19 19:08:54,187 - freqtrade.configuration.configuration - INFO - Parameter -i/--timeframe detected ... Using timeframe: 15m ...
2023-12-19 19:08:54,187 - freqtrade.configuration.configuration - INFO - Parameter --enable-protections detected, enabling Protections. ...
2023-12-19 19:08:54,187 - freqtrade.configuration.configuration - INFO - Using max_open_trades: -1 ...
2023-12-19 19:08:54,187 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20210101-20231212 ...
2023-12-19 19:08:54,267 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
2023-12-19 19:08:54,268 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/binance ...
2023-12-19 19:08:54,268 - freqtrade.configuration.configuration - INFO - Overriding timeframe with Command line argument
2023-12-19 19:08:54,268 - freqtrade.configuration.configuration - INFO - Parameter --export detected: trades ...
2023-12-19 19:08:54,268 - freqtrade.configuration.configuration - INFO - Parameter --breakdown detected ...
2023-12-19 19:08:54,268 - freqtrade.configuration.configuration - INFO - Parameter --cache=day detected ...
2023-12-19 19:08:54,268 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20210101-20231212
2023-12-19 19:08:54,269 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
2023-12-19 19:08:54,287 - freqtrade.exchange.check_exchange - INFO - Exchange "binance" is officially supported by the Freqtrade development team.
2023-12-19 19:08:54,287 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
2023-12-19 19:08:54,287 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2023-12-19 19:08:54,295 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
2023-12-19 19:08:54,296 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
2023-12-19 19:08:54,296 - freqtrade.exchange.exchange - INFO - Using CCXT 4.1.22
2023-12-19 19:08:54,296 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'options': {'defaultType': 'swap'}, 'enableRateLimit': True}
2023-12-19 19:08:54,316 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'options': {'defaultType': 'swap'}, 'enableRateLimit': True, 'rateLimit': 50}
2023-12-19 19:08:54,339 - freqtrade.exchange.exchange - INFO - Using Exchange "Binance"
2023-12-19 19:09:00,792 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Binance'...
2023-12-19 19:09:02,079 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy RSI_BB_MACD_Dec_2023_15m_3_rls from '/freqtrade/user_data/strategies/RSI_BB_MACD_Dec_2023_15m_3_rls.py'...
2023-12-19 19:09:02,079 - freqtrade.strategy.hyper - INFO - Found no parameter file.
2023-12-19 19:09:02,080 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 15m.
2023-12-19 19:09:02,080 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
2023-12-19 19:09:02,080 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 20.
2023-12-19 19:09:02,080 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 10, 'exit': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}.
2023-12-19 19:09:02,081 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: inf.
2023-12-19 19:09:02,081 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.184, '416': 0.14, '933': 0.073, '1982': 0}
2023-12-19 19:09:02,081 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 15m
2023-12-19 19:09:02,081 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.317
2023-12-19 19:09:02,081 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
2023-12-19 19:09:02,081 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.012
2023-12-19 19:09:02,081 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.03
2023-12-19 19:09:02,081 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: True
2023-12-19 19:09:02,082 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
2023-12-19 19:09:02,082 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
2023-12-19 19:09:02,082 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False}
2023-12-19 19:09:02,082 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
2023-12-19 19:09:02,082 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
2023-12-19 19:09:02,082 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 20
2023-12-19 19:09:02,082 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using protections: [{'method': 'MaxDrawdown', 'lookback_period_candles': 2, 'trade_limit': 1, 'stop_duration_candles': 4, 'max_allowed_drawdown': 0.1}, {'method': 'StoplossGuard', 'lookback_period_candles': 8, 'trade_limit': 1, 'stop_duration_candles': 4, 'only_per_pair': False}]
2023-12-19 19:09:02,082 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
2023-12-19 19:09:02,082 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 10, 'exit': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}
2023-12-19 19:09:02,083 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
2023-12-19 19:09:02,083 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
2023-12-19 19:09:02,083 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
2023-12-19 19:09:02,083 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
2023-12-19 19:09:02,083 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
2023-12-19 19:09:02,083 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
2023-12-19 19:09:02,083 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
2023-12-19 19:09:02,083 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
2023-12-19 19:09:02,084 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: inf
2023-12-19 19:09:02,084 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2023-12-19 19:09:02,133 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
2023-12-19 19:09:02,193 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist AgeFilter from '/freqtrade/freqtrade/plugins/pairlist/AgeFilter.py'...
2023-12-19 19:09:02,214 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist VolatilityFilter from '/freqtrade/freqtrade/plugins/pairlist/VolatilityFilter.py'...
2023-12-19 19:09:02,225 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist RangeStabilityFilter from '/freqtrade/freqtrade/plugins/pairlist/rangestabilityfilter.py'...
2023-12-19 19:09:02,251 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist ShuffleFilter from '/freqtrade/freqtrade/plugins/pairlist/ShuffleFilter.py'...
