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MACDStrategy_crossed Strategy Performance Results
Description:
This is a MACDStrategy_crossed strategy for freqtrade - an open source Python trading bot for crypto-currencies. This strategy uses the MACD (Moving Average Convergence Divergence) and CCI (Commodity Channel Index) technical indicators to make trading decisions. The strategy looks for MACD signals to cross above and below the signal line and CCI readings of -50 and 100 to signal buy and sell signals respectively.
It also has an optional stop loss of -0.3, and a timeframe of '5m'.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| BNB/USDT | 4 | 1.00 | 4.00 | 0.796710 | 0.8 | 5:55:00 | 4 | 0 | 0 | 100.00 |
| SOL/USDT | 3 | 1.14 | 3.42 | 0.674744 | 0.67 | 1:08:00 | 3 | 0 | 0 | 100.00 |
| LTC/USDT | 3 | 1.00 | 3.00 | 0.608958 | 0.61 | 3 days, 1:10:00 | 3 | 0 | 0 | 100.00 |
| ADA/USDT | 3 | 1.00 | 3.00 | 0.607915 | 0.61 | 4:23:00 | 3 | 0 | 0 | 100.00 |
| LUNA/USDT | 2 | 1.00 | 2.00 | 0.407218 | 0.41 | 7:35:00 | 2 | 0 | 0 | 100.00 |
| LINK/USDT | 2 | 1.00 | 2.00 | 0.400489 | 0.4 | 1 day, 16:10:00 | 2 | 0 | 0 | 100.00 |
| XRP/USDT | 2 | 1.00 | 2.00 | 0.390116 | 0.39 | 1 day, 10:55:00 | 2 | 0 | 0 | 100.00 |
| ETH/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| ETC/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| BCH/USDT | 5 | -1.11 | -5.54 | -1.142660 | -1.14 | 11:45:00 | 4 | 0 | 1 | 80.00 |
| DOT/USDT | 4 | -1.50 | -6.02 | -1.216312 | -1.22 | 1 day, 8:36:00 | 2 | 0 | 2 | 50.00 |
| BTC/USDT | 2 | -3.06 | -6.12 | -1.255182 | -1.26 | 21:40:00 | 1 | 0 | 1 | 50.00 |
| ALGO/USDT | 2 | -8.51 | -17.02 | -3.382931 | -3.38 | 5 days, 11:52:00 | 1 | 0 | 1 | 50.00 |
| TOTAL | 32 | -0.48 | -15.30 | -3.110936 | -3.11 | 1 day, 4:48:00 | 27 | 0 | 5 | 84.38 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 27 | 27 | 0 | 0 | 1.02 | 27.63 | 5.528050639999999 | 5.53 | |
| 4 | 0 | 0 | 4 | -9.19 | -36.76 | -7.40277904 | -7.35 | |
| 1 | 0 | 0 | 1 | -6.16 | -6.16 | -1.2362077 | -1.23 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 2.67 trades per day. The starting balance was $100 and the final balance was $96.8890639, resulting in an absolute profit of $-3.1109361 and a total profit percentage of -0.031109361. The average stake amount was $20.0231848 and the total trade volume was $640.7419136. The best pair was BNB/USDT and the worst pair was ALGO/USDT. The maximum balance reached was $104.29184294 and the minimum balance was $96.8890639. 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 | 32 / 2.67 |
| Starting balance | 100 |
| Final balance | 96.8890639 |
| Absolute profit | -3.1109361 |
| Total profit % | -0.031109361 |
| Avg. stake amount | 20.0231848 |
| Total trade volume | 640.7419136 |
| Best Pair | BNB/USDT |
| Worst Pair | ALGO/USDT |
| Max Balance | 104.29184294 |
| Min Balance | 96.8890639 |
| 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
}