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MACD_EMA Strategy Performance Results
Description:
The MACD_EMA strategy is a technical analysis indicator strategy that uses the technical indicators MACD and EMA. The MACD (Moving Average Convergence/Divergence) indicator is used to determine price momentum, while the EMA (Exponential Moving Average) is used as a form of support/resistance indicator. The strategy also utilizes the QTPyLib indicators to identify when the MACD crosses above or below the signal line. When both the MACD crossover and the price is above the EMA, a buy signal is triggered. Likewise, when the MACD crossover and the price is below the EMA, a sell signal is triggered. The strategy also utilizes the minimal_roi and stoploss parameters.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| ALGO/USDT | 17 | 0.15 | 2.50 | 0.415479 | 0.42 | 3:31:00 | 12 | 0 | 5 | 70.59 |
| DOT/USDT | 22 | 0.04 | 0.93 | 0.114109 | 0.11 | 1:58:00 | 11 | 0 | 11 | 50.00 |
| SOL/USDT | 16 | -0.08 | -1.28 | -0.411832 | -0.41 | 2:58:00 | 10 | 0 | 6 | 62.50 |
| XRP/USDT | 19 | -0.18 | -3.34 | -0.572352 | -0.57 | 3:28:00 | 7 | 0 | 12 | 36.84 |
| LTC/USDT | 22 | -0.21 | -4.58 | -0.797539 | -0.8 | 3:31:00 | 11 | 0 | 11 | 50.00 |
| LUNA/USDT | 11 | -0.48 | -5.32 | -0.924756 | -0.92 | 3:22:00 | 7 | 0 | 4 | 63.64 |
| BTC/USDT | 24 | -0.29 | -6.84 | -1.222700 | -1.22 | 3:52:00 | 9 | 0 | 15 | 37.50 |
| ETC/USDT | 21 | -0.38 | -8.01 | -1.292172 | -1.29 | 2:49:00 | 9 | 0 | 12 | 42.86 |
| BCH/USDT | 28 | -0.27 | -7.53 | -1.625955 | -1.63 | 2:16:00 | 16 | 0 | 12 | 57.14 |
| ETH/USDT | 24 | -0.50 | -12.08 | -2.268655 | -2.27 | 4:01:00 | 8 | 0 | 16 | 33.33 |
| BNB/USDT | 24 | -0.57 | -13.60 | -2.397904 | -2.4 | 2:41:00 | 5 | 0 | 19 | 20.83 |
| ADA/USDT | 16 | -0.87 | -13.98 | -2.630854 | -2.63 | 3:10:00 | 4 | 0 | 12 | 25.00 |
| LINK/USDT | 17 | -1.28 | -21.75 | -4.083329 | -4.08 | 3:42:00 | 7 | 0 | 10 | 41.18 |
| TOTAL | 261 | -0.36 | -94.89 | -17.698461 | -17.7 | 3:09:00 | 116 | 0 | 145 | 44.44 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 146 | 1 | 0 | 145 | -1.63 | -238.02 | -42.68235448 | -47.6 | |
| 114 | 114 | 0 | 0 | 1.25 | 142.59 | 24.89598442 | 28.52 | |
| 1 | 1 | 0 | 0 | 0.54 | 0.54 | 0.0879092 | 0.11 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 21.75 trades per day. The starting balance was $100 and the final balance was $82.30153913999999, resulting in an absolute profit of $-17.698460859999997 and a total profit percentage of -0.17698460859999998. The average stake amount was $17.49562434061303 and the total trade volume was $4566.357952900001. The best pair was ALGO/USDT and the worst pair was LINK/USDT. The maximum balance reached was $103.17460385 and the minimum balance was $82.21362994. 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 | 261 / 21.75 |
| Starting balance | 100 |
| Final balance | 82.30153913999999 |
| Absolute profit | -17.698460859999997 |
| Total profit % | -0.17698460859999998 |
| Avg. stake amount | 17.49562434061303 |
| Total trade volume | 4566.357952900001 |
| Best Pair | ALGO/USDT |
| Worst Pair | LINK/USDT |
| Max Balance | 103.17460385 |
| Min Balance | 82.21362994 |
| 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
}