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Obelisk_Ichimoku_ZEMA_v1 Strategy Performance Results
Description:
This particular freqtrade strategy is called "Obelisk Ichimoku ZEMA v1". It is based on trading using a combination of Ichimoku Cloud, Support and Resistance and ZEMA indicators. The strategy uses the 5 minute timeframe for analysis and 1 hour for optimization. It also uses a startup candle count of 500 and is optimized for best ROI levels in each timeframe.
Specifically, the strategy looks for buy signals when Ichimoku is valid and the current trend is bullish, the price has rebounded off the support and the zema indicator is below the low offset. Similarly, it looks for sell signals when Ichimoku is valid and the current trend is bearish, the price has rebounded off the resistance and the zema indicator is above the high offset. The stoploss is also set to -0.294.
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 | 3 | 2.10 | 6.31 | 1.244867 | 1.24 | 4:05:00 | 2 | 0 | 1 | 66.67 |
XRP/USDT | 1 | 4.06 | 4.06 | 0.784926 | 0.78 | 1:40:00 | 1 | 0 | 0 | 100.00 |
BTC/USDT | 1 | 3.55 | 3.55 | 0.697290 | 0.7 | 3:00:00 | 1 | 0 | 0 | 100.00 |
SOL/USDT | 2 | 1.66 | 3.32 | 0.645693 | 0.65 | 2:40:00 | 2 | 0 | 0 | 100.00 |
LINK/USDT | 1 | 1.65 | 1.65 | 0.330525 | 0.33 | 3:05:00 | 1 | 0 | 0 | 100.00 |
BCH/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
LTC/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 | |
BNB/USDT | 1 | -0.64 | -0.64 | -0.125798 | -0.13 | 3:05:00 | 0 | 0 | 1 | 0.00 |
ETH/USDT | 1 | -1.97 | -1.97 | -0.386137 | -0.39 | 3:20:00 | 0 | 0 | 1 | 0.00 |
ADA/USDT | 1 | -4.77 | -4.77 | -0.944990 | -0.94 | 3:10:00 | 0 | 0 | 1 | 0.00 |
TOTAL | 11 | 1.05 | 11.51 | 2.246377 | 2.25 | 3:10:00 | 7 | 0 | 4 | 63.64 |
- 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 | 6 | 0 | 4 | 0.75 | 7.45 | 1.46145061 | 1.49 | |
1 | 1 | 0 | 0 | 4.06 | 4.06 | 0.784926 | 0.81 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 0.92 trades per day. The starting balance was $100 and the final balance was $102.24637661, resulting in an absolute profit of $2.24637661 and a total profit percentage of 0.0224637661. The average stake amount was $19.643099454545453 and the total trade volume was $216.074094. The best pair was ETC/USDT and the worst pair was ADA/USDT. The maximum balance reached was $102.24637661 and the minimum balance was $100.02529116. The market change during this period was -0.04169966502880674.
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 | 11 / 0.92 |
Starting balance | 100 |
Final balance | 102.24637661 |
Absolute profit | 2.24637661 |
Total profit % | 0.0224637661 |
Avg. stake amount | 19.643099454545453 |
Total trade volume | 216.074094 |
Best Pair | ETC/USDT |
Worst Pair | ADA/USDT |
Max Balance | 102.24637661 |
Min Balance | 100.02529116 |
Market Change | -0.04169966502880674 |
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
}