# source: https://raw.githubusercontent.com/DerSalvador/freqtrade-helm-chart/f80d4d8b77c53435e9c0a9045636f1bfb2b8c539/chart/deployed_strategies/binance-futures-k8s-namespace/ImpulseV1.py import logging import numpy as np import pandas as pd from technical import qtpylib from pandas import DataFrame from datetime import datetime, timezone from typing import Optional from functools import reduce import talib.abstract as ta import pandas_ta as pta from freqtrade.strategy import BooleanParameter, CategoricalParameter, DecimalParameter, IStrategy, IntParameter, RealParameter, merge_informative_pair import freqtrade.vendor.qtpylib.indicators as qtpylib from freqtrade.persistence import Trade logger = logging.getLogger(__name__) class Github_DerSalvador_freqtrade_helm_chart__ImpulseV1__20260416_224245(IStrategy): INTERFACE_VERSION = 3 ### Strategy parameters ### exit_profit_only = True ### No exiting at a loss use_custom_stoploss = True trailing_stop = True position_adjustment_enable = True ignore_roi_if_entry_signal = True use_exit_signal = True stoploss = -0.09 startup_candle_count: int = 30 timeframe = '5m' # DCA Parameters position_adjustment_enable = True max_entry_position_adjustment = 0 max_dca_multiplier = 1 minimal_roi = {'12000': 0.01, '2400': 0.1, '300': 0.15, '180': 0.3, '120': 0.4, '60': 0.45, '0': 0.5} ### Hyperoptable parameters ### # entry optizimation max_epa = CategoricalParameter([0, 1, 2], default=0, space='entry', optimize=True) # protections cooldown_lookback = IntParameter(2, 48, default=5, space='protection', optimize=True) stop_duration = IntParameter(12, 120, default=72, space='protection', optimize=True) use_stop_protection = BooleanParameter(default=True, space='protection', optimize=True) # indicators ma_length = IntParameter(8, 30, default=15, space='entry', optimize=True) #trailing stop loss optimiziation tsl_target5 = DecimalParameter(low=0.2, high=0.4, decimals=1, default=0.3, space='exit', optimize=True, load=True) ts5 = DecimalParameter(low=0.04, high=0.06, default=0.05, decimals=2, space='exit', optimize=True, load=True) tsl_target4 = DecimalParameter(low=0.15, high=0.2, default=0.2, decimals=2, space='exit', optimize=True, load=True) ts4 = DecimalParameter(low=0.03, high=0.05, default=0.045, decimals=2, space='exit', optimize=True, load=True) tsl_target3 = DecimalParameter(low=0.1, high=0.15, default=0.15, decimals=2, space='exit', optimize=True, load=True) ts3 = DecimalParameter(low=0.025, high=0.04, default=0.035, decimals=3, space='exit', optimize=True, load=True) tsl_target2 = DecimalParameter(low=0.06, high=0.1, default=0.1, decimals=3, space='exit', optimize=True, load=True) ts2 = DecimalParameter(low=0.015, high=0.03, default=0.02, decimals=3, space='exit', optimize=True, load=True) tsl_target1 = DecimalParameter(low=0.03, high=0.06, default=0.06, decimals=3, space='exit', optimize=True, load=True) ts1 = DecimalParameter(low=0.01, high=0.016, default=0.013, decimals=3, space='exit', optimize=True, load=True) tsl_target0 = DecimalParameter(low=0.02, high=0.03, default=0.03, decimals=3, space='exit', optimize=True, load=True) ts0 = DecimalParameter(low=0.008, high=0.015, default=0.013, decimals=3, space='exit', optimize=True, load=True) ### protections ### @property def protections(self): prot = [] prot.append({'method': 'CooldownPeriod', 'stop_duration_candles': self.cooldown_lookback.value}) if self.use_stop_protection.value: prot.append({'method': 'StoplossGuard', 'lookback_period_candles': 24 * 3, 'trade_limit': 1, 'stop_duration_candles': self.stop_duration.value, 'only_per_pair': False}) return prot ### Dollar Cost Averaging ### # This is called when placing the initial order (opening trade) def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float, proposed_stake: float, min_stake: Optional[float], max_stake: float, leverage: float, entry_tag: Optional[str], side: str, **kwargs) -> float: # if self.max_epa.value == 0: # self.max_dca_multiplier = 1 # elif self.max_epa.value == 1: # self.max_dca_multiplier = 2 # elif self.max_epa.value == 2: # self.max_dca_multiplier = 3 # else: # self.max_dca_multiplier = 4 # We need to leave most of the funds for possible further DCA orders # This also applies to fixed stakes return proposed_stake / self.max_dca_multiplier def adjust_trade_position(self, trade: Trade, current_time: datetime, current_rate: float, current_profit: float, min_stake: Optional[float], max_stake: float, current_entry_rate: float, current_exit_rate: float, current_entry_profit: float, current_exit_profit: float, **kwargs) -> Optional[float]: """ Custom trade adjustment logic, returning the stake amount that a trade should be increased or decreased. This means extra entry or exit orders with additional fees. Only called when `position_adjustment_enable` is set to True. For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/ When not implemented by a strategy, returns None :param trade: trade object. :param current_time: datetime object, containing the current datetime :param current_rate: Current entry rate. :param current_profit: Current profit (as ratio), calculated based on current_rate. :param min_stake: Minimal stake size allowed by exchange (for both entries and exits) :param max_stake: Maximum stake allowed (either through balance, or by exchange limits). :param current_entry_rate: Current rate using entry pricing. :param current_exit_rate: Current rate using exit pricing. :param current_entry_profit: Current profit using entry pricing. :param current_exit_profit: Current profit using exit pricing. :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. :return float: Stake amount to adjust your trade, Positive values to increase position, Negative values to