From 5ec4f0dc8851f3dec9b66722d325d49f22d59f18 Mon Sep 17 00:00:00 2001 From: long Date: Sat, 24 Aug 2024 16:18:22 +0000 Subject: [PATCH] Auto commit --- README.txt | 241 ++++++++++--------- user_data/strategies/E0V1E.old.20230104.json | 18 +- user_data/strategies/E0V1E_20240824_1618.py | 109 +++++++++ 3 files changed, 239 insertions(+), 129 deletions(-) create mode 100644 user_data/strategies/E0V1E_20240824_1618.py diff --git a/README.txt b/README.txt index 97df1d9..c23341e 100644 --- a/README.txt +++ b/README.txt @@ -2,86 +2,86 @@ Result for strategy E0V1E ============================================================ BACKTESTING REPORT ============================================================ | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | |------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------| -| REI/USDT | 1 | 8.29 | 8.29 | 16.549 | 1.65 | 0:55:00 | 1 0 0 100 | -| PEPE/USDT | 1 | 3.50 | 3.50 | 6.930 | 0.69 | 1:53:00 | 1 0 0 100 | -| JASMY/USDT | 1 | 0.05 | 0.05 | 0.095 | 0.01 | 2:41:00 | 1 0 0 100 | -| EOS/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| ETC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| THETA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| ARB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| BNB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| AEVO/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| ID/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| ORDI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| BTC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| FLOKI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| UNI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| PEPE/USDT | 5 | 6.96 | 34.78 | 75.432 | 7.54 | 0:28:00 | 5 0 0 100 | +| WIF/USDT | 4 | 5.48 | 21.91 | 56.579 | 5.66 | 1:02:00 | 4 0 0 100 | +| JASMY/USDT | 5 | 4.73 | 23.65 | 54.725 | 5.47 | 1:13:00 | 5 0 0 100 | +| BONK/USDT | 4 | 5.97 | 23.87 | 51.043 | 5.10 | 0:29:00 | 4 0 0 100 | +| GALA/USDT | 2 | 7.69 | 15.38 | 40.506 | 4.05 | 1:17:00 | 2 0 0 100 | +| ARKM/USDT | 3 | 5.04 | 15.12 | 39.216 | 3.92 | 1:16:00 | 3 0 0 100 | +| SHIB/USDT | 6 | 2.28 | 13.71 | 29.332 | 2.93 | 0:43:00 | 5 0 1 83.3 | +| STX/USDT | 2 | 4.05 | 8.09 | 21.358 | 2.14 | 0:58:00 | 2 0 0 100 | +| DOGE/USDT | 1 | 8.61 | 8.61 | 20.801 | 2.08 | 0:29:00 | 1 0 0 100 | +| RAY/USDT | 2 | 4.60 | 9.19 | 20.748 | 2.07 | 0:42:00 | 2 0 0 100 | +| SUI/USDT | 1 | 5.75 | 5.75 | 15.687 | 1.57 | 0:29:00 | 1 0 0 100 | +| STRK/USDT | 1 | 5.54 | 5.54 | 15.116 | 1.51 | 0:29:00 | 1 0 0 100 | +| MEME/USDT | 1 | 4.60 | 4.60 | 10.346 | 1.03 | 0:32:00 | 1 0 0 100 | +| ID/USDT | 1 | 4.60 | 4.60 | 9.183 | 0.92 | 0:49:00 | 1 0 0 100 | +| AEVO/USDT | 2 | 1.75 | 3.50 | 8.498 | 0.85 | 11:24:00 | 1 1 0 100 | +| MANTA/USDT | 1 | 3.50 | 3.50 | 8.495 | 0.85 | 1:16:00 | 1 0 0 100 | +| FTM/USDT | 1 | 3.50 | 3.50 | 8.265 | 0.83 | 1:30:00 | 1 0 0 100 | +| LRC/USDT | 1 | 3.50 | 3.50 | 6.984 | 0.70 | 1:16:00 | 1 0 0 100 | +| AXS/USDT | 1 | 1.55 | 1.55 | 3.671 | 0.37 | 2:51:00 | 1 0 0 100 | +| FRONT/USDT | 5 | 0.12 | 0.62 | 1.168 | 0.12 | 2:07:00 | 4 0 1 80.0 | +| ZRX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| TRX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| BCH/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| AAVE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | DOT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| DOGE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ETH/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ICP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | NEAR/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | LINK/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| LTC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| JUP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| AVAX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| XLM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| KEY/USDT | 1 | 0.00 | 0.00 | 0.000 | 0.00 | 19:26:00 | 0 1 0 0 | +| THETA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | MANA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| BCH/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| OP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| BLUR/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| ALGO/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| WLD/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| TRX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CAKE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| WBTC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | LPT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| GMT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| FTM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| ADA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| KEY/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| BONK/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| AXS/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