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EMASkipPump Strategy Performance Results
Description:
The EMASkipPump strategy is a combination of trend-following indicators and other technical indicators. It uses three Exponential Moving Averages(EMA) with different time-periods (5, 12 and 21) to define the overall trend of the asset. If the asset is below all three EMA the strategy considers the trend to be bearish and does not issue a buy signal.
Furthermore, the strategy uses a 20-period Bollinger Band to identify overbought/oversold market conditions. If the asset is below the Lower Bollinger Band, the strategy considers that to be an indication of a bearish market so it will not issue a buy signal. If the asset is above the Upper Bollinger Band, the strategy considers that to be an indication of an overbought market so it will not issue a sell signal.
The strategy also uses the Volume indicator to identify any pump signals. If the asset's volume is below the 30-period moving average of volume multiplied by 20, (this is to identify unusually low trading activity), the strategy will not issue any buy/sell signals.
Finally, the strategy uses the Minimum and Maximum indicators with a 12-period time periods to identify any local tops and bottoms. If the closing price of the asset is equal to the 12-period minimum of the asset, the strategy will issue a buy signal. If the closing price of the asset is equal to the 12-period maximum of the asset, the strategy will issue a sell signal.
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 | 35 | 0.17 | 6.06 | 0.951908 | 0.95 | 2:22:00 | 24 | 0 | 11 | 68.57 |
| ETC/USDT | 23 | 0.09 | 2.12 | 0.320170 | 0.32 | 2:42:00 | 15 | 0 | 8 | 65.22 |
| XRP/USDT | 21 | 0.04 | 0.78 | 0.100906 | 0.1 | 3:40:00 | 10 | 0 | 11 | 47.62 |
| DOT/USDT | 21 | -0.01 | -0.28 | -0.018982 | -0.02 | 2:42:00 | 14 | 0 | 7 | 66.67 |
| LTC/USDT | 25 | -0.06 | -1.53 | -0.357321 | -0.36 | 2:53:00 | 17 | 0 | 8 | 68.00 |
| LUNA/USDT | 23 | -0.18 | -4.21 | -0.824303 | -0.82 | 2:43:00 | 15 | 0 | 8 | 65.22 |
| BCH/USDT | 41 | -0.15 | -6.00 | -1.217710 | -1.22 | 2:18:00 | 29 | 0 | 12 | 70.73 |
| ADA/USDT | 25 | -0.28 | -6.93 | -1.385875 | -1.39 | 2:41:00 | 16 | 0 | 9 | 64.00 |
| ETH/USDT | 27 | -0.40 | -10.72 | -2.105627 | -2.11 | 3:25:00 | 13 | 0 | 14 | 48.15 |
| BTC/USDT | 37 | -0.35 | -12.88 | -2.439831 | -2.44 | 3:04:00 | 20 | 0 | 17 | 54.05 |
| BNB/USDT | 25 | -0.60 | -14.93 | -2.729808 | -2.73 | 3:05:00 | 13 | 0 | 12 | 52.00 |
| SOL/USDT | 28 | -0.53 | -14.89 | -2.859218 | -2.86 | 2:32:00 | 17 | 0 | 11 | 60.71 |
| ALGO/USDT | 24 | -0.68 | -16.33 | -2.908913 | -2.91 | 2:43:00 | 15 | 0 | 9 | 62.50 |
| TOTAL | 355 | -0.22 | -79.72 | -15.474607 | -15.47 | 2:48:00 | 218 | 0 | 137 | 61.41 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 318 | 217 | 0 | 101 | 0.3 | 96.86 | 17.14965002 | 19.37 | |
| 36 | 0 | 0 | 36 | -5.18 | -186.56 | -34.37152254000001 | -37.31 | |
| 1 | 1 | 0 | 0 | 9.99 | 9.99 | 1.747266 | 2.0 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 29.58 trades per day. The starting balance was $100 and the final balance was $84.52539348, resulting in an absolute profit of $-15.474606520000002 and a total profit percentage of -0.1547460652. The average stake amount was $18.219403889577464 and the total trade volume was $6467.8883808. The best pair was LINK/USDT and the worst pair was ALGO/USDT. The maximum balance reached was $102.60613971 and the minimum balance was $84.17402014000001. 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 | 355 / 29.58 |
| Starting balance | 100 |
| Final balance | 84.52539348 |
| Absolute profit | -15.474606520000002 |
| Total profit % | -0.1547460652 |
| Avg. stake amount | 18.219403889577464 |
| Total trade volume | 6467.8883808 |
| Best Pair | LINK/USDT |
| Worst Pair | ALGO/USDT |
| Max Balance | 102.60613971 |
| Min Balance | 84.17402014000001 |
| 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
}