decrease position. Return None for no action. """ if current_profit > 0.1 and trade.nr_of_successful_exits == 0: # Take half of the profit at +5% return -(trade.stake_amount / 2) if current_profit > -0.05 and trade.nr_of_successful_entries == 1: return None if current_profit > -0.0585 and trade.nr_of_successful_entries == 2: return None if current_profit > -0.109 and trade.nr_of_successful_entries == 3: return None # Obtain pair dataframe (just to show how to access it) dataframe, _ = self.dp.get_analyzed_dataframe(trade.pair, self.timeframe) filled_entries = trade.select_filled_orders(trade.entry_side) count_of_entries = trade.nr_of_successful_entries # Allow up to 3 additional increasingly larger entrys (4 in total) # Initial entry is 1x # If that falls to -2.5% profit, we entry more, # If that falls down to -5% again, we entry 1.5x more # If that falls once again down to -5%, we entry more # Total stake for this trade would be 1 + 1.5 + 2 + 2.5 = 7x of the initial allowed stake. # That is why max_dca_multiplier is 7 # Hope you have a deep wallet! try: # This returns first order stake size stake_amount = filled_entries[0].cost # This then calculates current safety order size if count_of_entries == 1: stake_amount = stake_amount * 1 elif count_of_entries == 2: stake_amount = stake_amount * 1 elif count_of_entries == 3: stake_amount = stake_amount * 1 else: stake_amount = stake_amount return stake_amount except Exception as exception: return None return None ### Trailing Stop ### def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> float: for stop5 in self.tsl_target5.range: if current_profit > stop5: for stop5a in self.ts5.range: return stop5a for stop4 in self.tsl_target4.range: if current_profit > stop4: for stop4a in self.ts4.range: return stop4a for stop3 in self.tsl_target3.range: if current_profit > stop3: for stop3a in self.ts3.range: return stop3a for stop2 in self.tsl_target2.range: if current_profit > stop2: for stop2a in self.ts2.range: return stop2a for stop1 in self.tsl_target1.range: if current_profit > stop1: for stop1a in self.ts1.range: return stop1a for stop0 in self.tsl_target0.range: if current_profit > stop0: for stop0a in self.ts0.range: return stop0a return self.stoploss ### NORMAL INDICATORS ### def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # SMA dataframe['200_SMA'] = ta.SMA(dataframe['close'], timeperiod=200) dataframe['30_SMA'] = ta.SMA(dataframe['close'], timeperiod=30) # HLC3 dataframe['HLC3'] = (dataframe['high'] + dataframe['low'] + dataframe['close']) / 3 for ma_len in self.ma_length.range: dataframe[f'hi_{ma_len}'] = ta.SMA(dataframe['high'], timeperiod=ma_len) dataframe[f'lo_{ma_len}'] = ta.SMA(dataframe['low'], timeperiod=ma_len) dataframe[f'ema1_{ma_len}'] = ta.EMA(dataframe['HLC3'], timeperiod=ma_len) dataframe[f'ema2_{ma_len}'] = ta.EMA(dataframe[f'ema1_{ma_len}'], timeperiod=ma_len) dataframe[f'd_{ma_len}'] = dataframe[f'ema1_{ma_len}'] - dataframe[f'ema2_{ma_len}'] dataframe[f'mi_{ma_len}'] = dataframe[f'ema1_{ma_len}'] + dataframe[f'd_{ma_len}'] dataframe[f'md_{ma_len}'] = np.where(dataframe[f'mi_{ma_len}'] > dataframe[f'hi_{ma_len}'], dataframe[f'mi_{ma_len}'] - dataframe[f'hi_{ma_len}'], np.where(dataframe[f'mi_{ma_len}'] < dataframe[f'lo_{ma_len}'], dataframe[f'mi_{ma_len}'] - dataframe[f'lo_{ma_len}'], 0)) dataframe[f'sb_{ma_len}'] = ta.SMA(dataframe[f'md_{ma_len}'], timeperiod=7) dataframe[f'sh_{ma_len}'] = dataframe[f'md_{ma_len}'] - dataframe[f'sb_{ma_len}'] # if self.dp.runmode.value in ('live', 'dry_run'): # ticker = self.dp.ticker(metadata['pair']) # dataframe['last_price'] = ticker['last'] # dataframe['volume24h'] = ticker['quoteVolume'] # dataframe['vwap'] = ticker['vwap'] # # Trading pair: {'symbol': 'KAVA/USDT', 'timestamp': 1675451904532, 'datetime': '2023-02-03T19:18:24.532Z', # 'high': 1.0652, 'low': 1.0031, 'bid': 1.0382, 'bidVolume': None, 'ask': 1.0395, 'askVolume': None, # 'vwap': 1.035200204815235, 'open': 1.0558, 'close': 1.0403, 'last': 1.0403, 'previousClose': None, 'change': -0.0155, # 'percentage': -1.46, 'average': 1.04130553, 'baseVolume': 457210.7641, 'quoteVolume': 473304.67664005, # 'info': # {'time': 1675451904532, 'symbol': 'KAVA-USDT', 'entry': '1.0382', 'exit': '1.0395', 'changeRate': '-0.0146', 'changePrice': '-0.0155', 'high': '1.0652', 'low': '1.0031', 'vol': '457210.7641', 'volValue': '473304.67664005', 'last': '1.0403', 'averagePrice': '1.04130553', 'takerFeeRate': '0.001', 'makerFeeRate': '0.001', 'takerCoefficient': '1', 'makerCoefficient': '1'}}, self.max_epa.value: 1, self.max_dca_multiplier: 2 # if (dataframe['30_SMA'].iloc[-1] > dataframe['200_SMA'].iloc[-1] # and dataframe['30_SMA'].iloc[-1] > dataframe['30_SMA'].iloc[-2] # and dataframe['200_SMA'].iloc[-1] > dataframe['200_SMA'].iloc[-2]).all(): # self.max_epa.value = 2 # elif (dataframe['30_SMA'].iloc[-1] > dataframe['200_SMA'].iloc[-1] # and dataframe['30_SMA'].iloc[-1] > dataframe['30_SMA'].iloc[-2].all()): # self.max_epa.value = 1 # elif (dataframe['30_SMA'].iloc[-1] < dataframe['200_SMA'].iloc[-1] # and dataframe['30_SMA'].iloc[-1] > dataframe['30_SMA'].iloc[-2].all()): # self.max_epa.value = 1 # else: # self.max_epa.value = 3 # # print(f"Trading Pair: {dataframe.name}") # print(f"self.max_epa.value: {self.max_epa.value}") # print(f"self.max_dca_multiplier: {self.max_dca_multiplier}") # print(f"Trading pair: {ticker['symbol']}, max_epa: {self.max_epa.value}, dca_multiplier: {self.max_dca_multiplier}") return dataframe ### ENTRY CONDITIONS ### def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame: # Bullish 0 Cross - Lime Color on TV # Make sure Volume is not 0 df.loc[(df[f'sh_{self.ma_length.value}'] > df[f'sh_{self.ma_length.value}'].shift(1)) & (df['HLC3'] > df[f'hi_{self.ma_length.value}']) & qtpylib.crossed_above(df[f'sh_{self.ma_length.value}'], 