VWAP_4

Strategy: VWAP_4
Downloaded: 20231022
Stoploss: -0.15

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
VWAP	26	-1.96	-51.06	-153.33	-15.33	10:58:00	20	6	76.9	167.775	17.58	185.4	USDT	binance	-3.96	-3.96	-4.05	-5.57	202201
VWAP	15	2	29.97	90	9	10:45:00	15	0	100	0	0	182.8	USDT	binance	8.41	8.41	0	0	202202
VWAP	16	0.7	11.18	33.564	3.36	3:15:00	14	2	87.5	45.555	4.5	192.8	USDT	binance	1.42	1.42	1.87	9.38	202203
VWAP	14	-1.2	-16.86	-50.618	-5.06	13:39:00	11	3	78.6	91.11	8.9	48.3	USDT	binance	-1.69	-1.69	-1.78	-6.26	202204
VWAP	61	-0.82	-49.8	-149.55	-14.96	4:10:00	51	10	83.6	237.33	23.18	52.8	USDT	binance	-3.53	-3.53	-3.65	-4.23	202205
VWAP	53	1.68	88.86	266.847	26.68	5:35:00	52	1	98.1	45.555	4.23	52.6	USDT	binance	9.8	9.8	45.46	1095.29	202206
VWAP	13	1.7	22.12	66.4118	6.64	3:18:00	12	1	92.3	5.588	0.52	36.9	USDT	binance	10.1	10.1	0	0	202207
VWAP	9	2	17.98	54	5.4	1 day, 7:50:00	9	0	100	0	0	53	USDT	binance	8.8	8.8	0	0	202208
VWAP	6	2	11.99	36	3.6	1 day, 10:05:00	6	0	100	0	0	45.4	USDT	binance	5.91	5.91	0	0	202209
VWAP	4	2	7.99	24	2.4	1:20:00	4	0	100	0	0	40	USDT	binance	6.69	6.69	0	0	202210
VWAP	36	-0.39	-13.91	-41.775	-4.18	9:29:00	31	5	86.1	164.22	16.04	63.2	USDT	binance	-0.74	-0.74	-0.8	-2.93	202211
VWAP	12	0.57	6.81	20.445	2.04	3:07:00	11	1	91.7	45.555	4.4	49	USDT	binance	0.97	0.97	1.12	5.51	202212
VWAP	21	1.71	35.91	107.833	10.78	8:32:00	20	1	95.2	12.167	1.09	56.5	USDT	binance	9.37	9.37	31.45	550.16	202301
VWAP	16	0.93	14.82	44.4798	3.42	22:37:00	15	1	93.8	45.483	3.37	64	USDT	binance	2.44	2.44	4.96	69.19	202302
VWAP	26	1.34	34.81	104.496	8.04	19:44:00	25	1	96.2	45.46	3.46	75	USDT	binance	6.51	6.51	6.88	142.97	202303
VWAP	6	2	11.99	35.9811	2.77	6:14:00	6	0	100	0	0	49.9	USDT	binance	5982.71	5982.71	0	0	202304
VWAP	4	2	7.99	23.9985	1.85	2 days, 22:22:00	4	0	100	0	0	67.1	USDT	binance	42457.1	42457.1	0	0	202305
VWAP	15	-0.29	-4.34	-13.0237	-1	1 day, 19:19:00	13	2	86.7	91	6.81	76.8	USDT	binance	-0.47	-0.47	-667.56	-9.37	202306
VWAP	7	-2.91	-20.34	-61.0985	-4.7	5:21:00	5	2	71.4	85.077	6.43	28.8	USDT	binance	-1.67	-1.67	-16510.7	-46.58	202307
VWAP	5	-1.42	-7.09	-21.2802	-1.64	11:08:00	4	1	80	45.278	3.47	35.4	USDT	binance	-0.64	-0.64	0	-29.1	202308
VWAP_4	10	-3.15	-31.52	-94.6619	-7.28	3:15:00	7	3	70	130.656	9.82	29.7	USDT	binance	-2.55	-2.55	-84789.5	-47.2	202309
VWAP_4	4	2	7.99	23.9994	1.85	6:01:00	4	0	100	0	0	31	USDT	binance	133083	133083	0	0	202310
