Backtest Ichimoku strategy 15M
Updated
RESULTS:
- 01-04-2019 - 26-05-2019
- No trades with SL > 2%
- 15M
- 131 trades taken
- Profit: 76.13%
- Compounded profit: 109.40%
STRATEGY RULES:
BULLISH ENTRY:
- Conversion line crosses base line
- Cloud is green (current cloud, the cloud that is offset into the future)
- Cloud is below price (cloud that is directly below price not the cloud that is offset into the future)
- Price is above all lines
BEARISH ENTRY:
- Conversion line crosses base line
- Cloud is red(current cloud, the cloud that is offset into the future)
- Cloud is above price (cloud that is directly below price not the cloud that is offset into the future)
- Price is below all lines
BULLISH EXIT:
- Stop Loss: Close below base line of the entry candle
- TP 1: 25% 2:1 R-R
- TP 2: 25% 3:1 R-R
- TP 3: 25% 5:1 R-R
- TP 4: 25% 10:1 R-R
- Trailing profit: Close below base line
BULLISH EXIT:
- Stop Loss: Close above base line of the entry candle
- TP 1: 25% 2:1 R-R
- TP 2: 25% 3:1 R-R
- TP 3: 25% 5:1 R-R
- TP 4: 25% 10:1 R-R
- Trailing profit: Close above base line
- 01-04-2019 - 26-05-2019
- No trades with SL > 2%
- 15M
- 131 trades taken
- Profit: 76.13%
- Compounded profit: 109.40%
STRATEGY RULES:
BULLISH ENTRY:
- Conversion line crosses base line
- Cloud is green (current cloud, the cloud that is offset into the future)
- Cloud is below price (cloud that is directly below price not the cloud that is offset into the future)
- Price is above all lines
BEARISH ENTRY:
- Conversion line crosses base line
- Cloud is red(current cloud, the cloud that is offset into the future)
- Cloud is above price (cloud that is directly below price not the cloud that is offset into the future)
- Price is below all lines
BULLISH EXIT:
- Stop Loss: Close below base line of the entry candle
- TP 1: 25% 2:1 R-R
- TP 2: 25% 3:1 R-R
- TP 3: 25% 5:1 R-R
- TP 4: 25% 10:1 R-R
- Trailing profit: Close below base line
BULLISH EXIT:
- Stop Loss: Close above base line of the entry candle
- TP 1: 25% 2:1 R-R
- TP 2: 25% 3:1 R-R
- TP 3: 25% 5:1 R-R
- TP 4: 25% 10:1 R-R
- Trailing profit: Close above base line
Note
I just found out that the settings for the Ichimoku are incorrect. The intention was to use the default settings, but apparently something went wrong there. I first had the settings on the "crypto settings" (20,60,120,30) and apparently I did not reset the conversion line length to default.I will upload the results with the default Ichimoku settings later this week.
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