0) & (df['volume'] > 0), ['enter_long', 'enter_tag']] = (1, 'Impulse Bullish Buy') # Bearish 0 Cross - Green Color on TV # Make sure Volume is not 0 df.loc[(df[f'sh_{self.ma_length.value}'] > df[f'sh_{self.ma_length.value}'].shift(1)) & (df['HLC3'] < df[f'hi_{self.ma_length.value}']) & (df['HLC3'] > df[f'mi_{self.ma_length.value}']) & (df['HLC3'].shift(1) < df[f'hi_{self.ma_length.value}'].shift(1)) & (df['HLC3'].shift(1) > df[f'mi_{self.ma_length.value}'].shift(1)) & qtpylib.crossed_above(df[f'sh_{self.ma_length.value}'], 0) & (df['volume'] > 0), ['enter_long', 'enter_tag']] = (1, 'Impulse Bearish Buy') return df ### EXIT CONDITIONS ### def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame: # Bullish Exit - Orange Color on TV # (qtpylib.crossed_below(df[f'sh_{self.ma_length.value}'], 0)) & # Make sure Volume is not 0 df.loc[(df[f'sh_{self.ma_length.value}'] > df[f'sh_{self.ma_length.value}'].shift(1)) & (df['HLC3'] < df[f'mi_{self.ma_length.value}']) & (df['HLC3'] > df[f'lo_{self.ma_length.value}']) & (df['HLC3'].shift(1) < df[f'mi_{self.ma_length.value}'].shift(1)) & (df['HLC3'].shift(1) > df[f'lo_{self.ma_length.value}'].shift(1)) & (df['volume'] > 0), ['exit_long', 'exit_tag']] = (1, 'Impulse Bullish Sell') # Bearish Exit - Red Color on TV # Make sure Volume is not 0 df.loc[(df[f'sh_{self.ma_length.value}'] > df[f'sh_{self.ma_length.value}'].shift(1)) & (df['HLC3'] < df[f'lo_{self.ma_length.value}']) & (df['30_SMA'] > df['200_SMA']) & (df['volume'] > 0), ['exit_long', 'exit_tag']] = (1, 'Impulse Bearish Sell') return df # # 1HR # 2023-02-07 19:18:33,386 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy Github_DerSalvador_freqtrade_helm_chart__ImpulseV1__20260416_224245 # 2023-02-07 19:18:33,387 - freqtrade.strategy.hyper - INFO - No params for entry found, using default values. # 2023-02-07 19:18:33,387 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): entry_rsi = 25 # 2023-02-07 19:18:33,387 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): ma_length = 34 # 2023-02-07 19:18:33,388 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_epa = 3 # 2023-02-07 19:18:33,388 - freqtrade.strategy.hyper - INFO - No params for exit found, using default values. # 2023-02-07 19:18:33,388 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): exit_rsi = 55 # 2023-02-07 19:18:33,388 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values. # 2023-02-07 19:18:33,388 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): cooldown_lookback = 5 # 2023-02-07 19:18:33,389 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): stop_duration = 72 # 2023-02-07 19:18:33,389 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): use_stop_protection = True # 2023-02-07 19:18:33,608 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2023-01-01 00:00:00 up to 2023-02-05 00:00:00 (35 days). # 2023-02-07 19:18:42,739 - freqtrade.misc - INFO - dumping json to "/home/jared/freq/user_data/backtest_results/backtest-result-2023-02-07_19-18-42.meta.json" # 2023-02-07 19:18:42,740 - freqtrade.misc - INFO - dumping json to "/home/jared/freq/user_data/backtest_results/backtest-result-2023-02-07_19-18-42.json" # 2023-02-07 19:18:42,747 - freqtrade.misc - INFO - dumping json to "/home/jared/freq/user_data/backtest_results/.last_result.json" # Result for strategy Github_DerSalvador_freqtrade_helm_chart__ImpulseV1__20260416_224245 # ============================================================= BACKTESTING REPORT ============================================================= # | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | # |------------+-----------+----------------+----------------+-------------------+----------------+------------------+-------------------------| # | KAVA/USDT | 8 | 4.77 | 38.13 | 16.284 | 1.63 | 1 day, 9:38:00 | 8 0 0 100 | # | THETA/USDT | 8 | 3.17 | 25.39 | 14.718 | 1.47 | 2 days, 1:45:00 | 7 0 1 87.5 | # | CSPR/USDT | 8 | 3.13 | 25.03 | 13.812 | 1.38 | 1 day, 14:52:00 | 8 0 0 100 | # | FTM/USDT | 12 | 2.71 | 32.52 | 13.694 | 1.37 | 22:00:00 | 11 0 1 91.7 | # | AVAX/USDT | 11 | 3.03 | 33.33 | 13.058 | 1.31 | 16:27:00 | 11 0 0 100 | # | SCRT/USDT | 10 | 4.01 | 40.08 | 11.366 | 1.14 | 1 day, 12:42:00 | 9 0 1 90.0 | # | ETH/USDT | 6 | 5.26 | 31.57 | 11.174 | 1.12 | 2 days, 12:30:00 | 6 0 0 100 | # | ATOM/USDT | 7 | 2.62 | 18.36 | 10.494 | 1.05 | 1 day, 19:43:00 | 6 0 1 85.7 | # | LUNC/USDT | 5 | 4.32 | 21.60 | 9.573 | 0.96 | 2 days, 23:12:00 | 5 0 0 100 | # | DOT/USDT | 7 | 2.92 | 20.46 | 7.714 | 0.77 | 1 day, 10:43:00 | 7 0 0 100 | # | MATIC/USDT | 10 | 2.04 | 20.45 | 7.475 | 0.75 | 1 day, 0:42:00 | 9 0 1 90.0 | # | QNT/USDT | 9 | 2.48 | 22.34 | 7.370 | 0.74 | 1 day, 13:20:00 | 9 0 0 100 | # | UNI/USDT | 6 | 2.39 | 14.33 | 7.236 | 0.72 | 1 day, 7:10:00 | 6 0 0 100 | # | BTC/USDT | 8 | 2.18 | 17.44 | 7.099 | 0.71 | 1 day, 19:00:00 | 7 0 1 87.5 | # | ALGO/USDT | 8 | 2.13 | 17.03 | 6.635 | 0.66 | 1 day, 4:00:00 | 8 0 0 100 | # | LINK/USDT | 8 | 2.44 | 19.52 | 6.312 | 0.63 | 1 day, 16:15:00 | 7 0 1 87.5 | # | IOTA/USDT | 9 | 1.92 | 17.26 | 6.054 | 0.61 | 1 day, 0:13:00 | 9 0 0 100 | # | XTZ/USDT | 6 | 2.64 | 15.85 | 5.715 | 0.57 | 1 day, 6:40:00 | 6 0 0 100 | # | XDC/USDT | 6 | 2.34 | 14.03 | 5.113 | 0.51 | 3 days, 5:10:00 | 6 0 0 100 | # | NEAR/USDT | 7 | 1.12 | 7.86 | 4.943 | 0.49 | 10:09:00 | 3 0 4 42.9 | # | XRP/USDT | 8 | 1.27 | 10.12 | 3.360 | 0.34 | 2 days, 7:38:00 | 7 0 1 87.5 | # | ADA/USDT | 5 | 1.93 | 9.65 | 2.448 | 0.24 | 22:00:00 | 5 0 0 100 | # | TOTAL | 172 | 2.75 | 472.35 | 191.648 | 19.16 | 1 day, 12:06:00 | 160 0 12 93.0 | # ================================================================== ENTER