MAC_0

Strategy: MAC_0
Downloaded: 20220115
Stoploss: -0.15

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Strategy	Buys	Avg Prof%	Cum Prof%	Tot Prof%	Tot Profit%	Avg Duration	Win	Loss	Win%	DD Stake	DD%	Time	Stake	Exchange	Stoploss	Sharpe	Sortino	Calmar	Month
MAC_0	4	-15.17	-60.68	-182.22	-18.22	4days,18:00:00	0	4	0	136.665	14.32	31.1	USDT	binance	-8.34	-8.34	-7.62	-6.92	202201
MAC_0	2	-11.08	-22.16	-66.548	-6.65	11days,12:00:00	0	2	0	45.555	4.65	30.2	USDT	binance	-4.24	-4.24	-4.24	-15.85	202202
MAC_0	4	66.52	266.07	799.002	79.9	14days,6:00:00	2	2	50	37.964	3.9	163.2	USDT	binance	2.92	2.92	69.15	140105	202203
MAC_0	0	0	0	0	0	0:00	0	0	0	0	0	24.7	USDT	binance	0	0	0	0	202204
MAC_0	1	17.49	17.49	52.516	5.25	26days,0:00:00	1	0	100	0	0	30.5	USDT	binance	0	0	0	0	202205
MAC_0	0	0	0	0	0	0:00	0	0	0	0	0	23.2	USDT	binance	0	0	0	0	202206
MAC_0	3	27.31	81.94	246.068	24.61	15 days, 0:00:00	2	1	66.7	0	0	38.5	USDT	binance	5.29	5.29	0	0	202207
MAC_0	1	-15.17	-15.17	-45.555	-4.56	10 days, 0:00:00	0	1	0	0	0	25.9	USDT	binance	0	0	0	0	202208
MAC_0	4	-6.43	-25.72	-77.2243	-7.72	6 days, 6:00:00	1	3	25	84.435	8.85	28.9	USDT	binance	-1.3	-1.3	-1.85	-6.33	202209
MAC_0	3	-3.51	-10.52	-31.5824	-3.16	7 days, 0:00:00	2	1	66.7	0	0	32	USDT	binance	3.64	3.64	0	0	202210
MAC_0	3	-15.17	-45.51	-136.665	-13.67	3 days, 0:00:00	0	3	0	91.11	9.55	35.1	USDT	binance	-7.1	-7.1	-7.1	-10.47	202211
MAC_0	3	-11.42	-34.25	-102.85	-10.29	8 days, 0:00:00	0	3	0	57.295	6	40.4	USDT	binance	-5.7	-5.7	-5.57	-14.52	202212
MAC_0	3	64.59	193.77	581.898	58.19	23 days, 8:00:00	3	0	100	0	0	54.1	USDT	binance	0	0	0	0	202301
MAC_0	0	0	0	0	0	0:00	0	0	0	0	0	32.1	USDT	binance	0	0	0	0	202302
MAC_0	5	-2.66	-13.32	-39.9733	-3.07	8 days, 14:50:00	2	3	40	68.866	5.49	49.9	USDT	binance	-0.63	-0.63	-2.37	-34.52	202303
MAC_0	3	-12.17	-36.51	-109.57	-8.43	13 days, 13:10:00	0	3	0	64.098	5.11	49.3	USDT	binance	-5.51	-5.51	-5.51	-105.05	202304
MAC_0	3	5.2	15.6	46.8338	3.6	8 days, 16:00:00	2	1	66.7	6.289	0.46	53.5	USDT	binance	1.79	1.79	0	477.73	202305
MAC_0	3	9.22	27.65	82.9947	6.38	5 days, 16:00:00	1	2	33.3	30.13	2.32	35.4	USDT	binance	0.86	0.86	4.02	181.06	202306
MAC_0	3	8.29	24.88	74.6964	5.75	26 days, 16:00:00	3	0	100	0	0	40.3	USDT	binance	4.65	4.65	0	0	202307
MAC_0	4	1.29	5.17	15.52	1.19	8 days, 8:30:00	1	3	25	77.415	6.17	30.2	USDT	binance	0.13	0.13	1.56	12.32	202308
