Strategy004_459

Strategy: Strategy004_459
Downloaded: 20220117
Stoploss: -0.33

Lookahead - 3 (4)5m Stalled - Biased Spot v2 Biased (Lookahead Analysis)

Backtests
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Description
Lookahead Analysis

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
Strategy004_459	137	-0.4	-55.17	-165.686	-16.57	9:57:00	70	62	5	51.1	287.523	26.9	213.5	USDT	binance	-2.72	-2.72	-2.88	-3.39	202201
Strategy004_459	131	-0.4	-53	-159.173	-15.92	11:37:00	72	56	3	55	298.153	26.49	220.5	USDT	binance	-1.63	-1.63	-1.67	-3.49	202202
Strategy004_459	221	0.19	41.1	123.424	12.34	6:53:00	133	84	4	60.2	99.501	9.29	109	USDT	binance	2.36	2.36	2.87	21.43	202203
Strategy004_459	50	-1.85	-92.28	-277.104	-27.71	1day,3:38:00	26	20	4	52	328.16	31.22	96.1	USDT	binance	-4.53	-4.53	-4.45	-3.16	202204
Strategy004_459	146	-0.39	-57.54	-172.78	-17.28	9:06:00	77	64	5	52.7	398.004	36.91	96.4	USDT	binance	-1.48	-1.48	-1.74	-2.49	202205
Strategy004_459	139	-0.21	-29.4	-88.292	-8.83	9:57:00	70	64	5	50.4	298.503	26.9	99	USDT	binance	-1.36	-1.36	-1.46	-3.3	202206
Strategy004_459	125	-0.09	-11.06	-33.2015	-3.32	13:59:00	58	63	4	46.4	99.501	9.33	114.7	USDT	binance	-1	-1	-1.06	-4.5	202207
Strategy004_459	150	-0.26	-38.73	-116.299	-11.63	12:56:00	73	73	4	48.7	224.295	20.24	127.2	USDT	binance	-1.99	-1.99	-2.05	-3.93	202208
Strategy004_459	108	-0.04	-4.7	-14.0996	-1.41	17:34:00	63	42	3	58.3	129.194	11.59	124.9	USDT	binance	-0.48	-0.48	-0.51	-2.6	202209
Strategy004_459	82	-0.01	-1.06	-3.17233	-0.32	1 day, 1:44:00	46	33	3	56.1	44.177	4.24	138.5	USDT	binance	-0.28	-0.28	-0.3	-1.54	202210
Strategy004_459	47	-2.03	-95.41	-286.512	-28.65	1 day, 7:17:00	19	23	5	40.4	322.007	31.1	112.3	USDT	binance	-3.86	-3.86	-3.82	-3.17	202211
Strategy004_459	79	-0.95	-75.36	-226.307	-22.63	22:51:00	35	40	4	44.3	261.116	25.23	133	USDT	binance	-4.41	-4.41	-4.34	-3.79	202212
Strategy004_459	323	0.26	82.87	248.873	24.89	4:36:00	182	138	3	56.3	55.745	4.27	117	USDT	binance	8.43	8.43	14.66	301.63	202301
Strategy004_459	195	-0.15	-29.59	-88.7289	-6.83	9:47:00	88	102	5	45.1	207.015	14.6	151.6	USDT	binance	-5.58	-5.58	-2.46	-31.91	202302
Strategy004_459	111	-0.1	-11.38	-34.1505	-2.63	20:20:00	47	60	4	42.3	106.124	7.74	174.1	USDT	binance	-3.16	-3.16	-0.96	-20.93	202303
Strategy004_459	135	-0.32	-43.25	-129.877	-9.99	18:31:00	62	69	4	45.9	235.369	16.75	184	USDT	binance	-7.79	-7.79	-5.45	-37.99	202304
Strategy004_459	45	-0.32	-14.35	-43.0738	-3.31	1 day, 23:39:00	17	25	3	37.8	58.406	4.44	170.3	USDT	binance	-5.1	-5.1	-4.72	-45.99	202305
Strategy004_459	126	-0.45	-56.11	-168.496	-12.96	14:43:00	61	60	5	48.4	198.764	15.16	145.1	USDT	binance	-8.28	-8.28	-2.64	-54.44	202306
Strategy004_459	131	-0.55	-71.95	-216.065	-21.61	13:15:00	78	47	6	59.5	385.818	34.82	119.2	BUSD	binance	-2.29	-2.29	-2.41	-2.73	202201
Strategy004_459	149	-0.04	-5.32	-15.979	-1.6	10:47:00	90	55	4	60.4	272.188	23.23	95.4	BUSD	binance	-0.36	-0.36	-0.42	-1.75	202202
Strategy004_459	198	0.4	79.67	239.261	23.93	10:00:00	127	68	3	64.1	86.412	6.52	129.8	BUSD	binance	5.83	5.83	9.99	142.05	202203
Strategy004_459	88	-0.92	-80.89	-242.907	-24.29	16:00:00	50	33	5	56.8	333.599	30.59	100.7	BUSD	binance	-3.93	-3.93	-4.06	-3.2	202204
Strategy004_459	115	-0.21	-24.33	-73.063	-7.31	12:37:00	68	41	6	59.1	391.382	34.83	101.6	BUSD	binance	-0.59	-0.59	-0.73	-2.25	202205