TAG STATS =================================================================== # | TAG | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | # |---------------------+-----------+----------------+----------------+-------------------+----------------+-----------------+-------------------------| # | Impulse Bullish Buy | 161 | 2.74 | 441.36 | 177.200 | 17.72 | 1 day, 11:15:00 | 149 0 12 92.5 | # | Impulse Bearish Buy | 11 | 2.82 | 30.99 | 14.449 | 1.44 | 2 days, 0:33:00 | 11 0 0 100 | # | TOTAL | 172 | 2.75 | 472.35 | 191.648 | 19.16 | 1 day, 12:06:00 | 160 0 12 93.0 | # ======================================================== EXIT REASON STATS ========================================================= # | Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | # |----------------------+---------+--------------------------+----------------+----------------+-------------------+----------------| # | trailing_stop_loss | 82 | 77 0 5 93.9 | 4.99 | 409.09 | 167.97 | 40.91 | # | Impulse Bullish Sell | 68 | 68 0 0 100 | 0.88 | 59.62 | 21.634 | 5.96 | # | Impulse Bearish Sell | 12 | 12 0 0 100 | 0.45 | 5.39 | 1.999 | 0.54 | # | force_exit | 8 | 1 0 7 12.5 | -0.47 | -3.74 | -1.613 | -0.37 | # | roi | 2 | 2 0 0 100 | 1 | 2 | 1.659 | 0.2 | # ========================================================== LEFT OPEN TRADES REPORT ========================================================== # | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | # |------------+-----------+----------------+----------------+-------------------+----------------+-----------------+-------------------------| # | CSPR/USDT | 1 | 0.76 | 0.76 | 0.225 | 0.02 | 5:00:00 | 1 0 0 100 | # | THETA/USDT | 1 | -0.13 | -0.13 | -0.038 | -0.00 | 1 day, 11:00:00 | 0 0 1 0 | # | NEAR/USDT | 1 | -0.32 | -0.32 | -0.095 | -0.01 | 9:00:00 | 0 0 1 0 | # | MATIC/USDT | 1 | -0.51 | -0.51 | -0.150 | -0.02 | 7:00:00 | 0 0 1 0 | # | LINK/USDT | 1 | -0.38 | -0.38 | -0.223 | -0.02 | 2 days, 5:00:00 | 0 0 1 0 | # | XRP/USDT | 1 | -0.82 | -0.82 | -0.235 | -0.02 | 3 days, 0:00:00 | 0 0 1 0 | # | BTC/USDT | 1 | -0.95 | -0.95 | -0.281 | -0.03 | 10:00:00 | 0 0 1 0 | # | ATOM/USDT | 1 | -1.39 | -1.39 | -0.816 | -0.08 | 1 day, 12:00:00 | 0 0 1 0 | # | TOTAL | 8 | -0.47 | -3.74 | -1.613 | -0.16 | 1 day, 4:22:00 | 1 0 7 12.5 | # ================== SUMMARY METRICS ================== # | Metric | Value | # |-----------------------------+---------------------| # | Backtesting from | 2023-01-01 00:00:00 | # | Backtesting to | 2023-02-05 00:00:00 | # | Max open trades | 10 | # | | | # | Total/Daily Avg Trades | 172 / 4.91 | # | Starting balance | 1000 USDT | # | Final balance | 1191.648 USDT | # | Absolute profit | 191.648 USDT | # | Total profit % | 19.16% | # | CAGR % | 522.47% | # | Profit factor | 69.74 | # | Trades per day | 4.91 | # | Avg. daily profit % | 0.55% | # | Avg. stake amount | 39.968 USDT | # | Total trade volume | 6874.552 USDT | # | | | # | Best Pair | SCRT/USDT 40.08% | # | Worst Pair | NEAR/USDT 7.86% | # | Best trade | CSPR/USDT 9.68% | # | Worst trade | ATOM/USDT -1.39% | # | Best day | 21.505 USDT | # | Worst day | -1.613 USDT | # | Days win/draw/lose | 33 / 0 / 1 | # | Avg. Duration Winners | 1 day, 13:25:00 | # | Avg. Duration Loser | 18:30:00 | # | Rejected Entry signals | 3284 | # | Entry/Exit Timeouts | 0 / 0 | # | | | # | Min balance | 1000.019 USDT | # | Max balance | 1193.262 USDT | # | Max % of account underwater | 0.15% | # | Absolute Drawdown (Account) | 0.15% | # | Absolute Drawdown | 1.8 USDT | # | Drawdown high | 193.262 USDT | # | Drawdown low | 191.462 USDT | # | Drawdown Start | 2023-02-04 23:00:00 | # | Drawdown End | 2023-02-05 00:00:00 | # | Market change | 56.93% | # ===================================================== # 2023-02-07 19:20:48,997 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy Github_DerSalvador_freqtrade_helm_chart__ImpulseV1__20260416_224245 # 2023-02-07 19:20:48,997 - freqtrade.strategy.hyper - INFO - No params for entry found, using default values. # 2023-02-07 19:20:48,998 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): entry_rsi = 25 # 2023-02-07 19:20:48,998 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): ma_length = 34 # 2023-02-07 19:20:48,998 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_epa = 1 # 2023-02-07 19:20:48,998 - freqtrade.strategy.hyper - INFO - No params for exit found, using default values. # 2023-02-07 19:20:48,999 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): exit_rsi = 55 # 2023-02-07 19:20:48,999 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values. # 2023-02-07 19:20:48,999 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): cooldown_lookback = 5 # 2023-02-07 19:20:48,999 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): stop_duration = 72 # 2023-02-07 19:20:48,999 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): use_stop_protection = True # 2023-02-07 19:20:49,203 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2023-01-01 00:00:00 up to 2023-02-05 00:00:00 (35 days). # 2023-02-07 19:20:58,471 - freqtrade.misc - INFO - dumping json to "/home/jared/freq/user_data/backtest_results/backtest-result-2023-02-07_19-20-58.meta.json" # 2023-02-07 19:20:58,471 - freqtrade.misc - INFO - dumping json to "/home/jared/freq/user_data/backtest_results/backtest-result-2023-02-07_19-20-58.json" # 2023-02-07 19:20:58,477 - freqtrade.misc - INFO - dumping json to "/home/jared/freq/user_data/backtest_results/.last_result.json" # Result for strategy Github_DerSalvador_freqtrade_helm_chart__ImpulseV1__20260416_224245 # ============================================================= BACKTESTING REPORT ============================================================= # | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | # |------------+-----------+----------------+----------------+-------------------+----------------+------------------+-------------------------| # | CSPR/USDT | 10 | 4.78 | 47.76 | 49.332 | 4.93 | 1 day, 13:48:00 | 10 0 0 100 | # | FTM/USDT | 8 | 4.12 | 32.97 | 27.464 | 2.75 | 1 day, 7:22:00 | 8 0 0 100 | # | AVAX/USDT | 11 | 3.01 | 33.13 | 24.728 | 2.47 | 13:05:00 | 11 0 0 100 | # | ETH/USDT | 6 | 5.26 | 31.57 | 23.840 | 2.38 | 2 days, 12:30:00 | 6 0 0 100 | # | LUNC/USDT | 6 | 4.28 | 25.69 | 22.700 | 2.27 | 2 days, 12:00:00 | 6 0 0 100 | # | KAVA/USDT | 8 | 4.06 | 32.47 | 20.833 | 2.08 | 1 day, 13:38:00 | 8 0 0 100 | # | MATIC/USDT | 10 | 2.10 | 21.01 | 19.934 | 1.99 | 1 day, 12:30:00 | 9 0 1 90.0 | # | SCRT/USDT | 6 | 4.70 | 28.18 | 19.933 | 1.99 | 2 days, 14:00:00 | 5 0 1 83.3 | # | THETA/USDT | 6 | 3.21 | 19.26 | 17.163 | 1.72 | 2 days, 18:30:00 | 6 0 0 100 | # | UNI/USDT | 7 | 2.49 | 17.44 | 14.120 | 1.41 | 1 day, 3:51:00 | 7 0 0 100 | # | ATOM/USDT | 6 | 2.75 | 16.52 | 13.037 | 1.30 | 2 days, 17:30:00 | 6 0 0 100 | # | IOTA/USDT | 9 | 1.92 | 17.26 | 12.901 | 1.29 | 1 day, 0:13:00 | 9 0 0 100 | # | LINK/USDT | 8 | 2.36 | 18.87 | 12.352 | 1.24 | 2 days, 5:08:00 | 7 0 1 87.5 | # | XTZ/USDT | 4 | 3.89 | 15.55 | 12.060 | 1.21 | 1 day, 22:00:00 | 4 0 0 100 | # | DOT/USDT | 6 | 2.14 | 12.87 | 10.296 | 1.03 | 1 day, 4:40:00 | 6 0 0 100 | # | ALGO/USDT | 7 | 2.15 | 15.04 | 9.878 | 0.99 | 1 day, 7:43:00 | 7 0 0 100 | # | XDC/USDT | 5 | 2.60 | 12.99 | 9.701 | 0.97 | 3 days, 9:36:00 | 5 0 0 100 | # | QNT/USDT | 9 | 1.98 | 17.79 | 9.560 | 0.96 | 1 day, 18:33:00 | 8 0 1 88.9 | # | BTC/USDT | 7 | 1.78 | 12.45 | 9.501 | 0.95 | 1 day, 21:17:00 | 6 0 1 85.7 | # | NEAR/USDT | 8 | 0.98 | 7.87 | 7.447 | 0.74 | 10:38:00 | 4 0 4 50.0 | # | ADA/USDT | 5 | 1.93 | 9.65 | 5.015 | 0.50 | 22:00:00 | 5 0 0 100 | # | XRP/USDT | 7 | 0.88 | 6.15 | 4.663 | 0.47 | 2 days, 2:26:00 | 6 0 1 85.7 | # | TOTAL | 159 | 2.85 | 452.48 | 356.460 | 35.65 | 1 day, 16:14:00 | 149 0 10 93.7 | # ================================================================== ENTER TAG STATS =================================================================== # | TAG | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | # |---------------------+-----------+----------------+----------------+-------------------+----------------+-----------------+-------------------------| # | Impulse Bullish Buy | 150 | 2.89 | 433.05 | 343.277 | 34.33 | 1 day, 15:43:00 | 141 0 9 94.0 | # | Impulse Bearish Buy | 9 | 2.16 | 19.43 | 13.183 | 1.32 | 2 days, 0:53:00 | 8 0 1 88.9 | # | TOTAL | 159 | 2.85 | 452.48 | 356.460 | 35.65 | 1 day, 16:14:00 | 149 0 10 93.7 | # ======================================================== EXIT REASON STATS ========================================================= # | Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | # |----------------------+---------+--------------------------+----------------+----------------+-------------------+----------------| # | trailing_stop_loss | 78 | 74 0 4 94.9 | 5.08 | 396.51 | 312.719 | 39.65 | # | Impulse Bullish Sell | 61 | 61 0 0 100 | 0.9 | 54.99 | 43.825 | 5.5 | # | Impulse Bearish Sell | 10 | 10 0 0 100 | 0.51 | 5.12 | 4.078 | 0.51 | # | force_exit | 7 | 1 0 6 14.3 | -1.19 | -8.31 | -8.832 | -0.83 | # | roi | 3 | 3 0 0 100 | 1.4 | 4.19 | 4.669 | 0.42 | # ========================================================== LEFT OPEN TRADES REPORT =========================================================== # | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | # |------------+-----------+----------------+----------------+-------------------+----------------+------------------+-------------------------| # | CSPR/USDT | 1 | 0.76 | 0.76 | 0.511 | 0.05 | 5:00:00 | 1 0 0 100 | # | NEAR/USDT | 1 | -0.32 | -0.32 | -0.217 | -0.02 | 9:00:00 | 0 0 1 0 | # | MATIC/USDT | 1 | -0.51 | -0.51 | -0.342 | -0.03 | 7:00:00 | 0 0 1 0 | # | XRP/USDT | 1 | -1.01 | -1.01 | -0.677 | -0.07 | 5:00:00 | 0 0 1 0 | # | BTC/USDT | 1 | -1.82 | -1.82 | -1.188 | -0.12 | 3 days, 1:00:00 | 0 0 1 0 | # | LINK/USDT | 1 | -1.04 | -1.04 | -1.332 | -0.13 | 6 days, 12:00:00 | 0 0 1 0 | # | QNT/USDT | 1 | -4.38 | -4.38 | -5.588 | -0.56 | 6 days, 21:00:00 | 0 0 1 0 | # | TOTAL | 7 | -1.19 | -8.31 | -8.832 | -0.88 | 2 days, 12:00:00 | 1 0 6 14.3 | # ================== SUMMARY METRICS ================== # | Metric | Value | # |-----------------------------+---------------------| # | Backtesting from | 2023-01-01 00:00:00 | # | Backtesting to | 2023-02-05 00:00:00 | # | Max open trades | 10 | # | | | # | Total/Daily Avg Trades | 159 / 4.54 | # | Starting balance | 1000 USDT | # | Final balance | 1356.46 USDT | # | Absolute profit | 356.46 USDT | # | Total profit % | 35.65% | # | CAGR % | 2303.34% | # | Profit factor | 33.53 | # | Trades per day | 4.54 | # | Avg. daily profit % | 1.02% | # | Avg. stake amount | 77.949 USDT | # | Total trade volume | 12393.82 USDT | # | | | # | Best Pair | CSPR/USDT 47.76% | # | Worst Pair | XRP/USDT 6.15% | # | Best trade | CSPR/USDT 9.68% | # | Worst trade | QNT/USDT -4.38% | # | Best day | 36.115 USDT | # | Worst day | -8.832 USDT | # | Days win/draw/lose | 31 / 2 / 1 | # | Avg. Duration Winners | 1 day, 16:09:00 | # | Avg. Duration Loser | 1 day, 17:30:00 | # | Rejected Entry signals | 3736 | # | Entry/Exit Timeouts | 0 / 0 | # | | | # | Min balance | 1000.038 USDT | # | Max balance | 1365.292 USDT | # | Max % of account underwater | 0.65% | # | Absolute Drawdown (Account) | 0.65% | # | Absolute Drawdown | 8.832 USDT | # | Drawdown high | 365.292 USDT | # | Drawdown low | 356.46 USDT | # | Drawdown Start | 2023-02-04 23:00:00 | # | Drawdown End | 2023-02-05 00:00:00 | # | Market change | 