MAC_0	5	7.95	39.75	119.32	9.18	10 days, 9:54:00	3	2	60	34.185	2.73	32	USDT	binance	1.13	1.13	13.37	214.49	202309
MAC_0	3	22.49	67.46	202.462	15.57	19 days, 16:00:00	3	0	100	0	0	39.1	USDT	binance	3.28	3.28	0	0	202310
MAC_0	2	17.81	35.63	106.98	8.23	24 days, 0:00:00	2	0	100	0	0	35.7	USDT	binance	1.68	1.68	0	0	202311
MAC_0	2	-9.6	-19.21	-57.6357	-4.43	2 days, 1:06:00	0	2	0	12.165	0.97	22.9	USDT	binance	-2.28	-2.28	-2.28	-301.2	202312
MAC_0	4	-15.17	-60.68	-182.22	-18.22	5days,0:00:00	0	4	0	136.665	14.32	29.7	BUSD	binance	-7.12	-7.12	-6.66	-6.78	202201
MAC_0	3	-12.46	-37.38	-112.245	-11.22	1day,0:00:00	0	3	0	91.11	9.31	25.6	BUSD	binance	-5.62	-5.62	-5.44	-9.59	202202
MAC_0	4	26.44	105.78	317.657	31.77	10days,12:00:00	2	2	50	23.598	2.47	47.1	BUSD	binance	2.86	2.86	48.29	3700.51	202203
MAC_0	1	0.39	0.39	1.171	0.12	1day,0:00:00	1	0	100	0	0	30.9	BUSD	binance	0	0	0	0	202204
MAC_0	0	0	0	0	0	0:00	0	0	0	0	0	23	BUSD	binance	0	0	0	0	202205
MAC_0	0	0	0	0	0	0:00	0	0	0	0	0	22.9	BUSD	binance	0	0	0	0	202206
MAC_0	3	17.23	51.69	155.219	15.52	17 days, 8:00:00	2	1	66.7	0	0	34.7	BUSD	binance	6.48	6.48	0	0	202207
MAC_0	1	-15.17	-15.17	-45.555	-4.56	13 days, 0:00:00	0	1	0	0	0	26.6	BUSD	binance	0	0	0	0	202208
MAC_0	3	-14.03	-42.09	-126.391	-12.64	5 days, 16:00:00	0	3	0	80.836	8.47	26.3	BUSD	binance	-11.49	-11.49	-9.99	-11.8	202209
MAC_0	3	-3.36	-10.09	-30.2957	-3.03	7 days, 16:00:00	2	1	66.7	0	0	33.3	BUSD	binance	3.38	3.38	0	0	202210
MAC_0	3	-15.17	-45.51	-136.665	-13.67	5 days, 8:00:00	0	3	0	91.11	9.55	36.7	BUSD	binance	0	0	0	0	202211
MAC_0	3	-11.11	-33.34	-100.118	-10.01	14 days, 8:00:00	0	3	0	54.563	5.72	47.2	BUSD	binance	-4.1	-4.1	-4.1	-23.08	202212
MAC_0	2	63.78	127.56	383.066	38.31	23 days, 0:00:00	2	0	100	0	0	46.8	BUSD	binance	0	0	0	0	202301
MAC_0	0	0	0	0	0	0:00	0	0	0	0	0	32.2	BUSD	binance	0	0	0	0	202302
MAC_0	4	3.26	13.05	39.2456	3.02	11 days, 9:44:00	3	1	75	0	0	57	BUSD	binance	0.69	0.69	0	0	202303
MAC_0	5	-10.64	-53.18	-159.73	-12.29	13 days, 2:29:00	1	4	20	136.336	10.87	59.1	BUSD	binance	-4.03	-4.03	-2069.75	-77.14	202304
MAC_0	3	-0.45	-1.34	-4.02623	-0.31	5 days, 8:00:00	1	2	33.3	24.988	1.89	41.5	BUSD	binance	-0.15	-0.15	-0.4	-10.09	202305
MAC_0	4	-4.77	-19.07	-57.2598	-4.4	3 days, 18:00:00	0	4	0	38.499	3	34.6	BUSD	binance	-5.48	-5.48	-5.48	-93.35	202306
MAC_0	4	1.12	4.47	13.5415	1.04	17 days, 10:35:00	2	2	50	24.276	1.88	36.7	BUSD	binance	0.21	0.21	0.79	34.06	202307
