laughing_ritchie

Strategy: laughing_ritchie
Downloaded: 20231026
Stoploss: -0.15
Uploaded by: blood4rc

5m Futures v3 Unbiased Recursive Analysis

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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
laughing_ritchie	198	-0.07	-14.02	-42.761	-3.29	1:25:00	122	76	61.6	92.023	7.02	59.9	USDT	binance	-10.09	-10.09	-9.58	-30.87	202210
laughing_ritchie	254	-0.23	-58.67	-173.172	-13.32	1:27:00	155	99	61	279.187	20.83	75.6	USDT	binance	-14.13	-14.13	-12.44	-40.73	202211
laughing_ritchie	335	-0.26	-86.99	-260.28	-20.02	1:34:00	179	156	53.4	272.536	20.77	85.8	USDT	binance	-38.32	-38.32	-31.06	-59.41	202212
laughing_ritchie	74	0.47	34.49	103.038	7.93	1:08:00	58	16	78.4	9.922	0.76	35.5	USDT	binance	24.34	24.34	26.93	646.24	202301
laughing_ritchie	200	0.16	32.62	96.9185	7.46	1:16:00	133	67	66.5	53.578	3.98	54.9	USDT	binance	20.73	20.73	23.46	127.69	202302
laughing_ritchie	221	-0.07	-15.24	-45.9885	-3.54	1:23:00	144	77	65.2	135.459	10.43	61.4	USDT	binance	-5.95	-5.95	-4.86	-20.9	202303
laughing_ritchie	193	-0.14	-26.97	-81.1353	-6.24	1:20:00	119	74	61.7	121.14	9.09	55	USDT	binance	-13.86	-13.86	-11	-43.71	202304
laughing_ritchie	281	-0.01	-3.96	-12.6858	-0.98	1:19:00	182	99	64.8	102.017	7.8	67.6	USDT	binance	-2.86	-2.86	-2.45	-7.71	202305
laughing_ritchie	268	-0.24	-64.89	-194.874	-14.99	1:23:00	161	107	60.1	258.551	19.79	68.3	USDT	binance	-18.97	-18.97	-13.67	-48.24	202306
laughing_ritchie	264	-0.03	-7.41	-22.872	-1.76	1:20:00	168	96	63.6	55.718	4.18	64.2	USDT	binance	-4.9	-4.9	-4.49	-25.94	202307
laughing_ritchie	381	-0.09	-34.03	-101.139	-7.78	1:24:00	234	147	61.4	155.309	11.71	82.8	USDT	binance	-15.52	-15.52	-11.35	-40.94	202308
laughing_ritchie	273	0.09	23.32	70.1028	5.39	1:16:00	169	104	61.9	39.219	2.95	62.2	USDT	binance	21.61	21.61	26.72	116.26	202309
laughing_ritchie	210	0.04	9.11	27.5243	2.12	1:21:00	131	79	62.4	24.579	1.86	64.7	USDT	binance	7.63	7.63	7.76	70.05	202310
laughing_ritchie	215	0.24	51.26	152.986	11.77	1:15:00	147	68	68.4	34.342	2.4	66.7	USDT	binance	33.6	33.6	41.94	312.3	202311
laughing_ritchie	222	-0.1	-21.99	-66.5868	-5.12	1:22:00	135	87	60.8	133.184	9.8	70	USDT	binance	-7.63	-7.63	-5.95	-32.22	202312
laughing_ritchie	365	-0.05	-19.18	-54.7324	-2.74	1:23:00	238	127	65.2	267.904	13.26	109.2	USDT	binance	-4.19	-4.19	-3.55	-12.72	202401
laughing_ritchie	231	0.27	63.41	181.787	9.09	1:10:00	173	58	74.9	71.517	3.47	51.3	USDT	binance	30.79	30.79	18.49	172.36	202402
laughing_ritchie	260	0.02	5.01	12.324	0.62	1:15:00	169	91	65	162.759	8.07	29.7	USDT	binance	1.17	1.17	0.93	4.71	202403
laughing_ritchie	321	-0.53	-169.8	-498.103	-24.91	1:27:00	181	140	56.4	581.576	29.06	35.8	USDT	binance	-37.44	-37.44	-30.48	-54.58	202404

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
254	0	-2.7	62	8.1	66
Sharpe	Sortino	Calmar
-4.9	-4.4	-20


Prof.Factor	Expectancy	Cagr
0.91	-0.1	-0.2
Trades/Day	Rejected Signals
8.36	128
Ninja Score: 65

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

stoploss: -0.15
timeframe: 5m
hash(sha256): b5e0f468e18ae9da6ffc21a4eb3f0226fb91a9c47841635fa9bbc8a9a73b8d34
indicators:
upper close exit_long exit_tag macdhist
bb_width_20_2 volume chop_pta_14 bb_middleband_20_2 macd_12_26_9
rsi_14 macdsignal mid macd_hist_12_26_9 macd
chop_pta_14_15m bb_lowerband_20_2 lower bb_upperband_20_2 macd_signal_12_26_9
enter_long enter_tag highdataframelowdataframeclose macd_12_26_9_4h

Similar Strategies: (based on used indicators)

Strategy: laughing_ritchie_2, Similarity Score: 96%
Strategy: laughing_ritchie_3, Similarity Score: 96%
Strategy: laughing_ritchie_4, Similarity Score: 96%
Strategy: laughing_ritchie_5, Similarity Score: 96%
Strategy: laughing_ritchie_6, Similarity Score: 96%

last change: 2024-05-03 09:19:16