MultiMA_TSL4b

Strategy: MultiMA_TSL4b
Downloaded: 20220527
Stoploss: -0.119

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
MultiMA_TSL4b	3	-2.01	-6.04	-18.128	-1.81	1:17:00	1	2	33.3	14.76	1.5	58.7	USDT	binance	-1.23	-1.23	-1.51	-9.55	202201
MultiMA_TSL4b	4	-0.99	-3.95	-11.851	-1.19	2:58:00	2	2	50	24.742	2.46	55	USDT	binance	5.02	5.02	0	0	202202
MultiMA_TSL4b	20	1.49	29.84	89.598	8.96	3:04:00	14	6	70	16.481	1.58	61.9	USDT	binance	6.02	6.02	13.8	93.66	202203
MultiMA_TSL4b	11	1.9	20.94	62.881	6.29	0:52:00	10	1	90.9	0	0	57.6	USDT	binance	9.66	9.66	0	0	202204
MultiMA_TSL4b	38	-0.05	-1.72	-5.168	-0.52	1:50:00	21	17	55.3	52.613	5.19	60.9	USDT	binance	-0.14	-0.14	-0.22	-2.32	202205
MultiMA_TSL4b	33	-0.85	-28.17	-84.603	-8.46	1:37:00	19	14	57.6	130.658	12.96	59.5	USDT	binance	-2.95	-2.95	-3.63	-5.44	202206
MultiMA_TSL4b	20	0.13	2.63	7.89793	0.79	2:00:00	13	7	65	21.941	2.17	55.6	USDT	binance	0.7	0.7	0.94	6.15	202207
MultiMA_TSL4b	7	1.47	10.28	30.8651	3.09	2:51:00	6	1	85.7	12.025	1.15	58.9	USDT	binance	2.74	2.74	5.51	33.92	202208
MultiMA_TSL4b	8	1.61	12.89	38.7178	3.87	0:50:00	7	1	87.5	11.455	1.11	56.6	USDT	binance	5.59	5.59	0	0	202209
MultiMA_TSL4b	16	0.95	15.19	45.6026	4.56	0:44:00	12	4	75	23.79	2.31	59.7	USDT	binance	4.4	4.4	18.88	179.62	202210
MultiMA_TSL4b	33	0.06	2.05	6.15507	0.62	2:15:00	22	11	66.7	61.553	5.86	58.7	USDT	binance	-0.74	-0.74	-1	-3.99	202211
MultiMA_TSL4b	2	1.14	2.27	6.82581	0.68	0:32:00	2	0	100	0	0	55.8	USDT	binance	9.17	9.17	0	0	202212
MultiMA_TSL4b	19	0.6	11.48	34.4869	3.45	1:52:00	12	7	63.2	71.559	6.62	58.7	USDT	binance	-2.56	-2.56	-3.29	-9.39	202301
MultiMA_TSL4b	12	1.32	15.88	47.6544	3.67	2:30:00	10	2	83.3	24.093	1.77	73.7	USDT	binance	3.95	3.95	20.19	141.41	202302
MultiMA_TSL4b	7	-0.73	-5.09	-15.2829	-1.18	1:45:00	4	3	57.1	32.056	2.43	78.3	USDT	binance	-1.16	-1.16	-2.59	-29.76	202303
MultiMA_TSL4b	6	-0.94	-5.67	-17.0175	-1.31	2:12:00	1	5	16.7	34.015	2.58	77.9	USDT	binance	-1.05	-1.05	-1.86	-32.28	202304
MultiMA_TSL4b	3	2.83	8.49	25.4994	1.96	1:23:00	2	1	66.7	3.04	0.23	87.2	USDT	binance	1.87	1.87	0	528.36	202305
MultiMA_TSL4b	6	-0.16	-0.96	-2.88948	-0.22	1:19:00	4	2	66.7	25.691	1.97	78.1	USDT	binance	-0.12	-0.12	-0.43	-7.18	202306
MultiMA_TSL4b	6	1.97	11.8	35.4193	2.72	1:21:00	5	1	83.3	21.095	1.59	62.5	USDT	binance	1.84	1.84	4.57	108.94	202307