MAC_0	4	2	8	24.0081	1.85	9 days, 16:19:00	1	3	25	91.302	7.28	28.7	BUSD	binance	0.18	0.18	74	16.72	202308
MAC_0	3	43.39	130.18	390.781	30.06	19 days, 16:00:00	2	1	66.7	0	0	33.2	BUSD	binance	1.33	1.33	0	0	202309
MAC_0	3	30.68	92.05	276.312	21.25	26 days, 16:00:00	3	0	100	0	0	41.9	BUSD	binance	4.86	4.86	0	0	202310
MAC_0	0	0	0	0	0	0:00	0	0	0	0	0	16	BUSD	binance	0	0	0	0	202311
MAC_0	3	-15.17	-45.51	-136.665	-13.67	3days,8:00:00	0	3	0	91.11	9.55	30.4	USDT	kucoin	-7.94	-7.94	-7.94	-19.91	202201
MAC_0	3	9.65	28.96	86.973	8.7	6days,8:00:00	2	1	66.7	0	0	32.6	USDT	kucoin	3.74	3.74	0	0	202202
MAC_0	3	13.38	40.14	120.531	12.05	8days,16:00:00	3	0	100	0	0	55.3	USDT	kucoin	0	0	0	0	202203
MAC_0	1	-6.65	-6.65	-19.957	-2	4days,0:00:00	0	1	0	0	0	30.3	USDT	kucoin	0	0	0	0	202204
MAC_0	1	17.52	17.52	52.614	5.26	26days,0:00:00	1	0	100	0	0	34.2	USDT	kucoin	0	0	0	0	202205
MAC_0	0	0	0	0	0	0:00	0	0	0	0	0	26.9	USDT	kucoin	0	0	0	0	202206
MAC_0	4	-0.45	-1.79	-5.36296	-0.54	11 days, 18:00:00	1	3	25	48.207	5.05	36.1	USDT	kucoin	1.5	1.5	3.38	23.53	202207
MAC_0	2	-10.07	-20.14	-60.4823	-6.05	14 days, 0:00:00	0	2	0	23.706	2.46	35.2	USDT	kucoin	-6	-6	-6	-31.71	202208
MAC_0	3	-15.17	-45.51	-136.665	-13.67	2 days, 0:00:00	0	3	0	91.11	9.55	37.8	USDT	kucoin	-13.74	-13.74	-11.22	-10.48	202209
MAC_0	3	-0.45	-1.36	-4.06909	-0.41	11 days, 0:00:00	2	1	66.7	0	0	40.1	USDT	kucoin	3.64	3.64	0	0	202210
MAC_0	3	-15.17	-45.51	-136.665	-13.67	6 days, 0:00:00	0	3	0	91.11	9.55	41	USDT	kucoin	0	0	0	0	202211
MAC_0	4	-3.94	-15.77	-47.3634	-4.74	7 days, 6:00:00	1	3	25	45.555	4.63	45.8	USDT	kucoin	-2.22	-2.22	-2.37	-9.95	202212
MAC_0	2	78.58	157.15	471.933	47.19	24 days, 0:00:00	2	0	100	0	0	50.6	USDT	kucoin	0	0	0	0	202301
MAC_0	0	0	0	0	0	0:00	0	0	0	0	0	32.7	USDT	kucoin	0	0	0	0	202302
MAC_0	3	5.87	17.6	52.859	4.07	15 days, 8:00:00	2	1	66.7	11.399	0.84	52.6	USDT	kucoin	1.38	1.38	0	309.91	202303
MAC_0	3	1.77	5.3	15.9087	1.22	25 days, 16:58:00	1	2	33.3	16.57	1.32	61.3	USDT	kucoin	0.19	0.19	0.69	58.98	202304
MAC_0	5	-1.96	-9.82	-29.4839	-2.27	1 day, 11:30:00	2	3	40	10.865	0.87	37	USDT	kucoin	-0.82	-0.82	-0.96	-161.39	202305
MAC_0	4	9.84	39.35	118.181	9.09	10 days, 6:52:00	2	2	50	2.7	0.22	42.7	USDT	kucoin	1.02	1.02	3.51	2690.27	202306
MAC_0	3	1.37	4.1	12.3013	0.95	26 days, 0:00:00	2	1	66.7	23.139	1.73	37.4	USDT	kucoin	0.33	0.33	0	33.66	202307
MAC_0	4	5.71	22.83	68.5487	5.27	5 days, 16:06:00	1	3	25	46.637	3.72	22	USDT	kucoin	0.53	0.53	2.16	93.45	202308