Strategy004_459	78	-1.24	-96.52	-289.861	-28.99	20:16:00	45	28	5	57.7	331.355	31.82	107.5	BUSD	binance	-3.61	-3.61	-3.63	-3.11	202206
Strategy004_459	203	0.39	78.31	235.178	23.52	9:09:00	124	76	3	61.1	46.204	3.61	123.8	BUSD	binance	8.65	8.65	16.34	268.23	202207
Strategy004_459	92	-0.42	-38.26	-114.889	-11.49	22:25:00	45	44	3	48.9	190.506	17.71	131.8	BUSD	binance	-1.64	-1.64	-1.67	-4.37	202208
Strategy004_459	126	-0.2	-25.13	-75.47	-7.55	15:29:00	72	50	4	57.1	211.373	18.61	127.2	BUSD	binance	-1.26	-1.26	-1.36	-3.58	202209
Strategy004_459	119	0.1	11.64	34.9473	3.49	17:33:00	62	54	3	52.1	59.07	5.4	137.1	BUSD	binance	1.61	1.61	1.87	9.31	202210
Strategy004_459	91	-0.71	-64.96	-195.089	-19.51	15:43:00	48	38	5	52.7	298.503	28.41	110.7	BUSD	binance	-2.32	-2.32	-2.4	-3.31	202211
Strategy004_459	54	-1.01	-54.43	-163.461	-16.35	1 day, 16:30:00	23	28	3	42.6	210.322	20.09	152.6	BUSD	binance	-2.39	-2.39	-2.42	-4.51	202212
Strategy004_459	266	0.34	90.73	272.472	27.25	6:54:00	161	102	3	60.5	49.242	3.73	133.8	BUSD	binance	9.79	9.79	19.42	475.03	202301
Strategy004_459	114	-0.04	-4.78	-14.3264	-1.1	21:11:00	62	48	4	54.4	165.736	11.42	174.7	BUSD	binance	-1.17	-1.17	-1.49	-6.59	202302
Strategy004_459	111	0.02	2.65	7.95212	0.61	21:24:00	62	45	4	55.9	109.264	7.71	184	BUSD	binance	0.7	0.7	0.22	4.89	202303
Strategy004_459	161	-0.18	-29.41	-88.2528	-6.79	16:02:00	79	78	4	49.1	204.377	14.43	190.6	BUSD	binance	-6.04	-6.04	-2.31	-29.96	202304
Strategy004_459	64	-0.81	-51.86	-155.737	-11.98	1 day, 9:48:00	37	23	4	57.8	165.071	12.61	169.4	BUSD	binance	-6.71	-6.71	-2.72	-58.56	202305
Strategy004_459	104	-0.7	-72.75	-218.342	-16.8	19:25:00	60	40	4	57.7	238.594	18.07	156.5	BUSD	binance	-9.24	-9.24	-4.72	-59.19	202306
Strategy004_459	113	-0.05	-6.13	-18.414	-1.84	15:39:00	65	43	5	57.5	168.102	16.04	122.1	USDT	kucoin	-0.57	-0.57	-0.65	-2.61	202201
Strategy004_459	102	-0.52	-53.03	-159.237	-15.92	12:48:00	50	49	3	49	261.787	24.8	80.5	USDT	kucoin	-2.8	-2.8	-2.9	-3.72	202202
Strategy004_459	122	0.38	46.34	139.156	13.92	17:26:00	60	60	2	49.2	35.905	3.06	117.3	USDT	kucoin	4.47	4.47	10.93	92.67	202203
Strategy004_459	60	-1.6	-96.22	-288.946	-28.89	1day,3:40:00	36	19	5	60	350.62	33.03	114.4	USDT	kucoin	-3.9	-3.9	-3.89	-3	202204
Strategy004_459	57	-2.47	-140.6	-422.229	-42.22	18:42:00	24	27	6	42.1	475.936	45.34	86.2	USDT	kucoin	-4.17	-4.17	-4.18	-2.2	202205
Strategy004_459	77	-0.87	-67.04	-201.329	-20.13	20:59:00	42	31	4	54.5	269.261	25.21	115	USDT	kucoin	-3.27	-3.27	-3.32	-3.78	202206
Strategy004_459	107	-0.15	-16.3	-48.9388	-4.89	13:32:00	51	52	4	47.7	99.501	9.66	102.8	USDT	kucoin	-1.66	-1.66	-1.74	-6.13	202207
Strategy004_459	81	-0.64	-51.97	-156.052	-15.61	1 day, 2:26:00	47	30	4	58	273.82	24.5	141.9	USDT	kucoin	-2.34	-2.34	-2.4	-3.65	202208
Strategy004_459	187	-0.01	-1.78	-5.33499	-0.53	10:31:00	93	91	3	49.7	160.534	13.9	129	USDT	kucoin	-0.06	-0.06	-0.07	-1.26	202209
Strategy004_459	167	0.17	29.17	87.5043	8.75	12:39:00	101	63	3	60.5	107.976	9.03	139.6	USDT	kucoin	2.26	2.26	2.59	17.02	202210
Strategy004_459	198	-0.07	-13.25	-39.7775	-3.98	7:04:00	119	76	3	60.1	267.008	24.75	114.3	USDT	kucoin	-0.21	-0.21	-0.23	-1.78	202211
Strategy004_459	36	-1.66	-59.86	-179.77	-17.98	2 days, 5:10:00	15	18	3	41.7	212.515	20.58	138.8	USDT	kucoin	-3.59	-3.59	-3.57	-4.47	202212
