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MACDRSI200 Strategy Performance Results
Description:
The MACDRSI200 Freqtrade strategy is a long-term strategy that utilizes various indicators to help determine when to enter and exit a trade. It combines the Moving Average Convergence/Divergence (MACD) indicator, Relative Strength Index (RSI), and a 200 simple moving average (EMA200) to identify potential entry and exit points. The MACD utilizes a slow moving average of 56 and a fast moving average of 24, with a signal line of 6. We look for crosses above and below of the MACD and MACDSIGNAL lines, signaling Bullish and Bearish trends respectively. The RSI is used to signify an overbought or oversold situation, and will generall trigger buy signals when it crosses below a value of 41, and a sell signal when it goes above a value of 93. We also utilize the EMA200 indicator, which is used to help define the trend of the asset, and is used to filter out buy and sell signals, to ensure that trades occur when the price is above or below the moving average. Lastly, we have set a minimum return on investment (ROI) and stop loss levels that can be used to exit trades if they hit these predetermined thresholds.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| SOL/USDT | 4 | 1.21 | 4.84 | 0.785098 | 0.79 | 3:16:00 | 3 | 0 | 1 | 75.00 |
| BNB/USDT | 6 | 0.27 | 1.59 | 0.370037 | 0.37 | 19:29:00 | 4 | 0 | 2 | 66.67 |
| ETC/USDT | 3 | 0.45 | 1.36 | 0.149433 | 0.15 | 16:02:00 | 2 | 0 | 1 | 66.67 |
| LINK/USDT | 7 | -0.18 | -1.25 | -0.215967 | -0.22 | 8:44:00 | 4 | 0 | 3 | 57.14 |
| ADA/USDT | 2 | -0.59 | -1.19 | -0.271507 | -0.27 | 8:18:00 | 1 | 0 | 1 | 50.00 |
| ETH/USDT | 5 | -0.27 | -1.34 | -0.367729 | -0.37 | 14:05:00 | 3 | 0 | 2 | 60.00 |
| DOT/USDT | 5 | -1.32 | -6.62 | -1.254985 | -1.25 | 7:04:00 | 2 | 0 | 3 | 40.00 |
| BTC/USDT | 6 | -1.12 | -6.73 | -1.364756 | -1.36 | 12:42:00 | 2 | 1 | 3 | 33.33 |
| BCH/USDT | 2 | -4.20 | -8.41 | -1.501937 | -1.5 | 21:45:00 | 0 | 0 | 2 | 0.00 |
| LTC/USDT | 4 | -2.41 | -9.62 | -1.887675 | -1.89 | 22:28:00 | 1 | 0 | 3 | 25.00 |
| XRP/USDT | 3 | -4.22 | -12.65 | -2.261808 | -2.26 | 1 day, 10:00:00 | 0 | 0 | 3 | 0.00 |
| LUNA/USDT | 3 | -4.22 | -12.65 | -2.356372 | -2.36 | 4:12:00 | 0 | 0 | 3 | 0.00 |
| ALGO/USDT | 7 | -3.17 | -22.22 | -4.106917 | -4.11 | 10:23:00 | 1 | 0 | 6 | 14.29 |
| TOTAL | 57 | -1.31 | -74.88 | -14.285086 | -14.29 | 13:18:00 | 23 | 1 | 33 | 40.35 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 33 | 0 | 0 | 33 | -4.21 | -139.06 | -25.647742240000003 | -27.81 | |
| 24 | 23 | 1 | 0 | 2.67 | 64.18 | 11.36265642 | 12.84 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 4.75 trades per day. The starting balance was $100 and the final balance was $85.71491418000001, resulting in an absolute profit of $-14.28508582 and a total profit percentage of -0.1428508582. The average stake amount was $18.142522607017547 and the total trade volume was $1034.1237886000001. The best pair was SOL/USDT and the worst pair was ALGO/USDT. The maximum balance reached was $100.9839632 and the minimum balance was $85.71491418000001. 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 | 57 / 4.75 |
| Starting balance | 100 |
| Final balance | 85.71491418000001 |
| Absolute profit | -14.28508582 |
| Total profit % | -0.1428508582 |
| Avg. stake amount | 18.142522607017547 |
| Total trade volume | 1034.1237886000001 |
| Best Pair | SOL/USDT |
| Worst Pair | ALGO/USDT |
| Max Balance | 100.9839632 |
| Min Balance | 85.71491418000001 |
| 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
}