Strategy Concept
Ichimoku Cloud Trend Master Strategy is a futures strategy based on technical indicators that assess trend structure, momentum, volatility, and breakout quality through the indicator combination in its name. Its core idea is to open positions only when directional signals and risk filters agree, then let Freqtrade manage exits through ROI, stop-loss, trailing-stop, and strategy exit rules. The strategy was evaluated on the 4h timeframe across AVAX/USDT:USDT, ADA/USDT:USDT, DOT/USDT:USDT, SOL/USDT:USDT.
This strategy was backtested directly from the default Ichimoku_PairOptimized class. Entry, exit, leverage, and pair-filter parameters were taken from the strategy and Ichimoku_PairOptimized_Settings.json; no additional optimization parameters were loaded for this run.
Universe and Setup
| Item | Value |
|---|
| Strategy tested | Ichimoku_PairOptimized |
| Base strategy | Ichimoku_PairOptimized |
| Timerange | 20230101-20250101 |
| Backtesting from | 2023-01-01 00:00:00 |
| Backtesting to | 2025-01-01 00:00:00 |
| Timeframe | 4h |
| Detail timeframe | 30m |
| Trading mode | futures / isolated |
| Max open trades | 3 active, setting 3 |
| Stake amount | unlimited |
| Stake currency | USDT |
| Pairlist | AVAX/USDT:USDT, ADA/USDT:USDT, DOT/USDT:USDT, SOL/USDT:USDT |
Backtest Summary
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 14085.145 USDT |
| Absolute profit | 13085.145 USDT |
| Total return | +1308.51% |
| CAGR | +274.62% |
| Market change | +585.66% |
| Total trades | 180 |
| Trades per day | 0.25 |
| Total volume | 573118.783 USDT |
| Average stake | 1563.602 USDT |
| Backtest days | 731 |
| Metric | Value |
|---|
| Long / short trades | 84 / 96 |
| Long / short profit | +1102.41% / +206.10% |
| Wins / draws / losses | 82 / 0 / 98 |
| Win rate | 45.56% |
| Avg profit per trade | +6.45% |
| Median profit per trade | -1.20% |
| Profit factor | 2.582 |
| Expectancy | 72.695 (0.861) |
| Sharpe | 0.801 |
| Sortino | 4.050 |
| Calmar | 192.300 |
| SQN | 2.278 |
Risk and Drawdown
| Metric | Value |
|---|
| Max account underwater | 17.78% |
| Absolute drawdown | 1471.324 USDT |
| Drawdown duration | 70 days 04:00:00 |
| Drawdown start | 2024-08-28 00:00:00 |
| Drawdown end | 2024-11-06 04:00:00 |
| Best pair | ADA/USDT:USDT +532.65% |
| Worst pair | AVAX/USDT:USDT +220.08% |
| Best day | 4889.048 USDT |
| Worst day | -497.190 USDT |
| Winning / draw / losing days | 66 / 576 / 72 |
| Max consecutive wins / losses | 5 / 9 |
| Rejected entry signals | 4736 |
| Entry / exit timeouts | 0 / 0 |
Backtest Parameters
| Parameter | Value |
|---|
| Stoploss | -0.250 |
| Trailing stop | no |
| Trailing stop positive | 0.000 |
| Trailing stop positive offset | 0.000 |
| Trailing only offset reached | no |
| Use custom stoploss | no |
| Minimal ROI | {} |
| Use exit signal | yes |
| Exit profit only | no |
| Exit profit offset | 0.000 |
| Ignore ROI if entry signal | no |
| Protections enabled | no |
Results by Pair
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| ADA/USDT:USDT | 61 | +5.26% | 5326.546 USDT | +532.65% | 8 days, 11:13:00 | 30/0/31 | 49.18% |
| DOT/USDT:USDT | 41 | +3.43% | 2973.310 USDT | +297.33% | 7 days, 21:40:00 | 19/0/22 | 46.34% |
| SOL/USDT:USDT | 35 | +13.12% | 2584.451 USDT | +258.45% | 16 days, 19:39:00 | 13/0/22 | 37.14% |
| AVAX/USDT:USDT | 43 | +5.61% | 2200.837 USDT | +220.08% | 12 days, 6:53:00 | 20/0/23 | 46.51% |
| TOTAL | 180 | +6.45% | 13085.145 USDT | +1308.51% | 10 days, 21:00:00 | 82/0/98 | 45.56% |
