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EMA520015_V17 Strategy Performance Results
Description:
The EMA520015_V17 strategy is a market agnostic intraday trading strategy that utilizes a combination of exponential moving averages (EMA5, EMA20, EMA100 and EMA200) and the MACD indicator with specific settings in order to identify entry and exit points for profitable trades. The MACD settings for this strategy are (fastperiod=300, slowperiod=650, signalperiod=10).
This strategy utilizes the following settings to identify entry points:
- A buy signal is triggered when the current candle closes above the EMA20.
- A sell signal is triggered when the current candle closes below the EMA20.
For exit points, the strategy uses the following settings:
- A stop loss set at -0.1
- A trailing stop set at 0.01 and configured to track positively with 0.08 offset
Finally, the strategy custom_sell() method makes use of an additional exit condition to take profit when profits cross the 0.02 threshold and the EMA20 is below the EMA200.
The benefits of this strategy are that it is relatively simple to understand and implement, and that it is market agnostic and adaptable to different trading times and settings. Additionally, the use of the trailing stop allows for smaller drawdowns and can maximize returns.
The drawbacks of this strategy include its reliance on the EMA and MACD indicators, which can be prone to failing to capture important market movements due to their lagging nature. Additionally, the use of fixed exit points such as the stop loss and trailing stop can lead to premature exits when more profits may have been possible.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| ETH/USDT | 3 | 3.52 | 10.55 | 2.105149 | 2.11 | 16:00:00 | 1 | 0 | 2 | 33.33 |
| LINK/USDT | 1 | 9.09 | 9.09 | 1.836408 | 1.84 | 1 day, 0:00:00 | 1 | 0 | 0 | 100.00 |
| LTC/USDT | 2 | 4.09 | 8.18 | 1.627242 | 1.63 | 1 day, 2:00:00 | 2 | 0 | 0 | 100.00 |
| ETC/USDT | 1 | 7.92 | 7.92 | 1.572427 | 1.57 | 4:00:00 | 1 | 0 | 0 | 100.00 |
| XRP/USDT | 2 | 3.43 | 6.86 | 1.377856 | 1.38 | 12:00:00 | 1 | 0 | 1 | 50.00 |
| BCH/USDT | 1 | 7.02 | 7.02 | 1.369974 | 1.37 | 12:00:00 | 1 | 0 | 0 | 100.00 |
| BTC/USDT | 5 | 0.72 | 3.62 | 0.692065 | 0.69 | 1 day, 0:00:00 | 1 | 0 | 4 | 20.00 |
| ADA/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| DOT/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| LUNA/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| BNB/USDT | 1 | -3.28 | -3.28 | -0.646375 | -0.65 | 4:00:00 | 0 | 0 | 1 | 0.00 |
| ALGO/USDT | 1 | -3.86 | -3.86 | -0.755450 | -0.76 | 1 day, 0:00:00 | 0 | 0 | 1 | 0.00 |
| SOL/USDT | 2 | -2.41 | -4.82 | -0.976755 | -0.98 | 16:00:00 | 0 | 0 | 2 | 0.00 |
| TOTAL | 19 | 2.17 | 41.27 | 8.202542 | 8.2 | 18:06:00 | 8 | 0 | 11 | 42.11 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 11 | 1 | 0 | 10 | -1.62 | -17.8 | -3.52227294 | -3.56 | |
| 7 | 7 | 0 | 0 | 8.45 | 59.18 | 11.746986629999999 | 11.84 | |
| 1 | 0 | 0 | 1 | -0.1 | -0.1 | -0.02217197 | -0.02 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 1.58 trades per day. The starting balance was $100 and the final balance was $108.20254172, resulting in an absolute profit of $8.202541720000001 and a total profit percentage of 0.0820254172. The average stake amount was $19.74832427894737 and the total trade volume was $375.2181613. The best pair was ETH/USDT and the worst pair was SOL/USDT. The maximum balance reached was $109.37135087 and the minimum balance was $98.70801704. The market change during this period was -0.019326491533727033.
| Metric | Value |
|---|---|
| Backtesting from | 2024-01-01 00:00:00 |
| Backtesting to | 2024-01-13 08:00:00 |
| Max open trades | 5 |
| Total/Daily Avg Trades | 19 / 1.58 |
| Starting balance | 100 |
| Final balance | 108.20254172 |
| Absolute profit | 8.202541720000001 |
| Total profit % | 0.0820254172 |
| Avg. stake amount | 19.74832427894737 |
| Total trade volume | 375.2181613 |
| Best Pair | ETH/USDT |
| Worst Pair | SOL/USDT |
| Max Balance | 109.37135087 |
| Min Balance | 98.70801704 |
| Market Change | -0.019326491533727033 |
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
}