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I ran hyperopt for 5000 iterations and got the following results:

2022-01-10 19:38:31,370 - freqtrade.optimize.hyperopt - INFO - Best result:

1101 trades. Avg profit 0.23%. Total profit 25.48064438 BTC (254.5519Σ%). Avg duration 888.1 mins.

with values:

{ 'roi_p1': 0.011364434095803464,

'roi_p2': 0.04123147845715937,

'roi_p3': 0.10554480985209454,

'roi_t1': 105,

'roi_t2': 47,

'roi_t3': 30,

'rsi-enabled': True,

'rsi-value': 9,

'sell-rsi-enabled': True,

'sell-rsi-value': 94,

'sell-trigger': 'sell-bb_middle1',

'stoploss': -0.42267640639979365,

'trigger': 'bb_lower2'}

2022-01-10 19:38:31,371 - freqtrade.optimize.hyperopt - INFO - ROI table:

{ 0: 0.15814072240505736,

30: 0.05259591255296283,

77: 0.011364434095803464,

182: 0}

Result for strategy BBRSI

================================================== BACKTESTING REPORT =================================================

| pair | buy count | avg profit % | cum profit % | total profit BTC | avg duration | profit | loss |

|:----------|------------:|---------------:|---------------:|-------------------:|:----------------|---------:|-------:|

| ETH/BTC | 11 | -1.30 | -14.26 | -1.42732928 | 3 days, 4:55:00 | 0 | 1 |

| LUNA/BTC | 17 | 0.60 | 10.22 | 1.02279906 | 15:46:00 | 9 | 0 |

| SAND/BTC | 37 | 0.30 | 11.24 | 1.12513532 | 6:16:00 | 14 | 1 |

| MATIC/BTC | 24 | 0.47 | 11.35 | 1.13644340 | 12:20:00 | 10 | 0 |

| ADA/BTC | 24 | 0.24 | 5.68 | 0.56822170 | 21:05:00 | 5 | 0 |

| BNB/BTC | 11 | -1.09 | -11.96 | -1.19716109 | 3 days, 0:44:00 | 2 | 1 |

| XRP/BTC | 20 | -0.39 | -7.71 | -0.77191523 | 1 day, 5:48:00 | 1 | 1 |

| DOT/BTC | 9 | 0.50 | 4.54 | 0.45457736 | 4 days, 1:13:00 | 4 | 0 |

| SOL/BTC | 19 | -0.38 | -7.16 | -0.71688463 | 22:47:00 | 3 | 1 |

| MANA/BTC | 29 | 0.38 | 11.16 | 1.11753320 | 10:25:00 | 9 | 1 |

| AVAX/BTC | 27 | 0.30 | 8.15 | 0.81561432 | 16:36:00 | 11 | 1 |

| GALA/BTC | 26 | -0.52 | -13.45 | -1.34594702 | 15:48:00 | 9 | 1 |

| LINK/BTC | 21 | 0.27 | 5.68 | 0.56822170 | 1 day, 0:06:00 | 5 | 0 |

| TOTAL | 275 | 0.05 | 13.48 | 1.34930881 | 23:42:00 | 82 | 8 |

================================================== SELL REASON STATS ==================================================

| Sell Reason | Count |

|:--------------|--------:|

| roi | 267 |

| force_sell | 8 |

=============================================== LEFT OPEN TRADES REPORT ===============================================

| pair | buy count | avg profit % | cum profit % | total profit BTC | avg duration | profit | loss |

|:---------|------------:|---------------:|---------------:|-------------------:|:------------------|---------:|-------:|

| ETH/BTC | 1 | -14.26 | -14.26 | -1.42732928 | 32 days, 4:00:00 | 0 | 1 |

| SAND/BTC | 1 | -4.65 | -4.65 | -0.46588544 | 17:00:00 | 0 | 1 |

| BNB/BTC | 1 | -14.23 | -14.23 | -1.42444977 | 31 days, 13:00:00 | 0 | 1 |

| XRP/BTC | 1 | -8.85 | -8.85 | -0.88555957 | 18 days, 4:00:00 | 0 | 1 |

| SOL/BTC | 1 | -10.57 | -10.57 | -1.05781765 | 5 days, 14:00:00 | 0 | 1 |

| MANA/BTC | 1 | -3.17 | -3.17 | -0.31758065 | 17:00:00 | 0 | 1 |

| AVAX/BTC | 1 | -12.58 | -12.58 | -1.25910300 | 7 days, 9:00:00 | 0 | 1 |

| GALA/BTC | 1 | -23.66 | -23.66 | -2.36874608 | 7 days, 12:00:00 | 0 | 1 |

| TOTAL | 8 | -11.50 | -91.97 | -9.20647144 | 12 days, 23:15:00 | 0 | 8 |

Have accurately followed the tutorial. Don't know what I am doing wrong here.

Pruthvi
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1 Answers1

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You are probably overwriting one of the OHLC columns (with heikin ashi for example) or you have unrealistic tight trailing stoploss.

Read this fine article: https://brookmiles.github.io/freqtrade-stuff/2021/04/12/backtesting-traps/

Florian
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