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MACDStrategy Strategy Performance Results
Description:
The MACDStrategy is a strategy that uses the Moving Average Convergence Divergence (MACD) indicator and the Commodity Channel Index (CCI) indicator to identify potential buy and sell signals. The buy signal is triggered when the MACD is greater than the MACD signal line and the CCI is at or below the defined buy_cci parameter. The sell signal is triggered when the MACD is lower than the MACD signal line and the CCI is at or above the defined sell_cci parameter. The parameters buy_cci and sell_cci can be optimized for a higher performance. The stoploss value can also be set as -0.3. The timeframe needs to be set as '5m'.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| ETH/USDT | 4 | 1.00 | 4.00 | 0.679130 | 0.68 | 1 day, 8:15:00 | 4 | 0 | 0 | 100.00 |
| ETC/USDT | 3 | 1.00 | 3.00 | 0.597499 | 0.6 | 3 days, 2:10:00 | 3 | 0 | 0 | 100.00 |
| BNB/USDT | 3 | 1.00 | 3.00 | 0.587390 | 0.59 | 23:48:00 | 3 | 0 | 0 | 100.00 |
| LINK/USDT | 3 | 1.00 | 3.00 | 0.564317 | 0.56 | 8:18:00 | 3 | 0 | 0 | 100.00 |
| ALGO/USDT | 3 | 1.00 | 3.00 | 0.534652 | 0.53 | 2:52:00 | 3 | 0 | 0 | 100.00 |
| DOT/USDT | 2 | 1.00 | 2.00 | 0.400195 | 0.4 | 1:32:00 | 2 | 0 | 0 | 100.00 |
| XRP/USDT | 6 | 0.40 | 2.41 | 0.322700 | 0.32 | 9:12:00 | 5 | 0 | 1 | 83.33 |
| LTC/USDT | 1 | 1.00 | 1.00 | 0.201723 | 0.2 | 10 days, 4:40:00 | 1 | 0 | 0 | 100.00 |
| ADA/USDT | 1 | 1.00 | 1.00 | 0.200307 | 0.2 | 1:10:00 | 1 | 0 | 0 | 100.00 |
| SOL/USDT | 5 | 0.14 | 0.69 | 0.082483 | 0.08 | 6:09:00 | 4 | 0 | 1 | 80.00 |
| BTC/USDT | 6 | -0.24 | -1.44 | -0.309733 | -0.31 | 1 day, 12:48:00 | 5 | 0 | 1 | 83.33 |
| BCH/USDT | 5 | -1.16 | -5.78 | -1.166411 | -1.17 | 2 days, 4:26:00 | 4 | 0 | 1 | 80.00 |
| LUNA/USDT | 3 | -11.03 | -33.09 | -6.811387 | -6.81 | 16:55:00 | 1 | 0 | 2 | 33.33 |
| TOTAL | 45 | -0.38 | -17.23 | -4.117136 | -4.12 | 1 day, 5:27:00 | 39 | 0 | 6 | 86.67 |
- Pair: This is the cryptocurrency trading pair that was used for the backtesting.
- Buys: This is the total number of buy orders placed during the backtesting.
- Avg Profit %: This is the average percentage of profit that was made on each buy order.
- Cum Profit: This is the cumulative profit made over all buy orders.
- Tot Profit Abs: This is the total absolute profit made over all buy orders.
- Tot Profit %: This is the total percentage of profit made over all buy orders.
- Avg Duration: This is the average duration of each buy order.
- Win: This is the total number of buy orders that resulted in a win.
- Draw: This is the total number of buy orders that resulted in a draw.
- Loss: This is the total number of buy orders that resulted in a loss.
- Win %: This is the percentage of buy orders that resulted in a win.
Sell Reason
| Sell Reason | Sells | Win | Draws | Loss | Avg Profit % | Cum Profit % | Tot Profit ABS | Tot Profit % |
|---|---|---|---|---|---|---|---|---|
| 39 | 39 | 0 | 0 | 1.15 | 45.01 | 8.413691100000001 | 9.0 | |
| 5 | 0 | 0 | 5 | -6.42 | -32.1 | -6.40462401 | -6.42 | |
| 1 | 0 | 0 | 1 | -30.14 | -30.14 | -6.12620266 | -6.03 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 3.75 trades per day. The starting balance was $100 and the final balance was $95.88286443, resulting in an absolute profit of $-4.11713557 and a total profit percentage of -0.0411713557. The average stake amount was $19.092248397777777 and the total trade volume was $859.1511778999999. The best pair was ETH/USDT and the worst pair was LUNA/USDT. The maximum balance reached was $102.57207919 and the minimum balance was $95.88286443. The market change during this period was -0.02114756712873641.
| Metric | Value |
|---|---|
| Backtesting from | 2024-01-01 00:00:00 |
| Backtesting to | 2024-01-13 15:40:00 |
| Max open trades | 5 |
| Total/Daily Avg Trades | 45 / 3.75 |
| Starting balance | 100 |
| Final balance | 95.88286443 |
| Absolute profit | -4.11713557 |
| Total profit % | -0.0411713557 |
| Avg. stake amount | 19.092248397777777 |
| Total trade volume | 859.1511778999999 |
| Best Pair | ETH/USDT |
| Worst Pair | LUNA/USDT |
| Max Balance | 102.57207919 |
| Min Balance | 95.88286443 |
| Market Change | -0.02114756712873641 |
Config
{
"pairlists": [
{
"method": "StaticPairList"
}
],
"timeframe": "15m",
"tradable_balance_ratio": 0.99,
"fiat_display_currency": "USD",
"stake_amount": "unlimited",
"stake_currency": "USDT",
"amend_last_stake_amount": true,
"exchange": {
"pair_whitelist": [
"BTC/USDT",
"BCH/USDT",
"ETH/USDT",
"LINK/USDT",
"LTC/USDT",
"SOL/USDT",
"BNB/USDT",
"XRP/USDT",
"ADA/USDT",
"DOT/USDT",
"ETC/USDT",
"ALGO/USDT",
"LUNA/USDT"
],
"name": "binance"
},
"dry_run_wallet": 100,
"max_open_trades": 5
}