VWAPStrategy_14

Strategy: VWAPStrategy_14
Downloaded: 20231124
Stoploss: -0.2
Uploaded by: saralamarca

Strategy failed backtesting!
Reason: /freqtrade/user_data/strategies/VWAPStrategy_14.py:111: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value b

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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
VWAPStrategy_14	79	0.23	17.99	53.9901	4.15	1 day, 5:29:00	75	4	94.9	78.283	5.47	400.4	USDT	binance	5.6	5.6	2.69	46.83	202303
VWAPStrategy_14	86	-0.06	-5.02	-15.0827	-1.16	1 day, 4:30:00	82	4	95.3	152.089	10.58	380.5	USDT	binance	-0.88	-0.88	-0.33	-6.98	202304
VWAPStrategy_14	63	-0.13	-7.91	-23.7421	-1.83	1 day, 11:20:00	59	4	93.7	97.686	7.11	369.1	USDT	binance	-1.65	-1.65	-0.61	-15.83	202305
VWAPStrategy_14	70	-0.36	-25.12	-75.4298	-5.8	1 day, 4:00:00	65	5	92.9	98.445	7.44	339.4	USDT	binance	-5.44	-5.44	-8	-49.66	202306
VWAPStrategy_14	40	-0.46	-18.55	-55.6731	-4.28	2 days, 5:20:00	36	4	90	92.58	6.92	351.1	USDT	binance	-3.97	-3.97	-5.22	-38.11	202307
VWAPStrategy_14	49	-1.03	-50.36	-151.221	-11.63	1 day, 15:49:00	44	5	89.8	175.701	13.27	361.2	USDT	binance	-7.09	-7.09	-5.66	-54.04	202308
VWAPStrategy_14	95	0.3	28.19	84.6404	6.51	20:43:00	91	4	95.8	11.394	0.82	347.5	USDT	binance	30.71	30.71	40.35	508	202309
VWAPStrategy_14	157	0.25	38.99	117.061	9	12:51:00	152	5	96.8	60.282	4.39	347.5	USDT	binance	13.42	13.42	4.98	126.31	202310
VWAPStrategy_14	103	0.34	34.81	104.501	8.04	22:07:00	99	4	96.1	73.691	4.99	378.6	USDT	binance	10.23	10.23	6.69	106.19	202311
VWAPStrategy_14	125	0.27	33.28	100.019	7.69	19:26:00	121	4	96.8	143.915	9.32	385.1	USDT	binance	8.02	8.02	3.1	52.56	202312
VWAPStrategy_14	21	-2.75	-57.74	-173.318	-13.33	4 days, 6:19:00	18	3	85.7	205.995	15.46	379.9	USDT	binance	-4.44	-4.44	-15.03	-54.93	202401
VWAPStrategy_14	78	0.23	18.31	54.9497	4.23	22:08:00	76	2	97.4	38.385	2.75	229.7	BUSD	binance	6.51	6.51	3.48	94.56	202303
VWAPStrategy_14	96	0.32	30.44	91.3682	7.03	15:46:00	92	4	95.8	46.61	3.24	189.6	BUSD	binance	17.91	17.91	16.03	138.09	202304
VWAPStrategy_14	67	0.08	5.6	16.8174	1.29	1 day, 2:22:00	63	4	94	69.412	5.01	213.7	BUSD	binance	1.96	1.96	1.82	15.92	202305
VWAPStrategy_14	25	-0.45	-11.23	-33.7155	-2.59	3 days, 9:35:00	22	3	88	53.606	4.06	231.9	BUSD	binance	-2.45	-2.45	-1.19	-40.67	202306
VWAPStrategy_14	48	-0.25	-12.09	-36.2996	-2.79	1 day, 13:29:00	45	3	93.8	83.884	6.22	215.1	BUSD	binance	-2.8	-2.8	-1.53	-27.65	202307
VWAPStrategy_14	25	-2.44	-60.92	-182.787	-14.06	2 days, 23:45:00	22	3	88	198.911	15.11	224.4	BUSD	binance	-5.15	-5.15	-24.18	-57.34	202308
VWAPStrategy_14	55	0.1	5.64	16.928	1.3	1 day, 1:16:00	52	3	94.5	12.51	0.94	184.2	BUSD	binance	7.17	7.17	3.67	88.12	202309
VWAPStrategy_14	102	0.47	48.23	144.795	11.14	16:24:00	101	1	99	30.567	2.24	210.2	BUSD	binance	23.66	23.66	0	306.83	202310
VWAPStrategy_14	109	0.73	79.25	237.859	18.3	14:25:00	106	3	97.2	35.606	2.26	203.4	BUSD	binance	34.95	34.95	10.02	532.67	202311
VWAPStrategy_14	108	0.26	27.75	83.3404	6.41	17:58:00	102	6	94.4	60.503	4.49	334.1	USDT	kucoin	7.91	7.91	2.37	88.09	202303
VWAPStrategy_14	92	0.09	8.45	25.3702	1.95	1 day, 0:13:00	88	4	95.7	91.809	6.48	357.4	USDT	kucoin	2.83	2.83	1.43	19.18	202304
VWAPStrategy_14	60	-0.6	-35.82	-107.555	-8.27	1 day, 10:22:00	54	6	90	164.751	12.14	334.3	USDT	kucoin	-5.21	-5.21	-3.62	-42	202305
