TemaMaster Strategy Performance Results

Description:

This strategy is called TemaMaster and it is a combination of Technical Analysis and Trend following indicator. It uses two indicators from the Technical Analysis family of indicators: CMO and TEMA. The logic behind this strategy is comprised of two parts. The first part uses the CMO indicator to help identify shifts in the average direction of the price by measuring the difference between the closing price at a particular time frame and its n-period exponential moving average. A buy signal is generated when the CMO reading is above -5 and a sell signal is generated when the CMO reading is below 5. The second part of the strategy uses TEMA as a trend following indicator. A buy signal is generated when the TEMA crosses above the bottom Bollinger Band and a sell signal is generated when the TEMA crosses below the top Bollinger Band. Additionally, the strategy also uses a trailing stop loss set at 14.791%. This strategy is best used on a 5 minute candle.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
LUNA/USDT 1 6.44 6.44 1.145971 1.15 1 day, 5:30:00 1 0 0 100.00
ADA/USDT 1 6.44 6.44 1.114692 1.11 17:55:00 1 0 0 100.00
SOL/USDT 1 6.44 6.44 1.078350 1.08 1 day, 1:15:00 1 0 0 100.00
BNB/USDT 3 1.26 3.78 0.686343 0.69 1 day, 21:33:00 2 1 0 66.67
ETH/USDT 2 1.53 3.06 0.506123 0.51 1 day, 21:18:00 1 1 0 50.00
BTC/USDT 4 0.87 3.48 0.498420 0.5 1 day, 6:29:00 3 0 1 75.00
ETC/USDT 2 0.53 1.05 0.127167 0.13 1 day, 14:12:00 1 0 1 50.00
LTC/USDT 4 -1.28 -5.11 -1.267253 -1.27 1 day, 14:49:00 3 0 1 75.00
DOT/USDT 1 -14.95 -14.95 -2.602436 -2.6 3 days, 2:55:00 0 0 1 0.00
XRP/USDT 3 -4.42 -13.25 -2.661482 -2.66 1 day, 11:37:00 1 1 1 33.33
LINK/USDT 3 -6.91 -20.73 -3.991250 -3.99 1 day, 19:22:00 1 0 2 33.33
BCH/USDT 4 -5.33 -21.33 -4.113990 -4.11 1 day, 16:06:00 2 0 2 50.00
ALGO/USDT 5 -4.52 -22.61 -4.121563 -4.12 1 day, 21:25:00 2 0 3 40.00
TOTAL 34 -1.98 -67.28 -13.600906 -13.6 1 day, 15:47:00 19 3 12 55.88
  • 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 %
22 19 3 0 3.27 72.0 12.510739720000002 14.4
7 0 0 7 -14.95 -104.62 -19.900182519999998 -20.92
5 0 0 5 -6.93 -34.66 -6.211463599999999 -6.93

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 2.83 trades per day. The starting balance was $100 and the final balance was $86.3990936, resulting in an absolute profit of $-13.6009064 and a total profit percentage of -0.13600906399999999. The average stake amount was $17.687416432352936 and the total trade volume was $601.3721586999999. The best pair was LUNA/USDT and the worst pair was ALGO/USDT. The maximum balance reached was $101.6054491 and the minimum balance was $84.01687552. 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 34 / 2.83
Starting balance 100
Final balance 86.3990936
Absolute profit -13.6009064
Total profit % -0.13600906399999999
Avg. stake amount 17.687416432352936
Total trade volume 601.3721586999999
Best Pair LUNA/USDT
Worst Pair ALGO/USDT
Max Balance 101.6054491
Min Balance 84.01687552
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
  }