VWAP_4	45	0.85	38.43	115.335	8.87	3:23:00	42	3	93.3	45.545	3.34	42.8	USDT	binance	5.91	5.91	5158.26	174.84	202311
VWAP_4	42	1.15	48.36	145.214	11.17	3:08:00	40	2	95.2	45.554	3.44	38.9	USDT	binance	8.43	8.43	4050.02	206.75	202312
VWAP_4	20	-0.58	-11.53	-34.5951	-2.66	13:08:00	17	3	85	61.023	4.73	55	USDT	binance	-1.2	-1.2	-717.79	-35.84	202401
VWAP_4	13	0.68	8.81	26.4493	2.03	4:10:00	12	1	92.3	45.54	3.41	31.9	USDT	binance	1.27	1.27	0	39.32	202402
VWAP_4	33	0.96	31.67	95.0589	7.31	2:04:00	31	2	93.9	90.836	6.74	22.6	USDT	binance	4.93	4.93	855.47	69.1	202403
VWAP_4	20	-2.29	-45.76	-137.398	-10.57	5:39:00	15	5	75	185.392	14.07	23.1	USDT	binance	-4.06	-4.06	-1232.34	-49.5	202404
VWAP	59	0.45	26.76	80.369	8.04	6:50:00	53	6	89.8	112.665	10.46	58.1	BUSD	binance	1.61	1.61	1.86	14.68	202201
VWAP	45	1.62	72.83	218.694	21.87	5:45:00	44	1	97.8	45.555	4.11	58.7	BUSD	binance	8.99	8.99	16.05	350.74	202202
VWAP	34	0.19	6.52	19.576	1.96	13:30:00	29	5	85.3	91.11	8.74	73.7	BUSD	binance	0.36	0.36	0.4	1.13	202203
VWAP	36	-0.13	-4.83	-14.49	-1.45	5:30:00	30	6	83.3	85.11	8.15	47.8	BUSD	binance	-1.15	-1.15	-1.34	-5.16	202204
VWAP	133	0.32	42.49	127.588	12.76	2:12:00	120	13	90.2	271.082	26.63	54.5	BUSD	binance	1.88	1.88	2.76	13.15	202205
VWAP	55	0.44	24.06	72.255	7.23	7:45:00	50	5	90.9	167.775	16.01	235.5	BUSD	binance	1	1	1.18	4.11	202206
VWAP	8	-0.14	-1.13	-3.38624	-0.34	2:30:00	7	1	87.5	45.555	4.53	34.8	BUSD	binance	8.1	8.1	0	0	202207
VWAP	26	0.27	7.01	21.0562	2.11	22:28:00	23	3	88.5	59.418	5.5	67.6	BUSD	binance	0.73	0.73	0.89	3.6	202208
VWAP	27	-0.55	-14.73	-44.22	-4.42	6:22:00	23	4	85.2	176.22	16.17	44.9	BUSD	binance	-1	-1	-1.08	-3.65	202209
VWAP	8	2	15.98	48	4.8	2:11:00	8	0	100	0	0	40.1	BUSD	binance	7.39	7.39	0	0	202210
VWAP	45	0.47	21.32	64.0097	6.4	3:04:00	41	4	91.1	146.22	14.45	53.8	BUSD	binance	1.41	1.41	1.66	7.45	202211
VWAP	17	0.99	16.86	50.6273	5.06	4:48:00	16	1	94.1	45.555	4.47	52.2	BUSD	binance	2.42	2.42	2.96	17	202212
VWAP	26	1.11	28.91	86.8034	8.68	10:01:00	24	2	92.3	51.197	4.5	63.8	BUSD	binance	4.41	4.41	6.1	68.81	202301
VWAP	39	1.56	60.85	182.619	14.05	12:14:00	38	1	97.4	45.49	3.42	78.4	BUSD	binance	15.31	15.31	24.24	280.24	202302
VWAP	31	0.34	10.56	31.6512	2.43	17:22:00	28	3	90.3	90.988	7.25	76.8	BUSD	binance	1.28	1.28	527.28	20.69	202303
VWAP	8	-0.14	-1.08	-3.26979	-0.25	7:47:00	7	1	87.5	45.243	3.45	51.5	BUSD	binance	-0.12	-0.12	-0.58	-4.65	202304
VWAP	11	-5.32	-58.57	-175.877	-13.53	2 days, 19:15:00	6	5	54.5	181.876	13.93	90.2	BUSD	binance	-4.44	-4.44	-18.42	-59.87	202305
