ftbot

freqtrade bot configuration for binance spot, with a default strategy using WMA (Weighted Moving Average) crossed.

Pre-requisite

• Docker

Backtesting on selected pairs from 2021-2022 in 4h timeframe, with initial capital of 3000 USDT

BACKTESTING REPORT

Pair	Buys	Avg Profit %	Cum Profit %	Tot Profit USDT	Tot Profit %	Avg Duration	Win Draw Loss Win%
DOT/USDT	13	8.06	104.79	936.903	31.23	2 days, 6:09:00	10 3 0 100
KMD/USDT	12	7.88	94.57	928.778	30.96	1 day, 10:40:00	9 3 0 100
AUDIO/USDT	15	5.64	84.59	683.721	22.79	2 days, 5:52:00	7 8 0 100
CELR/USDT	22	4.83	106.34	644.571	21.49	3 days, 7:05:00	15 6 1 68.2
LTC/USDT	17	4.35	73.90	615.457	20.52	3 days, 14:49:00	12 5 0 100
ADA/USDT	22	3.73	81.99	530.827	17.69	2 days, 7:38:00	14 8 0 100
SOL/USDT	15	3.98	59.73	530.233	17.67	2 days, 23:44:00	7 8 0 100
FTM/USDT	24	2.87	68.98	434.887	14.50	2 days, 12:40:00	15 7 2 62.5
LINK/USDT	23	2.49	57.38	425.639	14.19	3 days, 7:50:00	13 10 0 100
UTK/USDT	15	2.21	33.09	424.295	14.14	2 days, 11:44:00	10 4 1 66.7
ETC/USDT	12	3.28	39.40	371.200	12.37	2 days, 5:20:00	8 4 0 100
ICP/USDT	3	11.48	34.45	349.982	11.67	1 day, 4:00:00	2 1 0 100
QNT/USDT	1	27.87	27.87	342.934	11.43	16:00:00	1 0 0 100
QTUM/USDT	22	1.90	41.76	332.497	11.08	5 days, 12:55:00	8 14 0 100
YFI/USDT	8	2.78	22.26	225.126	7.50	1 day, 15:30:00	7 0 1 87.5
TOTAL	224	4.16	931.10	7777.049	259.23	2 days, 21:42:00	138 81 5 61.6

BUY TAG STATS

TAG	Buys	Avg Profit %	Cum Profit %	Tot Profit USDT	Tot Profit %	Avg Duration	Win Draw Loss Win%
TOTAL	224	4.16	931.10	7777.049	259.23	2 days, 21:42:00	138 81 5 61.6

SELL REASON STATS

Sell Reason	Sells	Win Draws Loss Win%	Avg Profit %	Cum Profit %	Tot Profit USDT	Tot Profit %
roi	217	136 81 0 100	4.96	1077.24	9233.17	153.89
stop_loss	5	0 0 5 0	-29.94	-149.7	-1494	-21.39
sell_signal	2	2 0 0 100	1.78	3.56	37.87	0.51

LEFT OPEN TRADES REPORT

Pair	Buys	Avg Profit %	Cum Profit %	Tot Profit USDT	Tot Profit %	Avg Duration	Win Draw Loss Win%
TOTAL	0	0.00	0.00	0.000	0.00	0:00	0 0 0 0

SUMMARY METRICS

Metric	Value
Backtesting from	2020-03-02 00:00:00
Backtesting to	2022-02-25 08:00:00
Max open trades	7
Total/Daily Avg Trades	224 / 0.31
Starting balance	3000 USDT
Final balance	10777.049 USDT
Absolute profit	7777.049 USDT
Total profit %	259.23%
Trades per day	0.31
Avg. daily profit %	0.36%
Avg. stake amount	805.106 USDT
Total trade volume	180343.676 USDT
Best Pair	CELR/USDT 106.34%
Worst Pair	YFI/USDT 22.26%
Best trade	DOT/USDT 27.87%
Worst trade	UTK/USDT -29.94%
Best day	448.207 USDT
Worst day	-489.904 USDT
Days win/draw/lose	105 / 564 / 4
Avg. Duration Winners	1 day, 8:26:00
Avg. Duration Loser	7 days, 0:00:00
Rejected Buy signals	69
Entry/Exit Timeouts	0 / 0
Min balance	3015.12 USDT
Max balance	10777.049 USDT
Drawdown (Account)	8.25%
Drawdown	489.904 USDT
Drawdown high	2940.487 USDT
Drawdown low	2450.583 USDT
Drawdown Start	2021-02-21 00:00:00
Drawdown End	2021-02-22 12:00:00
Market change	1936.07%

How to Use

Step 1: [Required]

Configure key & secret, for more info check this

      "exchange": {
        "name": "binance",
        "key": "",
        "secret": "",

Step 2: [Optional]

Setup telegram token & chat_id, if you want to monitor and access the bot via telegram, use this.

    "telegram": {
        "enabled": false,
        "token": "",
        "chat_id": ""
    },

Step 3: [Optional]

Download Data for backtesting,

docker-compose run --rm freqtrade download-data --config user_data/config.json --exchange binance --days 730 -t 4h
docker-compose run --rm freqtrade backtesting --config user_data/config.json --strategy WmaCrossed --timeframe 20210225-20220225 -i 4h

Step 4: [Optional]

Configure hyperopt

docker-compose run --rm freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --spaces roi stoploss trailing --strategy WmaCrossed --config user_data/config.json -e 200

Step 5:

Start the bot

docker-compose up -d

Note:

• Set the "dry_run": false in config.json before running it to live.
• If you have any questions, submit an issue