56.93% | # ===================================================== # 2023-02-07 19:24:10,531 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy Github_DerSalvador_freqtrade_helm_chart__ImpulseV1__20260416_224245 # 2023-02-07 19:24:10,531 - freqtrade.strategy.hyper - INFO - No params for entry found, using default values. # 2023-02-07 19:24:10,532 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): entry_rsi = 25 # 2023-02-07 19:24:10,532 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): ma_length = 34 # 2023-02-07 19:24:10,532 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_epa = 0 # 2023-02-07 19:24:10,533 - freqtrade.strategy.hyper - INFO - No params for exit found, using default values. # 2023-02-07 19:24:10,533 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): exit_rsi = 55 # 2023-02-07 19:24:10,533 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values. # 2023-02-07 19:24:10,533 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): cooldown_lookback = 5 # 2023-02-07 19:24:10,533 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): stop_duration = 72 # 2023-02-07 19:24:10,534 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): use_stop_protection = True # 2023-02-07 19:24:10,751 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2023-01-01 00:00:00 up to 2023-02-05 00:00:00 (35 days). # 2023-02-07 19:24:19,001 - freqtrade.misc - INFO - dumping json to "/home/jared/freq/user_data/backtest_results/backtest-result-2023-02-07_19-24-19.meta.json" # 2023-02-07 19:24:19,001 - freqtrade.misc - INFO - dumping json to "/home/jared/freq/user_data/backtest_results/backtest-result-2023-02-07_19-24-19.json" # 2023-02-07 19:24:19,011 - freqtrade.misc - INFO - dumping json to "/home/jared/freq/user_data/backtest_results/.last_result.json" # Result for strategy Github_DerSalvador_freqtrade_helm_chart__ImpulseV1__20260416_224245 # ============================================================= BACKTESTING REPORT ============================================================= # | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | # |------------+-----------+----------------+----------------+-------------------+----------------+------------------+-------------------------| # | CSPR/USDT | 8 | 4.68 | 37.45 | 46.950 | 4.69 | 1 day, 22:30:00 | 8 0 0 100 | # | AVAX/USDT | 9 | 3.96 | 35.66 | 41.050 | 4.10 | 1 day, 1:33:00 | 9 0 0 100 | # | KAVA/USDT | 7 | 4.39 | 30.76 | 35.217 | 3.52 | 1 day, 23:17:00 | 6 0 1 85.7 | # | ETH/USDT | 6 | 4.88 | 29.25 | 33.381 | 3.34 | 2 days, 12:50:00 | 6 0 0 100 | # | SCRT/USDT | 5 | 5.46 | 27.29 | 30.290 | 3.03 | 3 days, 7:24:00 | 4 0 1 80.0 | # | FTM/USDT | 6 | 3.98 | 23.90 | 29.147 | 2.91 | 1 day, 21:00:00 | 6 0 0 100 | # | DOT/USDT | 6 | 3.04 | 18.25 | 23.434 | 2.34 | 2 days, 2:20:00 | 6 0 0 100 | # | ATOM/USDT | 6 | 3.02 | 18.10 | 22.201 | 2.22 | 2 days, 23:20:00 | 6 0 0 100 | # | LUNC/USDT | 4 | 4.37 | 17.49 | 21.670 | 2.17 | 1 day, 23:15:00 | 4 0 0 100 | # | THETA/USDT | 5 | 3.37 | 16.85 | 21.016 | 2.10 | 3 days, 18:36:00 | 5 0 0 100 | # | UNI/USDT | 5 | 2.94 | 14.72 | 17.907 | 1.79 | 1 day, 17:48:00 | 5 0 0 100 | # | IOTA/USDT | 6 | 2.40 | 14.38 | 16.916 | 1.69 | 1 day, 16:50:00 | 6 0 0 100 | # | LINK/USDT | 7 | 2.16 | 15.11 | 16.142 | 1.61 | 3 days, 16:17:00 | 6 0 1 85.7 | # | MATIC/USDT | 8 | 1.58 | 12.63 | 15.556 | 1.56 | 1 day, 23:00:00 | 7 0 1 87.5 | # | ALGO/USDT | 6 | 2.27 | 13.63 | 15.318 | 1.53 | 1 day, 13:20:00 | 6 0 0 100 | # | BTC/USDT | 7 | 1.80 | 12.60 | 14.117 | 1.41 | 1 day, 21:34:00 | 6 0 1 85.7 | # | QNT/USDT | 7 | 1.97 | 13.76 | 13.948 | 1.39 | 2 days, 18:43:00 | 6 0 1 85.7 | # | XTZ/USDT | 3 | 2.89 | 8.66 | 12.116 | 1.21 | 15:20:00 | 3 0 0 100 | # | ADA/USDT | 6 | 1.83 | 10.99 | 11.983 | 1.20 | 1 day, 12:10:00 | 6 0 0 100 | # | XRP/USDT | 5 | 1.83 | 9.14 | 10.789 | 1.08 | 2 days, 6:24:00 | 5 0 0 100 | # | XDC/USDT | 5 | 1.75 | 8.75 | 10.244 | 1.02 | 2 days, 10:12:00 | 4 0 1 80.0 | # | NEAR/USDT | 5 | -0.61 | -3.03 | -3.568 | -0.36 | 2:24:00 | 1 0 4 20.0 | # | TOTAL | 132 | 2.93 | 386.36 | 455.823 | 45.58 | 2 days, 2:15:00 | 121 0 11 91.7 | # ================================================================== ENTER TAG STATS =================================================================== # | TAG | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | # |---------------------+-----------+----------------+----------------+-------------------+----------------+-----------------+-------------------------| # | Impulse Bullish Buy | 125 | 2.88 | 359.43 | 423.360 | 42.34 | 2 days, 3:03:00 | 114 0 11 91.2 | # | Impulse Bearish Buy | 7 | 3.85 | 26.93 | 32.463 | 3.25 | 1 day, 12:00:00 | 7 0 0 100 | # | TOTAL | 132 | 2.93 | 386.36 | 455.823 | 45.58 | 2 days, 2:15:00 | 121 0 11 91.7 | # ======================================================== EXIT REASON STATS ========================================================= # | Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | # |----------------------+---------+--------------------------+----------------+----------------+-------------------+----------------| # | trailing_stop_loss | 73 | 69 0 4 94.5 | 4.88 | 356.54 | 426.788 | 35.65 | # | Impulse Bullish Sell | 45 | 45 0 0 100 | 1.01 | 45.39 | 51.121 | 4.54 | # | force_exit | 7 | 0 0 7 0 | -2.98 | -20.89 | -28.48 | -2.09 | # | Impulse Bearish Sell | 4 | 4 0 0 100 | 0.58 | 2.32 | 2.716 | 0.23 | # | roi | 3 | 3 0 0 100 | 1 | 3 | 3.678 | 0.3 | # ========================================================== LEFT OPEN TRADES REPORT =========================================================== # | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | # |------------+-----------+----------------+----------------+-------------------+----------------+------------------+-------------------------| # | NEAR/USDT | 1 | -0.32 | -0.32 | -0.470 | -0.05 | 9:00:00 | 0 0 1 0 | # | MATIC/USDT | 1 | -0.51 | -0.51 | -0.743 | -0.07 | 7:00:00 | 0 0 1 0 | # | XDC/USDT | 1 | -0.88 | -0.88 | -1.261 | -0.13 | 2 days, 7:00:00 | 0 0 1 0 | # | BTC/USDT | 1 | -1.82 | -1.82 | -2.568 | -0.26 | 3 days, 1:00:00 | 0 0 1 0 | # | LINK/USDT | 1 | -2.19 | -2.19 | -3.058 | -0.31 | 6 days, 12:00:00 | 0 0 1 0 | # | KAVA/USDT | 1 | -4.79 | -4.79 | -6.498 | -0.65 | 9 days, 5:00:00 | 0 0 1 0 | # | QNT/USDT | 1 | -10.37 | -10.37 | -13.882 | -1.39 | 10 days, 4:00:00 | 0 0 1 0 | # | TOTAL | 7 | -2.98 | -20.89 | -28.480 | -2.85 | 4 days, 13:17:00 | 0 0 7 0 | # ================== SUMMARY METRICS ================== # | Metric | Value | # |-----------------------------+---------------------| # | Backtesting from | 2023-01-01 00:00:00 | # | Backtesting to | 2023-02-05 00:00:00 | # | Max open trades | 10 | # | | | # | Total/Daily Avg Trades | 132 / 3.77 | # | Starting balance | 1000 USDT | # | Final balance | 1455.823 USDT | # | Absolute profit | 455.823 USDT | # | Total profit % | 45.58% | # | CAGR % | 4923.31% | # | Profit factor | 15.32 | # | Trades per day | 3.77 | # | Avg. daily profit % | 1.30% | # | Avg. stake amount | 117.822 USDT | # | Total trade volume | 15552.564 USDT | # | | | # | Best Pair | CSPR/USDT 37.45% | # | Worst Pair | NEAR/USDT -3.03% | # | Best trade | SCRT/USDT 9.63% | # | Worst trade | QNT/USDT -10.37% | # | Best day | 71.439 USDT | # | Worst day | -28.48 USDT | # | Days win/draw/lose | 29 / 4 / 1 | # | Avg. Duration Winners | 2 days, 0:30:00 | # | Avg. Duration Loser | 2 days, 21:33:00 | # | Rejected Entry signals | 4757 | # | Entry/Exit Timeouts | 0 / 0 | # | | | # | Min balance | 1000.077 USDT | # | Max balance | 1484.304 USDT | # | Max % of account underwater | 1.92% | # | Absolute Drawdown (Account) | 1.92% | # | Absolute Drawdown | 28.48 USDT | # | Drawdown high | 484.304 USDT | # | Drawdown low | 455.823 USDT | # | Drawdown Start | 2023-02-04 23:00:00 | # | Drawdown End | 2023-02-05 00:00:00 | # | Market change | 56.93% | # ===================================================== # 15M # 2023-02-07 19:24:10,531 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy Github_DerSalvador_freqtrade_helm_chart__ImpulseV1__20260416_224245 # 2023-02-07 19:24:10,531 - freqtrade.strategy.hyper - INFO - No params for entry found, using default values. # 2023-02-07 19:24:10,532 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): entry_rsi = 25 # 2023-02-07 19:24:10,532 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): ma_length = 34 # 2023-02-07 19:24:10,532 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): max_epa = 0 # 2023-02-07 19:24:10,533 - freqtrade.strategy.hyper - INFO - No params for exit found, using default values. # 2023-02-07 19:24:10,533 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): exit_rsi = 55 # 2023-02-07 19:24:10,533 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values. # 2023-02-07 19:24:10,533 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): cooldown_lookback = 5 # 2023-02-07 19:24:10,533 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): stop_duration = 72 # 2023-02-07 19:24:10,534 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): use_stop_protection = True # 2023-02-07 19:24:10,751 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2023-01-01 00:00:00 up to 2023-02-05 00:00:00 (35 days). # 2023-02-07 19:24:19,001 - freqtrade.misc - INFO - dumping json to "/home/jared/freq/user_data/backtest_results/backtest-result-2023-02-07_19-24-19.meta.json" # 2023-02-07 19:24:19,001 - freqtrade.misc - INFO - dumping json to "/home/jared/freq/user_data/backtest_results/backtest-result-2023-02-07_19-24-19.json" # 2023-02-07 19:24:19,011 - freqtrade.misc - INFO - dumping json to "/home/jared/freq/user_data/backtest_results/.last_result.json" # Result for strategy Github_DerSalvador_freqtrade_helm_chart__ImpulseV1__20260416_224245 # ============================================================= BACKTESTING REPORT ============================================================= # | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | # |------------+-----------+----------------+----------------+-------------------+----------------+------------------+-------------------------| # | CSPR/USDT | 8 | 4.68 | 37.45 | 46.950 | 4.69 | 1 day, 22:30:00 | 8 0 0 100 | # | AVAX/USDT | 9 | 3.96 | 35.66 | 41.050 | 4.10 | 1 day, 1:33:00 | 9 0 0 100 | # | KAVA/USDT | 7 | 4.39 | 30.76 | 35.217 | 3.52 | 1 day, 23:17:00 | 6 0 1 85.7 | # | ETH/USDT | 6 | 4.88 | 29.25 | 33.381 | 3.34 | 2 days, 12:50:00 | 6 0 0 100 | # | SCRT/USDT | 5 | 5.46 | 27.29 | 30.290 | 3.03 | 3 days, 7:24:00 | 4 0 1 80.0 | # | FTM/USDT | 6 | 3.98 | 23.90 | 29.147 | 2.91 | 1 day, 21:00:00 | 6 0 0 100 | # | DOT/USDT | 6 | 3.04 | 18.25 | 23.434 | 2.34 | 2 days, 2:20:00 | 6 0 0 100 | # | ATOM/USDT | 6 | 3.02 | 18.10 | 22.201 | 2.22 | 2 days, 23:20:00 | 6 0 0 100 | # | LUNC/USDT | 4 | 4.37 | 17.49 | 21.670 | 2.17 | 1 day, 23:15:00 | 4 0 0 100 | # | THETA/USDT | 5 | 3.37 | 16.85 | 21.016 | 2.10 | 3 days, 18:36:00 | 5 0 0 100 | # | UNI/USDT | 5 | 2.94 | 14.72 | 17.907 | 1.79 | 1 day, 17:48:00 | 5 0 0 100 | # | IOTA/USDT | 6 | 2.40 | 14.38 | 16.916 | 1.69 | 1 day, 16:50:00 | 6 0 0 100 | # | LINK/USDT | 7 | 2.16 | 15.11 | 16.142 | 1.61 | 3 days, 16:17:00 | 6 0 1 85.7 | # | MATIC/USDT | 8 | 1.58 | 12.63 | 15.556 | 1.56 | 1 day, 23:00:00 | 7 0 1 87.5 | # | ALGO/USDT | 6 | 2.27 | 13.63 | 15.318 | 1.53 | 1 day, 13:20:00 | 6 0 0 100 | # | BTC/USDT | 7 | 1.80 | 12.60 | 14.117 | 1.41 | 1 day, 21:34:00 | 6 0 1 85.7 | # | QNT/USDT | 7 | 1.97 | 13.76 | 13.948 | 1.39 | 2 days, 18:43:00 | 6 0 1 85.7 | # | XTZ/USDT | 3 | 2.89 | 8.66 | 12.116 | 