VWAP	21	1.18	24.8	74.4705	5.73	21:04:00	20	1	95.2	45.51	3.39	65	BUSD	binance	4.32	4.32	7.37	107.57	202306
VWAP	4	2	7.99	23.9845	1.84	19:12:00	4	0	100	0	0	30	BUSD	binance	5131.43	5131.43	0	0	202307
VWAP	7	2.02	14.16	42.5224	3.27	1:17:00	7	0	100	0	0	32.8	BUSD	binance	141	141	0	0	202308
VWAP_4	14	-0.43	-6.06	-18.137	-1.4	3:35:00	12	2	85.7	79.007	5.86	24.1	BUSD	binance	-0.64	-0.64	-625.2	-15.17	202309
VWAP_4	6	0.83	4.99	14.9795	1.15	5:12:00	5	1	83.3	15.204	1.14	24.1	BUSD	binance	1.17	1.17	0	62.13	202310
VWAP_4	16	2	31.97	95.9575	7.38	3:51:00	16	0	100	0	0	23.5	BUSD	binance	21751.7	21751.7	0	0	202311
VWAP	84	0.91	76.69	230.303	23.03	3:54:00	78	6	92.9	164.22	13.22	57.3	USDT	kucoin	5.02	5.02	7.06	104.74	202201
VWAP	65	-0.26	-16.91	-50.779	-5.08	6:05:00	56	9	86.2	210.885	18.3	67.9	USDT	kucoin	-0.98	-0.98	-1.11	-3.42	202202
VWAP	49	0.67	32.8	98.504	9.85	3:26:00	44	5	89.8	91.11	8.82	61.3	USDT	kucoin	2.76	2.76	4	23.58	202203
VWAP	53	-0.13	-7.09	-21.278	-2.13	6:11:00	45	8	84.9	152.22	14.28	57.6	USDT	kucoin	-0.97	-0.97	-1.17	-3.72	202204
VWAP	125	0.08	9.6	28.831	2.88	3:52:00	111	14	88.8	261.614	24.96	68.1	USDT	kucoin	0.6	0.6	0.79	1.48	202205
VWAP	67	0.98	65.43	196.493	19.65	3:19:00	63	4	94	73.11	6.15	53.7	USDT	kucoin	4.12	4.12	6.25	99.14	202206
VWAP	36	1.01	36.53	109.688	10.97	3:28:00	34	2	94.4	45.555	4.06	43.3	USDT	kucoin	6.27	6.27	10.04	115.68	202207
VWAP	15	0.14	2.13	6.38464	0.64	1 day, 17:34:00	13	2	86.7	59.615	5.59	72.6	USDT	kucoin	-0.59	-0.59	-0.66	-2.4	202208
VWAP	14	-4.13	-57.87	-173.775	-17.38	1 day, 2:57:00	9	5	64.3	221.775	21.66	55.5	USDT	kucoin	-4.35	-4.35	-4.33	-4.44	202209
VWAP	10	0.31	3.11	9.31579	0.93	1:18:00	9	1	90	45	4.47	44.2	USDT	kucoin	0.44	0.44	0.53	3.29	202210
VWAP	45	0.47	21.24	63.78	6.38	4:05:00	41	4	91.1	170.22	16.24	55.6	USDT	kucoin	1.34	1.34	1.53	6.52	202211
VWAP	16	0.93	14.8	44.445	4.44	22:37:00	15	1	93.8	45.555	4.23	70.3	USDT	kucoin	2.5	2.5	3.04	16.44	202212
VWAP	36	1.45	52.1	156.468	15.65	3:15:00	34	2	94.4	45.555	4.35	57	USDT	kucoin	7.82	7.82	15.88	277.08	202301
VWAP	37	1.54	56.83	170.655	13.13	10:33:00	36	1	97.3	45.54	3.44	63.8	USDT	kucoin	13.93	13.93	12.38	260.41	202302
VWAP	36	1.04	37.6	112.911	8.69	17:28:00	34	2	94.4	91.089	6.94	81.2	USDT	kucoin	5.89	5.89	6556.77	77.1	202303
VWAP	12	0.57	6.88	20.6711	1.59	4:58:00	11	1	91.7	0	0	48.9	USDT	kucoin	0.93	0.93	0	0	202304
VWAP	9	-3.17	-28.51	-85.6083	-6.59	2 days, 22:03:00	6	3	66.7	91.608	7.01	79.5	USDT	kucoin	-2.36	-2.36	-7.44	-57.86	202305
