📊 DOTUSDT February 2021 — Python EMA Crossover Strategy

Python-based (WASI) strategy that uses EMA(9) and EMA(21) crossover signals executed via WebAssembly. Trades trigger when fast EMA crosses slow EMA, confirmed by 4h range midpoint.

Each signal opens a $100 bracket position (±2% TP/SL) via Position.bracket. The Python indicator (strategy.py) runs on 8h candles, cached per 8h via Cache.fn. A signal fires based on EMA crossover: if EMA(9) > EMA(21), open LONG; otherwise SELL.

Strategy: feb_2021_strategy | Exchange: ccxt-exchange | Frame: feb_2021_frame

🚀 Quick Start

Link to the source code

npm start -- --backtest --symbol DOTUSDT ./content/feb_2021.strategy/feb_2021.strategy.ts
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📉 Price Context (February 2021)

Metric	Value
Frame open	~$31.06 (Feb 8)
Frame close	~$31.16 (Feb 19)
Period high	~$32.52
Period low	~$19.39
Net move	+67.7% (low to high)

✨ Performance Summary

Metric	Value
Total trades	33
Longs / Shorts	33 / 0
Total deployed capital	$3,300
Net PNL ($)	+$5.52
Net PNL (%)	+5.52% avg per trade
Win rate	63.6% (21 / 33)
Avg PNL per trade	+$0.17
Best trade	+$1.59 (Feb 11, LONG, +1.59%)
Worst trade	−$2.39 (Feb 11, LONG, −2.39%)
Worst drawdown (%)	−2.39%
Worst drawdown ($)	−$2.39
Sharpe ratio	0.09
Avg hold time	~141 min (~2h)
Max hold time	480 min (~8h)

📋 Trade Log

#	Dir	Open date	Close date	Hold	Open price	Close price	PNL%	PNL$	Max DD%	Max DD$
1	LONG	Feb 18	Feb 19	480 min	$31.06	$31.16	−0.07%	−$0.07	−1.54%	−$1.54
2	LONG	Feb 18	Feb 18	213 min	$31.65	$31.01	−2.39%	−$2.39	−2.23%	−$2.23
3	LONG	Feb 18	Feb 18	480 min	$32.00	$31.65	−1.49%	−$1.49	−2.00%	−$2.00
4	LONG	Feb 17	Feb 17	91 min	$30.83	$31.44	+1.59%	+$1.59	−1.16%	−$1.16
5	LONG	Feb 17	Feb 17	480 min	$30.62	$30.83	+0.29%	+$0.29	−1.62%	−$1.62
6	LONG	Feb 17	Feb 17	51 min	$30.10	$30.71	+1.59%	+$1.59	−0.89%	−$0.89
7	LONG	Feb 16	Feb 17	480 min	$29.85	$30.10	+0.44%	+$0.44	−1.65%	−$1.65
8	LONG	Feb 16	Feb 16	25 min	$28.83	$29.40	+1.59%	+$1.59	−0.51%	−$0.51
9	LONG	Feb 16	Feb 16	12 min	$27.76	$27.20	−2.39%	−$2.39	−2.28%	−$2.28
10	LONG	Feb 15	Feb 15	19 min	$29.25	$28.67	−2.39%	−$2.39	−2.39%	−$2.39
11	LONG	Feb 15	Feb 15	42 min	$26.26	$26.78	+1.59%	+$1.59	−1.00%	−$1.00
12	LONG	Feb 15	Feb 15	45 min	$26.98	$27.52	+1.59%	+$1.59	−0.40%	−$0.40
13	LONG	Feb 14	Feb 14	31 min	$26.76	$27.29	+1.59%	+$1.59	−1.28%	−$1.28
14	LONG	Feb 14	Feb 14	352 min	$28.26	$27.69	−2.39%	−$2.39	−2.28%	−$2.28
15	LONG	Feb 14	Feb 14	18 min	$27.97	$28.52	+1.59%	+$1.59	0.00%	$0.00
Σ								+$5.52	−2.39%	−$50.50

🚀 How to Run

npm start -- --backtest --symbol DOTUSDT \
  --strategy feb_2021_strategy \
  --exchange ccxt-exchange \
  --frame feb_2021_frame \
  ./content/feb_2021.strategy/feb_2021.test.ts
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Add --ui to open the web dashboard at http://localhost:60050:

npm start -- --backtest --symbol DOTUSDT --ui \
  ./content/feb_2021.strategy/feb_2021.test.ts
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🌍 Environment Variables

Create a .env file in the project root (copy from .env.example):

# Telegram notifications (optional)
CC_TELEGRAM_TOKEN=your_bot_token_here
CC_TELEGRAM_CHANNEL=-100123456789

# Web UI server (optional, defaults shown)
CC_WWWROOT_HOST=0.0.0.0
CC_WWWROOT_PORT=60050
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