VWAPStrategy_14	103	0.16	16.58	49.7877	3.83	20:22:00	97	6	94.2	77.312	5.8	334.9	USDT	kucoin	4.77	4.77	1.66	42.05	202306
VWAPStrategy_14	60	-0.59	-35.59	-106.885	-8.22	1 day, 9:48:00	54	6	90	121.575	9.25	336.7	USDT	kucoin	-6.45	-6.45	-4.11	-54.79	202307
VWAPStrategy_14	36	-1.56	-56.07	-168.372	-12.95	2 days, 8:38:00	33	3	91.7	198.328	14.91	337.7	USDT	kucoin	-5.53	-5.53	-10.48	-53.53	202308
VWAPStrategy_14	110	0.02	2.21	6.64962	0.51	18:52:00	104	6	94.5	78.805	5.69	338.5	USDT	kucoin	0.71	0.71	0.24	5.73	202309
VWAPStrategy_14	94	0.33	30.67	92.1052	7.09	1 day, 3:08:00	88	6	93.6	30.94	2.17	387.8	USDT	kucoin	13.28	13.28	7.61	200.83	202310
VWAPStrategy_14	130	0.68	88.61	266.085	20.47	18:18:00	124	6	95.4	46.55	2.89	382.6	USDT	kucoin	33.64	33.64	21.82	451.57	202311
VWAPStrategy_14	136	0.09	12.32	37.0107	2.85	18:02:00	129	7	94.9	173.667	11.5	399.6	USDT	kucoin	2.37	2.37	1.3	15.26	202312
VWAPStrategy_14	19	-2.06	-39.13	-117.51	-9.04	4 days, 16:19:00	16	3	84.2	145.453	10.95	377.5	USDT	kucoin	-3.51	-3.51	-3.08	-50.86	202401
VWAPStrategy_14	163	0.43	70.08	210.449	16.19	12:59:00	157	6	96.3	61.749	3.93	334.3	USDT	kucoin	35.18	35.18	20.85	271.54	202402
VWAPStrategy_14	492	-0.17	-83.13	-0.00831878	-9.24	0:39:00	35	457	7.1	0.00860752	9.53	260.4	BTC	binance	-272.34	-272.34	-913.58	-59.75	202303
VWAPStrategy_14	552	-0.19	-106.13	-0.0106202	-11.8	0:31:00	34	518	6.2	0.0107801	11.96	236.2	BTC	binance	-373.01	-373.01	-492.92	-62.85	202304
VWAPStrategy_14	581	-0.19	-109.13	-0.0109218	-12.14	0:39:00	40	541	6.9	0.0110468	12.26	242.7	BTC	binance	-546.38	-546.38	-984.24	-61.02	202305
VWAPStrategy_14	726	-0.22	-157.4	-0.0157528	-17.5	0:50:00	33	693	4.5	0.0159933	17.72	253.6	BTC	binance	-222.16	-222.16	-225.88	-62.89	202306
VWAPStrategy_14	583	-0.18	-106.47	-0.0106557	-11.84	1:14:00	30	553	5.1	0.0111236	12.3	269.2	BTC	binance	-398.49	-398.49	-1142.97	-59.34	202307
VWAPStrategy_14	691	-0.19	-133.19	-0.0133301	-14.81	1:00:00	27	664	3.9	0.0135781	15.05	265	BTC	binance	-819.05	-819.05	-1773.27	-60.67	202308
VWAPStrategy_14	643	-0.22	-141.38	-0.0141497	-15.72	1:20:00	24	619	3.7	0.0141531	15.73	279.2	BTC	binance	-210.88	-210.88	-210.81	-63.67	202309
VWAPStrategy_14	599	-0.23	-137.31	-0.0137418	-15.27	1:21:00	19	580	3.2	0.013984	15.5	290.6	BTC	binance	-183.38	-183.38	-184.62	-60.72	202310
VWAPStrategy_14	708	-0.2	-140.57	-0.0140683	-15.63	0:27:00	31	677	4.4	0.0142301	15.78	262.6	BTC	binance	-380.09	-380.09	-423.05	-63.07	202311
VWAPStrategy_14	642	-0.2	-129.89	-0.0129981	-14.44	0:21:00	23	619	3.6	0.0129874	14.43	245.7	BTC	binance	-354.9	-354.9	-384.28	-61.67	202312
VWAPStrategy_14	580	-0.22	-124.71	-0.0124809	-13.87	0:13:00	22	558	3.8	0.0123984	13.79	228.9	BTC	binance	-260.74	-260.74	-274.62	-61.98	202401
VWAPStrategy_14	553	-0.19	-106.62	-0.0106697	-11.86	0:18:00	31	522	5.6	0.0107584	11.94	241.7	BTC	binance	-503.69	-503.69	-748.78	-67.74	202402

Not Enough Data to display!

Average Overall

Not Enough Data! / Avg statistics not populated yet.

stoploss: -0.2
timeframe: 5m
hash(sha256): 5daa94a006e30d37cd44305752e542f12ef8b5ed3e8c35d0aadbfe06cad2f9cf
indicators:
high volume lower_band ATR close
rsi VWAP date upper_band open
date_copy low VWAP_signal closei openi
ATR_stoploss ema200

Similar Strategies: (based on used indicators)

Strategy: VWAPStrategy_12, Similarity Score: 94.44%
Strategy: VWAPStrategy_13, Similarity Score: 94.44%

last change: 2024-03-17 00:28:27