VWAP	13	-1.96	-25.52	-76.6437	-5.9	19:39:00	10	3	76.9	130.644	9.87	51.2	USDT	kucoin	-2.25	-2.25	-17302.1	-38.05	202306
VWAP	11	2	21.98	66	5.08	6:34:00	11	0	100	0	0	26.9	USDT	kucoin	9156840	9156840	0	0	202307
VWAP	12	-2.28	-27.42	-82.3346	-6.33	12:22:00	9	3	75	112.335	8.45	30.2	USDT	kucoin	-2.35	-2.35	-355.27	-47.75	202308
VWAP_4	13	0.68	8.82	26.4924	2.04	5:14:00	12	1	92.3	45.508	3.41	28.7	USDT	kucoin	1.23	1.23	0	38.1	202309
VWAP_4	18	2.01	36.09	108.381	8.34	3:49:00	18	0	100	0	0	35.9	USDT	kucoin	903.02	903.02	0	0	202310
VWAP_4	52	1.49	77.37	232.346	17.87	7:07:00	50	2	96.2	45.537	3.3	59.9	USDT	kucoin	18.49	18.49	12.7	344.46	202311
VWAP_4	49	1.21	59.26	177.964	13.69	4:10:00	46	3	93.9	91.058	6.44	45.9	USDT	kucoin	10.63	10.63	6.09	131.04	202312
VWAP_4	23	-1.73	-39.85	-119.665	-9.21	3:38:00	18	5	78.3	164.116	13.08	36.8	USDT	kucoin	-3.47	-3.47	-38381	-43.36	202401
VWAP_4	18	2	36	108.116	8.32	2:42:00	18	0	100	0	0	35.5	USDT	kucoin	2758.47	2758.47	0	0	202402
VWAP_4	68	-0.02	-1.42	-4.27034	-0.33	3:04:00	60	8	88.2	249.304	18.49	38.6	USDT	kucoin	-0.16	-0.16	-744.59	-1.13	202403
VWAP_4	20	-2.29	-45.83	-137.635	-10.59	10:32:00	15	5	75	191.634	14.54	39.4	USDT	kucoin	-3.93	-3.93	-2609.79	-46.37	202404
VWAP	30	0.85	25.6	0.002563	3.2	6:05:00	28	2	93.3	0.0015185	1.85	62.1	BTC	binance	6.47	6.47	10.21	45.16	202201
VWAP	21	-1.27	-26.71	-0.002674	-3.34	7:14:00	17	4	81	0.005274	6.56	57.6	BTC	binance	-3.11	-3.11	-3.39	-9.26	202202
VWAP	11	2	21.98	0.0022	2.75	1:59:00	11	0	100	0	0	61.4	BTC	binance	7.44	7.44	0	0	202203
VWAP	15	0.26	3.97	0.00039708	0.5	1:57:00	12	3	80	0.00028586	0.35	40.3	BTC	binance	5.8	5.8	49.46	218.71	202204
VWAP	41	0.33	13.38	0.0013397	1.67	3:04:00	37	4	90.2	0.005274	6.35	45.8	BTC	binance	0.91	0.91	1.07	4.09	202205
VWAP	28	0.97	27.29	0.00273138	3.41	10:53:00	26	2	92.9	0.0015185	1.86	55.9	BTC	binance	7.89	7.89	17.16	77.67	202206
VWAP	24	0.57	13.62	0.001363	1.7	14:38:00	22	2	91.7	0.002437	2.95	53.8	BTC	binance	1.19	1.19	1.43	5.79	202207
VWAP	12	2	23.98	0.0024	3	4:10:00	12	0	100	0	0	42	BTC	binance	8.65	8.65	0	0	202208
VWAP	17	-0.02	-0.3	-0.00003026	-0.04	2:37:00	15	2	88.2	0.0015185	1.89	38	BTC	binance	2.76	2.76	3.54	19.73	202209
VWAP	5	2	9.99	0.001	1.25	0:13:00	5	0	100	0	0	48.3	BTC	binance	5.62	5.62	0	0	202210
VWAP	26	-1.3	-33.74	-0.00337779	-4.22	8:00:00	21	5	80.8	0.00377779	4.7	57	BTC	binance	-3.17	-3.17	-3.31	-14.6	202211
