We want to inform you that the Freqtrade strategies shared on our platform are no longer actively maintained and will be archived. While they remain accessible for reference, please note that they will not receive further updates or maintenance. We appreciate your understanding and support during this transition.
MACD_TRIPLE_MA Strategy Performance Results
Description:
The MACD_TRIPLE_MA strategy utilizes three moving average indicators – the 6-day Simple Moving Average (SMA6), the 14-day Simple Moving Average (SMA14), and the 26-day Simple Moving Average (SMA26). It also employs the MACD (Moving Average Convergence/Divergence) indicator. The strategy is designed to buy signals when both SMA6 and MACD are pointing upwards, with SMA6 being above both SMA14 and SMA26, and to sell signals when both SMA6 and MACD are pointing downwards, with SMA26 being lower than both SMA14 and SMA6. Additionally, this strategy has a number of profit-protecting features, such as stop loss, trailing stop, and minimal ROI settings.
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 | 7 | 0.57 | 4.00 | 0.738182 | 0.74 | 2:25:00 | 5 | 1 | 1 | 71.43 |
| LUNA/USDT | 9 | 0.35 | 3.15 | 0.589171 | 0.59 | 1:43:00 | 4 | 2 | 3 | 44.44 |
| LTC/USDT | 15 | 0.09 | 1.41 | 0.287836 | 0.29 | 2:02:00 | 9 | 3 | 3 | 60.00 |
| ETH/USDT | 13 | 0.03 | 0.34 | 0.077014 | 0.08 | 2:38:00 | 6 | 3 | 4 | 46.15 |
| DOT/USDT | 7 | -0.02 | -0.16 | -0.011124 | -0.01 | 2:16:00 | 3 | 3 | 1 | 42.86 |
| BTC/USDT | 11 | -0.14 | -1.55 | -0.314773 | -0.31 | 2:40:00 | 5 | 2 | 4 | 45.45 |
| LINK/USDT | 9 | -0.25 | -2.22 | -0.489747 | -0.49 | 1:58:00 | 4 | 1 | 4 | 44.44 |
| ADA/USDT | 11 | -0.27 | -2.96 | -0.582007 | -0.58 | 2:18:00 | 6 | 1 | 4 | 54.55 |
| BNB/USDT | 10 | -0.37 | -3.71 | -0.707450 | -0.71 | 6:52:00 | 3 | 4 | 3 | 30.00 |
| BCH/USDT | 10 | -0.69 | -6.92 | -1.334138 | -1.33 | 2:24:00 | 3 | 4 | 3 | 30.00 |
| SOL/USDT | 11 | -0.84 | -9.28 | -1.735433 | -1.74 | 1:52:00 | 5 | 2 | 4 | 45.45 |
| ALGO/USDT | 12 | -0.83 | -9.99 | -1.909296 | -1.91 | 2:02:00 | 4 | 3 | 5 | 33.33 |
| XRP/USDT | 13 | -0.96 | -12.43 | -2.373317 | -2.37 | 5:03:00 | 6 | 2 | 5 | 46.15 |
| TOTAL | 138 | -0.29 | -40.32 | -7.765083 | -7.77 | 2:49:00 | 63 | 31 | 44 | 45.65 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 93 | 62 | 31 | 0 | 0.63 | 58.7 | 11.38894865 | 11.74 | |
| 28 | 0 | 0 | 28 | -3.18 | -89.1 | -17.23178069 | -17.82 | |
| 17 | 1 | 0 | 16 | -0.58 | -9.92 | -1.92225077 | -1.98 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 11.5 trades per day. The starting balance was $100 and the final balance was $92.23491719, resulting in an absolute profit of $-7.765082809999999 and a total profit percentage of -0.07765082809999999. The average stake amount was $19.43029791594203 and the total trade volume was $2681.3811124000003. The best pair was ETC/USDT and the worst pair was XRP/USDT. The maximum balance reached was $102.05802348 and the minimum balance was $92.23491719. The market change during this period was -0.029688553493479312.
| 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 | 138 / 11.5 |
| Starting balance | 100 |
| Final balance | 92.23491719 |
| Absolute profit | -7.765082809999999 |
| Total profit % | -0.07765082809999999 |
| Avg. stake amount | 19.43029791594203 |
| Total trade volume | 2681.3811124000003 |
| Best Pair | ETC/USDT |
| Worst Pair | XRP/USDT |
| Max Balance | 102.05802348 |
| Min Balance | 92.23491719 |
| Market Change | -0.029688553493479312 |
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
}