macd_recovery Strategy Performance Results

Description:

This strategy is a MACD Recovery strategy which is optimized to work with the 5m timeframe. It uses the MACD, RSI and EMA200 indicators and also uses 8-period Rolling Min/Max RSI to help determine entry points. The strategy has a stop loss set to -0.04032 and has a tailored minimal roi dict with 24 entries so you can customize your trading bot's behavior depending on what time frame you are trading on. This strategy is great for people who want to capitalize on trend reversals in the market.

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 10 0.74 7.42 1.241386 1.24 5:57:00 7 0 3 70.00
SOL/USDT 7 0.91 6.37 1.182380 1.18 4:29:00 5 0 2 71.43
ETH/USDT 6 0.43 2.61 0.413709 0.41 7:37:00 4 0 2 66.67
ETC/USDT 5 -0.06 -0.31 -0.050569 -0.05 10:40:00 3 0 2 60.00
ALGO/USDT 7 -0.08 -0.57 -0.265761 -0.27 3:41:00 4 0 3 57.14
LTC/USDT 8 -0.14 -1.15 -0.298538 -0.3 11:44:00 4 1 3 50.00
BTC/USDT 6 -0.21 -1.24 -0.304490 -0.3 17:23:00 3 1 2 50.00
DOT/USDT 6 -0.68 -4.06 -0.858825 -0.86 6:42:00 3 0 3 50.00
BCH/USDT 6 -1.33 -7.98 -1.469213 -1.47 22:44:00 2 1 3 33.33
BNB/USDT 6 -1.43 -8.59 -1.567366 -1.57 17:32:00 2 1 3 33.33
ADA/USDT 2 -4.21 -8.42 -1.600228 -1.6 18:42:00 0 0 2 0.00
XRP/USDT 4 -2.41 -9.64 -1.809822 -1.81 20:28:00 1 0 3 25.00
LUNA/USDT 4 -2.41 -9.63 -1.860629 -1.86 5:59:00 1 0 3 25.00
TOTAL 77 -0.46 -35.19 -7.247965 -7.25 10:54:00 39 4 34 50.65
  • 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 %
43 39 4 0 2.52 108.15 20.02370947 21.63
34 0 0 34 -4.22 -143.33 -27.27167478 -28.67

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 6.42 trades per day. The starting balance was $100 and the final balance was $92.75203469, resulting in an absolute profit of $-7.247965310000002 and a total profit percentage of -0.07247965310000003. The average stake amount was $18.734043816883116 and the total trade volume was $1442.5213738999998. The best pair was LINK/USDT and the worst pair was XRP/USDT. The maximum balance reached was $102.07478496 and the minimum balance was $89.03969832. 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 77 / 6.42
Starting balance 100
Final balance 92.75203469
Absolute profit -7.247965310000002
Total profit % -0.07247965310000003
Avg. stake amount 18.734043816883116
Total trade volume 1442.5213738999998
Best Pair LINK/USDT
Worst Pair XRP/USDT
Max Balance 102.07478496
Min Balance 89.03969832
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
  }