TemaPureNeat Strategy Performance Results

Description:

This is a TemaPureNeat strategy with a minimal ROI of 0.20934, a stoploss of -0.10145 and a trailing stop of 0.29846. It uses TEMA and CMO indicators with parameters of timeperiod 14 and 18 respectively. Additionally, it uses the qtpylib bollinger bands with a window of 25 and stds of 1.5. It also uses BBands from Talib with the same parameters as the qtpylib bollinger bands. This strategy triggers buy signals when TEMA crosses above the bb_lowerband and CMO is greater than -5. It triggers sell signals when CMO falls below -58. The trailing stop will only be triggered once the trailing_stop_positive_offset of 0.30425 is reached.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
ETC/USDT 5 3.02 15.10 2.660453 2.66 21:05:00 4 0 1 80.00
LTC/USDT 4 0.83 3.34 0.558890 0.56 1 day, 1:50:00 3 0 1 75.00
LUNA/USDT 2 0.42 0.84 0.095281 0.1 1 day, 15:38:00 1 0 1 50.00
ETH/USDT 3 -0.82 -2.46 -0.427602 -0.43 19:57:00 1 0 2 33.33
XRP/USDT 1 -2.77 -2.77 -0.516832 -0.52 1 day, 2:50:00 0 0 1 0.00
LINK/USDT 5 -0.44 -2.19 -0.591575 -0.59 16:42:00 2 0 3 40.00
BCH/USDT 3 -2.14 -6.43 -1.201636 -1.2 1 day, 16:48:00 1 0 2 33.33
ADA/USDT 6 -1.11 -6.67 -1.270518 -1.27 10:19:00 1 0 5 16.67
BNB/USDT 5 -1.87 -9.36 -1.710788 -1.71 1 day, 2:40:00 0 0 5 0.00
DOT/USDT 2 -5.06 -10.11 -1.872116 -1.87 14:58:00 0 0 2 0.00
BTC/USDT 8 -1.71 -13.68 -2.469226 -2.47 21:17:00 3 0 5 37.50
ALGO/USDT 4 -4.15 -16.59 -3.013970 -3.01 1 day, 7:36:00 1 0 3 25.00
SOL/USDT 5 -4.14 -20.70 -3.779626 -3.78 13:18:00 1 0 4 20.00
TOTAL 53 -1.35 -71.68 -13.539264 -13.54 22:03:00 18 0 35 33.96
  • 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 %
34 4 0 30 -3.06 -104.14 -18.91153097 -20.83
12 12 0 0 4.94 59.22 10.505127779999999 11.84
5 2 0 3 -1.23 -6.14 -1.09272594 -1.23
2 0 0 2 -10.31 -20.62 -4.040135 -4.12

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 4.42 trades per day. The starting balance was $100 and the final balance was $86.46073587000001, resulting in an absolute profit of $-13.539264130000001 and a total profit percentage of -0.1353926413. The average stake amount was $18.09889388301887 and the total trade volume was $959.2413758000001. The best pair was ETC/USDT and the worst pair was SOL/USDT. The maximum balance reached was $101.50638552 and the minimum balance was $86.46073587000001. 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 53 / 4.42
Starting balance 100
Final balance 86.46073587000001
Absolute profit -13.539264130000001
Total profit % -0.1353926413
Avg. stake amount 18.09889388301887
Total trade volume 959.2413758000001
Best Pair ETC/USDT
Worst Pair SOL/USDT
Max Balance 101.50638552
Min Balance 86.46073587000001
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
  }