Ichimoku_v30 Strategy Performance Results

Description:

This Ichimoku_v30 strategy is a trend following strategy which utilizes the Ichimoku Cloud indicator. Specifically, it takes into consideration the Tenkan sen, Kijun sen, Senkou span A and B, and the cloud (both green and red). It then uses the Crossing Above sign to buy if all the candlestick's close is above the Senkou A and Senkou B and the CDL Evening Doji Star indicator to sell.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
LTC/USDT 2 8.04 16.07 2.643934 2.64 2 days, 9:18:00 2 0 0 100.00
DOT/USDT 1 11.04 11.04 1.953770 1.95 2 days, 4:10:00 1 0 0 100.00
BTC/USDT 1 5.32 5.32 1.045431 1.05 9 days, 0:35:00 1 0 0 100.00
ETH/USDT 1 4.94 4.94 0.855529 0.86 3 days, 0:25:00 1 0 0 100.00
BCH/USDT 3 0.66 1.99 0.310424 0.31 1 day, 16:23:00 2 0 1 66.67
XRP/USDT 1 1.32 1.32 0.201393 0.2 5 days, 14:55:00 1 0 0 100.00
BNB/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
LINK/USDT 3 -0.62 -1.85 -0.415218 -0.42 3 days, 6:38:00 1 0 2 33.33
SOL/USDT 2 -4.81 -9.62 -1.675672 -1.68 1 day, 15:30:00 0 0 2 0.00
ADA/USDT 3 -4.78 -14.33 -2.810139 -2.81 1 day, 14:57:00 1 0 2 33.33
ETC/USDT 2 -7.24 -14.48 -2.847582 -2.85 3 days, 11:28:00 0 0 2 0.00
ALGO/USDT 1 -20.39 -20.39 -4.002452 -4.0 4 days, 15:05:00 0 0 1 0.00
TOTAL 20 -1.00 -19.99 -4.740583 -4.74 2 days, 23:05:00 10 0 10 50.00
  • 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 %
15 7 0 8 -1.87 -28.01 -6.120031979999996 -5.6
5 3 0 2 1.6 8.02 1.3794492 1.6

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 1.67 trades per day. The starting balance was $100 and the final balance was $95.25941722, resulting in an absolute profit of $-4.740582779999998 and a total profit percentage of -0.04740582779999998. The average stake amount was $18.30667268 and the total trade volume was $366.1334536. The best pair was LTC/USDT and the worst pair was ALGO/USDT. The maximum balance reached was $100.02601696 and the minimum balance was $87.90503226999999. 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 20 / 1.67
Starting balance 100
Final balance 95.25941722
Absolute profit -4.740582779999998
Total profit % -0.04740582779999998
Avg. stake amount 18.30667268
Total trade volume 366.1334536
Best Pair LTC/USDT
Worst Pair ALGO/USDT
Max Balance 100.02601696
Min Balance 87.90503226999999
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
  }