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TEMA Strategy Performance Results
Description:
This is a TEMA based strategy which uses the following indicators:
- ADX
- RSI
- STOCHF
- Macd
- MFI
- Bollinger Bands
- SAR
- TEMA
- HTSINE
This strategy can be applied to any market, using multiple timeframes of 1m, 30m and 60m. It uses a minimal ROI of 0.01 for the 1m timeframe, 0.02 for the 30m and 0.04 for the 60m. It also has a stoploss setting of -0.10.
The strategy uses two parameters; buy_rsi which is set to a range between 10 and 40, and sell_rsi which is set to a range between 60 and 90.
The strategy also uses the following order types - buy limit, sell limit and stoploss market and set to 'good til cancelled' (GTC) time in force.
Finally, the 'populate_indicators' and 'populate_buy_trend' and 'populate_sell_trend' functions are used to populate the various indicators and strategies onto the dataframe.
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 | 211 | -0.15 | -30.60 | -3.478887 | -3.48 | 0:17:00 | 60 | 0 | 151 | 28.44 |
| LUNA/USDT | 209 | -0.18 | -38.29 | -4.018084 | -4.02 | 0:16:00 | 58 | 0 | 151 | 27.75 |
| BNB/USDT | 309 | -0.17 | -51.02 | -4.456699 | -4.46 | 0:15:00 | 57 | 0 | 252 | 18.45 |
| ALGO/USDT | 188 | -0.24 | -46.02 | -5.080254 | -5.08 | 0:18:00 | 56 | 0 | 132 | 29.79 |
| ETC/USDT | 221 | -0.22 | -48.85 | -5.339291 | -5.34 | 0:15:00 | 50 | 1 | 170 | 22.62 |
| BCH/USDT | 403 | -0.15 | -61.20 | -5.570225 | -5.57 | 0:16:00 | 110 | 0 | 293 | 27.30 |
| LTC/USDT | 317 | -0.17 | -54.67 | -5.797240 | -5.8 | 0:16:00 | 61 | 0 | 256 | 19.24 |
| SOL/USDT | 332 | -0.19 | -62.05 | -5.955961 | -5.96 | 0:16:00 | 106 | 0 | 226 | 31.93 |
| ADA/USDT | 240 | -0.22 | -52.92 | -6.309714 | -6.31 | 0:16:00 | 56 | 0 | 184 | 23.33 |
| XRP/USDT | 277 | -0.21 | -58.10 | -6.313916 | -6.31 | 0:16:00 | 50 | 0 | 227 | 18.05 |
| LINK/USDT | 332 | -0.22 | -73.81 | -7.226698 | -7.23 | 0:16:00 | 73 | 0 | 259 | 21.99 |
| BTC/USDT | 425 | -0.20 | -84.46 | -8.438512 | -8.44 | 0:15:00 | 58 | 0 | 367 | 13.65 |
| ETH/USDT | 374 | -0.20 | -75.16 | -8.449731 | -8.45 | 0:15:00 | 56 | 0 | 318 | 14.97 |
| TOTAL | 3838 | -0.19 | -737.15 | -76.435212 | -76.44 | 0:16:00 | 851 | 1 | 2986 | 22.17 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 3821 | 843 | 1 | 2977 | -0.19 | -723.69 | -73.15802606 | -144.74 | |
| 8 | 8 | 0 | 0 | 3.65 | 29.17 | 2.98942936 | 5.83 | |
| 5 | 0 | 0 | 5 | -0.39 | -1.94 | -0.08960056999999999 | -0.39 | |
| 4 | 0 | 0 | 4 | -10.17 | -40.69 | -6.1770149000000005 | -8.14 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 319.83 trades per day. The starting balance was $100 and the final balance was $23.5647878300001, resulting in an absolute profit of $-76.43521217 and a total profit percentage of -0.7643521217. The average stake amount was $10.400067442157374 and the total trade volume was $39915.458843. The best pair was DOT/USDT and the worst pair was BTC/USDT. The maximum balance reached was $100.2866498 and the minimum balance was $23.5647878300001. The market change during this period was -0.014831441852052516.
| Metric | Value |
|---|---|
| Backtesting from | 2024-01-01 00:00:00 |
| Backtesting to | 2024-01-13 15:48:00 |
| Max open trades | 5 |
| Total/Daily Avg Trades | 3838 / 319.83 |
| Starting balance | 100 |
| Final balance | 23.5647878300001 |
| Absolute profit | -76.43521217 |
| Total profit % | -0.7643521217 |
| Avg. stake amount | 10.400067442157374 |
| Total trade volume | 39915.458843 |
| Best Pair | DOT/USDT |
| Worst Pair | BTC/USDT |
| Max Balance | 100.2866498 |
| Min Balance | 23.5647878300001 |
| Market Change | -0.014831441852052516 |
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
}