2023-12-19 19:09:02,251 - ShuffleFilter - INFO - Backtesting mode detected, applying seed value: None
2023-12-19 19:10:18,812 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 30 ...
2023-12-19 19:10:18,893 - freqtrade.data.history.idatahandler - WARNING - C98/USDT:USDT, futures, 15m, data starts at 2021-08-24 03:30:00
2023-12-19 19:10:19,039 - freqtrade.data.history.idatahandler - WARNING - WOO/USDT:USDT, futures, 15m, data starts at 2022-04-08 03:30:00
2023-12-19 19:10:19,132 - freqtrade.data.history.idatahandler - WARNING - BAKE/USDT:USDT, futures, 15m, data starts at 2021-05-19 07:00:00
2023-12-19 19:10:19,286 - freqtrade.data.history.idatahandler - WARNING - UNFI/USDT:USDT, futures, 15m, data starts at 2021-02-19 07:00:00
2023-12-19 19:10:19,431 - freqtrade.data.history.idatahandler - WARNING - RSR/USDT:USDT, futures, 15m, data starts at 2021-01-01 00:00:00
2023-12-19 19:10:19,618 - freqtrade.data.history.idatahandler - WARNING - IMX/USDT:USDT, futures, 15m, data starts at 2022-02-11 03:30:00
2023-12-19 19:10:19,763 - freqtrade.data.history.idatahandler - WARNING - VET/USDT:USDT, futures, 15m, data starts at 2021-01-01 00:00:00
2023-12-19 19:10:19,918 - freqtrade.data.history.idatahandler - WARNING - CTK/USDT:USDT, futures, 15m, data starts at 2021-01-01 00:00:00
2023-12-19 19:10:20,065 - freqtrade.data.history.idatahandler - WARNING - IOTX/USDT:USDT, futures, 15m, data starts at 2021-08-12 03:30:00
2023-12-19 19:10:20,179 - freqtrade.data.history.idatahandler - WARNING - LRC/USDT:USDT, futures, 15m, data starts at 2021-01-01 00:00:00
2023-12-19 19:10:20,315 - freqtrade.data.history.idatahandler - WARNING - CRV/USDT:USDT, futures, 15m, data starts at 2021-01-01 00:00:00
2023-12-19 19:10:20,462 - freqtrade.data.history.idatahandler - WARNING - OP/USDT:USDT, futures, 15m, data starts at 2022-06-01 14:00:00
2023-12-19 19:10:20,569 - freqtrade.data.history.idatahandler - WARNING - ICP/USDT:USDT, futures, 15m, data starts at 2022-09-27 02:30:00
2023-12-19 19:10:20,665 - freqtrade.data.history.idatahandler - WARNING - LPT/USDT:USDT, futures, 15m, data starts at 2021-11-11 03:30:00
2023-12-19 19:10:20,801 - freqtrade.data.history.idatahandler - WARNING - ATA/USDT:USDT, futures, 15m, data starts at 2021-08-31 03:30:00
2023-12-19 19:10:20,906 - freqtrade.optimize.backtesting - INFO - Loading data from 2021-01-01 00:00:00 up to 2023-12-12 00:00:00 (1075 days).
2023-12-19 19:10:20,907 - freqtrade.configuration.timerange - WARNING - Moving start-date by 30 candles to account for startup time.
2023-12-19 19:10:20,921 - freqtrade.data.history.idatahandler - WARNING - C98/USDT:USDT, funding_rate, 8h, data starts at 2021-08-24 08:00:00
2023-12-19 19:10:20,954 - freqtrade.data.history.idatahandler - WARNING - WOO/USDT:USDT, funding_rate, 8h, data starts at 2022-04-07 16:00:00
2023-12-19 19:10:20,991 - freqtrade.data.history.idatahandler - WARNING - BAKE/USDT:USDT, funding_rate, 8h, data starts at 2021-05-19 08:00:00
2023-12-19 19:10:21,112 - freqtrade.data.history.idatahandler - WARNING - IMX/USDT:USDT, funding_rate, 8h, data starts at 2022-02-11 08:00:00
2023-12-19 19:10:21,227 - freqtrade.data.history.idatahandler - WARNING - IOTX/USDT:USDT, funding_rate, 8h, data starts at 2021-08-11 16:00:00
2023-12-19 19:10:21,342 - freqtrade.data.history.idatahandler - WARNING - OP/USDT:USDT, funding_rate, 8h, data starts at 2022-06-01 08:00:00
2023-12-19 19:10:21,378 - freqtrade.data.history.idatahandler - WARNING - ICP/USDT:USDT, funding_rate, 8h, data starts at 2021-05-11 08:00:00
2023-12-19 19:10:21,412 - freqtrade.data.history.idatahandler - WARNING - LPT/USDT:USDT, funding_rate, 8h, data starts at 2021-11-11 08:00:00
2023-12-19 19:10:21,453 - freqtrade.data.history.idatahandler - WARNING - ATA/USDT:USDT, funding_rate, 8h, data starts at 2021-08-30 08:00:00
2023-12-19 19:10:21,493 - freqtrade.data.history.idatahandler - WARNING - C98/USDT:USDT, mark, 8h, data starts at 2021-08-24 00:00:00
2023-12-19 19:10:21,529 - freqtrade.data.history.idatahandler - WARNING - WOO/USDT:USDT, mark, 8h, data starts at 2022-04-07 08:00:00
2023-12-19 19:10:21,571 - freqtrade.data.history.idatahandler - WARNING - BAKE/USDT:USDT, mark, 8h, data starts at 2021-05-19 00:00:00
2023-12-19 19:10:21,700 - freqtrade.data.history.idatahandler - WARNING - IMX/USDT:USDT, mark, 8h, data starts at 2022-02-11 00:00:00
2023-12-19 19:10:21,810 - freqtrade.data.history.idatahandler - WARNING - IOTX/USDT:USDT, mark, 8h, data starts at 2021-08-11 08:00:00