MultiMA_TSL4b	3	-3.23	-9.7	-29.1289	-2.24	1:33:00	1	2	33.3	36.84	2.82	64.1	USDT	binance	-1.46	-1.46	-48.26	-49.02	202308
MultiMA_TSL4b	13	-1.08	-14.05	-42.1777	-3.24	1:50:00	7	6	53.8	73.963	5.55	61.2	USDT	binance	-1.54	-1.54	-1.95	-37.2	202309
MultiMA_TSL4b	5	2.14	10.72	32.1723	2.47	2:03:00	4	1	80	6.479	0.49	73.3	USDT	binance	2.59	2.59	0	310.67	202310
MultiMA_TSL4b	30	-0.1	-2.98	-8.96381	-0.69	1:35:00	17	13	56.7	85.358	6.36	74.7	USDT	binance	-0.37	-0.37	-0.55	-7.14	202311
MultiMA_TSL4b	46	0.34	15.84	47.5514	3.66	2:36:00	27	19	58.7	96.199	7.08	84.8	USDT	binance	2.09	2.09	2.8	32.9	202312
MultiMA_TSL4b	14	0.28	3.9	11.7112	0.9	1:52:00	10	4	71.4	6.674	0.53	82	USDT	binance	0.66	0.66	0.5	108.74	202401
MultiMA_TSL4b	16	0.3	4.83	14.5094	1.12	4:02:00	11	5	68.8	37.018	2.81	70.1	USDT	binance	1.03	1.03	1.54	26.16	202402
MultiMA_TSL4b	33	-0.21	-6.9	-20.7305	-1.59	3:53:00	20	13	60.6	82.762	6.33	43	USDT	binance	-1.26	-1.26	-1.36	-16.04	202403
MultiMA_TSL4b	16	0.44	7.12	21.3705	1.64	3:27:00	8	8	50	21.656	1.62	39.6	USDT	binance	1.5	1.5	3.08	66.83	202404
MultiMA_TSL4b	24	2.21	53.06	159.339	15.93	1:41:00	20	4	83.3	22.944	1.98	58.3	BUSD	binance	10.52	10.52	2818.23	35567.6	202201
MultiMA_TSL4b	29	1.49	43.24	129.856	12.99	1:47:00	21	8	72.4	25.388	2.27	58.2	BUSD	binance	7.81	7.81	30.43	416.02	202202
MultiMA_TSL4b	59	0.35	20.65	62.012	6.2	1:36:00	34	25	57.6	67.205	6.5	65	BUSD	binance	1.36	1.36	2.65	13.94	202203
MultiMA_TSL4b	26	0.08	2.12	6.371	0.64	1:43:00	19	7	73.1	73.774	7.21	65.6	BUSD	binance	-0.45	-0.45	-0.53	-2.63	202204
MultiMA_TSL4b	105	0.57	60.08	180.419	18.04	0:59:00	71	34	67.6	88.518	7.4	63.3	BUSD	binance	3.79	3.79	7.64	112.07	202205
MultiMA_TSL4b	31	-0.24	-7.59	-22.787	-2.28	1:52:00	20	11	64.5	89.451	8.67	61.4	BUSD	binance	-1.64	-1.64	-1.96	-5.05	202206
MultiMA_TSL4b	31	0.93	28.82	86.5351	8.65	1:10:00	24	7	77.4	24.138	2.39	55.8	BUSD	binance	5.21	5.21	25.96	264.78	202207
MultiMA_TSL4b	17	1.27	21.51	64.5974	6.46	2:16:00	13	4	76.5	4.366	0.41	58	BUSD	binance	5.8	5.8	67.87	441.75	202208
MultiMA_TSL4b	50	0.74	36.84	110.622	11.06	1:22:00	29	21	58	48.888	4.4	60.6	BUSD	binance	5.08	5.08	16	121.13	202209
MultiMA_TSL4b	11	-0.51	-5.59	-16.7855	-1.68	3:15:00	6	5	54.5	39.285	3.98	60.6	BUSD	binance	0.41	0.41	0.53	2.06	202210