Strategy004_459	338	0.33	110.47	331.738	33.17	5:26:00	177	158	3	52.4	93.116	6.54	140.9	USDT	kucoin	7.16	7.16	12.28	414.18	202301
Strategy004_459	157	0.04	6.9	20.7075	1.59	15:50:00	75	78	4	47.8	198.921	13.09	179.6	USDT	kucoin	1.58	1.58	1.28	8.3	202302
Strategy004_459	106	-0.28	-29.18	-87.6266	-6.74	21:13:00	62	41	3	58.5	179.484	12.9	179.9	USDT	kucoin	-4.44	-4.44	-2.29	-32.21	202303
Strategy004_459	204	-0.03	-7.04	-21.1471	-1.63	12:49:00	97	103	4	47.5	229.701	15.23	189.8	USDT	kucoin	-1.54	-1.54	-1.37	-6.8	202304
Strategy004_459	40	-0.64	-25.79	-77.4535	-5.96	2 days, 6:36:00	19	18	3	47.5	106.656	8.02	165.4	USDT	kucoin	-4.62	-4.62	-3.71	-45.76	202305
Strategy004_459	116	-0.49	-57.41	-172.411	-13.26	18:26:00	72	39	5	62.1	211.132	15.77	160.4	USDT	kucoin	-7.73	-7.73	-3.06	-53.55	202306
Strategy004_459	119	-0.15	-17.53	-0.00175439	-2.19	18:04:00	61	55	3	51.3	0.00618789	7.33	117.3	BTC	binance	-0.91	-0.91	-0.96	-4.03	202201
Strategy004_459	105	-0.53	-55.28	-0.00553316	-6.92	18:34:00	47	54	4	44.8	0.00768886	9.36	107.2	BTC	binance	-3.21	-3.21	-3.22	-10.92	202202
Strategy004_459	157	0.13	20.31	0.00203266	2.54	13:41:00	73	81	3	46.5	0.00185799	2.21	126.8	BTC	binance	2.29	2.29	2.84	11.9	202203
Strategy004_459	60	-1.07	-63.99	-0.00640512	-8.01	1day,11:06:00	31	25	4	51.7	0.00878189	10.66	134.5	BTC	binance	-3.29	-3.29	-3.29	-11.61	202204
Strategy004_459	192	0	-0.65	-0.00006489	-0.08	10:26:00	117	69	6	60.9	0.0099501	11.74	132.4	BTC	binance	-0.23	-0.23	-0.27	-0.98	202205
Strategy004_459	263	0.19	50.41	0.00504609	6.31	7:21:00	146	113	4	55.5	0.0033167	4.05	131.4	BTC	binance	2.54	2.54	3.19	18.31	202206
Strategy004_459	119	0.26	30.52	0.0030553	3.82	18:04:00	60	56	3	50.4	0.00218206	2.56	139	BTC	binance	2.51	2.51	3.65	15.56	202207
Strategy004_459	99	-0.27	-27.12	-0.00271444	-3.39	21:56:00	62	33	4	62.6	0.00526201	6.37	139.3	BTC	binance	-1.96	-1.96	-2.05	-6.5	202208
Strategy004_459	93	-0.04	-3.86	-0.00038655	-0.48	22:18:00	57	33	3	61.3	0.00265132	3.22	133.6	BTC	binance	-0.76	-0.76	-0.81	-3.51	202209
Strategy004_459	135	0.04	4.85	0.00048559	0.61	15:57:00	68	64	3	50.4	0.00167679	2.04	140.4	BTC	binance	0.42	0.42	0.46	1.96	202210
Strategy004_459	104	0.21	21.47	0.00214953	2.69	20:01:00	57	45	2	54.8	0.00107331	1.29	144.3	BTC	binance	3.36	3.36	6.13	26.63	202211
Strategy004_459	46	-0.93	-42.97	-0.00430091	-5.38	1 day, 23:50:00	26	17	3	56.5	0.00531012	6.55	153.9	BTC	binance	-2.35	-2.35	-2.37	-10.13	202212
Strategy004_459	155	0.08	12.04	0.00120496	1.51	13:47:00	82	70	3	52.9	0.00212134	2.55	150.6	BTC	binance	1.3	1.3	1.44	6.14	202301
Strategy004_459	211	0.15	31.01	0.00310362	3.45	14:52:00	137	69	5	64.9	0.00433373	4.45	217.2	BTC	binance	12.69	12.69	4.93	52.9	202302
Strategy004_459	65	-1.31	-85.43	-0.00854688	-9.5	2 days, 8:05:00	36	24	5	55.4	0.0100253	10.96	262.7	BTC	binance	-8.6	-8.6	-5.16	-53.4	202303
Strategy004_459	123	-0.33	-40.3	-0.00403011	-4.48	1 day, 4:30:00	68	50	5	55.3	0.0067843	7.31	245.4	BTC	binance	-8.89	-8.89	-6.43	-38.99	202304
Strategy004_459	89	-0.59	-52.86	-0.0052888	-5.88	1 day, 16:23:00	39	44	6	43.8	0.00564038	6.24	250.9	BTC	binance	-8.32	-8.32	-2.97	-58.01	202305
Strategy004_459	97	-1	-97.01	-0.00970938	-10.79	1 day, 12:21:00	57	34	6	58.8	0.0108161	11.87	239.1	BTC	binance	-11.29	-11.29	-7.29	-57.87	202306