2023-12-19 19:10:21,937 - freqtrade.data.history.idatahandler - WARNING - OP/USDT:USDT, mark, 8h, data starts at 2022-06-01 00:00:00
2023-12-19 19:10:21,987 - freqtrade.data.history.idatahandler - WARNING - ICP/USDT:USDT, mark, 8h, data starts at 2021-05-11 00:00:00
2023-12-19 19:10:22,028 - freqtrade.data.history.idatahandler - WARNING - LPT/USDT:USDT, mark, 8h, data starts at 2021-11-11 00:00:00
2023-12-19 19:10:22,074 - freqtrade.data.history.idatahandler - WARNING - ATA/USDT:USDT, mark, 8h, data starts at 2021-08-30 00:00:00
2023-12-19 19:10:22,167 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
2023-12-19 19:10:22,176 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy RSI_BB_MACD_Dec_2023_15m_3_rls
2023-12-19 19:10:22,176 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values.
2023-12-19 19:10:22,177 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_long_max_1 = 6.5
2023-12-19 19:10:22,177 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_long_max_2 = 50.7
2023-12-19 19:10:22,177 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_long_min_1 = 5.7
2023-12-19 19:10:22,177 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_long_min_2 = 20.9
2023-12-19 19:10:22,177 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_short_max_1 = 21.4
2023-12-19 19:10:22,177 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_short_max_2 = 50.8
2023-12-19 19:10:22,177 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_short_min_1 = 9.9
2023-12-19 19:10:22,177 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): adx_short_min_2 = 30.3
2023-12-19 19:10:22,178 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): bb_tp_l = 16
2023-12-19 19:10:22,178 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): bb_tp_s = 20
2023-12-19 19:10:22,178 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): df24h_val = 20
2023-12-19 19:10:22,178 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): df36h_val = 29
2023-12-19 19:10:22,178 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): leverage_num = 5
2023-12-19 19:10:22,179 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): rsi_tp_l = 22
2023-12-19 19:10:22,179 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): rsi_tp_s = 17
2023-12-19 19:10:22,179 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): volume_check = 38
2023-12-19 19:10:22,179 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): volume_check_s = 20
2023-12-19 19:10:22,179 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values.
2023-12-19 19:10:22,180 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_long_mul = 3.8
2023-12-19 19:10:22,180 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_short_mul = 5.0
2023-12-19 19:10:22,180 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): ema_period_l_exit = 91
2023-12-19 19:10:22,180 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): ema_period_s_exit = 147
2023-12-19 19:10:22,181 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): volume_check_exit = 19
2023-12-19 19:10:22,181 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): volume_check_exit_s = 41
2023-12-19 19:10:22,181 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
2023-12-19 19:10:22,181 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_allowed_drawdown = 0.1
2023-12-19 19:10:22,182 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_drawdown_lookback = 2
2023-12-19 19:10:22,182 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_drawdown_stop_duration = 4
2023-12-19 19:10:22,182 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_drawdown_trade_limit = 1
2023-12-19 19:10:22,182 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): stoploss_guard_lookback = 8
2023-12-19 19:10:22,182 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): stoploss_guard_stop_duration = 4
2023-12-19 19:10:22,182 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): stoploss_guard_trade_limit = 1
2023-12-19 19:10:24,514 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2021-01-01 07:30:00 up to 2023-12-12 00:00:00 (1074 days).
2023-12-19 19:10:24,530 - freqtrade.resolvers.iresolver - INFO - Using resolved protection MaxDrawdown from '/freqtrade/freqtrade/plugins/protections/max_drawdown_protection.py'...
2023-12-19 19:10:24,542 - freqtrade.resolvers.iresolver - INFO - Using resolved protection StoplossGuard from '/freqtrade/freqtrade/plugins/protections/stoploss_guard.py'...