MultiMA_TSL4b	70	-0.5	-35.08	-105.357	-10.54	1:39:00	39	31	55.7	228.617	20.35	61.4	BUSD	binance	-2.48	-2.48	-3.15	-4.29	202211
MultiMA_TSL4b	13	1.56	20.25	60.8164	6.08	0:57:00	11	2	84.6	22.127	2.19	56.6	BUSD	binance	4.97	4.97	0	0	202212
MultiMA_TSL4b	43	1.16	49.75	149.386	14.94	1:53:00	32	11	74.4	50.887	4.36	60.4	BUSD	binance	4.82	4.82	12.16	160.23	202301
MultiMA_TSL4b	34	0.6	20.43	61.4868	4.73	1:13:00	24	10	70.6	41.109	3.02	74.7	BUSD	binance	3.22	3.22	3.88	106.88	202302
MultiMA_TSL4b	8	1.17	9.39	28.1656	2.17	1:31:00	5	3	62.5	19.958	1.51	78.5	BUSD	binance	1.74	1.74	2.28	88.19	202303
MultiMA_TSL4b	12	0.29	3.44	10.3333	0.79	2:29:00	7	5	58.3	14.692	1.11	78.8	BUSD	binance	0.89	0.89	1.57	47.23	202304
MultiMA_TSL4b	5	1.34	6.69	20.0948	1.55	2:55:00	4	1	80	0	0	77.8	BUSD	binance	1.16	1.16	0	0	202305
MultiMA_TSL4b	3	0.01	0.02	0.0497616	0	0:50:00	2	1	66.7	25.905	1.98	75.2	BUSD	binance	0	0	-7.94	0.12	202306
MultiMA_TSL4b	4	2.77	11.09	33.2913	2.56	1:55:00	3	1	75	0	0	65.9	BUSD	binance	3.59	3.59	0	0	202307
MultiMA_TSL4b	1	0.6	0.6	1.80529	0.14	3:10:00	1	0	100	0	0	60.5	BUSD	binance	0	0	0	0	202308
MultiMA_TSL4b	18	0.32	5.72	17.1699	1.32	1:24:00	11	7	61.1	38.49	2.87	62.2	BUSD	binance	0.75	0.75	1.08	29.33	202309
MultiMA_TSL4b	1	4.05	4.05	12.1708	0.94	3:05:00	1	0	100	0	0	53.3	BUSD	binance	0	0	0	0	202310
MultiMA_TSL4b	2	1.94	3.88	11.6504	0.9	2:10:00	2	0	100	0	0	33.9	BUSD	binance	1.57	1.57	0	0	202311
MultiMA_TSL4b	27	0.36	9.85	29.587	2.96	3:10:00	18	9	66.7	47.611	4.74	64.8	USDT	kucoin	1.28	1.28	2.81	11.43	202201
MultiMA_TSL4b	55	2.24	123.19	369.929	36.99	1:48:00	42	13	76.4	15.115	1.21	64	USDT	kucoin	12.63	12.63	99.84	7695.77	202202
MultiMA_TSL4b	28	0.52	14.52	43.609	4.36	2:02:00	17	11	60.7	57.678	5.51	64.6	USDT	kucoin	-0.08	-0.08	-0.1	-0.93	202203
MultiMA_TSL4b	13	1.09	14.2	42.654	4.27	0:43:00	9	4	69.2	13.281	1.32	59.6	USDT	kucoin	4.85	4.85	28.66	161.02	202204
MultiMA_TSL4b	104	1.6	166.44	499.819	49.98	1:18:00	73	31	70.2	127.767	10.38	68.9	USDT	kucoin	7.7	7.7	24.74	4278.26	202205
MultiMA_TSL4b	31	0.11	3.55	10.674	1.07	2:15:00	17	14	54.8	54.715	5.16	62.6	USDT	kucoin	0.55	0.55	0.81	2.78	202206
MultiMA_TSL4b	17	1.6	27.25	81.8234	8.18	1:29:00	11	6	64.7	7.607	0.71	56.9	USDT	kucoin	4.94	4.94	30.94	221.69	202207
MultiMA_TSL4b	9	0.77	6.96	20.9059	2.09	4:45:00	7	2	77.8	36.264	3.6	59.6	USDT	kucoin	1.27	1.27	1.55	9.76	202208
