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Hi everybody and welcome to this addendum of the Clucmay strategy that I tested in my newest video. 

IN this file you will find all the backtesting output, including the strategy and hyperopt output to test on your specific situation if you get similar results. 

This way you can determine if this strategy fits your comfort level of bot trading and hopefully make nice gains for you.

Always remember that this code was made on my PC and with my particular setup. So backtest, dry run and analyse before you put your hard earned money on the line.

As you might have read in my post or seen in my video, I had some big troubles testing and optimizing this code. Eventually the backtests were running fine, so you can compare these results with the other backtests. The optimization went not so well and I had to limit the amount of epochs and timerange to get optimized parameters back. 

These proved to be very positive for the next backtest I did and suddenly with only adjusted take profit and stop loss settings became the best performing strategy up until so far. However I stay sceptical of these results (nonetheless I added this to the league as the best scoring strategy so far).

If you notice any strange things, please let me know and we can discuss this algo strategy further.

In the mean time good luck and until the next post!

Comments

Tom Johansen

Ive tried for 36 hours, and got just two trades. But i use a volume pairlist of 60. If one of the params are low volume, then i probably should go with a static pairlist. I will also try a backtest using BTC as currency

정모 연

I have a back test question How do I apply the code from ClubMay72018.json to my config.json file? Or is there a back test command that brings up ClubMay72018.json? I'm curious.

Dutch Algotrading

If everything works correct on your machine the json file should automatically be loaded since Freqtrade spots this file and it will then takes preference over the normal strategy settings.

Dutch Algotrading

I do not prefer the volume pair list since it is (to some extend) uncontrollable and you'll also trade low cap coins. But if this is your preference then it is ok. Maybe backtest over the same period of data and then see why it does not buy.

systemedic

docker compose run --rm freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --strategy ClucMay72018 -e 1000 --spaces roi stoploss trailing +--------+-----------+----------+--------------------------+--------------+-------------------------------+-----------------+-------------+-------------------------------+ | Best | Epoch | Trades | Win Draw Loss Win% | Avg profit | Profit | Avg duration | Objective | Max Drawdown (Acct) | |--------+-----------+----------+--------------------------+--------------+-------------------------------+-----------------+-------------+-------------------------------| | * Best | 1/1000 | 111 | 77 0 34 69.4 | 0.38% | 84.275 USDT (8.43%) | 0 days 01:27:00 | -1.82263 | 43.779 USDT (3.93%) | | * Best | 2/1000 | 111 | 74 3 34 66.7 | 0.43% | 96.906 USDT (9.69%) | 0 days 01:27:00 | -2.18424 | 45.728 USDT (4.05%) | | * Best | 5/1000 | 111 | 74 3 34 66.7 | 0.43% | 96.468 USDT (9.65%) | 0 days 01:26:00 | -2.24866 | 44.375 USDT (3.94%) | | * Best | 7/1000 | 111 | 77 0 34 69.4 | 0.45% | 100.773 USDT (10.08%) | 0 days 01:27:00 | -2.27646 | 44.395 USDT (3.93%) | | * Best | 21/1000 | 111 | 77 0 34 69.4 | 0.45% | 102.084 USDT (10.21%) | 0 days 01:27:00 | -2.30855 | 44.007 USDT (3.89%) | | * Best | 22/1000 | 111 | 77 0 34 69.4 | 0.46% | 103.090 USDT (10.31%) | 0 days 01:27:00 | -2.32397 | 44.052 USDT (3.89%) | | * Best | 29/1000 | 111 | 77 0 34 69.4 | 0.45% | 102.250 USDT (10.23%) | 0 days 01:27:00 | -2.34486 | 44.025 USDT (3.89%) | | Best | 46/1000 | 111 | 77 0 34 69.4 | 0.48% | 107.831 USDT (10.78%) | 0 days 01:21:00 | -2.49437 | 44.272 USDT (3.89%) | | Best | 692/1000 | 111 | 77 0 34 69.4 | 0.48% | 108.277 USDT (10.83%) | 0 days 01:21:00 | -2.49916 | 44.298 USDT (3.89%) | | Best | 859/1000 | 111 | 77 0 34 69.4 | 0.48% | 109.121 USDT (10.91%) | 0 days 01:21:00 | -2.5206 | 44.299 USDT (3.89%) | | Best | 951/1000 | 111 | 77 0 34 69.4 | 0.49% | 110.975 USDT (11.10%) | 0 days 01:22:00 | -2.57481 | 44.383 USDT (3.89%) | [Epoch 1000 of 1000 (100%)] || Win rate 69.4. Where am I doing wrong? Use of static pairs list.