MAC_0	4	40.35	161.39	484.65	37.28	15 days, 9:26:00	3	1	75	0	0	35.7	USDT	kucoin	1.84	1.84	0	0	202309
MAC_0	4	22.92	91.67	275.27	21.17	18 days, 0:00:00	3	1	75	0	0	43.2	USDT	kucoin	2.18	2.18	0	0	202310
MAC_0	3	44.59	133.78	401.738	30.9	12 days, 16:00:00	2	1	66.7	23.853	1.82	41.6	USDT	kucoin	1.28	1.28	0	1080.4	202311
MAC_0	2	-6.51	-13.02	-39.097	-3.01	2 days, 1:06:00	1	1	50	0	0	23.2	USDT	kucoin	-0.96	-0.96	0	0	202312
MAC_0	4	-14.27	-57.08	-0.00571338	-7.14	12days,12:00:00	0	4	0	0.0045555	5.78	37	BTC	binance	-6.11	-6.11	-5.91	-30.41	202201
MAC_0	4	-4.54	-18.17	-0.00181914	-2.27	10days,12:00:00	1	3	25	0.00102855	1.31	35.5	BTC	binance	-1.17	-1.17	-1.43	-8.8	202202
MAC_0	4	-1.94	-7.76	-0.00077641	-0.97	11days,12:00:00	1	3	25	0.00144415	1.82	54.4	BTC	binance	-5.29	-5.29	-5.29	-45.62	202203
MAC_0	4	-8.03	-32.11	-0.0032142	-4.02	9days,18:00:00	1	3	25	0.00255044	3.24	34.2	BTC	binance	-4.38	-4.38	-4.53	-20.75	202204
MAC_0	1	-15.17	-15.17	-0.0015185	-1.9	4days,0:00:00	0	1	0	0	0	24.7	BTC	binance	0	0	0	0	202205
MAC_0	3	-0.27	-0.81	-0.00008133	-0.1	14days,0:00:00	2	1	66.7	0	0	36.4	BTC	binance	0	0	0	0	202206
MAC_0	4	4.52	18.08	0.00181011	2.26	15 days, 6:00:00	3	1	75	0	0	37.8	BTC	binance	3.17	3.17	0	0	202207
MAC_0	4	-7.97	-31.88	-0.00319076	-3.99	15 days, 18:00:00	0	4	0	0.00272308	3.42	40.7	BTC	binance	-6.9	-6.9	-6.49	-22.81	202208
MAC_0	6	-5.41	-32.45	-0.00324809	-4.06	8 days, 20:00:00	1	5	16.7	0.00286468	3.6	36.7	BTC	binance	-6.69	-6.69	-6.28	-16.59	202209
MAC_0	5	10.28	51.38	0.00514317	6.43	14 days, 9:36:00	2	3	40	0.00076692	0.96	71.2	BTC	binance	3.24	3.24	27.21	156.16	202210
MAC_0	5	5.39	26.97	0.00269958	3.37	14 days, 0:00:00	2	3	40	0.00140366	1.79	51.6	BTC	binance	2.44	2.44	10.2	52.39	202211
MAC_0	5	-10.09	-50.45	-0.0050502	-6.31	7 days, 0:00:00	0	5	0	0.0044227	5.57	42.9	BTC	binance	-7.72	-7.72	-7.15	-28.08	202212
MAC_0	5	7.13	35.63	0.00356611	4.46	14 days, 0:00:00	1	4	20	0.00123355	1.45	63.3	BTC	binance	4.06	4.06	40.61	294.1	202301
MAC_0	5	0.27	1.33	0.00013291	0.15	24 days, 0:00:00	3	2	60	0.00143097	1.58	78.6	BTC	binance	0.13	0.13	0.43	6.6	202302
MAC_0	0	0	0	0	0	0:00	0	0	0	0	0	34.1	BTC	binance	0	0	0	0	202303
MAC_0	4	12.88	51.51	0.00515093	5.72	10 days, 4:55:00	2	2	50	0.00149362	1.69	51.7	BTC	binance	1.17	1.17	368.78	215.93	202304
MAC_0	6	-2.61	-15.64	-0.0015653	-1.74	15 days, 19:01:00	1	5	16.7	0.00103116	1.15	70.9	BTC	binance	-1.3	-1.3	-1.88	-93	202305