2023-12-19 21:27:10,830 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2023-12-19_21-27-10.meta.json"
2023-12-19 21:27:10,831 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2023-12-19_21-27-10.json"
2023-12-19 21:27:14,513 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/.last_result.json"
Result for strategy RSI_BB_MACD_Dec_2023_15m_3_rls
============================================================== BACKTESTING REPORT ==============================================================
| Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|----------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| LRC/USDT:USDT | 4302 | 1.06 | 4553.35 | 906.580 | 90.66 | 3:08:00 | 3661 0 641 85.1 |
| CRV/USDT:USDT | 4781 | 0.91 | 4366.70 | 872.265 | 87.23 | 2:37:00 | 4033 0 748 84.4 |
| UNFI/USDT:USDT | 4457 | 0.91 | 4057.11 | 805.321 | 80.53 | 2:41:00 | 3730 0 727 83.7 |
| BAKE/USDT:USDT | 3778 | 1.04 | 3940.22 | 784.418 | 78.44 | 3:08:00 | 3214 0 564 85.1 |
| RSR/USDT:USDT | 4807 | 0.80 | 3825.19 | 764.791 | 76.48 | 2:37:00 | 4036 0 771 84.0 |
| C98/USDT:USDT | 3294 | 1.16 | 3826.45 | 758.783 | 75.88 | 3:18:00 | 2824 0 470 85.7 |
| IOTX/USDT:USDT | 3098 | 0.89 | 2769.62 | 553.651 | 55.37 | 3:35:00 | 2635 0 463 85.1 |
| VET/USDT:USDT | 4063 | 0.67 | 2714.17 | 542.518 | 54.25 | 3:29:00 | 3408 0 655 83.9 |
| IMX/USDT:USDT | 2787 | 0.87 | 2415.09 | 480.530 | 48.05 | 3:03:00 | 2356 0 431 84.5 |
| CTK/USDT:USDT | 3931 | 0.61 | 2388.51 | 473.400 | 47.34 | 3:35:00 | 3301 0 630 84.0 |
| OP/USDT:USDT | 2240 | 1.01 | 2258.82 | 451.286 | 45.13 | 2:57:00 | 1877 0 363 83.8 |
| LPT/USDT:USDT | 2670 | 0.84 | 2231.93 | 443.193 | 44.32 | 3:42:00 | 2289 2 379 85.7 |
| ATA/USDT:USDT | 2874 | 0.58 | 1668.76 | 332.731 | 33.27 | 3:43:00 | 2429 0 445 84.5 |
| WOO/USDT:USDT | 2405 | 0.65 | 1569.33 | 313.386 | 31.34 | 3:20:00 | 2055 0 350 85.4 |
| ICP/USDT:USDT | 1195 | 0.71 | 853.48 | 166.604 | 16.66 | 5:22:00 | 1016 0 179 85.0 |
| TOTAL | 50682 | 0.86 | 43438.72 | 8649.456 | 864.95 | 3:13:00 | 42864 2 7816 84.6 |
=========================================================== LEFT OPEN TRADES REPORT ===========================================================
| Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|---------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| CTK/USDT:USDT | 1 | -26.00 | -26.00 | -5.178 | -0.52 | 5:15:00 | 0 0 1 0 |
| TOTAL | 1 | -26.00 | -26.00 | -5.178 | -0.52 | 5:15:00 | 0 0 1 0 |
=========================================================== ENTER TAG STATS ===========================================================
| TAG | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|-------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| TOTAL | 50682 | 0.86 | 43438.72 | 8649.456 | 864.95 | 3:13:00 | 42864 2 7816 84.6 |
======================================================= EXIT REASON STATS ========================================================
| Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % |
|--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------|
| trailing_stop_loss | 43344 | 41258 0 2086 95.2 | 3.91 | 169399 | 33752.8 | 11293.3 |
| stop_loss | 3273 | 0 0 3273 0 | -31.82 | -104135 | -20748.5 | -6942.33 |
| exit_short | 1928 | 1 0 1927 0.1 | -18.38 | -35430 | -7062.67 | -2362 |
| roi | 1678 | 1605 2 71 95.6 | 12.9 | 21651.8 | 4313.52 | 1443.46 |
| exit_long | 458 | 0 0 458 0 | -17.51 | -8021.45 | -1600.53 | -534.76 |
| force_exit | 1 | 0 0 1 0 | -26 | -26 | -5.178 | -1.73 |
======================= MONTH BREAKDOWN ========================
| Month | Tot Profit USDT | Wins | Draws | Losses |
|------------+-------------------+--------+---------+----------|
| 31/01/2021 | 297.676 | 907 | 0 | 236 |
| 28/02/2021 | 297.259 | 851 | 0 | 201 |
| 31/03/2021 | 85.331 | 896 | 0 | 185 |
| 30/04/2021 | 238.611 | 894 | 0 | 210 |
