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ema Strategy Performance Results
Description:
This is an EMA (Exponential Moving Average) strategy for Freqtrade. This strategy uses two EMA indicators, one with a 6-period window and another with a 24-period window. It also uses two SMA (Simple Moving Average) indicators with windows of 32 and 64 periods respectively. To generate the buy/sell signals, it looks for crossover points between the 6/24 EMA and the 32/64 SMA. Additionally, it also internally multiplies the 6/24 EMA values by a 0.6 and 0.5 coefficients respectively. The results of this calculation are then used to generate the new EMA2 value which is then compared against the 29-period SMA. Buy and Sell signals are then generated when the EMA crosses over or under the EMA2. This strategy also utilizes the trailing stop loss feature, where the trailing stop loss will be triggered when the trade has reached a certain level of profit. Finally, it also makes use of the Order Types setting to specify how orders should be placed when buying and selling.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| DOT/USDT | 28 | 0.22 | 6.07 | 0.830630 | 0.83 | 2:08:00 | 11 | 0 | 17 | 39.29 |
| ADA/USDT | 38 | 0.04 | 1.49 | 0.176600 | 0.18 | 2:06:00 | 16 | 0 | 22 | 42.11 |
| ETC/USDT | 31 | 0.01 | 0.44 | -0.205664 | -0.21 | 1:16:00 | 5 | 0 | 26 | 16.13 |
| ETH/USDT | 52 | -0.05 | -2.57 | -0.587896 | -0.59 | 1:48:00 | 19 | 0 | 33 | 36.54 |
| XRP/USDT | 43 | -0.11 | -4.58 | -0.759649 | -0.76 | 1:38:00 | 13 | 0 | 30 | 30.23 |
| BTC/USDT | 55 | -0.10 | -5.60 | -1.007775 | -1.01 | 1:57:00 | 17 | 0 | 38 | 30.91 |
| LINK/USDT | 43 | -0.11 | -4.83 | -1.125730 | -1.13 | 1:29:00 | 12 | 0 | 31 | 27.91 |
| BNB/USDT | 34 | -0.21 | -7.14 | -1.310883 | -1.31 | 1:56:00 | 10 | 0 | 24 | 29.41 |
| LTC/USDT | 48 | -0.20 | -9.78 | -1.716160 | -1.72 | 1:36:00 | 14 | 0 | 34 | 29.17 |
| LUNA/USDT | 36 | -0.26 | -9.50 | -1.806342 | -1.81 | 1:36:00 | 9 | 0 | 27 | 25.00 |
| ALGO/USDT | 33 | -0.33 | -10.86 | -1.919959 | -1.92 | 1:33:00 | 8 | 0 | 25 | 24.24 |
| SOL/USDT | 40 | -0.44 | -17.44 | -2.939953 | -2.94 | 1:43:00 | 10 | 0 | 30 | 25.00 |
| BCH/USDT | 54 | -0.40 | -21.55 | -3.872509 | -3.87 | 1:35:00 | 12 | 0 | 42 | 22.22 |
| TOTAL | 535 | -0.16 | -85.86 | -16.245290 | -16.25 | 1:43:00 | 156 | 0 | 379 | 29.16 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 530 | 151 | 0 | 379 | -0.17 | -88.3 | -16.64379564 | -17.66 | |
| 5 | 5 | 0 | 0 | 0.49 | 2.43 | 0.39850602999999996 | 0.49 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 44.58 trades per day. The starting balance was $100 and the final balance was $83.75471039, resulting in an absolute profit of $-16.24528961 and a total profit percentage of -0.1624528961. The average stake amount was $17.617524926915884 and the total trade volume was $9425.375835899998. The best pair was DOT/USDT and the worst pair was BCH/USDT. The maximum balance reached was $100.96090781 and the minimum balance was $78.59995031999999. 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 | 535 / 44.58 |
| Starting balance | 100 |
| Final balance | 83.75471039 |
| Absolute profit | -16.24528961 |
| Total profit % | -0.1624528961 |
| Avg. stake amount | 17.617524926915884 |
| Total trade volume | 9425.375835899998 |
| Best Pair | DOT/USDT |
| Worst Pair | BCH/USDT |
| Max Balance | 100.96090781 |
| Min Balance | 78.59995031999999 |
| 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
}