FreqTrade

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Allligotar testing

freqtrade new-strategy –strategy Alligator

freqtrade new-hyperopt –hyperopt Alligator_hyp

SharpeHyperOptLossDailySortinoHyperOptLossDailySharpeHyperOptLossSortinoHyperOptLossDailySharpeHyperOptLoss only trailing
freqtrade hyperopt –hyperopt Alligator_hyp –hyperopt-loss SharpeHyperOptLossDaily -c config_allUSDT_dry.json –strategy Alligator –stake-amount 100 –eps –dmmp –spaces roi stoploss trailing -e 100 –random-state 1607freqtrade hyperopt –hyperopt Alligator_hyp –hyperopt-loss SortinoHyperOptLossDaily -c config_allUSDT_dry.json –strategy Alligator –stake-amount 100 –eps –dmmp –spaces roi stoploss trailing -e 100 –random-state 1607freqtrade hyperopt –hyperopt Alligator_hyp –hyperopt-loss SharpeHyperOptLoss -c config_allUSDT_dry.json –strategy Alligator –stake-amount 100 –eps –dmmp –spaces roi stoploss trailing -e 100 –random-state 1607freqtrade hyperopt –hyperopt Alligator_hyp –hyperopt-loss SortinoHyperOptLossDaily -c config_allUSDT_dry.json –strategy Alligator –stake-amount 100 –eps –dmmp –spaces roi stoploss trailing -e 100 –random-state 1607freqtrade hyperopt –hyperopt Alligator_hyp –hyperopt-loss SharpeHyperOptLoss -c config_allUSDT_dry.json –strategy Alligator –stake-amount 100 –eps –dmmp –spaces trailing -e 100 –random-state 1607
95/100: 6118 trades. 2701/307/3110 Wins/Draws/Losses. Avg profit 0.21%. Median profit -0.04%. Total profit 1299.92980826 USDT ( 1295.40Σ%). Avg duration 286.2 min. Objective: -1.93458


# ROI table:
minimal_roi = {
"0": 0.21688,
"39": 0.08858,
"90": 0.03881,
"210": 0
}

# Stoploss:
stoploss = -0.33323

# Trailing stop:
trailing_stop = True
trailing_stop_positive = 0.10407
trailing_stop_positive_offset = 0.18657
trailing_only_offset_is_reached = False
59/100: 6118 trades. 2726/334/3058 Wins/Draws/Losses. Avg profit 0.21%. Median profit 0.00%. Total profit 1261.02011200 USDT ( 1256.62Σ%). Avg duration 277.6 min. Objective: -5.50292 # ROI table: minimal_roi = { « 0 »: 0.13819, « 22 »: 0.09204, « 80 »: 0.02656, « 195 »: 0 } # Stoploss: stoploss = -0.32928 # Trailing stop: trailing_stop = True trailing_stop_positive = 0.17847 trailing_stop_positive_offset = 0.19654 trailing_only_offset_is_reached = False
63/100: 6118 trades. 2702/338/3078 Wins/Draws/Losses. Avg profit 0.22%. Median profit -0.02%. Total profit 1327.73617540 USDT ( 1323.11Σ%). Avg duration 282.1 min. Objective: -20.12050 # ROI table: minimal_roi = { "0": 0.12757, "30": 0.10023, "85": 0.03915, "200": 0 } # Stoploss: stoploss = -0.24394 # Trailing stop: trailing_stop = True trailing_stop_positive = 0.23964 trailing_stop_positive_offset = 0.2605 trailing_only_offset_is_reached = True		68/100: 6120 trades. 2677/334/3109 Wins/Draws/Losses. Avg profit 0.21%. Median profit -0.04%. Total profit 1302.54932061 USDT ( 1298.01Σ%). Avg duration 286.1 min. Objective: -50.94532
# ROI table: minimal_roi = { "0": 0.13533, "34": 0.10367, "89": 0.03884, "207": 0 } # Stoploss: stoploss = -0.22973 # Trailing stop: trailing_stop = True trailing_stop_positive = 0.33126 trailing_stop_positive_offset = 0.36118 trailing_only_offset_is_reached = True		Strategy using minimal_roi: {‘205′: 0.0, ’87’: 0.0385, ’32’: 0.1, ‘0’: 0.13}

Strategy using stoploss: -0.23

Best result:
5/100: 6120 trades. 2704/320/3096 Wins/Draws/Losses. Avg profit 0.21%. Median profit -0.03%. Total profit 1300.45702287 USDT ( 1295.92Σ%). Avg duration 284.7 min. Objective: -19.55495
Trailing stop:
trailing_stop = True
trailing_stop_positive = 0.2477
trailing_stop_positive_offset = 0.3013
trailing_only_offset_is_reached = False

freqtrade backtesting -c config_allUSDT_dry.json –strategy Alligator –stake-amount 100 –eps –dmmp

