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MACD_TRI_EMA Strategy Performance Results
Description:
This MACD_TRI_EMA strategy is based on the MACD and TEMA (Triple Exponential Moving Averages) indicators.
The strategy attempts to identify entries where the MACD indicator crosses above the signal line and the closing prices are above the TEMA of the previous candle.
It also contains a Stop Loss parameter to limit losses when the market behaves unexpectedly.
This strategy also includes a minimal ROI parameter which is adjusted depending on the timeframe used and provides guidance on when to exit a position.
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 | 59 | -0.05 | -3.14 | -0.718469 | -0.72 | 1:02:00 | 20 | 0 | 39 | 33.90 |
| LINK/USDT | 65 | -0.07 | -4.52 | -0.847193 | -0.85 | 0:54:00 | 23 | 1 | 41 | 35.38 |
| ALGO/USDT | 45 | -0.13 | -5.97 | -0.999639 | -1.0 | 1:07:00 | 16 | 1 | 28 | 35.56 |
| XRP/USDT | 53 | -0.12 | -6.38 | -1.086553 | -1.09 | 0:50:00 | 12 | 0 | 41 | 22.64 |
| BTC/USDT | 81 | -0.10 | -7.89 | -1.406167 | -1.41 | 1:06:00 | 24 | 3 | 54 | 29.63 |
| ETH/USDT | 84 | -0.13 | -10.80 | -1.854892 | -1.85 | 0:58:00 | 23 | 2 | 59 | 27.38 |
| SOL/USDT | 71 | -0.19 | -13.54 | -2.116896 | -2.12 | 0:56:00 | 21 | 0 | 50 | 29.58 |
| ADA/USDT | 60 | -0.23 | -14.00 | -2.286557 | -2.29 | 1:00:00 | 21 | 0 | 39 | 35.00 |
| BCH/USDT | 78 | -0.17 | -13.42 | -2.497979 | -2.5 | 0:55:00 | 24 | 2 | 52 | 30.77 |
| DOT/USDT | 66 | -0.23 | -15.35 | -2.649057 | -2.65 | 0:51:00 | 14 | 2 | 50 | 21.21 |
| ETC/USDT | 54 | -0.34 | -18.36 | -3.199240 | -3.2 | 0:42:00 | 8 | 1 | 45 | 14.81 |
| LTC/USDT | 80 | -0.25 | -19.87 | -3.320569 | -3.32 | 0:56:00 | 23 | 1 | 56 | 28.75 |
| BNB/USDT | 78 | -0.28 | -21.90 | -3.646396 | -3.65 | 0:53:00 | 13 | 2 | 63 | 16.67 |
| TOTAL | 874 | -0.18 | -155.11 | -26.629608 | -26.63 | 0:56:00 | 242 | 15 | 617 | 27.69 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 726 | 121 | 0 | 605 | -0.4 | -291.34 | -49.08713503999999 | -58.27 | |
| 132 | 117 | 15 | 0 | 1.3 | 171.74 | 28.14814831 | 34.35 | |
| 12 | 0 | 0 | 12 | -3.19 | -38.24 | -6.08485936 | -7.65 | |
| 4 | 4 | 0 | 0 | 0.68 | 2.73 | 0.39423819 | 0.55 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 72.83 trades per day. The starting balance was $100 and the final balance was $73.37039210000003, resulting in an absolute profit of $-26.629607900000003 and a total profit percentage of -0.266296079. The average stake amount was $16.89162955652174 and the total trade volume was $14763.284232400001. The best pair was LUNA/USDT and the worst pair was BNB/USDT. The maximum balance reached was $100.77809902 and the minimum balance was $72.97615391000002. 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 | 874 / 72.83 |
| Starting balance | 100 |
| Final balance | 73.37039210000003 |
| Absolute profit | -26.629607900000003 |
| Total profit % | -0.266296079 |
| Avg. stake amount | 16.89162955652174 |
| Total trade volume | 14763.284232400001 |
| Best Pair | LUNA/USDT |
| Worst Pair | BNB/USDT |
| Max Balance | 100.77809902 |
| Min Balance | 72.97615391000002 |
| 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
}