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MomStrategy Strategy Performance Results
Description:
The MomStrategy class is a freqtrade strategy written in Python that uses the Moving Average Momentum (MOM) indicator to generate buy and sell signals. It also uses the Average Directional Index (ADX) indicator to confirm the trend before entering a trade. This strategy is mainly used to identify trend reversals in the cryptocurrency markets. The MOM indicator is used to identify trend reversals based on the momentum of the market, while the ADX indicator is used to confirm whether a trend is actually in progress or not. Additionally, the order types, order time in force, and plot configurations can be customized depending on the user’s preference.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| LUNA/USDT | 7 | 0.73 | 5.14 | 0.903000 | 0.9 | 4:17:00 | 5 | 0 | 2 | 71.43 |
| ETC/USDT | 9 | 0.34 | 3.06 | 0.550707 | 0.55 | 1:27:00 | 6 | 0 | 3 | 66.67 |
| LINK/USDT | 19 | 0.14 | 2.64 | 0.400971 | 0.4 | 2:41:00 | 10 | 0 | 9 | 52.63 |
| BCH/USDT | 22 | 0.03 | 0.74 | 0.130610 | 0.13 | 3:00:00 | 8 | 0 | 14 | 36.36 |
| LTC/USDT | 14 | -0.21 | -2.95 | -0.572262 | -0.57 | 3:17:00 | 5 | 0 | 9 | 35.71 |
| XRP/USDT | 9 | -0.83 | -7.47 | -1.347697 | -1.35 | 3:33:00 | 3 | 0 | 6 | 33.33 |
| ETH/USDT | 19 | -0.39 | -7.42 | -1.377894 | -1.38 | 2:41:00 | 6 | 0 | 13 | 31.58 |
| SOL/USDT | 10 | -0.81 | -8.12 | -1.393510 | -1.39 | 1:30:00 | 3 | 0 | 7 | 30.00 |
| ALGO/USDT | 9 | -0.79 | -7.09 | -1.410378 | -1.41 | 1:40:00 | 4 | 0 | 5 | 44.44 |
| BNB/USDT | 18 | -0.50 | -8.94 | -1.623370 | -1.62 | 2:37:00 | 5 | 0 | 13 | 27.78 |
| BTC/USDT | 27 | -0.35 | -9.37 | -1.797041 | -1.8 | 3:09:00 | 7 | 0 | 20 | 25.93 |
| DOT/USDT | 8 | -1.61 | -12.86 | -2.367205 | -2.37 | 3:08:00 | 1 | 0 | 7 | 12.50 |
| ADA/USDT | 7 | -1.99 | -13.94 | -2.502646 | -2.5 | 3:00:00 | 0 | 0 | 7 | 0.00 |
| TOTAL | 178 | -0.37 | -66.58 | -12.406714 | -12.41 | 2:48:00 | 63 | 0 | 115 | 35.39 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 115 | 3 | 0 | 112 | -1.22 | -140.24 | -25.634580409999998 | -28.05 | |
| 60 | 60 | 0 | 0 | 1.25 | 74.9 | 13.44376883 | 14.98 | |
| 3 | 0 | 0 | 3 | -0.41 | -1.24 | -0.2159027 | -0.25 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 14.83 trades per day. The starting balance was $100 and the final balance was $87.59328572, resulting in an absolute profit of $-12.40671428 and a total profit percentage of -0.12406714279999999. The average stake amount was $18.125980846067414 and the total trade volume was $3226.4245905999996. The best pair was LUNA/USDT and the worst pair was ADA/USDT. The maximum balance reached was $101.22232939 and the minimum balance was $87.21195978. The market change during this period was -0.029744092813551205.
| Metric | Value |
|---|---|
| Backtesting from | 2024-01-01 00:00:00 |
| Backtesting to | 2024-01-13 14:00:00 |
| Max open trades | 5 |
| Total/Daily Avg Trades | 178 / 14.83 |
| Starting balance | 100 |
| Final balance | 87.59328572 |
| Absolute profit | -12.40671428 |
| Total profit % | -0.12406714279999999 |
| Avg. stake amount | 18.125980846067414 |
| Total trade volume | 3226.4245905999996 |
| Best Pair | LUNA/USDT |
| Worst Pair | ADA/USDT |
| Max Balance | 101.22232939 |
| Min Balance | 87.21195978 |
| Market Change | -0.029744092813551205 |
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
}