| 31/05/2021 | 424.459 | 1125 | 0 | 266 |
| 30/06/2021 | 318.439 | 1159 | 0 | 195 |
| 31/07/2021 | 87.669 | 921 | 0 | 183 |
| 31/08/2021 | 340.392 | 1219 | 0 | 201 |
| 30/09/2021 | 316.329 | 1254 | 0 | 217 |
| 31/10/2021 | 121.468 | 1119 | 0 | 203 |
| 30/11/2021 | 219.379 | 1349 | 0 | 255 |
| 31/12/2021 | 460.935 | 1385 | 0 | 220 |
| 31/01/2022 | 77.652 | 1107 | 0 | 205 |
| 28/02/2022 | -13.102 | 1023 | 0 | 225 |
| 31/03/2022 | 182.769 | 1361 | 0 | 260 |
| 30/04/2022 | 415.909 | 1192 | 0 | 176 |
| 31/05/2022 | 725.915 | 2155 | 0 | 396 |
| 30/06/2022 | 696.01 | 2036 | 0 | 419 |
| 31/07/2022 | 170.591 | 1511 | 0 | 298 |
| 31/08/2022 | 261.049 | 1389 | 0 | 215 |
| 30/09/2022 | 272.274 | 1187 | 0 | 172 |
| 31/10/2022 | 222.167 | 1046 | 0 | 179 |
| 30/11/2022 | 300.927 | 1340 | 0 | 247 |
| 31/12/2022 | 231.854 | 864 | 0 | 129 |
| 31/01/2023 | 133.313 | 1349 | 0 | 249 |
| 28/02/2023 | 397.793 | 1486 | 0 | 218 |
| 31/03/2023 | 314.028 | 1585 | 0 | 229 |
| 30/04/2023 | 171.297 | 1177 | 0 | 190 |
| 31/05/2023 | 145.722 | 957 | 0 | 152 |
| 30/06/2023 | 89.135 | 968 | 0 | 172 |
| 31/07/2023 | 183.999 | 1003 | 0 | 150 |
| 31/08/2023 | 95.361 | 1046 | 0 | 209 |
| 30/09/2023 | 61.242 | 902 | 2 | 169 |
| 31/10/2023 | -61.622 | 995 | 0 | 242 |
| 30/11/2023 | 198.467 | 1546 | 0 | 246 |
| 31/12/2023 | 168.758 | 560 | 0 | 97 |
=================== SUMMARY METRICS ====================
| Metric | Value |
|-----------------------------+------------------------|
| Backtesting from | 2021-01-01 07:30:00 |
| Backtesting to | 2023-12-12 00:00:00 |
| Max open trades | 15 |
| | |
| Total/Daily Avg Trades | 50682 / 47.19 |
| Starting balance | 1000 USDT |
| Final balance | 9649.456 USDT |
| Absolute profit | 8649.456 USDT |
| Total profit % | 864.95% |
| CAGR % | 116.06% |
| Sortino | 62.06 |
| Sharpe | 73.05 |
| Calmar | 328.71 |
| Profit factor | 1.28 |
| Expectancy (Ratio) | 0.17 (0.04) |
| Trades per day | 47.19 |
| Avg. daily profit % | 0.81% |
| Avg. stake amount | 19.929 USDT |
| Total trade volume | 1010066.732 USDT |
| | |
| Long / Short | 6493 / 44189 |
| Total profit Long % | 66.08% |
| Total profit Short % | 798.87% |
| Absolute profit Long | 660.784 USDT |
| Absolute profit Short | 7988.672 USDT |
| | |
| Best Pair | LRC/USDT:USDT 4553.35% |
| Worst Pair | ICP/USDT:USDT 853.48% |
| Best trade | CTK/USDT:USDT 19.63% |
| Worst trade | UNFI/USDT:USDT -39.46% |
| Best day | 102.325 USDT |
| Worst day | -130.604 USDT |
| Days win/draw/lose | 662 / 0 / 414 |
| Avg. Duration Winners | 2:26:00 |
| Avg. Duration Loser | 7:29:00 |
| Max Consecutive Wins / Loss | 85 / 16 |
| Rejected Entry signals | 0 |
| Entry/Exit Timeouts | 0 / 14483 |
| | |
| Min balance | 968.657 USDT |
| Max balance | 9660.933 USDT |
| Max % of account underwater | 5.77% |
| Absolute Drawdown (Account) | 4.68% |
| Absolute Drawdown | 205.37 USDT |
| Drawdown high | 3387.515 USDT |
| Drawdown low | 3182.145 USDT |
| Drawdown Start | 2022-01-25 09:45:00 |
| Drawdown End | 2022-02-08 06:30:00 |
| Market change | -36.56% |
========================================================
Backtested 2021-01-01 07:30:00 -> 2023-12-12 00:00:00 | Max open trades : 15
=============================================================================== STRATEGY SUMMARY ===============================================================================
| Strategy | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | Drawdown |
|---------------------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------+--------------------|
| RSI_BB_MACD_Dec_2023_15m_3_rls | 50682 | 0.86 | 43438.72 | 8649.456 | 864.95 | 3:13:00 | 42864 2 7816 84.6 | 205.37 USDT 4.68% |
================================================================================================================================================================================
'''
