ElliotV8_original_ichiv2 Strategy Performance Results

Description:

ElliotV8_original_ichiv2 is a freqtrade strategy that uses technical indicators, such as Exponential Moving Average (EMA), Hull Moving Average (Hma), Simple moving Average (SmA), Relative Strength Index (RSI) and Elliott Wave Oscillator (EWO), to identify buy and sell signals. It uses these indicators in combination to generate entry and exit points. The strategy uses the EMA, with custom parameters set by the user, to indicate buy signals when the price crosses below the MA at a certain interval, while also making sure to have the EWO indicator in a buy state. It also uses the RSI to determine the strength of the position of the trader. Sell signals are given when the price crosses above the MA at a certain interval, while also making sure to have the EWO indicator in a sell state. The parameters for the MA, RSI and EWO are customizable and can be optimized to maximize profits. In addition, the strategy also uses a trailing stop loss to protect against large losses. It also includes a number of protections, such as cooldown periods and max drawdown, to ensure that the strategy operates in an orderly manner. Overall, ElliotV8_original_ichiv2 is a strategy that is suitable for shorter-term trades and is capable of recognizing and acting on a wide range of market conditions.

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 5 2.14 10.72 2.145844 2.15 1:47:00 5 0 0 100.00
DOT/USDT 1 2.17 2.17 0.432227 0.43 0:55:00 1 0 0 100.00
ADA/USDT 1 2.06 2.06 0.409217 0.41 1:15:00 1 0 0 100.00
BCH/USDT 1 1.94 1.94 0.390149 0.39 3:10:00 1 0 0 100.00
LUNA/USDT 1 1.50 1.50 0.296317 0.3 1 day, 21:25:00 1 0 0 100.00
BTC/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ETH/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LINK/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
SOL/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
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
ALGO/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
TOTAL 9 2.04 18.39 3.673754 3.67 6:38:00 9 0 0 100.00
  • 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 %
7 7 0 0 2.16 15.14 3.01952036 3.03
2 2 0 0 1.63 3.25 0.6542341 0.65

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.75 trades per day. The starting balance was $100 and the final balance was $103.67375446, resulting in an absolute profit of $3.67375446 and a total profit percentage of 0.0367375446. The average stake amount was $19.95713977777778 and the total trade volume was $179.614258. The best pair was ETC/USDT and the worst pair was BTC/USDT. The maximum balance reached was $0 and the minimum balance was $0. The market change during this period was -0.03350112917651888.

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 9 / 0.75
Starting balance 100
Final balance 103.67375446
Absolute profit 3.67375446
Total profit % 0.0367375446
Avg. stake amount 19.95713977777778
Total trade volume 179.614258
Best Pair ETC/USDT
Worst Pair BTC/USDT
Max Balance 0
Min Balance 0
Market Change -0.03350112917651888

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
  }