Maro4hMacdSd Strategy Performance Results

Description:

This Freqtrade strategy is based on Maro4h MACD and standard deviation. The strategy is designed to buy when the MACD histogram is negative and the standard deviation is higher than the mean of the standard deviation. It also sells when the MACD histogram is positive and the standard deviation is lower than the mean of the standard deviation. Additionally, it includes the settings for the maximum open trades (1), the stop loss (-0.21611), and the minimal roi. The strategy also uses two indicators, the MACD indicator and the standard deviation. The MACD indicator is used to identify when the direction of a trend is changing and the standard deviation is used to measure the volatility of the market. Overall, this is a simple yet effective strategy that is designed to help traders to make successul trades on the crypto markets.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
ADA/USDT 24 0.09 2.20 0.377185 0.38 2:19:00 12 4 8 50.00
ETC/USDT 23 0.09 2.03 0.288859 0.29 2:13:00 8 3 12 34.78
BTC/USDT 25 0.04 1.08 0.158688 0.16 2:34:00 8 6 11 32.00
LINK/USDT 20 0.05 1.02 0.140585 0.14 2:21:00 7 4 9 35.00
DOT/USDT 24 -0.09 -2.15 -0.364023 -0.36 2:34:00 11 3 10 45.83
SOL/USDT 15 -0.21 -3.13 -0.534851 -0.53 2:15:00 8 1 6 53.33
ETH/USDT 22 -0.27 -5.91 -1.154536 -1.15 2:22:00 8 4 10 36.36
ALGO/USDT 27 -0.34 -9.31 -1.666961 -1.67 2:34:00 13 2 12 48.15
XRP/USDT 22 -0.51 -11.16 -1.922293 -1.92 2:43:00 5 3 14 22.73
BNB/USDT 32 -0.38 -12.12 -2.166949 -2.17 2:29:00 10 2 20 31.25
BCH/USDT 30 -0.71 -21.27 -3.883197 -3.88 2:43:00 10 4 16 33.33
LTC/USDT 28 -0.74 -20.80 -3.901026 -3.9 2:58:00 9 4 15 32.14
LUNA/USDT 17 -1.31 -22.32 -4.422167 -4.42 2:07:00 9 1 7 52.94
TOTAL 309 -0.33 -101.82 -19.050687 -19.05 2:30:00 118 41 150 38.19
  • 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 %
190 42 0 148 -0.99 -187.88 -33.29720101 -37.58
114 73 41 0 0.93 105.96 18.28349039 21.19
4 3 0 1 0.47 1.86 0.29770657 0.37
1 0 0 1 -21.76 -21.76 -4.33468272 -4.35

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 25.75 trades per day. The starting balance was $100 and the final balance was $80.94931323, resulting in an absolute profit of $-19.05068677 and a total profit percentage of -0.1905068677. The average stake amount was $17.52116497411003 and the total trade volume was $5414.039976999999. The best pair was ADA/USDT and the worst pair was LUNA/USDT. The maximum balance reached was $101.70606326 and the minimum balance was $80.61993706. 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 309 / 25.75
Starting balance 100
Final balance 80.94931323
Absolute profit -19.05068677
Total profit % -0.1905068677
Avg. stake amount 17.52116497411003
Total trade volume 5414.039976999999
Best Pair ADA/USDT
Worst Pair LUNA/USDT
Max Balance 101.70606326
Min Balance 80.61993706
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
  }