Comments (8)
hroff-1902
commented on May 13, 2024
which exchange and whitelist/blacklist, ticker_interval?
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Throwaway992
commented on May 13, 2024
bittrex
ticker_interval = '5m'
"pair_whitelist": [
"ETH/BTC",
"LTC/BTC",
"ETC/BTC",
"DASH/BTC",
"ZEC/BTC",
"XLM/BTC",
"NXT/BTC",
"POWR/BTC",
"ADA/BTC",
"XMR/BTC"
],
"pair_blacklist": [
"DOGE/BTC"
]
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xmatthias
commented on May 13, 2024
Did you backtest the strategy first?
Most strategies only work in certain market conditions (Strong trend / no trend, ...) or against specific pairs (low volume / high volume), so backtesting a strategy for an extended timeframe (a few months) is highly reccomended to see how the strategy performs in different scenarios.
Also, strategies can behave very differently - from a handfull buys per month to 10s of trades per day.
Backtesting and comparing strategies will give you a good feel for how the strategy will behave.
Please do not rely on the results from the start page - as noted there, these are results from the beginning of 2018 - which was a completely different market than what it is today.
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hroff-1902
commented on May 13, 2024
@xmatthias right, in backtesting this strategy has very limited amount of trades, like 28 for 137 days for all pairs:
2019-08-30 15:20:18,633 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2019-04-14T18:00:00+00:00 up to 2019-08-30T12:05:00+00:00 (137 days)..
2019-08-30 15:20:18,633 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy Strategy002
Result for strategy Strategy002
========================================================= BACKTESTING REPORT ========================================================
| pair | buy count | avg profit % | cum profit % | tot profit BTC | tot profit % | avg duration | profit | loss |
|:---------|------------:|---------------:|---------------:|-----------------:|---------------:|:-----------------|---------:|-------:|
| ETH/BTC | 2 | 1.00 | 2.00 | 0.00100000 | 0.67 | 1 day, 10:50:00 | 2 | 0 |
| LTC/BTC | 1 | 1.00 | 1.00 | 0.00050000 | 0.33 | 4 days, 2:55:00 | 1 | 0 |
| ETC/BTC | 3 | -6.63 | -19.90 | -0.00997500 | -6.63 | 2 days, 13:08:00 | 1 | 2 |
| DASH/BTC | 5 | 0.14 | 0.69 | 0.00034347 | 0.23 | 2 days, 10:34:00 | 4 | 1 |
| ZEC/BTC | 5 | -1.29 | -6.46 | -0.00323750 | -2.15 | 1 day, 11:24:00 | 4 | 1 |
| XLM/BTC | 3 | -6.63 | -19.90 | -0.00997500 | -6.63 | 5 days, 4:57:00 | 1 | 2 |
| ADA/BTC | 6 | -2.82 | -16.91 | -0.00847500 | -5.64 | 1 day, 17:06:00 | 4 | 2 |
| XMR/BTC | 3 | -2.82 | -8.45 | -0.00423750 | -2.82 | 1 day, 16:50:00 | 2 | 1 |
| TOTAL | 28 | -2.43 | -67.94 | -0.03405653 | -22.65 | 2 days, 7:55:00 | 19 | 9 |
========================================================= SELL REASON STATS =========================================================
| Sell Reason | Count |
|:--------------|--------:|
| roi | 19 |
| stop_loss | 8 |
| force_sell | 1 |
====================================================== LEFT OPEN TRADES REPORT ======================================================
| pair | buy count | avg profit % | cum profit % | tot profit BTC | tot profit % | avg duration | profit | loss |
|:---------|------------:|---------------:|---------------:|-----------------:|---------------:|:-----------------|---------:|-------:|
| DASH/BTC | 1 | -5.30 | -5.30 | -0.00265653 | -1.77 | 4 days, 11:30:00 | 0 | 1 |
| TOTAL | 1 | -5.30 | -5.30 | -0.00265653 | -1.77 | 4 days, 11:30:00 | 0 | 1 |
And this depends on current trends and market conditions. You should probably wait for a couple of weeks till it generates first trade...
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Throwaway992
commented on May 13, 2024
Great info, I guess it is working correctly and there is probably no issue.
I will keep it going. Thanks.
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xmatthias
commented on May 13, 2024
@poop987
| TOTAL | 28 | -2.43 | -67.94 | -0.03405653 | -22.65 | 2 days, 7:55:00 | 19 | 9 |
i'm not sure i would want to do that if you look at the "TOTAL" column above...
This strategy doesn't seem all that profitable (-2% in the last 4 months ...) in current market conditions.
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Throwaway992
commented on May 13, 2024
@xmatthias No worries I understand, currently I'm just messing around with running the bot and strategies, which one do you suggest?
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hroff-1902
commented on May 13, 2024
@xmatthias No worries I understand, currently I'm just messing around with running the bot and strategies, which one do you suggest?
Hyperopt can help you... Without hyperopt (if you cannot create hyperopt class for choosen strategy), run backtesting for all strategies you are interesting in.
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