MACDCCI Strategy Performance Results

Description:

This is a MACD/CCI strategy for the platform Freqtrade. It uses MACD as an indicator to generate buy and sell signals. When the MACD generates a buy signal (macd is greater than macdsignal), if the CCI is below -100, it will generate a buy signal. Sell signals are generated when macd is less than macdsignal and the CCI is greater than 200. This strategy also includes a stop-loss at -0.30 and a trailing stop of 0.08. It is compatible with the 30-minute ticker interval.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
ETC/USDT 1 35.09 35.09 6.888045 6.89 12 days, 9:50:00 1 0 0 100.00
BTC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
BCH/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ETH/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LINK/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ADA/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
DOT/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ALGO/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LUNA/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LTC/USDT 1 -0.10 -0.10 -0.020421 -0.02 12 days, 9:50:00 0 0 1 0.00
BNB/USDT 1 -2.98 -2.98 -0.589427 -0.59 12 days, 11:10:00 0 0 1 0.00
XRP/USDT 1 -5.96 -5.96 -1.164314 -1.16 12 days, 9:50:00 0 0 1 0.00
SOL/USDT 1 -9.26 -9.26 -1.800265 -1.8 12 days, 10:05:00 0 0 1 0.00
TOTAL 5 3.36 16.79 3.313618 3.31 12 days, 10:09:00 1 0 4 20.00
  • 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 %
5 1 0 4 3.36 16.79 3.3136175800000007 3.36

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.42 trades per day. The starting balance was $100 and the final balance was $103.31361758, resulting in an absolute profit of $3.3136175800000007 and a total profit percentage of 0.03313617580000001. The average stake amount was $19.624903999999997 and the total trade volume was $98.12451999999999. The best pair was ETC/USDT and the worst pair was SOL/USDT. The maximum balance reached was $103.31361758 and the minimum balance was $96.42557278. 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 5 / 0.42
Starting balance 100
Final balance 103.31361758
Absolute profit 3.3136175800000007
Total profit % 0.03313617580000001
Avg. stake amount 19.624903999999997
Total trade volume 98.12451999999999
Best Pair ETC/USDT
Worst Pair SOL/USDT
Max Balance 103.31361758
Min Balance 96.42557278
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
  }