NowoIchimoku5mV2 Strategy Performance Results

Description:

NowoIchimoku5mV2 is a strategy optimized for use with the 5-minute time frame. It uses indicators like SMA, HMA, Bollinger bands and Ichimoku cloud to identify buying/selling opportunities in the market. This strategy has been also setup to use custom stop loss values, trailing stops and minimal ROI settings. All of these parameters can be adjusted on the strategy itself to further fine-tune the performance and profitability of the strategy. Additionally, the strategy has been setup to use informative pairs and merge the data from 1 hour time frames for better accuracy in identification of trends and market signals.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
BCH/USDT 4 1.99 7.96 1.471251 1.47 5:20:00 3 0 1 75.00
BTC/USDT 4 1.57 6.29 1.127133 1.13 12:31:00 4 0 0 100.00
ETH/USDT 3 1.94 5.83 1.068867 1.07 1:53:00 3 0 0 100.00
LUNA/USDT 3 1.87 5.61 1.035125 1.04 7:22:00 3 0 0 100.00
ETC/USDT 2 1.43 2.86 0.503225 0.5 11:18:00 2 0 0 100.00
LINK/USDT 1 1.26 1.26 0.226607 0.23 0:20:00 1 0 0 100.00
LTC/USDT 3 -0.23 -0.69 -0.126765 -0.13 15:02:00 2 0 1 66.67
BNB/USDT 4 -1.80 -7.21 -1.314257 -1.31 19:44:00 2 0 2 50.00
ADA/USDT 3 -3.11 -9.34 -1.817469 -1.82 1 day, 1:55:00 1 0 2 33.33
ALGO/USDT 2 -4.63 -9.26 -1.885433 -1.89 18:32:00 1 0 1 50.00
SOL/USDT 2 -4.94 -9.87 -2.080722 -2.08 15:30:00 1 0 1 50.00
DOT/USDT 3 -4.01 -12.03 -2.335385 -2.34 1 day, 3:15:00 1 0 2 33.33
XRP/USDT 4 -3.50 -14.01 -2.763329 -2.76 1 day, 5:44:00 2 0 2 50.00
TOTAL 38 -0.86 -32.60 -6.891149 -6.89 15:36:00 26 0 12 68.42
  • 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 %
35 26 0 9 -0.51 -17.71 -4.1282825700000005 -3.54
3 0 0 3 -4.96 -14.89 -2.7628669099999996 -2.98

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 3.17 trades per day. The starting balance was $100 and the final balance was $93.10885052, resulting in an absolute profit of $-6.89114948 and a total profit percentage of -0.0689114948. The average stake amount was $18.223262842105267 and the total trade volume was $692.4839880000002. The best pair was BCH/USDT and the worst pair was XRP/USDT. The maximum balance reached was $101.02822675 and the minimum balance was $87.2409503. The market change during this period was -0.05496576414396243.

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 38 / 3.17
Starting balance 100
Final balance 93.10885052
Absolute profit -6.89114948
Total profit % -0.0689114948
Avg. stake amount 18.223262842105267
Total trade volume 692.4839880000002
Best Pair BCH/USDT
Worst Pair XRP/USDT
Max Balance 101.02822675
Min Balance 87.2409503
Market Change -0.05496576414396243

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
  }