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Ichi Strategy Performance Results
Description:
This strategy is based on ichimoku, a technical indicator which helps investors analyze price by using various metrics. It includes four different components, including the Tenkan-sen, Kijun-sen, Senkou Span A and Senkou Span B. The Tenkan-sen is a short-term average of the past nine periods, while the Kijun-sen is the long-term average of the past 26 periods. The Senkou Span A is the median of the Tenkan-sen and the Kijun-sen while Senkou Span B is the median between the highest high and the lowest low over the past 52 periods. It is used to detect support and resistance points in the market and to identify trends. It also helps to determine stop loss points and determine when to enter a position.
For this strategy the indicators used are: Tenkan-sen, Kijun-sen, Senkou Span A, Senkou Span B, Cloud Green, Cloud Red, and the Chikou Span. The strategy uses the Tenkan-sen and Kijun-sen to detect when it would be appropriate to enter a buy position. When the open price is below the Senkou Span B and the close price is above the Senkou Span B, then it would be a valid buy signal. The sell signal is determined by when the open price is greater than the Senkou Span B and the close price is below the Senkou Span B. The Cloud Green and Cloud Red are used to help identify the current trend in the market and provide additional support and resistance levels. Lastly, the Chikou Span is used to help identify reversals in the market.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| LINK/USDT | 5 | 0.50 | 2.50 | 0.463205 | 0.46 | 0:27:00 | 4 | 1 | 0 | 80.00 |
| SOL/USDT | 10 | 0.19 | 1.93 | 0.346289 | 0.35 | 8:00:00 | 9 | 1 | 0 | 90.00 |
| LUNA/USDT | 6 | 0.26 | 1.57 | 0.292678 | 0.29 | 0:32:00 | 5 | 1 | 0 | 83.33 |
| ADA/USDT | 12 | 0.12 | 1.40 | 0.260424 | 0.26 | 6:44:00 | 6 | 6 | 0 | 50.00 |
| ETH/USDT | 8 | 0.14 | 1.15 | 0.211308 | 0.21 | 12:28:00 | 2 | 6 | 0 | 25.00 |
| BTC/USDT | 12 | 0.09 | 1.13 | 0.208677 | 0.21 | 1:31:00 | 5 | 7 | 0 | 41.67 |
| BNB/USDT | 10 | 0.11 | 1.11 | 0.204796 | 0.2 | 2:52:00 | 6 | 4 | 0 | 60.00 |
| ETC/USDT | 6 | -0.28 | -1.67 | -0.313886 | -0.31 | 1 day, 12:10:00 | 2 | 3 | 1 | 33.33 |
| ALGO/USDT | 10 | -0.33 | -3.32 | -0.627136 | -0.63 | 9:02:00 | 8 | 1 | 1 | 80.00 |
| XRP/USDT | 10 | -0.37 | -3.73 | -0.708793 | -0.71 | 4:56:00 | 8 | 1 | 1 | 80.00 |
| DOT/USDT | 6 | -1.17 | -7.01 | -1.322939 | -1.32 | 9:05:00 | 3 | 2 | 1 | 50.00 |
| BCH/USDT | 7 | -2.75 | -19.23 | -3.773450 | -3.77 | 4:28:00 | 5 | 1 | 1 | 71.43 |
| LTC/USDT | 10 | -2.18 | -21.78 | -4.295005 | -4.3 | 5:56:00 | 5 | 3 | 2 | 50.00 |
| TOTAL | 112 | -0.41 | -45.94 | -9.053832 | -9.05 | 7:16:00 | 68 | 37 | 7 | 60.71 |
- 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 % |
|---|---|---|---|---|---|---|---|---|
| 105 | 68 | 37 | 0 | 0.19 | 19.58 | 3.61949738 | 3.92 | |
| 5 | 0 | 0 | 5 | -5.05 | -25.23 | -4.75029327 | -5.05 | |
| 2 | 0 | 0 | 2 | -20.14 | -40.29 | -7.92303562 | -8.06 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 9.33 trades per day. The starting balance was $100 and the final balance was $90.94616849, resulting in an absolute profit of $-9.053831509999998 and a total profit percentage of -0.09053831509999999. The average stake amount was $18.501067981250003 and the total trade volume was $2072.1196139000003. The best pair was LINK/USDT and the worst pair was LTC/USDT. The maximum balance reached was $100.1019037 and the minimum balance was $90.94616849. The market change during this period was -0.023333079088339856.
| Metric | Value |
|---|---|
| Backtesting from | 2024-01-01 00:00:00 |
| Backtesting to | 2024-01-13 15:30:00 |
| Max open trades | 5 |
| Total/Daily Avg Trades | 112 / 9.33 |
| Starting balance | 100 |
| Final balance | 90.94616849 |
| Absolute profit | -9.053831509999998 |
| Total profit % | -0.09053831509999999 |
| Avg. stake amount | 18.501067981250003 |
| Total trade volume | 2072.1196139000003 |
| Best Pair | LINK/USDT |
| Worst Pair | LTC/USDT |
| Max Balance | 100.1019037 |
| Min Balance | 90.94616849 |
| Market Change | -0.023333079088339856 |
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
}