2021-02-09 11:16:31,886 – freqtrade.optimize.backtesting – INFO – Backtesting with data from 2021-01-01 00:00:00 up to 2021-02-09 09:55:00 (39 days)..
Result for strategy Alligator
============================================================ BACKTESTING REPORT ============================================================
| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Wins | Draws | Losses |
|-----------+--------+----------------+----------------+-------------------+----------------+----------------+--------+---------+----------|
| BTC/USDT | 357 | 0.46 | 163.14 | 163.70859544 | 20.39 | 3:01:00 | 198 | 19 | 140 |
| DOGE/USDT | 257 | 1.92 | 493.52 | 495.24258074 | 61.69 | 3:09:00 | 172 | 5 | 80 |
| ETH/USDT | 362 | 0.43 | 157.32 | 157.87113581 | 19.67 | 2:53:00 | 201 | 14 | 147 |
| BSV/USDT | 267 | 0.68 | 181.19 | 181.82620379 | 22.65 | 2:57:00 | 123 | 10 | 134 |
| BCH/USDT | 207 | 0.85 | 175.55 | 176.16684246 | 21.94 | 4:46:00 | 122 | 8 | 77 |
| LTC/USDT | 284 | 0.27 | 76.43 | 76.69820022 | 9.55 | 3:27:00 | 142 | 16 | 126 |
| XVG/USDT | 289 | 0.96 | 278.56 | 279.53393466 | 34.82 | 2:18:00 | 162 | 11 | 116 |
| XLM/USDT | 270 | 1.18 | 318.39 | 319.50405719 | 39.80 | 3:31:00 | 156 | 8 | 106 |
| TOTAL | 2293 | 0.80 | 1844.10 | 1850.55155031 | 230.51 | 3:11:00 | 1276 | 91 | 926 |
========================================================= SELL REASON STATS =========================================================
| Sell Reason | Sells | Wins | Draws | Losses | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % |
|——————–+———+——–+———+———-+—————-+—————-+——————-+—————-|
| sell_signal | 1511 | 597 | 0 | 914 | -0.39 | -590.34 | -592.41 | -73.79 |
| roi | 770 | 679 | 91 | 0 | 3.21 | 2471.35 | 2480 | 308.92 |
| force_sell | 11 | 0 | 0 | 11 | -1.74 | -19.16 | -19.2261 | -2.39 |
| trailing_stop_loss | 1 | 0 | 0 | 1 | -17.75 | -17.75 | -17.8149 | -2.22 |
========================================================= LEFT OPEN TRADES REPORT =========================================================
| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Wins | Draws | Losses |
|———-+——–+—————-+—————-+——————-+—————-+—————-+——–+———+———-|
| ETH/USDT | 1 | -2.52 | -2.52 | -2.52601189 | -0.31 | 1:20:00 | 0 | 0 | 1 |
| BSV/USDT | 1 | -0.63 | -0.63 | -0.62799736 | -0.08 | 1:00:00 | 0 | 0 | 1 |
| BCH/USDT | 2 | -2.52 | -5.04 | -5.05816105 | -0.63 | 1:42:00 | 0 | 0 | 2 |
| LTC/USDT | 3 | -2.26 | -6.78 | -6.79975816 | -0.85 | 1:45:00 | 0 | 0 | 3 |
| XVG/USDT | 1 | -1.05 | -1.05 | -1.05716524 | -0.13 | 1:30:00 | 0 | 0 | 1 |
| XLM/USDT | 3 | -1.05 | -3.15 | -3.15705473 | -0.39 | 2:38:00 | 0 | 0 | 3 |
| TOTAL | 11 | -1.74 | -19.16 | -19.22614843 | -2.39 | 1:51:00 | 0 | 0 | 11 |
=============== SUMMARY METRICS ===============
| Metric | Value |
|———————–+———————|
| Backtesting from | 2021-01-01 00:00:00 |
| Backtesting to | 2021-02-09 09:55:00 |
| Max open trades | 8 |
| | |
| Total trades | 2293 |
| Total Profit % | 230.51% |
| Trades per day | 58.79 |
| | |
| Best Pair | DOGE/USDT 493.52% |
| Worst Pair | LTC/USDT 76.43% |
| Best trade | XLM/USDT 95.85% |
| Worst trade | DOGE/USDT -17.97% |
| Best day | 279.11% |
| Worst day | -91.72% |
| Days win/draw/lose | 32 / 0 / 8 |
| Avg. Duration Winners | 3:20:00 |
| Avg. Duration Loser | 2:48:00 |
| | |
| Max Drawdown | 107.97% |
| Drawdown Start | 2021-01-26 23:35:00 |
| Drawdown End | 2021-01-27 14:05:00 |

| Market change | 269.66% |

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