FuturesMACDCrossovercandlesago

Strategy: FuturesMACDCrossovercandlesago
Downloaded: 20221111
Stoploss: -0.04032

Backtests
Info

Comment

Strategy	Buys	Avg Prof%	Cum Prof%	Tot Prof%	Tot Profit%	Avg Duration	Win	Draw	Loss	Win%	DD Stake	DD%	Time	Stake	Exchange	Stoploss	Sharpe	Sortino	Calmar	Month
FuturesMACDCrossovercandlesago	700	-0.03	-23.08	-66.0141	-3.3	4:15:00	354	1	345	50.6	544.774	22.8	218.2	USDT	binance	-6.35208	-6.35208	-8.83483	-9.87846	202202
FuturesMACDCrossovercandlesago	492	-0.15	-72.08	-202.777	-10.14	6:18:00	222	3	267	45.1	477.287	23.87	377.5	USDT	binance	-17.4452	-17.4452	-24.5012	-26.1733	202203
FuturesMACDCrossovercandlesago	614	-0.1	-64.11	-182.39	-9.12	5:06:00	284	0	330	46.3	278.28	13.52	387.7	USDT	binance	-17.3662	-17.3662	-23.2018	-42.9697	202204
FuturesMACDCrossovercandlesago	801	-0.15	-121.61	-361.19	-18.06	3:18:00	387	0	414	48.3	555.146	26.57	339.4	USDT	binance	-27.3694	-27.3694	-43.2426	-41.8955	202205
FuturesMACDCrossovercandlesago	722	-0.1	-70.13	-211.921	-10.6	3:37:00	336	0	386	46.5	384.206	18.93	325.3	USDT	binance	-18.0383	-18.0383	-26.1045	-35.6476	202206
FuturesMACDCrossovercandlesago	590	-0.01	-3.64	-10.2494	-0.51	5:10:00	294	0	296	49.8	305.678	14.6	380.5	USDT	binance	-0.892745	-0.892745	-1.20451	-2.16267	202207
FuturesMACDCrossovercandlesago	508	-0.11	-53.53	-152.601	-7.63	5:59:00	223	1	284	43.9	401.25	19.35	375.3	USDT	binance	-14.4284	-14.4284	-19.2062	-24.3027	202208
FuturesMACDCrossovercandlesago	429	-0.19	-82.4	-247.2	-12.36	7:51:00	199	0	230	46.4	318.824	15.53	248	USDT	binance	-3.59	-3.59	-4.34	-3.31	202209
FuturesMACDCrossovercandlesago	374	0	0.25	0.773812	0.04	10:00:00	193	0	181	51.6	294.645	13.8	296.9	USDT	binance	0.29	0.29	0.37	0	202210
FuturesMACDCrossovercandlesago	567	-0.18	-99.36	-298.106	-14.91	5:15:00	274	0	293	48.3	430.503	21.22	225.7	USDT	binance	-1.96	-1.96	-2.83	-2.37	202211
FuturesMACDCrossovercandlesago	290	-0.19	-54.16	-162.517	-8.13	12:04:00	134	0	156	46.2	164.53	8.23	259.2	USDT	binance	-4.05	-4.05	-4.41	-5.47	202212
FuturesMACDCrossovercandlesago	498	0.24	121.77	365.409	18.27	7:54:00	275	0	223	55.2	168.362	6.91	288.1	USDT	binance	5.14	5.14	10.74	599.27	202301
FuturesMACDCrossovercandlesago	514	-0.16	-84.61	-253.289	-12.66	5:56:00	245	0	269	47.7	305.212	15.17	451.3	USDT	binance	-24.1	-24.1	-32.91	-56.96	202302
FuturesMACDCrossovercandlesago	471	-0.22	-104.6	-312.543	-15.63	6:29:00	212	0	259	45	428.588	21.56	393.6	USDT	binance	-28.31	-28.31	-36.87	-44.67	202303
FuturesMACDCrossovercandlesago	428	-0.1	-44.14	-131.818	-6.59	8:06:00	188	0	240	43.9	225.071	10.78	437.2	USDT	binance	-13.81	-13.81	-16.98	-38.92	202304
FuturesMACDCrossovercandlesago	268	-0.25	-67.27	-201.348	-10.07	13:04:00	109	0	159	40.7	263.273	13.14	433.9	USDT	binance	-22.4	-22.4	-25.97	-48.79	202305
FuturesMACDCrossovercandlesago	396	-0.18	-69.52	-208.508	-10.43	8:29:00	191	0	205	48.2	317.092	15.43	417.5	USDT	binance	-19.79	-19.79	-24.53	-43.04	202306
FuturesMACDCrossovercandlesago	407	-0.11	-46.06	-136.415	-6.82	8:59:00	193	0	214	47.4	218.551	10.5	392.3	USDT	binance	-13.14	-13.14	-16.08	-40.04	202307
FuturesMACDCrossovercandlesago	276	-0.32	-89.24	-265.778	-13.29	12:53:00	126	0	150	45.7	284.279	14.08	391.5	USDT	binance	-26.23	-26.23	-30.83	-58.15	202308
FuturesMACDCrossovercandlesago	232	0.21	47.77	143.592	11.05	10:43:00	125	0	107	53.9	89.675	6.42	278.6	USDT	binance	17.11	17.11	20.19	113.38	202309
FuturesMACDCrossovercandlesago	237	0.08	19.37	55.6772	4.28	9:31:00	127	0	110	53.6	105.651	8.07	330.2	USDT	binance	5.15	5.15	6.2	32.7	202310
FuturesMACDCrossovercandlesago	289	-0.01	-2.84	-10.9185	-0.84	7:44:00	151	0	138	52.2	254.514	17.42	307.3	USDT	binance	-0.88	-0.88	-1.31	-3.07	202311
FuturesMACDCrossovercandlesago	348	-0.12	-42.33	-128.828	-9.91	6:54:00	173	0	175	49.7	330.598	22.07	339.2	USDT	binance	-10.29	-10.29	-14.91	-27.68	202312
FuturesMACDCrossovercandlesago	523	-0.12	-62.96	-191.67	-9.58	6:28:00	247	0	276	47.2	292.945	14.31	458.2	USDT	binance	-16.68	-16.68	-22.32	-41.27	202401
FuturesMACDCrossovercandlesago	389	0.26	102.25	300.462	15.02	9:54:00	225	0	164	57.8	146.243	6.49	390.3	USDT	binance	27.8	27.8	37.1	152.44	202402
FuturesMACDCrossovercandlesago	677	-0.12	-82.02	-230.355	-11.52	5:04:00	324	0	353	47.9	417.531	19.4	115.8	USDT	binance	-18.44	-18.44	-27.01	-36.58	202403
FuturesMACDCrossovercandlesago	639	-0.15	-98.47	-279.795	-13.99	5:12:00	310	0	329	48.5	467.266	21.36	112.5	USDT	binance	-25.33	-25.33	-33.96	-41.7	202404

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
471	-0.1	-9.5	47	15	324
Sharpe	Sortino	Calmar
-13	-16	-27


Prof.Factor	Expectancy	Cagr
0.87	0	-0.6
Trades/Day	Rejected Signals
15.65	2488
Ninja Score: 47

stoploss: -0.04032
timeframe: 5m
hash(sha256): 10a26e0ee331582ed594ffe4400f7e8283d50c2f6d0604e189b126b0d8a7ac34
indicators:
macdsignal close rsi macd ema200_short_val
macdhist ema200_long_val

No similar strategies found. (based on used indicators)

last change: 2024-05-03 07:31:11