MAC_0	2	-15.16	-30.33	-0.00303418	-3.37	2 days, 22:42:00	0	2	0	0.00151753	1.72	33.8	BTC	binance	-4391.51	-4391.51	-4391.51	-125.18	202306
MAC_0	5	9.47	47.33	0.00473864	5.27	21 days, 4:48:00	3	2	60	0.00060785	0.67	48.9	BTC	binance	1.26	1.26	103.35	497.23	202307
MAC_0	7	-7.2	-50.41	-0.0050454	-5.61	11 days, 2:52:00	0	7	0	0.00353056	3.99	46.7	BTC	binance	-5.79	-5.79	-5.79	-92.56	202308
MAC_0	7	-9.16	-64.09	-0.0064141	-7.13	10 days, 19:54:00	0	7	0	0.00489992	5.54	39.3	BTC	binance	-9.44	-9.44	-9.44	-81.96	202309
MAC_0	2	10.92	21.85	0.00218547	2.43	14 days, 0:00:00	2	0	100	0	0	28.1	BTC	binance	1.32	1.32	0	0	202310
MAC_0	7	-2.39	-16.74	-0.00167523	-1.86	15 days, 3:10:00	2	5	28.6	0.00454863	5.14	54.6	BTC	binance	-0.61	-0.61	-3.73	-23.85	202311
MAC_0	7	5.79	40.5	0.00405297	4.5	12 days, 6:10:00	5	2	71.4	0.00151079	1.7	50.4	BTC	binance	1.87	1.87	16.2	168.58	202312

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Average Overall

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The MAC strategy is a trading strategy that utilizes technical indicators to generate buy and sell signals. Here's a brief description of what the strategy does: It first populates various indicators for the given dataframe, including RSI (Relative Strength Index), MACD (Moving Average Convergence Divergence), and EMA (Exponential Moving Average) with different time periods. The buy signal is determined based on the following conditions: The 20-day EMA (ema20) is greater than the 50-day EMA (ema50).

The previous value of ema20 is less than the previous value of ema50.

The volume is greater than 0 (to ensure it's not 0).

The sell signal is determined based on the following conditions: The 20-day EMA (ema20) is less than the 50-day EMA (ema50). The previous value of ema20 is greater than the previous value of ema50. The volume is greater than 0 (to ensure it's not 0). The strategy calculates these buy and sell signals based on the indicators and stores the results in the 'buy' and 'sell' columns of the dataframe, respectively. This information can be used for backtesting trading strategies on the website.

stoploss: -0.15
timeframe: 1d
hash(sha256): 66e7d00f095f5ce0506519aae203144ff6df96027c1eb333e68b9d1573d84dd3
indicators:
macdsignal volume ema20 rsi macd
ema50 macdhist

No similar strategies found. (based on used indicators)

last change: 2024-01-02 17:23:44