MAC Strategy Performance Results

Description:

This is a MAC trading strategy that utilizes the Moving Average Convergence Divergence (MACD) indicator to determine when to open positions. It uses the RSI indicator to confirm if the trend is valid and whether a buy or sell signal is generated. The strategy also uses two exponential moving averages (EMA) with different time periods in order to further validate the trend. The strategy will open a buy position when the 50-period EMA is above the 200-period EMA and both EMAs are pointing upwards. It will open a sell position when the 50-period EMA is below the 200-period EMA and both EMAs are pointing downwards. Volume is also taken into account when determining the validity of the trend.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
BTC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
BCH/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ETH/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LINK/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LTC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
SOL/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
BNB/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
XRP/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
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
ETC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ALGO/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
TOTAL 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
  • 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 %

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.0 trades per day. The starting balance was $100 and the final balance was $100, resulting in an absolute profit of $0 and a total profit percentage of 0.0. The average stake amount was $0 and the total trade volume was $0.0. The best pair was BTC/USDT and the worst pair was BTC/USDT. The maximum balance reached was $0 and the minimum balance was $0. The market change during this period was 0.18441441053678959.

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-01-12 00:00:00
Max open trades 5
Total/Daily Avg Trades 0 / 0.0
Starting balance 100
Final balance 100
Absolute profit 0
Total profit % 0.0
Avg. stake amount 0
Total trade volume 0.0
Best Pair BTC/USDT
Worst Pair BTC/USDT
Max Balance 0
Min Balance 0
Market Change 0.18441441053678959

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
  }