Results by Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| exit_signal | 176 | +6.62% | 12679.445 USDT | +1267.94% | 10 days, 22:31:00 | 80/0/96 | 45.45% |
| force_exit | 3 | +7.04% | 902.889 USDT | +90.29% | 10 days, 8:00:00 | 2/0/1 | 66.67% |
| stop_loss | 1 | -25.26% | -497.190 USDT | -49.72% | 1 day, 8:00:00 | 0/0/1 | 0.00% |
| TOTAL | 180 | +6.45% | 13085.145 USDT | +1308.51% | 10 days, 21:00:00 | 82/0/98 | 45.56% |
Results by Entry Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 180 | +6.45% | 13085.145 USDT | +1308.51% | 10 days, 21:00:00 | 82/0/98 | 45.56% |
| TOTAL | 180 | +6.45% | 13085.145 USDT | +1308.51% | 10 days, 21:00:00 | 82/0/98 | 45.56% |
Results by Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / exit_signal | 176 | +6.62% | 12679.445 USDT | +1267.94% | 10 days, 22:31:00 | 80/0/96 | 45.45% |
| OTHER / force_exit | 3 | +7.04% | 902.889 USDT | +90.29% | 10 days, 8:00:00 | 2/0/1 | 66.67% |
| OTHER / stop_loss | 1 | -25.26% | -497.190 USDT | -49.72% | 1 day, 8:00:00 | 0/0/1 | 0.00% |
| TOTAL | 180 | +6.45% | 13085.145 USDT | +1308.51% | 10 days, 21:00:00 | 82/0/98 | 45.56% |
Left Open Trades
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| AVAX/USDT:USDT | 1 | +24.14% | 1008.500 USDT | +100.85% | 13 days, 20:00:00 | 1/0/0 | 100.00% |
| ADA/USDT:USDT | 1 | +4.62% | 200.949 USDT | +20.09% | 5 days, 16:00:00 | 1/0/0 | 100.00% |
| SOL/USDT:USDT | 1 | -7.64% | -306.560 USDT | -30.66% | 11 days, 12:00:00 | 0/0/1 | 0.00% |
| TOTAL | 3 | +7.04% | 902.889 USDT | +90.29% | 10 days, 8:00:00 | 2/0/1 | 66.67% |
Monthly Breakdown
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 31/01/2023 | 1 | 90.131 USDT | +9.01% | 0.00 | 1/0/0 |
| 28/02/2023 | 11 | 376.777 USDT | +37.68% | 4.12 | 4/0/7 |
| 31/03/2023 | 6 | 83.498 USDT | +8.35% | 2.08 | 4/0/2 |
| 30/04/2023 | 7 | 29.031 USDT | +2.90% | 1.27 | 4/0/3 |
| 31/05/2023 | 9 | -60.067 USDT | -6.01% | 0.64 | 3/0/6 |
| 30/06/2023 | 10 | -10.752 USDT | -1.08% | 0.94 | 3/0/7 |
| 31/07/2023 | 7 | 256.286 USDT | +25.63% | 4.38 | 5/0/2 |
| 31/08/2023 | 6 | -19.454 USDT | -1.95% | 0.74 | 3/0/3 |
| 30/09/2023 | 8 | 196.919 USDT | +19.69% | 3.94 | 4/0/4 |
| 31/10/2023 | 5 | 99.247 USDT | +9.92% | 3.36 | 3/0/2 |
| 30/11/2023 | 5 | 687.089 USDT | +68.71% | 4.86 | 2/0/3 |
| 31/12/2023 | 5 | 3303.741 USDT | +330.37% | 31.97 | 4/0/1 |
| 31/01/2024 | 10 | -624.706 USDT | -62.47% | 0.38 | 4/0/6 |
| 29/02/2024 | 6 | 90.031 USDT | +9.00% | 1.41 | 3/0/3 |
| 31/03/2024 | 4 | 331.732 USDT | +33.17% | 3.26 | 3/0/1 |
| 30/04/2024 | 8 | 1643.993 USDT | +164.40% | 5.09 | 6/0/2 |
| 31/05/2024 | 11 | -193.416 USDT | -19.34% | 0.63 | 3/0/8 |
| 30/06/2024 | 7 | 445.862 USDT | +44.59% | 2.39 | 2/0/5 |
| 31/07/2024 | 10 | -802.549 USDT | -80.25% | 0.23 | 3/0/7 |
| 31/08/2024 | 10 | 1115.374 USDT | +111.54% | 2.64 | 6/0/4 |
| 30/09/2024 | 8 | -142.041 USDT | -14.20% | 0.72 | 3/0/5 |
| 31/10/2024 | 11 | -954.979 USDT | -95.50% | 0.02 | 1/0/10 |
| 30/11/2024 | 6 | 1357.814 USDT | +135.78% | 4.96 | 3/0/3 |
| 31/12/2024 | 6 | 4882.695 USDT | +488.27% | 9.38 | 3/0/3 |
| 31/01/2025 | 3 | 902.889 USDT | +90.29% | 3.95 | 2/0/1 |
Interpretation Notes
The backtest shown on this page uses the default parameters from the strategy and pair-optimized settings, without additional optimization parameters. Return, drawdown, and risk-adjusted metrics should be treated as historical research results for the stated timerange and universe, not as a guarantee of live performance.
