composite_3

Strategy: composite_3
Downloaded: 20230421
Stoploss: -0.1

Private 5m Futures v3 Unbiased Recursive Analysis 1X

Backtests
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Recursive Analysis

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
composite_3	45	-0.31	-13.81	-39.9975	-3.08	2 days, 0:47:00	30	15	66.7	108.04	7.96	488.1	USDT	binance	-1.63	-1.63	-2.29	-25.45	202210
composite_3	94	-0.44	-41.8	-123.374	-9.49	1 day, 0:31:00	52	42	55.3	253.105	17.71	518.1	USDT	binance	-4.55	-4.55	-6	-34.13	202211
composite_3	35	1.47	51.53	154.96	11.92	3 days, 1:23:00	25	10	71.4	89.537	6.81	552	USDT	binance	6.62	6.62	7.6	107.9	202212
composite_3	48	-2.68	-128.51	-384.264	-29.56	1 day, 14:17:00	18	30	37.5	394.558	30.39	455.2	USDT	binance	-12.29	-12.29	-18.99	-59.94	202301
composite_3	92	0.08	7.39	22.227	1.11	1 day, 13:23:00	61	31	66.3	280.812	13.47	604.2	USDT	binance	0.85	0.85	1.24	5.63	202302
composite_3	80	-0.09	-7.03	-23.5453	-1.81	1 day, 7:20:00	47	33	58.8	267.936	17.93	548.2	USDT	binance	-0.83	-0.83	-1.14	-6.22	202303
composite_3	41	-0.37	-15.03	-45.8439	-3.53	2 days, 4:42:00	24	17	58.5	113.276	8.52	493.3	USDT	binance	-1.76	-1.76	-2.41	-26.35	202304
composite_3	33	1.83	60.54	179.71	13.82	3 days, 13:12:00	27	6	81.8	63.262	4.31	586.3	USDT	binance	8.15	8.15	7.87	197.88	202305
composite_3	45	-0.29	-13.17	-40.9174	-3.15	2 days, 8:09:00	30	15	66.7	218.87	14.99	526.5	USDT	binance	-1.54	-1.54	-2.21	-13.37	202306
composite_3	50	0.22	10.79	31.7971	2.45	1 day, 21:36:00	35	15	70	132.443	9.82	513.8	USDT	binance	1.23	1.23	1.49	15.35	202307
composite_3	48	1.93	92.88	276.935	21.3	2 days, 8:31:00	35	13	72.9	35.567	2.65	573.5	USDT	binance	16.47	16.47	16.67	495.52	202308
composite_3	28	-0.16	-4.46	-11.5982	-0.89	3 days, 17:56:00	16	12	57.1	86.85	6.32	542.7	USDT	binance	-0.47	-0.47	-0.57	-9	202309
composite_3	36	-1.57	-56.39	-166.585	-12.81	2 days, 17:23:00	16	20	44.4	260.245	19.13	509.7	USDT	binance	-5.65	-5.65	-7.56	-41.28	202310
composite_3	89	-0.25	-22.31	-67.8135	-5.22	1 day, 0:11:00	58	31	65.2	201.004	14.96	484.6	USDT	binance	-2.43	-2.43	-3.79	-22.21	202311
composite_3	67	-1.12	-74.88	-225.229	-17.33	1 day, 9:22:00	37	30	55.2	292.876	22.02	499.8	USDT	binance	-8.15	-8.15	-10.99	-48.49	202312
composite_3	88	0.63	55.48	156.022	12	1 day, 5:35:00	61	27	69.3	175.516	12.19	163.2	USDT	binance	6.03	6.03	7.8	60.69	202401
composite_3	35	-2.26	-79.23	-239.617	-18.43	2 days, 11:23:00	13	22	37.1	296.331	22.8	143.6	USDT	binance	-9.62	-9.62	-12.37	-53.25	202402
composite_3	149	-0.04	-5.67	-6.07747	-0.47	16:18:00	89	60	59.7	232.865	17.87	160.7	USDT	binance	-0.22	-0.22	-0.3	-1.61	202403
composite_3	125	0.7	87.64	253.677	19.51	21:32:00	83	42	66.4	171.05	10.68	167.1	USDT	binance	11.57	11.57	13.18	116.37	202404

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
48	-0.1	-1.8	65	13	408.9
Sharpe	Sortino	Calmar
-0.8	-1.1	-9


Prof.Factor	Expectancy	Cagr
0.93	-0.4	-0.1
Trades/Day	Rejected Signals
2.15	35
Ninja Score: 65

startup_candle_count : 200
Recursive Analysis found no issues while using 200 startup_candle_count

stoploss: -0.1
timeframe: 5m
hash(sha256): 7442a6c00e88a19f118ab784e48ad8986282f43dfdc6ab33dc8933c22dc97499
indicators:
upper close exit_long exit_tag bb_lowerband
rolling_mean enter_tag volume date rolling_kurt
alpha composite_max mid rolling_std bb_width
rolling_skew lower beta composite_min bb_middleband
enter_long enter_tag bb_upperband enter_short enter_tag
composite

Similar Strategies: (based on used indicators)

Strategy: composite, Similarity Score: 96.3%
Strategy: composite_2, Similarity Score: 96.3%

last change: 2024-05-03 16:35:04