Ichimoku_v32 Strategy Performance Results

Description:

This Freqtrade strategy uses the Ichimoku Kinko Hyo indicator together with the Heikin Ashi Indicator on a 4 hour time frame. The Ichimoku indicator is used to determine when to enter a trade and is configured with conversion_line_periods, base_line_periods, laggin_span and displacement at 20, 60, 120 and 30 respectively. The Heikin Ashi indicator is used to confirm the buy/sell signals from the Ichimoku indicator. Signals generated by the Ichimoku indicator that the pair has crossed above the conversion line and the base line and is greater than both of them will activate a buy signal. A sell signal is generated if the Tenkan line crosses below the Kijun line, the close is lower than both the Senkou A and the Senkou B and the red cloud is true.

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 9.22 36.86 6.372779 6.37 1 day, 4:19:00 2 0 2 50.00
DOT/USDT 4 2.93 11.73 2.081093 2.08 21:30:00 2 0 2 50.00
LTC/USDT 6 1.58 9.46 1.638996 1.64 18:21:00 3 0 3 50.00
ETH/USDT 4 1.64 6.55 1.125002 1.13 1 day, 8:31:00 1 0 3 25.00
ADA/USDT 2 0.97 1.94 0.429589 0.43 19:58:00 1 0 1 50.00
BCH/USDT 9 -0.22 -1.94 -0.411546 -0.41 16:22:00 3 0 6 33.33
BTC/USDT 6 -0.38 -2.30 -0.428707 -0.43 15:39:00 2 0 4 33.33
ALGO/USDT 3 -1.59 -4.77 -0.842777 -0.84 20:50:00 0 0 3 0.00
SOL/USDT 3 -1.88 -5.63 -0.975736 -0.98 10:00:00 0 0 3 0.00
BNB/USDT 6 -1.30 -7.78 -1.381854 -1.38 23:56:00 2 0 4 33.33
LINK/USDT 4 -1.92 -7.69 -1.690363 -1.69 1 day, 11:50:00 2 0 2 50.00
XRP/USDT 5 -2.83 -14.16 -2.774397 -2.77 1 day, 3:11:00 1 0 4 20.00
LUNA/USDT 5 -5.68 -28.38 -5.543117 -5.54 20:00:00 1 0 4 20.00
TOTAL 61 -0.10 -6.10 -2.401037 -2.4 21:54:00 20 0 41 32.79
  • 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 %
56 16 0 40 -0.73 -41.12 -8.43069382 -8.22
5 4 0 1 7.01 35.03 6.02965669 7.01

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 5.08 trades per day. The starting balance was $100 and the final balance was $97.59896287000001, resulting in an absolute profit of $-2.4010371299999993 and a total profit percentage of -0.024010371299999993. The average stake amount was $18.235085616393444 and the total trade volume was $1112.3402226. The best pair was ETC/USDT and the worst pair was LUNA/USDT. The maximum balance reached was $102.3114491 and the minimum balance was $87.66509495. 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 61 / 5.08
Starting balance 100
Final balance 97.59896287000001
Absolute profit -2.4010371299999993
Total profit % -0.024010371299999993
Avg. stake amount 18.235085616393444
Total trade volume 1112.3402226
Best Pair ETC/USDT
Worst Pair LUNA/USDT
Max Balance 102.3114491
Min Balance 87.66509495
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
  }