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Average Overall

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The Strategy004 class is a trading strategy that uses various technical analysis (TA) indicators to generate buy and sell signals. Here's a breakdown of what the strategy does: populate_indicators method: Adds the following TA indicators to the given DataFrame: Average Directional Index (ADX) with two different periods: adx and slowadx Commodity Channel Index (CCI): cci Stochastic Fast %D and %K values: fastd, fastk, fastk-previous, fastd-previous Stochastic Slow %D and %K values: slowfastd, slowfastk, slowfastk-previous, slowfastd-previous Exponential Moving Average (EMA) with a time period of 5: ema5 Mean volume: mean-volume Returns the updated DataFrame with the added indicators. populate_buy_trend method: Based on the TA indicators, populates the buy signal for the DataFrame.

The buy signal conditions include: ADX conditions: either adx or slowadx values meet the specified thresholds.

CCI condition: cci value is below a specified threshold.

Stochastic Fast %K and %D conditions: both fastk-previous and fastd-previous values are below a specified threshold. Stochastic Slow %K and %D conditions: both slowfastk-previous and slowfastd-previous values are below a specified threshold. Additional conditions related to fastk, fastd, mean volume, and their previous values. If any of the conditions are met, the 'buy' column in the DataFrame is set to 1. Returns the updated DataFrame. populate_sell_trend method: Based on the TA indicators, populates the sell signal for the DataFrame. The sell signal conditions include: Slow ADX condition: slowadx value is below a specified threshold. Stochastic Fast %K and %D conditions: either fastk or fastd value is above a specified threshold. Additional condition related to the closing price and the EMA5 indicator. If any of the conditions are met, the 'sell' column in the DataFrame is set to 1. Returns the updated DataFrame. Overall, this strategy utilizes indicators like ADX, CCI, Stochastic oscillators, EMA, and volume to determine buy and sell signals based on specified thresholds.

Biased Indicators
mean-volume

stoploss: -0.33
timeframe: 5m
hash(sha256): 92e5c079b7e1486086bdf3a739777fb2c3351993f67511235df52f2ae68d53a3
indicators:
meanvolume slowfastkprevious slowfastdprevious adx slowfastd
volume slowadx close cci fastkprevious
ema5 fastd fastk slowfastk fastdprevious

Similar Strategies: (based on used indicators)

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Strategy: strategy004_2, Similarity Score: 93.75%
Strategy: strategy004_3, Similarity Score: 93.75%
Strategy: strategy004_4, Similarity Score: 93.75%
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last change: 2023-07-04 02:49:32