MACD Zero-Cross Strategy Backtest Report (2018-2025)

⚠️ Disclaimer

Past performance does not guarantee future results. This report is based on historical data and simulated trading. Market conditions can change, and results may vary.

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📊 Backtesting Summary

Strategy Summary for MACDZeroCrossStrategy.py

Introduction

This document provides a summary of the performance of the MACDZeroCrossStrategy.py across different time frames.

Pairing List

• Main pairing list using on current back test:Pairing List KuCoin
• Alter native list: Top 76 high performance coins

Strategy Performance Across Different Time Frames with initial capital 1,000 USDT

6H Summary

Strategy	Trades	Avg Profit %	Tot Profit USDT	Tot Profit %	Avg Duration	Loss	Win %	Drawdown USDT	Drawdown %
MACDZeroCross	2611	4.09	1625.506	162.55	6 days, 23:31:00	730	28.0	218.771	7.73

8H Summary

Strategy	Trades	Avg Profit %	Tot Profit USDT	Tot Profit %	Avg Duration	Loss	Win %	Drawdown USDT	Drawdown %
MACDZeroCross	1904	5.62	1630.066	163.01	9 days, 10:12:00	542	28.5	185.794	9.68

12H Summary

Strategy	Trades	Avg Profit %	Tot Profit USDT	Tot Profit %	Avg Duration	Loss	Win %	Drawdown USDT	Drawdown %
MACDZeroCross	1221	10.20	1961.400	196.14	14 days, 8:38:00	366	30.0	210.123	9.94

1D Summary

Strategy	Trades	Avg Profit %	Tot Profit USDT	Tot Profit %	Avg Duration	Loss	Win %	Drawdown USDT	Drawdown %
MACDZeroCross	551	25.80	2187.793	218.78	30 days, 13:17:00	196	35.6	267.184	8.37

1W Summary

Strategy	Trades	Avg Profit %	Tot Profit USDT	Tot Profit %	Avg Duration	Loss	Win %	Drawdown USDT	Drawdown %
MACDZeroCross	75	67.98	528.294	52.83	161 days, 6:43:00	26	34.7	78.611	5.34

Conclusion

The MACDZeroCrossStrategy.py demonstrates varying performance across different time frames, with the 1D time frame yielding the highest total profit in USDT. The strategy's effectiveness is evident in its ability to maintain a positive profit margin across all time frames, though the drawdown percentages indicate potential risks associated with each time frame.

Future Improvements

• Risk Management: Implement more sophisticated risk management techniques to reduce drawdowns.
• Strategy Optimization: Consider optimizing the strategy parameters for each time frame to enhance performance.
• Diversification: Explore diversifying the strategy across multiple assets to mitigate risk and increase potential returns.

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