Ichimoku_v12 Strategy Performance Results

Description:

This is Ichimoku_v12 strategy which utilizes the Ichimoku Kinkō Hyō indicator to identify which trades the user should make. The strategy looks for patterns where the close price is above both the Senkou Span A and Senkou Span B. When the close price is above both the Senkou Spans it will buy and then look for a sell signal. The strategy also utilizes the Tenkan and Kijun lines to time the entry and exit for the buy and sell signals. The strategy does not utilize any additional indicators but rather uses the Ichimoku Kinkō Hyō indicator with the following parameters: Conversion line period: 20; Base line period: 60; Lagging span: 120 and Displacement: 30.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
ETH/USDT 4 2.60 10.42 2.068804 2.07 3 days, 0:44:00 3 0 1 75.00
SOL/USDT 1 5.00 5.00 0.941040 0.94 12:25:00 1 0 0 100.00
BNB/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
XRP/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ADA/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
DOT/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ETC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ALGO/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LUNA/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
BTC/USDT 3 -0.03 -0.10 -0.108799 -0.11 4 days, 1:00:00 2 0 1 66.67
LTC/USDT 2 -0.48 -0.95 -0.297472 -0.3 6 days, 1:32:00 1 0 1 50.00
BCH/USDT 2 -2.63 -5.26 -1.187565 -1.19 5 days, 19:18:00 1 0 1 50.00
LINK/USDT 2 -3.06 -6.12 -1.298679 -1.3 6 days, 1:32:00 1 0 1 50.00
TOTAL 14 0.21 2.98 0.117329 0.12 4 days, 7:56:00 9 0 5 64.29
  • 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 %
9 9 0 0 5.0 44.96 8.91836858 8.99
5 0 0 5 -8.39 -41.97 -8.80103924 -8.39

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 1.17 trades per day. The starting balance was $100 and the final balance was $100.11732934, resulting in an absolute profit of $0.11732933999999884 and a total profit percentage of 0.0011732933999999884. The average stake amount was $20.251646935714287 and the total trade volume was $283.5230571. The best pair was ETH/USDT and the worst pair was LINK/USDT. The maximum balance reached was $108.91836858 and the minimum balance was $100.11732934. The market change during this period was -0.02114756712873641.

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 14 / 1.17
Starting balance 100
Final balance 100.11732934
Absolute profit 0.11732933999999884
Total profit % 0.0011732933999999884
Avg. stake amount 20.251646935714287
Total trade volume 283.5230571
Best Pair ETH/USDT
Worst Pair LINK/USDT
Max Balance 108.91836858
Min Balance 100.11732934
Market Change -0.02114756712873641

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
  }