MultiMA_TSL4b	15	0.97	14.53	43.6339	4.36	2:23:00	12	3	80	30.28	2.97	60.1	USDT	kucoin	4.06	4.06	20.36	138.26	202209
MultiMA_TSL4b	8	0.15	1.19	3.5618	0.36	4:14:00	5	3	62.5	24.802	2.46	67.6	USDT	kucoin	-0.6	-0.6	-0.72	-3.22	202210
MultiMA_TSL4b	11	-1.21	-13.35	-40.0929	-4.01	4:57:00	5	6	45.5	70.517	6.84	57.6	USDT	kucoin	-3.72	-3.72	-4.16	-9.13	202211
MultiMA_TSL4b	12	-1.05	-12.61	-37.8696	-3.79	1:58:00	6	6	50	15.704	1.63	56.3	USDT	kucoin	2.13	2.13	3.05	14.34	202212
MultiMA_TSL4b	26	1.5	38.9	116.804	11.68	2:20:00	17	9	65.4	20.408	1.82	62.5	USDT	kucoin	4.05	4.05	16.95	201.92	202301
MultiMA_TSL4b	14	-1.51	-21.17	-63.5876	-4.89	1:46:00	6	8	42.9	79.849	6.07	71.5	USDT	kucoin	-3.93	-3.93	-5.69	-57.05	202302
MultiMA_TSL4b	9	0.53	4.77	14.3344	1.1	1:40:00	6	3	66.7	19.5	1.48	76.9	USDT	kucoin	0.79	0.79	1.33	45.86	202303
MultiMA_TSL4b	8	1.65	13.23	39.7208	3.06	0:32:00	6	2	75	4.187	0.31	72.5	USDT	kucoin	4.28	4.28	14.22	624.58	202304
MultiMA_TSL4b	3	-0.65	-1.95	-5.8434	-0.45	0:30:00	1	2	33.3	8.069	0.62	70.7	USDT	kucoin	-0.44	-0.44	-10.29	-44.71	202305
MultiMA_TSL4b	8	1.14	9.14	27.449	2.11	1:35:00	7	1	87.5	28.209	2.1	66.2	USDT	kucoin	1.38	1.38	3.84	64	202306
MultiMA_TSL4b	2	4.22	8.43	25.3273	1.95	1:30:00	2	0	100	0	0	55.5	USDT	kucoin	26.45	26.45	0	0	202307
MultiMA_TSL4b	4	-0.22	-0.87	-2.62568	-0.2	1:18:00	2	2	50	9.462	0.72	55.2	USDT	kucoin	-0.29	-0.29	-0.44	-17.76	202308
MultiMA_TSL4b	14	0.71	9.93	29.8143	2.29	1:40:00	9	5	64.3	28.509	2.1	55.3	USDT	kucoin	1.45	1.45	4.16	69.59	202309
MultiMA_TSL4b	3	-4.63	-13.88	-41.6878	-3.21	1:47:00	1	2	33.3	49.098	3.76	70.3	USDT	kucoin	-1.54	-1.54	-2.93	-52.63	202310
MultiMA_TSL4b	26	1.42	36.83	110.6	8.51	1:29:00	20	6	76.9	58.529	4.11	73.5	USDT	kucoin	6.77	6.77	10.59	131.94	202311
MultiMA_TSL4b	36	0.29	10.43	31.3169	2.41	1:17:00	23	13	63.9	70.49	5.11	74.6	USDT	kucoin	1.35	1.35	1.75	29.07	202312
MultiMA_TSL4b	18	1.37	24.67	74.0912	5.7	1:15:00	14	4	77.8	36.219	2.59	73.7	USDT	kucoin	4.1	4.1	6	135.71	202401
MultiMA_TSL4b	5	-0.78	-3.88	-11.6558	-0.9	7:29:00	3	2	60	12.735	0.98	61.7	USDT	kucoin	-1.04	-1.04	-3.94	-60.33	202402
MultiMA_TSL4b	29	0.95	27.65	83.0465	6.39	2:17:00	20	9	69	52.38	3.72	53.6	USDT	kucoin	4.23	4.23	4.76	105.8	202403
MultiMA_TSL4b	3	-1.61	-4.82	-14.4844	-1.11	5:15:00	1	2	33.3	19.57	1.5	59.1	USDT	kucoin	-1.25	-1.25	-3.32	-47.32	202404
