JustROCR5_3

Strategy: JustROCR5_3
Downloaded: 20231106
Stoploss: -0.01

Private 1m Stalled - Negative Spot v2 Unbiased Recursive Analysis

Backtests
Info
Recursive Analysis
Quantstats

Comment

Strategy	Buys	Avg Prof%	Cum Prof%	Tot Prof%	Tot Profit%	Avg Duration	Win	Loss	Win%	DD Stake	DD%	Time	Stake	Exchange	Stoploss	Sharpe	Sortino	Calmar	Month
JustROCR5_3	13	0.24	3.13	9.38849	0.72	0:00:00	3	10	23.1	14.206	1.08	33.5	USDT	binance	0.74	0.74	222.97	41.22	202303
JustROCR5_3	8	0.36	2.9	8.7007	0.67	0:00:00	2	6	25	10.652	0.81	33	USDT	binance	0.69	0.69	354.92	52.79	202304
JustROCR5_3	7	-1.18	-8.24	-24.7401	-1.9	0:00:00	0	7	0	21.205	1.64	33	USDT	binance	-386.82	-386.82	-386.82	-71.71	202305
JustROCR5_3	11	-1.15	-12.64	-37.9579	-2.92	0:15:00	0	11	0	34.543	2.66	32.1	USDT	binance	-121.29	-121.29	-121.29	-69.8	202306
JustROCR5_3	7	-0.31	-2.15	-6.43264	-0.49	0:00:00	1	6	14.3	21.432	1.63	32.8	USDT	binance	-0.61	-0.61	-274.35	-18.71	202307
JustROCR5_3	11	-0.62	-6.79	-20.4002	-1.57	0:00:00	1	10	9.1	24.657	1.9	32.8	USDT	binance	-2.36	-2.36	-205.94	-50.85	202308
JustROCR5_3	10	-0.57	-5.71	-17.1379	-1.32	0:00:00	1	9	10	28.658	2.19	32.1	USDT	binance	-1.96	-1.96	-270.47	-38.42	202309
JustROCR5_3	6	-0.16	-0.93	-2.79738	-0.22	0:01:00	1	5	16.7	10.659	0.82	30.5	USDT	binance	-0.25	-0.25	-79	-16.13	202310
JustROCR5_3	23	-0.65	-14.84	-44.5614	-3.43	0:00:00	2	21	8.7	56.013	4.27	33.7	USDT	binance	-5.62	-5.62	-646.18	-52.87	202311
JustROCR5_3	36	-0.32	-11.66	-34.9932	-2.69	0:01:00	5	31	13.9	63.515	4.9	32.3	USDT	binance	-3.47	-3.47	-492.35	-34.99	202312
JustROCR5_3	0	0	0	0	0	0:00	0	0	0	0	0	22.4	BUSD	binance	0	0	0	0	202303
JustROCR5_3	7	-0.31	-2.14	-6.40873	-0.49	0:00:00	1	6	14.3	17.829	1.36	23.2	BUSD	binance	-0.63	-0.63	-311.96	-23.09	202304
JustROCR5_3	3	-1.18	-3.54	-10.6434	-0.82	0:00:00	0	3	0	7.114	0.55	22.2	BUSD	binance	-269.4	-269.4	-269.4	-91.95	202305
JustROCR5_3	2	-1.19	-2.38	-7.15378	-0.55	0:00:00	0	2	0	3.585	0.28	21.7	BUSD	binance	-573.84	-573.84	-573.84	-126.74	202306
JustROCR5_3	12	0.36	4.28	12.8707	0.99	0:00:00	3	9	25	14.282	1.09	23.1	BUSD	binance	0.99	0.99	435.26	56.03	202307
JustROCR5_3	6	-1.17	-7.01	-21.0501	-1.62	0:00:00	0	6	0	17.552	1.35	22.2	BUSD	binance	-291.12	-291.12	-291.12	-73.71	202308
JustROCR5_3	14	-0.3	-4.24	-12.7167	-0.98	0:00:00	2	12	14.3	17.763	1.36	21.8	BUSD	binance	-1.25	-1.25	-224.48	-45.74	202309
JustROCR5_3	6	-1.19	-7.11	-21.3573	-1.64	0:00:00	0	6	0	17.804	1.37	21.3	BUSD	binance	-555.76	-555.76	-555.76	-73.73	202310
JustROCR5_3	6	-0.15	-0.88	-2.63282	-0.2	0:00:00	1	5	16.7	10.509	0.8	20.4	BUSD	binance	-0.25	-0.25	-34.95	-16.6	202311
JustROCR5_3	7	0.57	4.02	12.0601	0.93	0:01:00	2	5	28.6	7.187	0.55	32.4	USDT	kucoin	0.89	0.89	1064.78	103.14	202303
