Ichimoku_v33 Strategy Performance Results

Description:

This Freqtrade strategy uses the Ichimoku indicator to identify potential buy and sell signals in the market. Specifically, it uses the Tenkan, Kijun, Senkou Span A, Senkou Span B, and Cloud Green and Cloud Red signals to determine buy and sell signals. The strategy then combines these signals with a basic trailing stoploss to generate trading signals. Additionally, the SAR indicator is used to provide additional bearish signals when the price breaks below the SAR indicator.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
LUNA/USDT 22 0.26 5.68 0.884199 0.88 0:56:00 8 0 14 36.36
LINK/USDT 28 0.05 1.36 0.245695 0.25 0:44:00 12 0 16 42.86
BCH/USDT 41 -0.04 -1.50 -0.391027 -0.39 0:47:00 12 0 29 29.27
SOL/USDT 32 -0.10 -3.30 -0.512592 -0.51 0:56:00 12 0 20 37.50
ADA/USDT 29 -0.10 -2.91 -0.565587 -0.57 0:52:00 10 0 19 34.48
BNB/USDT 48 -0.06 -2.93 -0.566830 -0.57 0:58:00 16 0 32 33.33
ALGO/USDT 36 -0.11 -4.07 -0.786570 -0.79 0:48:00 10 0 26 27.78
ETH/USDT 33 -0.13 -4.30 -0.790201 -0.79 0:46:00 10 0 23 30.30
BTC/USDT 32 -0.14 -4.61 -0.843352 -0.84 1:08:00 11 0 21 34.38
ETC/USDT 36 -0.24 -8.56 -1.526971 -1.53 0:48:00 11 0 25 30.56
LTC/USDT 37 -0.23 -8.57 -1.605347 -1.61 0:54:00 6 0 31 16.22
XRP/USDT 33 -0.27 -8.88 -1.627396 -1.63 0:42:00 5 0 28 15.15
DOT/USDT 31 -0.32 -10.03 -1.870266 -1.87 0:41:00 9 0 22 29.03
TOTAL 438 -0.12 -52.63 -9.956244 -9.96 0:51:00 132 0 306 30.14
  • 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 %
433 127 0 306 -0.13 -54.99 -10.37265833 -11.0
5 5 0 0 0.47 2.36 0.41641457000000004 0.47

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 36.5 trades per day. The starting balance was $100 and the final balance was $90.04375624000001, resulting in an absolute profit of $-9.95624376 and a total profit percentage of -0.0995624376. The average stake amount was $18.506025665068492 and the total trade volume was $8105.639241299999. The best pair was LUNA/USDT and the worst pair was DOT/USDT. The maximum balance reached was $100.12321054 and the minimum balance was $87.36330897. 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 438 / 36.5
Starting balance 100
Final balance 90.04375624000001
Absolute profit -9.95624376
Total profit % -0.0995624376
Avg. stake amount 18.506025665068492
Total trade volume 8105.639241299999
Best Pair LUNA/USDT
Worst Pair DOT/USDT
Max Balance 100.12321054
Min Balance 87.36330897
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
  }