| FIL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| ICP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| GRT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ACH/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ARB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| APE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| BNB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| MASK/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| FLOKI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | INJ/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| GALA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| ATOM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| STX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| CAKE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| SUI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| SHIB/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| ARKM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| OP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ETC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | SAND/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| TIA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | APT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| GRT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| WBTC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| BTC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| BAT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ATOM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ADA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | FLOW/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| AAVE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| ETH/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | MINA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| APE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| CFX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| ACH/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| XRP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| ZRX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| STRK/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| BLUR/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XLM/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| LTC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | FET/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| JTO/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ARPA/USDT | 1 | 0.00 | 0.00 | 0.000 | 0.00 | 2:51:00 | 0 1 0 0 | +| GMT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ALGO/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | MATIC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| SEI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| TIA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| RAY/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| FRONT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| MKR/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| SOL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| BAT/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| MASK/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| XRP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| FIL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | PIXEL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| SEI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| EOS/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| WLD/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | RUNE/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| WIF/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| ARPA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| MEME/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| MANTA/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| LRC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| CFX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| SOL/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| JUP/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| ORDI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| UNI/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| JTO/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | PYTH/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | -| TOTAL | 3 | 3.95 | 11.84 | 23.573 | 2.36 | 1:50:00 | 3 0 0 100 | +| AVAX/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| MKR/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | +| REI/USDT | 4 | -2.86 | -11.44 | -28.744 | -2.87 | 2:31:00 | 2 1 1 50.0 | +| TOTAL | 55 | 3.63 | 199.52 | 468.411 | 46.84 | 1:53:00 | 48 4 3 87.3 | ======================================================= LEFT OPEN TRADES REPORT ======================================================== | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | |--------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------| @@ -89,65 +89,66 @@ Result for