MACDStrategy_robertshort

Strategy: MACDStrategy_robertshort
Downloaded: 20221111
Stoploss: -0.04032

Backtests
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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
MACDStrategy_robertshort	889	0.03	30.92	84.445	4.22	1:49:00	381	508	42.9	341.075	14.15	137.2	USDT	binance	12.8002	12.8002	17.404	20.3646	202202
MACDStrategy_robertshort	1034	-0.12	-123.84	-356.058	-17.8	2:00:00	405	629	39.2	496.893	23.83	266.5	USDT	binance	-53.8693	-53.8693	-67.5016	-46.0392	202203
MACDStrategy_robertshort	1210	0.08	97.05	276.617	13.83	1:53:00	500	710	41.3	147.042	6.66	289	USDT	binance	44.6902	44.6902	64.7808	132.337	202204
MACDStrategy_robertshort	1082	0.04	40.76	117.943	5.9	1:41:00	481	601	44.5	520.741	20.84	237.2	USDT	binance	12.1126	12.1126	17.1967	17.4355	202205
MACDStrategy_robertshort	1016	0.06	64.6	188.519	9.43	1:40:00	419	597	41.2	324.657	13.72	228.1	USDT	binance	22.9559	22.9559	33.5331	43.7398	202206
MACDStrategy_robertshort	768	-0.14	-109.25	-327.97	-16.4	1:55:00	289	479	37.6	433.388	21.69	200.5	USDT	binance	-52.3747	-52.3747	-64.4993	-46.5839	202207
MACDStrategy_robertshort	908	-0.09	-80.56	-237.689	-11.88	1:58:00	317	591	34.9	407.961	19.82	231.3	USDT	binance	-36.7445	-36.7445	-48.4538	-36.9464	202208
MACDStrategy_robertshort	1025	-0.13	-129.14	-387.331	-19.37	2:00:00	389	636	38	394.907	19.75	163.9	USDT	binance	-5.28	-5.28	-6.11	-2.62	202209
MACDStrategy_robertshort	1296	-0.05	-70.93	-212.746	-10.64	2:04:00	472	824	36.4	385.915	17.77	372.7	USDT	binance	-4.95	-4.95	-5.44	-3.38	202210
MACDStrategy_robertshort	1231	-0.04	-51.39	-154.143	-7.71	1:51:00	518	713	42.1	368.662	16.65	188.6	USDT	binance	-1.11	-1.11	-1.47	-2.91	202211
MACDStrategy_robertshort	1298	0.03	36.78	110.331	5.52	2:11:00	538	760	41.4	108.954	5.45	221	USDT	binance	1.9	1.9	3.88	41.29	202212
MACDStrategy_robertshort	1035	-0.16	-168.04	-504.005	-25.2	1:51:00	359	676	34.7	578.921	28.96	166.7	USDT	binance	-5.77	-5.77	-7	-1.75	202301
MACDStrategy_robertshort	1094	-0.03	-38.13	-113.942	-5.7	1:52:00	425	669	38.8	274.728	13.67	275.7	USDT	binance	-21.28	-21.28	-27.74	-29.49	202302
MACDStrategy_robertshort	1347	-0.01	-12.7	-37.4233	-1.87	1:50:00	535	812	39.7	384.74	16.39	349.3	USDT	binance	-6.4	-6.4	-8.34	-7.27	202303
MACDStrategy_robertshort	1339	-0.02	-24.05	-69.0896	-3.45	1:52:00	516	823	38.5	203.643	9.7	330.3	USDT	binance	-15.72	-15.72	-20.19	-22.69	202304
MACDStrategy_robertshort	1438	-0.01	-16.97	-50.4732	-2.52	1:56:00	510	928	35.5	183.292	8.78	357.6	USDT	binance	-13.92	-13.92	-19.37	-18.31	202305
MACDStrategy_robertshort	1174	-0.03	-39.25	-117.921	-5.9	1:56:00	482	692	41.1	195.723	9.63	289.2	USDT	binance	-24.56	-24.56	-29.11	-39	202306
MACDStrategy_robertshort	1380	-0.02	-21.54	-63.6218	-3.18	1:53:00	526	854	38.1	148.87	7.42	283.7	USDT	binance	-13.69	-13.69	-17.92	-26.4	202307
MACDStrategy_robertshort	1408	-0.03	-48.99	-145.311	-7.27	1:55:00	554	854	39.3	188.61	9.43	292.4	USDT	binance	-35.77	-35.77	-42.34	-49.04	202308
MACDStrategy_robertshort	900	-0.07	-58.98	-175.872	-13.53	1:51:00	343	557	38.1	179.847	13.79	193.4	USDT	binance	-44.51	-44.51	-51.38	-64.62	202309
MACDStrategy_robertshort	810	-0.03	-26.43	-79.1034	-6.08	1:57:00	296	514	36.5	130.072	9.69	235.3	USDT	binance	-18.58	-18.58	-24.38	-38.69	202310
MACDStrategy_robertshort	779	0.01	11.38	34.0237	2.62	1:56:00	332	447	42.6	92.225	6.7	220.9	USDT	binance	5.43	5.43	7.42	24.86	202311
MACDStrategy_robertshort	787	-0.12	-92.34	-275.861	-21.22	1:57:00	292	495	37.1	337.059	25.94	224.1	USDT	binance	-40.8	-40.8	-52.09	-50.41	202312
MACDStrategy_robertshort	1410	0.05	64	182.461	9.12	1:54:00	571	839	40.5	218.492	9.47	356.1	USDT	binance	29.68	29.68	42.07	59.4	202401
MACDStrategy_robertshort	1073	-0.14	-153.08	-464.41	-23.22	2:00:00	354	719	33	490.223	24.52	226.2	USDT	binance	-92.56	-92.56	-112.09	-62.38	202402
MACDStrategy_robertshort	1272	-0.02	-29.47	-99.7937	-4.99	1:51:00	498	774	39.2	293.172	14.66	84.8	USDT	binance	-14.35	-14.35	-20.06	-20.97	202403
MACDStrategy_robertshort	1282	0.09	121.75	361.636	18.08	1:53:00	589	693	45.9	354.002	14.47	86.9	USDT	binance	54.19	54.19	72.46	79.58	202404

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
1094	0	-5.7	39	14	247.3
Sharpe	Sortino	Calmar
-13	-17	-18


Prof.Factor	Expectancy	Cagr
0.89	0	-0.2
Trades/Day	Rejected Signals
37.39	4373
Ninja Score: 42

stoploss: -0.04032
timeframe: 5m
hash(sha256): 28309d167865ff99ffcb27208132bc5473c6490d603ee182ce537964dce2dbaa
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 07:38:10