TemaPureTwo Strategy Performance Results

Description:

This TemaPureTwo strategy uses a combination of technical indicators to provide buy and sell signals. These indicators are CMO (Chande Momentum Oscillator), TEMA (Triple Exponential Moving Average) and Bollinger Bands. The strategy utilizes the CMO indicator to confirm the buy signal, with buy triggers occurring when the CMO value is higher than -0. It then uses the TEMA and Bollinger Band values to set the buy and sell points for the trade. The strategy also includes the option for trailing stops, which means that the stop loss point can be adjusted when the trade is in progress. Finally, the strategy also includes the option to only sell when there is a profit available.

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 2 6.31 12.62 2.494869 2.49 20:30:00 2 0 0 100.00
LUNA/USDT 2 6.18 12.35 2.395750 2.4 9:35:00 1 0 1 50.00
BTC/USDT 6 1.21 7.23 1.376186 1.38 1 day, 0:02:00 4 0 2 66.67
SOL/USDT 3 1.94 5.83 0.971306 0.97 23:07:00 2 0 1 66.67
ETH/USDT 4 0.82 3.29 0.588702 0.59 21:41:00 1 0 3 25.00
ADA/USDT 2 0.46 0.93 0.191473 0.19 20:10:00 1 0 1 50.00
LINK/USDT 3 -0.25 -0.74 -0.153047 -0.15 18:23:00 1 0 2 33.33
ALGO/USDT 3 -0.82 -2.47 -0.524226 -0.52 23:58:00 2 0 1 66.67
LTC/USDT 7 -0.33 -2.31 -0.564412 -0.56 17:02:00 2 0 5 28.57
BCH/USDT 7 -0.25 -1.76 -0.593777 -0.59 23:46:00 3 0 4 42.86
DOT/USDT 2 -1.42 -2.84 -0.612319 -0.61 1 day, 6:38:00 1 0 1 50.00
BNB/USDT 4 -1.38 -5.51 -1.113483 -1.11 18:44:00 2 0 2 50.00
XRP/USDT 4 -2.28 -9.13 -1.796357 -1.8 22:26:00 0 0 4 0.00
TOTAL 49 0.36 17.49 2.660666 2.66 21:13:00 22 0 27 44.90
  • 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 %
29 5 0 24 -2.84 -82.27 -16.90398137 -16.45
15 15 0 0 6.69 100.41 19.69713384 20.08
5 2 0 3 -0.13 -0.65 -0.13248679000000002 -0.13

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 4.08 trades per day. The starting balance was $100 and the final balance was $102.66066568000001, resulting in an absolute profit of $2.660665680000001 and a total profit percentage of 0.02660665680000001. The average stake amount was $20.026911436734697 and the total trade volume was $981.3186604000001. The best pair was ETC/USDT and the worst pair was XRP/USDT. The maximum balance reached was $109.88139999 and the minimum balance was $97.99076333000001. 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 49 / 4.08
Starting balance 100
Final balance 102.66066568000001
Absolute profit 2.660665680000001
Total profit % 0.02660665680000001
Avg. stake amount 20.026911436734697
Total trade volume 981.3186604000001
Best Pair ETC/USDT
Worst Pair XRP/USDT
Max Balance 109.88139999
Min Balance 97.99076333000001
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
  }