MultiMA_TSL4b	16	3.27	52.38	0.0052433	6.55	1:37:00	14	2	87.5	0.0003463	0.42	62.9	BTC	binance	9.96	9.96	0	0	202201
MultiMA_TSL4b	48	1.32	63.57	0.00636381	7.95	2:28:00	36	12	75	0.00155077	1.78	64.5	BTC	binance	7.63	7.63	15.31	73	202202
MultiMA_TSL4b	19	1.18	22.38	0.00224036	2.8	2:03:00	15	4	78.9	0.00080119	0.98	63.6	BTC	binance	4.49	4.49	7.71	32.91	202203
MultiMA_TSL4b	19	-0.58	-10.99	-0.00109967	-1.37	3:04:00	13	6	68.4	0.00161462	2.02	63.6	BTC	binance	1.29	1.29	2.22	10.71	202204
MultiMA_TSL4b	58	0.76	43.87	0.00439144	5.49	1:10:00	40	18	69	0.00107431	1.27	65	BTC	binance	4.36	4.36	7.75	49.64	202205
MultiMA_TSL4b	30	1.37	41.17	0.00412089	5.15	1:30:00	21	9	70	0.00069959	0.86	62.7	BTC	binance	4.98	4.98	21	100.69	202206
MultiMA_TSL4b	45	0.16	7.31	0.00073146	0.91	1:54:00	26	19	57.8	0.00237293	2.91	61.6	BTC	binance	1.06	1.06	1.5	6.16	202207
MultiMA_TSL4b	19	1.25	23.71	0.00237303	2.97	1:56:00	13	6	68.4	0.00125561	1.5	62.2	BTC	binance	3.33	3.33	8.31	27.47	202208
MultiMA_TSL4b	20	2.06	41.21	0.00412531	5.16	1:21:00	15	5	75	0.00098466	1.16	58.4	BTC	binance	4.17	4.17	23.16	84.55	202209
MultiMA_TSL4b	10	1.69	16.86	0.00168758	2.11	2:16:00	8	2	80	0.00043501	0.54	63.3	BTC	binance	5.76	5.76	32.24	151.22	202210
MultiMA_TSL4b	36	0.58	20.82	0.00208406	2.61	1:37:00	20	16	55.6	0.00143772	1.74	61	BTC	binance	3.6	3.6	6.73	23.61	202211
MultiMA_TSL4b	9	1.95	17.53	0.00175487	2.19	1:40:00	7	2	77.8	0.00006383	0.08	61.5	BTC	binance	5.94	5.94	55.03	380.21	202212
MultiMA_TSL4b	22	2.01	44.2	0.00442429	5.53	2:28:00	16	6	72.7	0.00038652	0.48	67.8	BTC	binance	6.76	6.76	25.46	169.69	202301
MultiMA_TSL4b	12	0.51	6.14	0.00061458	0.68	1:35:00	8	4	66.7	0.00144485	1.57	79.1	BTC	binance	1.02	1.02	1.34	29.69	202302
MultiMA_TSL4b	7	-1.03	-7.24	-0.0007237	-0.8	4:29:00	4	3	57.1	0.00243952	2.66	85.4	BTC	binance	-0.49	-0.49	-1.39	-19.25	202303
MultiMA_TSL4b	15	-0.64	-9.55	-0.00095525	-1.06	2:06:00	7	8	46.7	0.00213732	2.34	87.5	BTC	binance	-1.82	-1.82	-3.02	-28.84	202304
MultiMA_TSL4b	10	-1.06	-10.56	-0.00105653	-1.17	2:11:00	4	6	40	0.00178699	1.97	88.3	BTC	binance	-1.67	-1.67	-2.79	-36.73	202305
MultiMA_TSL4b	3	-3.4	-10.19	-0.00102001	-1.13	1:00:00	1	2	33.3	0.00142574	1.58	78.3	BTC	binance	-1.2	-1.2	-4.26	-45.77	202306
MultiMA_TSL4b	8	0.9	7.23	0.00072284	0.8	2:21:00	5	3	62.5	0.00073688	0.81	70.5	BTC	binance	1.13	1.13	1.59	61.44	202307
