Obelisk_TradePro_Ichi_v2_1 Strategy Performance Results

Description:

The Obelisk_TradePro_Ichi_v2_1 strategy uses the Ichimoku Cloud technical indicator and its components: Tenkan-sen, Kijun-sen and Chikou-span. It also uses two other indicators, SSL Channels and RMI Fast. The strategy is designed to buy on a positive signal when closing price is above the Senkou A line and Senkou B line in combination with the Chikou being higher than both of them. The strategy uses a trailing_stop loss that is triggered when the RMI Fast and the ROCR start to decrease. The strategy uses a minimal_roi to provide stable returns.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
ETC/USDT 4 2.62 10.48 1.982774 1.98 9:15:00 3 0 1 75.00
LTC/USDT 4 2.32 9.29 1.796586 1.8 21:15:00 3 0 1 75.00
LUNA/USDT 1 2.60 2.60 0.499030 0.5 13:00:00 1 0 0 100.00
ADA/USDT 1 2.30 2.30 0.433226 0.43 0:00:00 1 0 0 100.00
DOT/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
SOL/USDT 3 -0.24 -0.71 -0.142268 -0.14 9:00:00 2 0 1 66.67
XRP/USDT 1 -2.56 -2.56 -0.503818 -0.5 7:00:00 0 0 1 0.00
BCH/USDT 2 -2.03 -4.07 -0.739520 -0.74 1 day, 0:30:00 1 0 1 50.00
ALGO/USDT 1 -3.83 -3.83 -0.761135 -0.76 6:00:00 0 0 1 0.00
LINK/USDT 2 -2.40 -4.79 -1.008565 -1.01 15:00:00 1 0 1 50.00
ETH/USDT 6 -0.82 -4.90 -1.049389 -1.05 15:50:00 3 0 3 50.00
BNB/USDT 2 -3.24 -6.47 -1.283517 -1.28 13:30:00 0 0 2 0.00
BTC/USDT 6 -1.58 -9.50 -1.883997 -1.88 1 day, 2:50:00 2 0 4 33.33
TOTAL 33 -0.37 -12.17 -2.660594 -2.66 16:16:00 17 0 16 51.52
  • 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 %
17 17 0 0 3.33 56.57 10.806452509999998 11.31
10 0 0 10 -3.58 -35.79 -7.044057659999999 -7.16
4 0 0 4 -7.68 -30.71 -5.98943229 -6.14
2 0 0 2 -1.12 -2.24 -0.43355688 -0.45

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 2.75 trades per day. The starting balance was $100 and the final balance was $97.33940568, resulting in an absolute profit of $-2.66059432 and a total profit percentage of -0.0266059432. The average stake amount was $19.304661827272724 and the total trade volume was $637.0538402999999. The best pair was ETC/USDT and the worst pair was BTC/USDT. The maximum balance reached was $102.69377833 and the minimum balance was $93.22040413. The market change during this period was -0.035501024726552366.

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-01-13 14:00:00
Max open trades 5
Total/Daily Avg Trades 33 / 2.75
Starting balance 100
Final balance 97.33940568
Absolute profit -2.66059432
Total profit % -0.0266059432
Avg. stake amount 19.304661827272724
Total trade volume 637.0538402999999
Best Pair ETC/USDT
Worst Pair BTC/USDT
Max Balance 102.69377833
Min Balance 93.22040413
Market Change -0.035501024726552366

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
  }