strategy E0V1E =========================================================== ENTER TAG STATS =========================================================== | TAG | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | |-------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------| -| buy_1 | 3 | 3.95 | 11.84 | 23.573 | 2.36 | 1:50:00 | 3 0 0 100 | -| TOTAL | 3 | 3.95 | 11.84 | 23.573 | 2.36 | 1:50:00 | 3 0 0 100 | +| buy_1 | 55 | 3.63 | 199.52 | 468.411 | 46.84 | 1:53:00 | 48 4 3 87.3 | +| TOTAL | 55 | 3.63 | 199.52 | 468.411 | 46.84 | 1:53:00 | 48 4 3 87.3 | ===================================================== EXIT REASON STATS ===================================================== | Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | |---------------+---------+--------------------------+----------------+----------------+-------------------+----------------| -| roi | 3 | 3 0 0 100 | 3.95 | 11.84 | 23.573 | 2.37 | -===================== SUMMARY METRICS ===================== -| Metric | Value | -|-----------------------------+---------------------------| -| Backtesting from | 2023-12-15 00:00:00 | -| Backtesting to | 2024-06-15 00:00:00 | -| Max open trades | 5 | -| | | -| Total/Daily Avg Trades | 3 / 0.02 | -| Starting balance | 1000 USDT | -| Final balance | 1023.573 USDT | -| Absolute profit | 23.573 USDT | -| Total profit % | 2.36% | -| CAGR % | 4.76% | -| Sortino | -100.00 | -| Sharpe | 0.36 | -| Calmar | -100.00 | -| Profit factor | 0.00 | -| Expectancy (Ratio) | 7.86 (100.00) | -| Trades per day | 0.02 | -| Avg. daily profit % | 0.01% | -| Avg. stake amount | 198.918 USDT | -| Total trade volume | 596.753 USDT | -| | | -| Best Pair | REI/USDT 8.29% | -| Worst Pair | EOS/USDT 0.00% | -| Best trade | REI/USDT 8.29% | -| Worst trade | JASMY/USDT 0.05% | -| Best day | 16.549 USDT | -| Worst day | 0 USDT | -| Days win/draw/lose | 3 / 15 / 0 | -| Avg. Duration Winners | 1:50:00 | -| Avg. Duration Loser | 0:00:00 | -| Max Consecutive Wins / Loss | 3 / 0 | -| Rejected Entry signals | 0 | -| Entry/Exit Timeouts | 0 / 0 | -| | | -| Min balance | 0 USDT | -| Max balance | 0 USDT | -| Max % of account underwater | 0.00% | -| Absolute Drawdown (Account) | 0.00% | -| Absolute Drawdown | 0 USDT | -| Drawdown high | 0 USDT | -| Drawdown low | 0 USDT | -| Drawdown Start | 1970-01-01 00:00:00+00:00 | -| Drawdown End | 1970-01-01 00:00:00+00:00 | -| Market change | 39.36% | -=========================================================== +| roi | 52 | 48 4 0 100 | 4.88 | 253.98 | 601.614 | 50.8 | +| stop_loss | 3 | 0 0 3 0 | -18.15 | -54.46 | -133.203 | -10.89 | +================== SUMMARY METRICS ================== +| Metric | Value | +|-----------------------------+---------------------| +| Backtesting from | 2023-12-15 00:00:00 | +| Backtesting to | 2024-06-15 00:00:00 | +| Max open trades | 5 | +| | | +| Total/Daily Avg Trades | 55 / 0.3 | +| Starting balance | 1000 USDT | +| Final balance | 1468.411 USDT | +| Absolute profit | 468.411 USDT | +| Total profit % | 46.84% | +| CAGR % | 115.17% | +| Sortino | 27.25 | +| Sharpe | 3.43 | +| Calmar | 69.22 | +| Profit factor | 4.52 | +| Expectancy (Ratio) | 8.52 (0.12) | +| Trades per day | 0.3 | +| Avg. daily profit % | 0.26% | +| Avg. stake amount | 237.178 USDT | +| Total trade volume | 13044.777 USDT | +| | | +| Best Pair | PEPE/USDT 34.78% | +| Worst Pair | REI/USDT -11.44% | +| Best trade | SHIB/USDT 11.89% | +| Worst trade | REI/USDT -18.16% | +| Best day | 119.783 USDT | +| Worst day | -46.383 USDT | +| Days win/draw/lose | 16 / 151 / 2 | +| Avg. Duration Winners | 0:57:00 | +| Avg. Duration Loser | 3:42:00 | +| Max Consecutive Wins / Loss | 15 / 3 | +| Rejected Entry signals | 169 | +| Entry/Exit Timeouts | 0 / 0 | +| | | +| Min balance | 1009.102 USDT | +| Max balance | 1468.411 USDT | +| Max % of account underwater | 7.06% | +| Absolute Drawdown (Account) | 7.06% | +| Absolute Drawdown | 91.165 USDT | +| Drawdown high | 290.394 USDT | +| Drawdown low | 199.229 USDT | +| Drawdown Start | 2024-03-16 13:15:00 | +| Drawdown End | 2024-03-29 04:41:00 | +| Market change | 39.36% | +===================================================== Backtested 2023-12-15 00:00:00 -> 2024-06-15 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 | -|------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------+---------------| -| E0V1E | 3 | 3.95 | 11.84 | 23.573 | 2.36 | 1:50:00 | 3 0 0 100 | 0 USDT 0.00% | -============================================================================================================================================================ +======================================================================== STRATEGY SUMMARY ======================================================================= +| Strategy | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | Drawdown | +|------------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------+--------------------| +| E0V1E | 55 | 3.63 | 199.52 | 468.411 | 46.84 | 1:53:00 | 48 4 3 87.3 | 91.165 USDT 7.06% | +================================================================================================================================================================= For more details, please look at the detail tables above diff --git a/user_data/strategies/E0V1E.old.20230104.json b/user_data/strategies/E0V1E.old.20230104.json index 46890d6..a8a93e9 100644 --- a/user_data/strategies/E0V1E.old.20230104.json +++ b/user_data/strategies/E0V1E.old.20230104.json @@ -14,22 +14,22 @@ "max_open_trades": 5 }, "buy": { - "buy_cti_32": -0.37, - "buy_rsi_32": 44, - "buy_rsi_fast_32": 55, - "buy_sma15_32": 0.955 + "buy_cti_32": -0.62, + "buy_rsi_32": 19, + "buy_rsi_fast_32": 56, + "buy_sma15_32": 0.921 }, "sell": { "sell_fastx": 75 }, "protection": {}, "roi": { - "0": 0.24, - "19": 0.083, - "73": 0.035, - "161": 0 + "0": 0.119, + "29": 0.046, + "76": 0.035, + "171": 0 } }, "ft_stratparam_v": 1, - "export_time": "2024-08-22 23:49:56.686307+00:00" + "export_time": "2024-08-24 16:16:11.137430+00:00" } \ No newline at end of file diff --git a/user_data/strategies/E0V1E_20240824_1618.py b/user_data/strategies/E0V1E_20240824_1618.py new file mode 100644 index 0000000..e35bdde --- /dev/null +++ b/user_data/strategies/E0V1E_20240824_1618.py @@ -0,0 +1,109 @@ +from datetime import datetime, timedelta +import talib.abstract as ta +import pandas_ta as pta +from freqtrade.persistence import Trade +from freqtrade.strategy.interface import IStrategy +from pandas import DataFrame +from freqtrade.strategy import DecimalParameter, IntParameter +from functools import reduce +import warnings + +warnings.simplefilter(action="ignore", category=RuntimeWarning) + + +class E0V1E_20240824_1618(IStrategy): + minimal_roi = { + "0": 1 + } + timeframe = '5m' + process_only_new_candles = True + startup_candle_count = 240 + order_types = { + 'entry': 'market', + 'exit': 'market', + 'emergency_exit': 'market', + 'force_entry': 'market', + 'force_exit': "market", + 'stoploss': 'market', + 'stoploss_on_exchange': False, + 'stoploss_on_exchange_interval': 60, + 'stoploss_on_exchange_market_ratio': 0.99 + } + + stoploss = -0.25 + trailing_stop = True + trailing_stop_positive = 0.003 + trailing_stop_positive_offset = 0.03 + trailing_only_offset_is_reached = True + + is_optimize_32 = True + buy_rsi_fast_32 = IntParameter(20, 70, default=30, space='buy', optimize=is_optimize_32) + buy_rsi_32 = IntParameter(15, 50, default=24, space='buy', optimize=is_optimize_32) + buy_sma15_32 = DecimalParameter(0.900, 1, default=0.96, decimals=3, space='buy', optimize=is_optimize_32) + buy_cti_32 = DecimalParameter(-1, 1, default=0.69, decimals=2, space='buy', optimize=is_optimize_32) + + sell_fastx = IntParameter(50, 100, default=84, space='sell', optimize=True) + + cci_opt = True + sell_loss_cci = IntParameter(low=0, high=600, default=80, space='sell', optimize=cci_opt) + sell_loss_cci_profit = DecimalParameter(-0.15, 0, default=-0.1, decimals=2, space='sell', optimize=cci_opt) + + def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: + # buy_1 indicators + dataframe['sma_15'] = ta.SMA(dataframe, timeperiod=15) + dataframe['cti'] = pta.cti(dataframe["close"], length=20) + dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) + dataframe['rsi_fast'] = ta.RSI(dataframe, timeperiod=4) + dataframe['rsi_slow'] = ta.RSI(dataframe, timeperiod=20) + # profit sell indicators + stoch_fast = ta.STOCHF(dataframe, 5, 3, 0, 3, 0) + dataframe['fastk'] = stoch_fast['fastk'] + + dataframe['cci'] = ta.CCI(dataframe, timeperiod=20) + + dataframe['ma120'] = ta.MA(dataframe, timeperiod=120) + + return dataframe + + def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: + conditions = [] + dataframe.loc[:, 'enter_tag'] = '' + buy_1 = ( + (dataframe['rsi_slow'] < dataframe['rsi_slow'].shift(1)) & + (dataframe['rsi_fast'] < self.buy_rsi_fast_32.value) & + (dataframe['rsi'] > self.buy_rsi_32.value) & + (dataframe['close'] < dataframe['sma_15'] * self.buy_sma15_32.value) & + (dataframe['cti'] < self.buy_cti_32.value) + ) + conditions.append(buy_1) + dataframe.loc[buy_1, 'enter_tag'] += 'buy_1' + + if conditions: + dataframe.loc[ + reduce(lambda x, y: x | y, conditions), + 'enter_long'] = 1 + return dataframe + + def custom_exit(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float, + current_profit: float, **kwargs): + dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe) + current_candle = dataframe.iloc[-1].squeeze() + + if current_profit > 0: + if current_candle["fastk"] > self.sell_fastx.value: + remove_pubid(trade.id) + return "fastk_profit_sell" + + if current_profit > self.sell_loss_cci_profit.value: + if current_candle["cci"] > self.sell_loss_cci.value: + remove_pubid(trade.id) + return "cci_loss_sell" + + if current_candle["open"] < current_candle["ma120"]: + return "ma120_sell" + + return None + + def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: + dataframe.loc[:, ['exit_long', 'exit_tag']] = (0, 'long_out') + return dataframe