TemaMaster3 Strategy Performance Results

Description:

The TemaMaster3 strategy is a strategy for the Freqtrade platform. This strategy is based on using technical indicators to identify buying and selling opportunities in the cryptocurrency markets. It uses the following indicators: CMO (Chande Momentum Oscillator) for determining when to enter a trade, TEMA (Triple Exponential Moving Average) for tracking price movements, Bollinger Bands for setting stop losses, and STDDEV and MA for calculating the coefficient of variation. Additionally, the strategy includes options to set the minimal ROI, stoploss, and trailing stop settings. It can also be configured to use a sell signal and selectively ignore ROI. All of these parameters make it a great strategy for any type of trader.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
BCH/USDT 3 5.68 17.05 3.189426 3.19 2 days, 21:42:00 2 0 1 66.67
ETC/USDT 2 8.27 16.55 2.638369 2.64 1 day, 7:28:00 1 0 1 50.00
BTC/USDT 4 2.21 8.84 1.447051 1.45 21:49:00 3 0 1 75.00
ETH/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LTC/USDT 2 -0.18 -0.37 -0.261100 -0.26 2 days, 18:31:00 1 0 1 50.00
LINK/USDT 3 -0.54 -1.63 -0.497157 -0.5 1 day, 11:35:00 2 0 1 66.67
ADA/USDT 4 -0.54 -2.16 -0.670971 -0.67 1 day, 22:19:00 1 0 3 25.00
XRP/USDT 3 -2.68 -8.05 -1.476379 -1.48 23:38:00 0 0 3 0.00
ALGO/USDT 1 -9.03 -9.03 -1.663590 -1.66 1 day, 22:02:00 0 0 1 0.00
DOT/USDT 1 -9.03 -9.03 -1.687585 -1.69 2 days, 11:38:00 0 0 1 0.00
BNB/USDT 3 -3.69 -11.08 -2.045562 -2.05 2 days, 19:16:00 0 0 3 0.00
SOL/USDT 2 -7.20 -14.40 -2.747330 -2.75 3 days, 6:25:00 0 0 2 0.00
LUNA/USDT 2 -8.16 -16.32 -3.019110 -3.02 1 day, 12:34:00 0 0 2 0.00
TOTAL 30 -0.99 -29.62 -6.793936 -6.79 1 day, 22:25:00 10 0 20 33.33
  • 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 %
17 7 0 10 0.66 11.16 1.2471753400000005 2.23
7 0 0 7 -9.02 -63.14 -11.69429808 -12.63
5 2 0 3 -0.64 -3.18 -0.7037531199999999 -0.64
1 1 0 0 25.55 25.55 4.35694008 5.11

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 2.5 trades per day. The starting balance was $100 and the final balance was $93.20606422, resulting in an absolute profit of $-6.793935779999999 and a total profit percentage of -0.06793935779999999. The average stake amount was $18.1731956 and the total trade volume was $545.195868. The best pair was BCH/USDT and the worst pair was LUNA/USDT. The maximum balance reached was $100.4541228 and the minimum balance was $86.25555416. The market change during this period was -0.018861146831135437.

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-01-13 15:48:00
Max open trades 5
Total/Daily Avg Trades 30 / 2.5
Starting balance 100
Final balance 93.20606422
Absolute profit -6.793935779999999
Total profit % -0.06793935779999999
Avg. stake amount 18.1731956
Total trade volume 545.195868
Best Pair BCH/USDT
Worst Pair LUNA/USDT
Max Balance 100.4541228
Min Balance 86.25555416
Market Change -0.018861146831135437

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
  }