# risk_c = DecimalParameter(0.025, 0.01, 0.1, decimals=2, space='buy')
# Minimal ROI designed for the strategy.
minimal_roi = {
# "0": 0.282,
# "138": 0.179,
# "310": 0.089,
# "877": 0
# '0': 0.344, '260': 0.225, '486': 0.09, '796': 0
"0": 0.184,
"416": 0.14,
"933": 0.073,
"1982": 0
# '0': 0.279, '154': 0.122, '376': 0.085, '456': 0
}
# Optimal stoploss designed for the strategy.
# This attribute will be overridden if the config file contains "stoploss".
stoploss = -0.317
# Trailing stop:
trailing_stop = True
trailing_stop_positive = 0.012
trailing_stop_positive_offset = 0.03
trailing_only_offset_is_reached = True
# Run "populate_indicators()" only for new candle.
process_only_new_candles = True
# These values can be overridden in the config.
use_exit_signal = True
exit_profit_only = False
ignore_roi_if_entry_signal = False
# Number of candles the strategy requires before producing valid signals
startup_candle_count: int = 30
#leverage here
leverage_optimize = True
leverage_num = IntParameter(low=1, high=5, default=5, space='buy', optimize=leverage_optimize)
# Strategy parameters
parameters_yes = True
parameters_no = False
adx_long_max_1 = DecimalParameter(6.1, 10.0, default=6.5, decimals = 1, space="buy", optimize = parameters_yes)
adx_long_max_2 = DecimalParameter(24.9, 60.0, default=50.7, decimals = 1, space="buy", optimize = parameters_yes)
adx_long_min_1 = DecimalParameter(4.0, 6.0, default=5.7, decimals = 1, space="buy", optimize = parameters_yes)
adx_long_min_2 = DecimalParameter(18.5, 21.0, default=20.9, decimals = 1, space="buy", optimize = parameters_yes)
adx_short_max_1 = DecimalParameter(14.1, 21.9, default=21.4, decimals = 1, space="buy", optimize = parameters_yes)
adx_short_max_2 = DecimalParameter(30.6, 55.0, default=50.8, decimals = 1, space="buy", optimize = parameters_yes)
adx_short_min_1 = DecimalParameter(8.7, 14, default=9.9, decimals = 1, space="buy", optimize = parameters_yes)
adx_short_min_2 = DecimalParameter(25.0, 30.5, default=30.3, decimals = 1, space="buy", optimize = parameters_yes)
bb_tp_l = IntParameter(15, 35, default=16, space="buy", optimize= parameters_yes)
bb_tp_s = IntParameter(15, 35, default=20, space="buy", optimize= parameters_yes)
rsi_tp_l = IntParameter(10, 25, default=22, space="buy", optimize= parameters_yes)
rsi_tp_s = IntParameter(10, 25, default=17, space="buy", optimize= parameters_yes)
volume_check = IntParameter(10, 45, default=38, space="buy", optimize= parameters_yes)
volume_check_s = IntParameter(15, 45, default=20, space="buy", optimize= parameters_yes)
df24h_val = IntParameter(1, 245, default=20, space="buy", optimize= parameters_yes)
df36h_val = IntParameter(1, 245, default=29, space="buy", optimize= parameters_yes)
atr_long_mul = DecimalParameter(1.1, 6.0, default=3.8, decimals = 1, space="sell", optimize = parameters_yes)
atr_short_mul = DecimalParameter(1.1, 6.0, default=5.0, decimals = 1, space="sell", optimize = parameters_yes)
ema_period_l_exit = IntParameter(22, 200, default=91, space="sell", optimize= parameters_yes)
ema_period_s_exit = IntParameter(22, 200, default=147, space="sell", optimize= parameters_yes)
volume_check_exit = IntParameter(10, 45, default=19, space="sell", optimize= parameters_yes)
volume_check_exit_s = IntParameter(15, 45, default=41, space="sell", optimize= parameters_yes)
protect_optimize = True
# cooldown_lookback = IntParameter(1, 40, default=4, space="protection", optimize=protect_optimize)
max_drawdown_lookback = IntParameter(1, 50, default=2, space="protection", optimize=protect_optimize)
max_drawdown_trade_limit = IntParameter(1, 3, default=1, space="protection", optimize=protect_optimize)
max_drawdown_stop_duration = IntParameter(1, 50, default=4, space="protection", optimize=protect_optimize)
max_allowed_drawdown = DecimalParameter(0.05, 0.30, default=0.10, decimals=2, space="protection",
optimize=protect_optimize)
stoploss_guard_lookback = IntParameter(1, 50, default=8, space="protection", optimize=protect_optimize)
stoploss_guard_trade_limit = IntParameter(1, 3, default=1, space="protection", optimize=protect_optimize)
stoploss_guard_stop_duration = IntParameter(1, 50, default=4, space="protection", optimize=protect_optimize)
@property
def protections(self):
return [
# {
# "method": "CooldownPeriod",
# "stop_duration_candles": self.cooldown_lookback.value
# },
{
"method": "MaxDrawdown",
"lookback_period_candles": self.max_drawdown_lookback.value,
"trade_limit": self.max_drawdown_trade_limit.value,
"stop_duration_candles": self.max_drawdown_stop_duration.value,
"max_allowed_drawdown": self.max_allowed_drawdown.value
},
{
"method": "StoplossGuard",
"lookback_period_candles": self.stoploss_guard_lookback.value,
"trade_limit": self.stoploss_guard_trade_limit.value,
"stop_duration_candles": self.stoploss_guard_stop_duration.value,
"only_per_pair": False
}
]