VWAP	10	0.28	2.81	0.0002815	0.35	7:44:00	9	1	90	0	0	53.4	BTC	binance	8.6	8.6	0	0	202212
VWAP	15	2.06	30.93	0.00309659	3.87	6:51:00	15	0	100	0	0	54.8	BTC	binance	10.77	10.77	0	0	202301
VWAP	23	-0.71	-16.4	-0.00164087	-1.82	18:00:00	19	4	82.6	0.00303302	3.33	67.7	BTC	binance	-1.86	-1.86	-4.15	-37.32	202302
VWAP	17	0	-0.07	-0.00000807	-0.01	22:31:00	15	2	88.2	0.00151101	1.67	70.1	BTC	binance	-0.01	-0.01	-3.13	-0.33	202303
VWAP	7	-0.38	-2.65	-0.00026524	-0.29	8:49:00	6	1	85.7	0.00151498	1.66	60.4	BTC	binance	-0.28	-0.28	-1.29	-11.28	202304
VWAP	10	-3.13	-31.31	-0.00313147	-3.48	3:03:00	7	3	70	0.00415172	4.58	51.8	BTC	binance	-2.45	-2.45	-505.58	-46.79	202305
VWAP	21	-1.18	-24.74	-0.00247688	-2.75	11:54:00	17	4	81	0.00547634	5.94	55.7	BTC	binance	-2.4	-2.4	-21.06	-29.51	202306
VWAP	7	-0.36	-2.53	-0.00025249	-0.28	3:39:00	6	1	85.7	0.00150362	1.66	30	BTC	binance	-0.26	-0.26	-1.06	-10.45	202307
VWAP	4	2.14	8.55	0.00085553	0.95	0:45:00	4	0	100	0	0	28.9	BTC	binance	31.08	31.08	0	0	202308
VWAP_4	18	1.06	19.03	0.00190447	2.12	3:03:00	17	1	94.4	0.00151214	1.67	30.5	BTC	binance	3.09	3.09	0	80.74	202309
VWAP_4	18	-0.84	-15.08	-0.00150922	-1.68	2:12:00	15	3	83.3	0.00370831	4.03	33.1	BTC	binance	-1.46	-1.46	-651.5	-25.64	202310
VWAP_4	14	-0.33	-4.65	-0.00046524	-0.52	23:38:00	12	2	85.7	0.0026688	2.91	49.6	BTC	binance	-0.52	-0.52	-3.6	-11.32	202311
VWAP_4	12	2.03	24.41	0.00244126	2.71	0:36:00	12	0	100	0	0	33.4	BTC	binance	154.55	154.55	0	0	202312
VWAP_4	21	-0.45	-9.37	-0.00093612	-1.04	7:17:00	18	3	85.7	0.00213596	2.36	46.9	BTC	binance	-0.99	-0.99	-270.12	-28.03	202401
VWAP_4	19	2.06	39.15	0.00391846	4.35	3:27:00	19	0	100	0	0	21.7	BTC	binance	216.98	216.98	0	0	202402
VWAP_4	28	0.81	22.55	0.00225691	2.51	3:32:00	26	2	92.9	0.00303354	3.24	23	BTC	binance	3.24	3.24	2933.21	49.3	202403
VWAP_4	20	-2.48	-49.52	-0.00495627	-5.51	18:10:00	14	6	70	0.00656091	7.19	30.1	BTC	binance	-4.48	-4.48	-12.75	-50.46	202404

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
20	0.65	2.64	91.33	3.87	37.2
Sharpe	Sortino	Calmar
3.44	-0.6	4.67


Prof.Factor	Expectancy	Cagr
0.87	1.71	0.43
Trades/Day	Rejected Signals
0.85	13
Ninja Score: 76

startup_candle_count : 50
rsi: -10.846%

stoploss: -0.15
timeframe: 5m
hash(sha256): 22c03a360e06d99b62c661df17d785223604de4b1d4da40a567c540d5aad7614
indicators:
tcp_percent_4 rsi_112 volume close rsi
rsi_84 cti open vwap vwap_low
vwap_high

No similar strategies found. (based on used indicators)

last change: 2024-05-02 10:03:18