JustROCR5_3	13	-0.24	-3.09	-9.28487	-0.71	0:00:00	2	11	15.4	32.115	2.43	31.1	USDT	kucoin	-0.88	-0.88	-189.28	-18.73	202304
JustROCR5_3	5	-1.19	-5.95	-17.8813	-1.38	0:00:00	0	5	0	14.338	1.11	30.7	USDT	kucoin	-653.75	-653.75	-653.75	-76.65	202305
JustROCR5_3	14	-1.19	-16.7	-50.1481	-3.86	0:00:00	0	14	0	46.563	3.59	30	USDT	kucoin	-1279.67	-1279.67	-1279.67	-68.4	202306
JustROCR5_3	13	-0.24	-3.15	-9.46943	-0.73	0:00:00	2	11	15.4	21.538	1.64	30.7	USDT	kucoin	-0.87	-0.87	-617.06	-27.35	202307
JustROCR5_3	16	-0.42	-6.71	-20.1562	-1.55	0:00:00	2	14	12.5	27.989	2.14	30.5	USDT	kucoin	-2.02	-2.02	-895.57	-44.65	202308
JustROCR5_3	26	-0.47	-12.3	-36.922	-2.84	0:01:00	3	23	11.5	42.568	3.28	29.8	USDT	kucoin	-3.96	-3.96	-635.54	-55.08	202309
JustROCR5_3	17	-0.09	-1.61	-4.82113	-0.37	0:02:00	3	14	17.6	14.246	1.09	29.6	USDT	kucoin	-0.42	-0.42	-87.92	-21.01	202310
JustROCR5_3	23	-0.12	-2.65	-7.95981	-0.61	0:01:00	4	19	17.4	31.542	2.38	33.6	USDT	kucoin	-0.72	-0.72	-210.18	-16.36	202311
JustROCR5_3	21	-0.61	-12.74	-38.2615	-2.94	0:03:00	2	19	9.5	43.096	3.32	33.3	USDT	kucoin	-4.32	-4.32	-4351.5	-54.56	202312
JustROCR5_3	22	-0.84	-18.58	-0.00185982	-2.07	0:01:00	1	21	4.5	0.00224875	2.5	34	BTC	binance	-8.98	-8.98	-196.67	-50.91	202303
JustROCR5_3	17	-0.79	-13.44	-0.00134556	-1.5	0:00:00	1	16	5.9	0.00122873	1.37	32.7	BTC	binance	-5.92	-5.92	-313.82	-69.65	202304
JustROCR5_3	3	0.88	2.65	0.00026571	0.3	0:02:00	1	2	33.3	0.00011949	0.13	33.9	BTC	binance	0.56	0.56	68.37	136.87	202305
JustROCR5_3	21	-0.26	-5.48	-0.00054847	-0.61	0:48:00	3	18	14.3	0.00095256	1.06	33.7	BTC	binance	-1.62	-1.62	-33.99	-36.73	202306
JustROCR5_3	29	-0.08	-2.29	-0.0002286	-0.25	0:00:00	5	24	17.2	0.00157159	1.74	33.3	BTC	binance	-0.61	-0.61	-16.23	-8.98	202307
JustROCR5_3	15	-0.32	-4.8	-0.00048037	-0.53	0:00:00	2	13	13.3	0.00069847	0.78	33.8	BTC	binance	-1.42	-1.42	-56.72	-42.33	202308
JustROCR5_3	21	-0.2	-4.2	-0.00042011	-0.47	0:01:00	3	18	14.3	0.0014733	1.64	32.4	BTC	binance	-1.26	-1.26	-22.23	-18.14	202309
JustROCR5_3	12	-1.17	-14	-0.00140147	-1.56	0:01:00	0	12	0	0.00128867	1.43	32.8	BTC	binance	-427.59	-427.59	-427.59	-66.94	202310
JustROCR5_3	28	-0.03	-0.83	-0.00008314	-0.09	0:17:00	5	23	17.9	0.00082876	0.91	34.6	BTC	binance	-0.23	-0.23	-7.03	-6.44	202311
JustROCR5_3	16	0.01	0.21	0.0000212	0.02	0:00:00	3	13	18.8	0.00080985	0.89	33.6	BTC	binance	0.06	0.06	1.76	1.68	202312

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Average Overall

Not Enough Data! / Avg statistics not populated yet.

startup_candle_count : 50
Recursive Analysis found no issues while using 50 startup_candle_count

stoploss: -0.01
timeframe: 1m
hash(sha256): 11ef8b25279a56cafaa0ad1ce534f0a407f1ab7516b78248d11a08f81ae30760
indicators:
rocr rocr_2

No similar strategies found. (based on used indicators)

last change: 2024-01-02 12:26:53