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EMAVolume Strategy Performance Results
Description:
This strategy uses three Exponential Moving Average (EMA) indicators, the EMA13, EMA34 and the Volume indicator to determine possible buy and sell signals.
When the EMA13 crosses above the EMA34 and the volume is above the 10 period average, it triggers a buy. Moreover, when the EMA13 crosses below the EMA34 it triggers a sell. This strategy also has an additional EMA indicators (EMA7, EMA21 and EMA50, EMA200) which are used to confirm the signals generated by the EMA13 and EMA34.
The stop loss part of this strategy will stop the trade if the profitability of the trade reaches -20%. This ensures that the traders won’t incur a heavy losses.
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 | 22 | 1.01 | 22.23 | 3.838183 | 3.84 | 3:42:00 | 7 | 0 | 15 | 31.82 |
| ADA/USDT | 22 | 0.45 | 9.84 | 1.563394 | 1.56 | 3:22:00 | 6 | 0 | 16 | 27.27 |
| ETH/USDT | 22 | 0.28 | 6.15 | 1.017614 | 1.02 | 3:47:00 | 8 | 0 | 14 | 36.36 |
| BTC/USDT | 21 | 0.08 | 1.70 | 0.360056 | 0.36 | 3:46:00 | 7 | 0 | 14 | 33.33 |
| BCH/USDT | 22 | 0.01 | 0.18 | 0.034472 | 0.03 | 2:26:00 | 5 | 0 | 17 | 22.73 |
| DOT/USDT | 19 | -0.05 | -0.99 | -0.248884 | -0.25 | 3:46:00 | 5 | 0 | 14 | 26.32 |
| LUNA/USDT | 21 | -0.14 | -2.87 | -0.598445 | -0.6 | 2:47:00 | 6 | 0 | 15 | 28.57 |
| XRP/USDT | 18 | -0.19 | -3.50 | -0.695999 | -0.7 | 3:13:00 | 5 | 0 | 13 | 27.78 |
| BNB/USDT | 18 | -0.35 | -6.36 | -1.179997 | -1.18 | 2:29:00 | 3 | 0 | 15 | 16.67 |
| LINK/USDT | 30 | -0.31 | -9.40 | -1.825200 | -1.83 | 2:00:00 | 7 | 0 | 23 | 23.33 |
| ALGO/USDT | 17 | -0.57 | -9.76 | -1.844153 | -1.84 | 2:25:00 | 2 | 0 | 15 | 11.76 |
| SOL/USDT | 27 | -0.38 | -10.25 | -1.991787 | -1.99 | 2:17:00 | 5 | 0 | 22 | 18.52 |
| LTC/USDT | 23 | -0.66 | -15.07 | -2.857375 | -2.86 | 2:52:00 | 4 | 0 | 19 | 17.39 |
| TOTAL | 282 | -0.06 | -18.09 | -4.428121 | -4.43 | 2:57:00 | 70 | 0 | 212 | 24.82 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 277 | 66 | 0 | 211 | -0.07 | -19.49 | -4.692708389999999 | -3.9 | |
| 5 | 4 | 0 | 1 | 0.28 | 1.4 | 0.26458776 | 0.28 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 23.5 trades per day. The starting balance was $100 and the final balance was $95.57187936999999, resulting in an absolute profit of $-4.428120629999999 and a total profit percentage of -0.04428120629999999. The average stake amount was $18.750991089007094 and the total trade volume was $5287.779487100001. The best pair was ETC/USDT and the worst pair was LTC/USDT. The maximum balance reached was $103.43468167 and the minimum balance was $88.71630927. 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 | 282 / 23.5 |
| Starting balance | 100 |
| Final balance | 95.57187936999999 |
| Absolute profit | -4.428120629999999 |
| Total profit % | -0.04428120629999999 |
| Avg. stake amount | 18.750991089007094 |
| Total trade volume | 5287.779487100001 |
| Best Pair | ETC/USDT |
| Worst Pair | LTC/USDT |
| Max Balance | 103.43468167 |
| Min Balance | 88.71630927 |
| 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
}