Verra_15m_v7

Strategy: Verra_15m_v7
Downloaded: 20231020
Stoploss: -0.99
Uploaded by: smidelis

Private 15m Futures v3 Unbiased Recursive Analysis 4X

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Recursive Analysis

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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
Verra_15m_v7	236	-0.91	-215.5	-646.791	-49.75	4:04:00	141	95	59.7	863.936	62.84	152.8	USDT	binance	-18.11	-18.11	-14.12	-65.77	202210
Verra_15m_v7	495	-0.12	-59.08	-181.186	-13.94	4:02:00	287	208	58	1187.11	58.34	247	USDT	binance	-2.91	-2.91	-2.87	-15.21	202211
Verra_15m_v7	460	-0.47	-215.06	-645.058	-49.62	4:02:00	251	209	54.6	904.959	59.14	239.6	USDT	binance	-18.81	-18.81	-16.91	-51.71	202212
Verra_15m_v7	564	-0.17	-94.49	-280.202	-21.55	3:58:00	331	233	58.7	1166.46	58.92	261.5	USDT	binance	-5.88	-5.88	-5.39	-22.55	202301
Verra_15m_v7	474	0.4	187.57	561.185	43.17	3:55:00	288	186	60.8	705.85	52.39	231.2	USDT	binance	14.2	14.2	14.27	56.22	202302
Verra_15m_v7	219	-1.49	-327.07	-979.857	-75.37	4:03:00	132	87	60.3	1063.5	76.86	169.7	USDT	binance	-17.77	-17.77	-14.68	-60.44	202303
Verra_15m_v7	483	-0.3	-143.17	-429.617	-33.05	3:57:00	288	195	59.6	835.305	53.12	239.7	USDT	binance	-12.02	-12.02	-10.89	-39.62	202304
Verra_15m_v7	422	0.09	36.58	109.488	8.42	3:47:00	264	158	62.6	709.324	52.28	216.8	USDT	binance	3.35	3.35	2.72	9.93	202305
Verra_15m_v7	333	-0.21	-71.11	-213.906	-16.45	3:54:00	197	136	59.2	799.145	60.45	196.1	USDT	binance	-4.91	-4.91	-4.92	-17.34	202306
Verra_15m_v7	688	0.17	115.39	346.787	26.68	3:46:00	411	277	59.7	577.995	32.16	291.6	USDT	binance	10.62	10.62	10.99	51.12	202307
Verra_15m_v7	697	0.03	17.65	51.9114	3.99	3:49:00	443	254	63.6	697.554	34.81	294.1	USDT	binance	1.69	1.69	1.62	7.07	202308
Verra_15m_v7	966	0.13	126.11	378.13	18.91	3:55:00	610	356	63.1	809.361	29.14	370.6	USDT	binance	11.55	11.55	9.94	41.32	202309
Verra_15m_v7	354	-0.7	-248.06	-744.903	-57.3	3:57:00	201	153	56.8	801.66	59.09	244.4	USDT	binance	-20.13	-20.13	-18.38	-61.76	202310
Verra_15m_v7	639	0.11	73.16	223.494	17.19	3:50:00	379	260	59.3	714.163	41.9	340.1	USDT	binance	4.31	4.31	3.87	27.03	202311
Verra_15m_v7	549	-0.39	-213.68	-641.714	-49.36	3:47:00	333	216	60.7	1438.96	72.75	309.9	USDT	binance	-12.06	-12.06	-10.48	-43.21	202312
Verra_15m_v7	714	0.01	6.83	22.153	1.11	3:52:00	424	290	59.4	1215.65	59.31	416.5	USDT	binance	0.47	0.47	0.46	1.15	202401
Verra_15m_v7	925	0.48	443.85	1323.38	66.17	3:50:00	585	340	63.2	622.528	22.91	347.4	USDT	binance	38.26	38.26	35.12	190.3	202402
Verra_15m_v7	892	-0.11	-94.35	-276.685	-13.83	4:02:00	529	363	59.3	1857.33	53.89	107.5	USDT	binance	-5.1	-5.1	-5.2	-15.82	202403
Verra_15m_v7	553	-0.41	-228.79	-681.367	-34.07	4:02:00	345	208	62.4	1660.36	72.04	89.2	USDT	binance	-12.26	-12.26	-10.42	-30.12	202404

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
549	-0.1	-13	59	58	266
Sharpe	Sortino	Calmar
-4.9	-4.9	-15


Prof.Factor	Expectancy	Cagr
0.97	-0.3	-0.8
Trades/Day	Rejected Signals
18.71	1236
Ninja Score: 43

startup_candle_count : 672
Recursive Analysis found no issues while using 672 startup_candle_count

stoploss: -0.99
timeframe: 15m
hash(sha256): 4f0b3402356e62743766fb76902613370175b26b33e48e8489d218f310f545c6
indicators:
pct_change_mean zscore_pct_change_mean volatility_4 close zscore_pct_change_4
volatility_t exit_long exit_tag volatility_16 kc_middleband
volume zscore_tke pct_change_8 pHSL high
zscore_highlow aroonosc enter_long enter_tag tsi_signal
tsi zscore_tsi volatility_8 zscore_volatility_2 zscore_kc_percent_30m
aroondown pSL_2 zscore_kc_percent zscore_pct_change_mean_30m const_3
zscore_volatility_6 zscore_kc_width leverage lrc_percent pPF_1
highlow vwap pct_change_48 rsx signal
const_1 zscore_pct_change

No similar strategies found. (based on used indicators)

last change: 2024-05-03 09:18:39