1.21 | 15:20:00 | 3 0 0 100 | # | ADA/USDT | 6 | 1.83 | 10.99 | 11.983 | 1.20 | 1 day, 12:10:00 | 6 0 0 100 | # | XRP/USDT | 5 | 1.83 | 9.14 | 10.789 | 1.08 | 2 days, 6:24:00 | 5 0 0 100 | # | XDC/USDT | 5 | 1.75 | 8.75 | 10.244 | 1.02 | 2 days, 10:12:00 | 4 0 1 80.0 | # | NEAR/USDT | 5 | -0.61 | -3.03 | -3.568 | -0.36 | 2:24:00 | 1 0 4 20.0 | # | TOTAL | 132 | 2.93 | 386.36 | 455.823 | 45.58 | 2 days, 2:15:00 | 121 0 11 91.7 | # ================================================================== ENTER TAG STATS =================================================================== # | TAG | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | # |---------------------+-----------+----------------+----------------+-------------------+----------------+-----------------+-------------------------| # | Impulse Bullish Buy | 125 | 2.88 | 359.43 | 423.360 | 42.34 | 2 days, 3:03:00 | 114 0 11 91.2 | # | Impulse Bearish Buy | 7 | 3.85 | 26.93 | 32.463 | 3.25 | 1 day, 12:00:00 | 7 0 0 100 | # | TOTAL | 132 | 2.93 | 386.36 | 455.823 | 45.58 | 2 days, 2:15:00 | 121 0 11 91.7 | # ======================================================== EXIT REASON STATS ========================================================= # | Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | # |----------------------+---------+--------------------------+----------------+----------------+-------------------+----------------| # | trailing_stop_loss | 73 | 69 0 4 94.5 | 4.88 | 356.54 | 426.788 | 35.65 | # | Impulse Bullish Sell | 45 | 45 0 0 100 | 1.01 | 45.39 | 51.121 | 4.54 | # | force_exit | 7 | 0 0 7 0 | -2.98 | -20.89 | -28.48 | -2.09 | # | Impulse Bearish Sell | 4 | 4 0 0 100 | 0.58 | 2.32 | 2.716 | 0.23 | # | roi | 3 | 3 0 0 100 | 1 | 3 | 3.678 | 0.3 | # ========================================================== LEFT OPEN TRADES REPORT =========================================================== # | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | # |------------+-----------+----------------+----------------+-------------------+----------------+------------------+-------------------------| # | NEAR/USDT | 1 | -0.32 | -0.32 | -0.470 | -0.05 | 9:00:00 | 0 0 1 0 | # | MATIC/USDT | 1 | -0.51 | -0.51 | -0.743 | -0.07 | 7:00:00 | 0 0 1 0 | # | XDC/USDT | 1 | -0.88 | -0.88 | -1.261 | -0.13 | 2 days, 7:00:00 | 0 0 1 0 | # | BTC/USDT | 1 | -1.82 | -1.82 | -2.568 | -0.26 | 3 days, 1:00:00 | 0 0 1 0 | # | LINK/USDT | 1 | -2.19 | -2.19 | -3.058 | -0.31 | 6 days, 12:00:00 | 0 0 1 0 | # | KAVA/USDT | 1 | -4.79 | -4.79 | -6.498 | -0.65 | 9 days, 5:00:00 | 0 0 1 0 | # | QNT/USDT | 1 | -10.37 | -10.37 | -13.882 | -1.39 | 10 days, 4:00:00 | 0 0 1 0 | # | TOTAL | 7 | -2.98 | -20.89 | -28.480 | -2.85 | 4 days, 13:17:00 | 0 0 7 0 | # ================== SUMMARY METRICS ================== # | Metric | Value | # |-----------------------------+---------------------| # | Backtesting from | 2023-01-01 00:00:00 | # | Backtesting to | 2023-02-05 00:00:00 | # | Max open trades | 10 | # | | | # | Total/Daily Avg Trades | 132 / 3.77 | # | Starting balance | 1000 USDT | # | Final balance | 1455.823 USDT | # | Absolute profit | 455.823 USDT | # | Total profit % | 45.58% | # | CAGR % | 4923.31% | # | Profit factor | 15.32 | # | Trades per day | 3.77 | # | Avg. daily profit % | 1.30% | # | Avg. stake amount | 117.822 USDT | # | Total trade volume | 15552.564 USDT | # | | | # | Best Pair | CSPR/USDT 37.45% | # | Worst Pair | NEAR/USDT -3.03% | # | Best trade | SCRT/USDT 9.63% | # | Worst trade | QNT/USDT -10.37% | # | Best day | 71.439 USDT | # | Worst day | -28.48 USDT | # | Days win/draw/lose | 29 / 4 / 1 | # | Avg. Duration Winners | 2 days, 0:30:00 | # | Avg. Duration Loser | 2 days, 21:33:00 | # | Rejected Entry signals | 4757 | # | Entry/Exit Timeouts | 0 / 0 | # | | | # | Min balance | 1000.077 USDT | # | Max balance | 1484.304 USDT | # | Max % of account underwater | 1.92% | # | Absolute Drawdown (Account) | 1.92% | # | Absolute Drawdown | 28.48 USDT | # | Drawdown high | 484.304 USDT | # | Drawdown low | 455.823 USDT | # | Drawdown Start | 2023-02-04 23:00:00 | # | Drawdown End | 2023-02-05 00:00:00 | # | Market change | 56.93% | # ===================================================== # 2 trades unlimited stake # 46/1000: 172 trades. 140/27/5 Wins/Draws/Losses. Avg profit 1.35%. Median profit 1.90%. Total profit 1998.82983205 USDT ( 199.88%). Avg duration 23:59:00 min. Objective: -1998.82983 # # Buy hyperspace params: # entry_params = { # "ma_length": 23, # value loaded from strategy # "max_epa": 2, # value loaded from strategy # } # # Sell hyperspace params: # exit_params = { # "ts0": 0.008, # value loaded from strategy # "ts1": 0.01, # value loaded from strategy # "ts2": 0.018, # value loaded from strategy # "ts3": 0.026, # value loaded from strategy # "ts4": 0.05, # value loaded from strategy # "ts5": 0.04, # value loaded from strategy # "tsl_target0": 0.03, # value loaded from strategy # "tsl_target1": 0.06, # value loaded from strategy # "tsl_target2": 0.087, # value loaded from strategy # "tsl_target3": 0.14, # value loaded from strategy # "tsl_target4": 0.18, # value loaded from strategy # "tsl_target5": 0.2, # value loaded from strategy # } # # Protection hyperspace params: # protection_params = { # "cooldown_lookback": 47, # "stop_duration": 82, # "use_stop_protection": False, # } # # ROI table: # minimal_roi = { # "0": 0.304, # "367": 0.111, # "949": 0.045, # "1365": 0 # } # # Stoploss: # stoploss = -0.304 # # Trailing stop: # trailing_stop = True # value loaded from strategy # trailing_stop_positive = None # value loaded from strategy # trailing_stop_positive_offset = 0.0 # value loaded from strategy # trailing_only_offset_is_reached = False # value loaded from strategy