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MACD_TRI_EMA Strategy Performance Results

Description:

This MACD_TRI_EMA strategy is based on the MACD and TEMA (Triple Exponential Moving Averages) indicators. The strategy attempts to identify entries where the MACD indicator crosses above the signal line and the closing prices are above the TEMA of the previous candle. It also contains a Stop Loss parameter to limit losses when the market behaves unexpectedly. This strategy also includes a minimal ROI parameter which is adjusted depending on the timeframe used and provides guidance on when to exit a position.

Month:

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair	Buys	Avg Profit %	Cum Profit	Tot Profit Abs	Tot Profit %	Avg Duration	Win	Draw	Loss	Win %
LUNA/USDT	59	-0.05	-3.14	-0.718469	-0.72	1:02:00	20	0	39	33.90
LINK/USDT	65	-0.07	-4.52	-0.847193	-0.85	0:54:00	23	1	41	35.38
ALGO/USDT	45	-0.13	-5.97	-0.999639	-1.0	1:07:00	16	1	28	35.56
XRP/USDT	53	-0.12	-6.38	-1.086553	-1.09	0:50:00	12	0	41	22.64
BTC/USDT	81	-0.10	-7.89	-1.406167	-1.41	1:06:00	24	3	54	29.63
ETH/USDT	84	-0.13	-10.80	-1.854892	-1.85	0:58:00	23	2	59	27.38
SOL/USDT	71	-0.19	-13.54	-2.116896	-2.12	0:56:00	21	0	50	29.58
ADA/USDT	60	-0.23	-14.00	-2.286557	-2.29	1:00:00	21	0	39	35.00
BCH/USDT	78	-0.17	-13.42	-2.497979	-2.5	0:55:00	24	2	52	30.77
DOT/USDT	66	-0.23	-15.35	-2.649057	-2.65	0:51:00	14	2	50	21.21
ETC/USDT	54	-0.34	-18.36	-3.199240	-3.2	0:42:00	8	1	45	14.81
LTC/USDT	80	-0.25	-19.87	-3.320569	-3.32	0:56:00	23	1	56	28.75
BNB/USDT	78	-0.28	-21.90	-3.646396	-3.65	0:53:00	13	2	63	16.67
TOTAL	874	-0.18	-155.11	-26.629608	-26.63	0:56:00	242	15	617	27.69

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

Sells	Win	Draws	Loss	Avg Profit %	Cum Profit %	Tot Profit ABS	Tot Profit %
726	121	0	605	-0.4	-291.34	-49.08713503999999	-58.27
132	117	15	0	1.3	171.74	28.14814831	34.35
12	0	0	12	-3.19	-38.24	-6.08485936	-7.65
4	4	0	0	0.68	2.73	0.39423819	0.55

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 72.83 trades per day. The starting balance was $100 and the final balance was $73.37039210000003, resulting in an absolute profit of $-26.629607900000003 and a total profit percentage of -0.266296079. The average stake amount was $16.89162955652174 and the total trade volume was $14763.284232400001. The best pair was LUNA/USDT and the worst pair was BNB/USDT. The maximum balance reached was $100.77809902 and the minimum balance was $72.97615391000002. 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	874 / 72.83
Starting balance	100
Final balance	73.37039210000003
Absolute profit	-26.629607900000003
Total profit %	-0.266296079
Avg. stake amount	16.89162955652174
Total trade volume	14763.284232400001
Best Pair	LUNA/USDT
Worst Pair	BNB/USDT
Max Balance	100.77809902
Min Balance	72.97615391000002
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
  }