# ema_long = IntParameter(50, 250, default=100, space="buy")
# ema_short = IntParameter(50, 250, default=100, space="buy")
# sell_rsi = IntParameter(60, 90, default=70, space="sell")
# Optional order type mapping.
order_types = {
'entry': 'limit',
'exit': 'limit',
'stoploss': 'market',
'stoploss_on_exchange': False
}
# Optional order time in force.
order_time_in_force = {
'entry': 'GTC',
'exit': 'GTC'
}
@property
def plot_config(self):
return {
# Main plot indicators (Moving averages, ...)
'main_plot': {
'tema': {},
'sar': {'color': 'white'},
},
'subplots': {
# Subplots - each dict defines one additional plot
"MACD": {
'macd': {'color': 'blue'},
'macdsignal': {'color': 'orange'},
},
"RSI": {
'rsi': {'color': 'red'},
}
}
}
def pump_dump_protection(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
df36h = dataframe.copy().shift(self.df36h_val.value) # 432 mins , 86 for 5m, 29 for 15m
df24h = dataframe.copy().shift(self.df24h_val.value) # 288 mins, 58 for 5m , 20 for 15m
dataframe['volume_mean_short'] = dataframe['volume'].rolling(1).mean() # 4 rolling candles
dataframe['volume_mean_long'] = df24h['volume'].rolling(5).mean() # 48 rolling candles, 10 for 5m
dataframe['volume_mean_base'] = df36h['volume'].rolling(48).mean() # 238 rolling candles, 48 for 15m
# dataframe['volume_change_percentage'] = (dataframe['volume_mean_long'] / dataframe['volume_mean_base'])
# dataframe['rsi_mean'] = dataframe['rsi'].rolling(48).mean() # 48 candles rolling
dataframe['pnd_volume_warn'] = np.where((dataframe['volume_mean_short'] / dataframe['volume_mean_long'] > 5.0),
-1, 0)
return dataframe
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
if not self.dp:
# Don't do anything if DataProvider is not available.
return dataframe
L_optimize_trend_alert = trade_signal(dataframe=dataframe, rsi_tp= self.rsi_tp_l.value, bb_tp = self.bb_tp_l.value )
dataframe['trend_l'] = L_optimize_trend_alert['trend']
S_optimize_trend_alert = trade_signal(dataframe=dataframe, rsi_tp= self.rsi_tp_s.value, bb_tp = self.bb_tp_s.value )
dataframe['trend_s'] = S_optimize_trend_alert['trend']
# ADX
dataframe['adx'] = ta.ADX(dataframe)
# ATR
dataframe['atr'] = ta.ATR(dataframe, timeperiod=20)
# EMA
dataframe['ema_l'] = ta.EMA(dataframe['close'], timeperiod=self.ema_period_l_exit.value)
dataframe['ema_s'] = ta.EMA(dataframe['close'], timeperiod=self.ema_period_s_exit.value)
# Volume Weighted
dataframe['volume_mean'] = dataframe['volume'].rolling(self.volume_check.value).mean().shift(1)
dataframe['volume_mean_exit'] = dataframe['volume'].rolling(self.volume_check_exit.value).mean().shift(1)
dataframe['volume_mean_s'] = dataframe['volume'].rolling(self.volume_check_s.value).mean().shift(1)
dataframe['volume_mean_exit_s'] = dataframe['volume'].rolling(self.volume_check_exit_s.value).mean().shift(1)
dataframe = self.pump_dump_protection(dataframe, metadata)
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# dataframe.loc[
# (
# (
# (dataframe['adx'] > self.adx_long_min_1.value) & # trend strength confirmation
# (dataframe['adx'] < self.adx_long_max_1.value)
# ) |
# (
# (dataframe['adx'] > self.adx_long_min_2.value) & # trend strength confirmation
# (dataframe['adx'] < self.adx_long_max_2.value)
# ) & # trend strength confirmation
# (dataframe['trend_l'] == 1) &
# (dataframe['volume'] > dataframe['volume_mean'])
# (dataframe['volume'] > 0)
# ),
# 'enter_long'] = 1
# dataframe.loc[
# (
# (
# (dataframe['adx'] > self.adx_short_min_1.value) & # trend strength confirmation
# (dataframe['adx'] < self.adx_short_max_1.value)
# ) |
# (
# (dataframe['adx'] > self.adx_short_min_2.value) & # trend strength confirmation
# (dataframe['adx'] < self.adx_short_max_2.value)
# ) & # trend strength confirmation
# (dataframe['trend_s'] == -1) &
# (dataframe['volume'] > dataframe['volume_mean_s']) # volume weighted indicator
# ),
# 'enter_short'] = 1
conditions_long = []
