Ichimoku_v31 Strategy Performance Results

Description:

This is a Ichimoku strategy which uses the 1 hour timeframe information to identify buy/sell opportunities. It also uses the 4 hour timeframe for more accurate and detailed analysis. The strategy is based on the Ichimoku Cloud indicator, which is used to identify current trends and track pricing in the market. It takes into account four different parameters - conversion line, base line, laggin span and displacement - to provide high-level price support and resistance levels. In addition, the strategy makes use of heikinashi candlesticks and the ichimoku indicator in order to better track and visualize key support and resistance levels, as well as entry and exit points. This strategy also uses the stoploss feature in order to limit any potential losses which might occur.

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 1 32.20 32.20 6.132769 6.13 2 days, 18:00:00 1 0 0 100.00
ETH/USDT 2 1.95 3.89 0.736224 0.74 2 days, 5:00:00 1 0 1 50.00
ADA/USDT 1 1.70 1.70 0.337259 0.34 1 day, 8:00:00 1 0 0 100.00
LTC/USDT 2 0.26 0.51 0.086488 0.09 1 day, 19:00:00 1 0 1 50.00
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
DOT/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
BCH/USDT 2 -1.18 -2.36 -0.453940 -0.45 1 day, 11:00:00 0 0 2 0.00
BTC/USDT 2 -1.30 -2.60 -0.489443 -0.49 3 days, 8:00:00 1 0 1 50.00
LINK/USDT 2 -1.28 -2.55 -0.506906 -0.51 4:00:00 1 0 1 50.00
SOL/USDT 2 -5.33 -10.65 -2.060447 -2.06 1 day, 2:00:00 0 0 2 0.00
TOTAL 14 1.44 20.14 3.782004 3.78 1 day, 17:26:00 6 0 8 42.86
  • 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 %
10 3 0 7 -2.18 -21.85 -4.21450071 -4.37
4 3 0 1 10.5 41.99 7.9965052 8.4

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 $103.78200449, resulting in an absolute profit of $3.78200449 and a total profit percentage of 0.037820044899999995. The average stake amount was $19.321445464285713 and the total trade volume was $270.50023649999997. The best pair was ETC/USDT and the worst pair was SOL/USDT. The maximum balance reached was $103.78200449 and the minimum balance was $95.67386289. The market change during this period was -0.04444007342443896.

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 14 / 1.17
Starting balance 100
Final balance 103.78200449
Absolute profit 3.78200449
Total profit % 0.037820044899999995
Avg. stake amount 19.321445464285713
Total trade volume 270.50023649999997
Best Pair ETC/USDT
Worst Pair SOL/USDT
Max Balance 103.78200449
Min Balance 95.67386289
Market Change -0.04444007342443896

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
  }