redditMA Strategy Performance Results

Description:

This strategy is called redditMA and it utilizes multiple Moving Averages (MAs) to determine market trends and make trading decisions. The strategy is based off of a popular Reddit thread and attempts to generate profitable long-term trading decisions. The strategy uses a 34-period and 13-period Exponential Moving Average (EMA) to monitor and analyze trends. When the 13-period EMA crosses above the 34-period EMA, a buy signal is generated. When the 13-period EMA crosses below the 34-period EMA, a sell signal is generated. The strategy also uses a stop-loss at -0.5 and 5 different profit target ROIs based on holding times. This strategy is set to only process new candles, use sell signals, and ignore ROIs if a buy signal is generated. The order types for this strategy are limit for buying and selling, as well as market for stoplosses. The strategy also has a startup candle count of 34.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
LINK/USDT 9 0.67 6.04 1.228114 1.23 3:11:00 9 0 0 100.00
ETC/USDT 6 0.80 4.83 0.988868 0.99 1 day, 10:51:00 6 0 0 100.00
LUNA/USDT 7 0.62 4.35 0.898989 0.9 3:49:00 7 0 0 100.00
ETH/USDT 3 1.27 3.82 0.789199 0.79 2 days, 21:03:00 3 0 0 100.00
SOL/USDT 9 0.44 3.94 0.751839 0.75 5:12:00 8 0 1 88.89
BCH/USDT 6 0.48 2.89 0.580098 0.58 1 day, 13:18:00 6 0 0 100.00
XRP/USDT 3 0.57 1.71 0.343162 0.34 5:35:00 3 0 0 100.00
LTC/USDT 1 1.00 1.00 0.201804 0.2 10 days, 5:35:00 1 0 0 100.00
DOT/USDT 3 0.32 0.96 0.193044 0.19 1:23:00 3 0 0 100.00
ALGO/USDT 5 -0.47 -2.37 -0.537312 -0.54 7:56:00 4 0 1 80.00
BNB/USDT 4 -0.78 -3.14 -0.662512 -0.66 18:02:00 3 0 1 75.00
BTC/USDT 1 -6.05 -6.05 -1.277759 -1.28 1 day, 2:55:00 0 0 1 0.00
ADA/USDT 1 -12.17 -12.17 -2.459404 -2.46 11 days, 10:20:00 0 0 1 0.00
TOTAL 58 0.10 5.81 1.038131 1.04 1 day, 0:31:00 53 0 5 91.38
  • 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 %
38 38 0 0 0.63 23.81 4.830487349999999 4.76
15 15 0 0 1.0 14.99 3.0309419899999996 3.0
5 0 0 5 -6.6 -32.99 -6.823298200000001 -6.6

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 4.83 trades per day. The starting balance was $100 and the final balance was $101.03813114, resulting in an absolute profit of $1.0381311400000006 and a total profit percentage of 0.010381311400000006. The average stake amount was $20.275451186206897 and the total trade volume was $1175.9761688. The best pair was LINK/USDT and the worst pair was ADA/USDT. The maximum balance reached was $107.86142934 and the minimum balance was $100.1971812. The market change during this period was -0.0313503508247717.

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 58 / 4.83
Starting balance 100
Final balance 101.03813114
Absolute profit 1.0381311400000006
Total profit % 0.010381311400000006
Avg. stake amount 20.275451186206897
Total trade volume 1175.9761688
Best Pair LINK/USDT
Worst Pair ADA/USDT
Max Balance 107.86142934
Min Balance 100.1971812
Market Change -0.0313503508247717

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
  }