conditions_short = []
dataframe.loc[:, 'entry_tag'] = ''
buy_1 = (
(
(dataframe['adx'] > self.adx_long_min_1.value) & # trend strength confirmation
(dataframe['adx'] < self.adx_long_max_1.value)
) |
(
(dataframe['adx'] > self.adx_long_min_2.value) & # trend strength confirmation
(dataframe['adx'] < self.adx_long_max_2.value)
) & # trend strength confirmation
(dataframe['trend_l'] == 1) &
(dataframe['volume'] > dataframe['volume_mean']) &
(dataframe['volume'] > 0)
)
buy_2 = (
( (dataframe['adx'] > self.adx_short_min_1.value) & # trend strength confirmation
(dataframe['adx'] < self.adx_short_max_1.value)
) |
(
(dataframe['adx'] > self.adx_short_min_2.value) & # trend strength confirmation
(dataframe['adx'] < self.adx_short_max_2.value)
) & # trend strength confirmation
(dataframe['trend_s'] == -1) &
(dataframe['volume'] > dataframe['volume_mean_s']) # volume weighted indicator
)
# sell_3 = (
# (dataframe['adx'] > self.sell_adx.value) &
# (dataframe['l_tema_s'] < dataframe['l_dema_s']) & # Guard: tema is falling
# (dataframe['l_dema_s'] < dataframe['l_ema200_s']) & # Guard: tema is raising
# (dataframe['volume'] > 0)
# )
# sell_4 = (
# (dataframe['adx'] > self.sell_adx.value) &
# (dataframe['l_tema_s'] < dataframe['l_dema_s']) & # Guard: tema is falling
# (dataframe['volume'] > 0)
# )
# conditions_long.append(sell_3)
# dataframe.loc[sell_3, 'entry_tag'] += 'buy_3'
# conditions_short.append(sell_4)
# dataframe.loc[sell_4, 'entry_tag'] += 'buy_4'
conditions_long.append(buy_1)
dataframe.loc[buy_1, 'entry_tag'] += 'buy_1'
conditions_short.append(buy_2)
dataframe.loc[buy_2, 'entry_tag'] += 'buy_2'
if conditions_long:
dataframe.loc[
reduce(lambda x, y: x | y, conditions_long),
'enter_long'] = 1
if conditions_short:
dataframe.loc[
reduce(lambda x, y: x | y, conditions_short),
'enter_short'] = 1
dont_buy_conditions = []
dont_buy_conditions.append((dataframe['pnd_volume_warn'] < 0.0))
if conditions_long:
# combined_conditions = [poc_condition & condition for condition in conditions]
combined_conditions = [condition for condition in conditions_long]
final_condition = reduce(lambda x, y: x | y, combined_conditions)
dataframe.loc[final_condition, 'enter_long'] = 1
elif conditions_short:
# combined_conditions = [poc_condition & condition for condition in conditions]
combined_conditions = [condition for condition in conditions_short]
final_condition = reduce(lambda x, y: x | y, combined_conditions)
dataframe.loc[final_condition, 'enter_short'] = 1
if dont_buy_conditions:
for condition in dont_buy_conditions:
dataframe.loc[condition, 'enter_long'] = 0
dataframe.loc[condition, 'enter_short'] = 0
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
conditions_long = []
conditions_short = []
dataframe.loc[:, 'exit_tag'] = ''
exit_long = (
# (dataframe['close'] < dataframe['low'].shift(self.sell_shift.value)) &
(dataframe['close'] < (dataframe['ema_l'] - (self.atr_long_mul.value * dataframe['atr']))) &
(dataframe['volume'] > dataframe['volume_mean_exit'])
)
exit_short = (
# (dataframe['close'] > dataframe['high'].shift(self.sell_shift_short.value)) &
(dataframe['close'] > (dataframe['ema_s'] + (self.atr_short_mul.value * dataframe['atr']))) &
(dataframe['volume'] > dataframe['volume_mean_exit_s'])
)
conditions_short.append(exit_short)
dataframe.loc[exit_short, 'exit_tag'] += 'exit_short'
conditions_long.append(exit_long)
dataframe.loc[exit_long, 'exit_tag'] += 'exit_long'
if conditions_long:
dataframe.loc[
reduce(lambda x, y: x | y, conditions_long),
'exit_long'] = 1
if conditions_short:
dataframe.loc[
reduce(lambda x, y: x | y, conditions_short),
'exit_short'] = 1
return dataframe
def leverage(self, pair: str, current_time: datetime, current_rate: float,
proposed_leverage: float, max_leverage: float, side: str,
**kwargs) -> float:
return self.leverage_num.value