TemaPure Strategy Performance Results

Description:

The TemaPure strategy uses the TEMA (triple exponential moving average) and CMO indicator to generate buy and sell signals. It then uses the bollinger bands to confirm these signals. The strategy also uses trailing stop to ensure that the profits are not lost due to market volatility. The trailing stop is based on a percentage of the max peaked profits. This strategy gives an optimal ROI of 40.5%. The timeframe for this strategy is 5 minutes.The stoploss for this strategy is -0.09754 which means that all trades will be automatically closed if the profit value is below this amount. In addition, the "sell_profit_only" option is set to False which means that the strategy will not wait until a specific ROI target is achieved before selling, but it will sell immediately as soon as a profit is realised. Finally, the "trailing_only_offset_is_reached" setting is set to True which means that the trailing stop feature is only enabled for trades in which the offset between the price paid and the current price has reached a certain amount.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
BTC/USDT 4 3.90 15.59 2.722757 2.72 14:40:00 3 1 0 75.00
BCH/USDT 6 2.08 12.49 2.274164 2.27 19:24:00 3 3 0 50.00
XRP/USDT 1 0.00 0.00 0.000000 0.0 5 days, 21:50:00 0 1 0 0.00
DOT/USDT 3 -0.54 -1.61 -0.575199 -0.58 15:52:00 2 0 1 66.67
ETH/USDT 2 -1.96 -3.92 -0.730714 -0.73 23:52:00 0 1 1 0.00
LINK/USDT 5 -0.73 -3.64 -0.847901 -0.85 12:19:00 4 0 1 80.00
ADA/USDT 4 -1.15 -4.61 -1.005632 -1.01 11:16:00 3 0 1 75.00
ETC/USDT 3 -2.22 -6.67 -1.361426 -1.36 22:45:00 1 1 1 33.33
BNB/USDT 4 -1.95 -7.82 -1.438790 -1.44 1 day, 14:32:00 1 2 1 25.00
LTC/USDT 6 -1.11 -6.66 -1.488078 -1.49 19:29:00 2 2 2 33.33
ALGO/USDT 3 -3.19 -9.56 -1.767503 -1.77 1 day, 12:38:00 1 1 1 33.33
SOL/USDT 4 -3.50 -13.98 -2.465888 -2.47 1 day, 1:35:00 1 1 2 25.00
LUNA/USDT 3 -6.62 -19.85 -3.659903 -3.66 20:50:00 0 1 2 0.00
TOTAL 48 -1.05 -50.24 -10.344114 -10.34 23:36:00 21 14 13 43.75
  • 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 %
32 18 14 0 2.04 65.3 11.79117432 13.06
11 0 0 11 -9.93 -109.19 -20.93098869 -21.84
5 3 0 2 -1.27 -6.36 -1.2042998299999998 -1.27

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 4.0 trades per day. The starting balance was $100 and the final balance was $89.65588580000001, resulting in an absolute profit of $-10.3441142 and a total profit percentage of -0.103441142. The average stake amount was $18.45891251666667 and the total trade volume was $886.0278008. The best pair was BTC/USDT and the worst pair was LUNA/USDT. The maximum balance reached was $103.70357572 and the minimum balance was $86.90213389. 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 48 / 4.0
Starting balance 100
Final balance 89.65588580000001
Absolute profit -10.3441142
Total profit % -0.103441142
Avg. stake amount 18.45891251666667
Total trade volume 886.0278008
Best Pair BTC/USDT
Worst Pair LUNA/USDT
Max Balance 103.70357572
Min Balance 86.90213389
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
  }