MultiMA_TSL4b	5	-0.12	-0.59	-0.00005938	-0.07	0:31:00	2	3	40	0.00047854	0.53	69.4	BTC	binance	-0.1	-0.1	-0.32	-7.91	202308
MultiMA_TSL4b	8	2.19	17.5	0.00175129	1.95	1:08:00	7	1	87.5	0.00120541	1.3	66.6	BTC	binance	1.95	1.95	0	95.56	202309
MultiMA_TSL4b	5	1.44	7.2	0.00072079	0.8	1:35:00	3	2	60	0.0006076	0.67	81.9	BTC	binance	1.03	1.03	4.66	74.19	202310
MultiMA_TSL4b	17	1.43	24.25	0.00242601	2.7	3:34:00	11	6	64.7	0.0005382	0.59	83.1	BTC	binance	4.68	4.68	9.6	290.57	202311
MultiMA_TSL4b	14	-0.53	-7.48	-0.00075106	-0.83	5:20:00	8	6	57.1	0.00178862	1.98	88.7	BTC	binance	-1.15	-1.15	-3.15	-26.04	202312
MultiMA_TSL4b	16	1.62	25.85	0.00258685	2.87	1:01:00	13	3	81.2	0.00079202	0.87	88.2	BTC	binance	4.3	4.3	4.86	203.52	202401
MultiMA_TSL4b	8	-0.45	-3.56	-0.00035712	-0.4	2:36:00	4	4	50	0.00146194	1.62	69	BTC	binance	-0.61	-0.61	-1.1	-16.72	202402
MultiMA_TSL4b	22	0.64	14.17	0.001418	1.58	2:25:00	15	7	68.2	0.00110533	1.22	43.7	BTC	binance	2.19	2.19	2.83	81.99	202403
MultiMA_TSL4b	9	1.04	9.38	0.00093845	1.04	1:44:00	7	2	77.8	0.00030951	0.34	43	BTC	binance	2.85	2.85	11.12	195.67	202404

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Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
16.5	0.66	1.84	67	2.03	64.68
Sharpe	Sortino	Calmar
1.62	1.9	23.05


Prof.Factor	Expectancy	Cagr
0.21	0	0
Trades/Day	Rejected Signals
0.65	0
Ninja Score: 70

startup_candle_count : 288
ema_offset_sell3: 0.001%
ema_offset_sell4: 0.007%
ema_offset_sell5: 0.008%
ema_offset_sell7: 0.005%

stoploss: -0.119
timeframe: 5m
hash(sha256): af8561b3eaca07eea305ea856c091e6aa1fe588a3614dda7b3c6aa564f8cdbd6
indicators:
base_nb_candles_buy_ema low_offset_hma ema_offset_sell3 vwma_offset_buy3 age_filter_ok_1d
low_offset_ema2 basic_ub HA_OpenHA_Closelow vwma_offset_buy4 close
hma_offset_buy HA_Close Smooth_HA_O ema_offset_sell2 HA_OpenHA_Closehigh
ewo rsi_fast ema_offset_sell8 Smooth_HA_L ema_offset_sell7
HA_High volume age_filter_ok low_offset_ema live_data_ok
rsx_4 ema_offset_buy base_nb_candles_buy_vwma2 open base_nb_candles_buy_ema2
volatility vwma_offset_buy pmax_thresh low_offset_vwma2 low_offset_vwma
ema_o

Similar Strategies: (based on used indicators)

Strategy: MultiMA_TSL4, Similarity Score: 86.49%
Strategy: MultiMA_TSL4a, Similarity Score: 86.49%

last change: 2024-05-02 19:55:15