newstrategy5_1

Strategy: newstrategy5_1
Downloaded: 20221009
Stoploss: -0.99
Uploaded by: dankez

Backtests
Info
Recursive Analysis
Quantstats

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Strategy	Buys	Avg Prof%	Cum Prof%	Tot Prof%	Tot Profit%	Avg Duration	Win	Draw	Loss	Win%	DD Stake	DD%	Time	Stake	Exchange	Stoploss	Sharpe	Sortino	Calmar	Month
newstrategy5_1	30	2.39	71.56	31.1609	3.12	2:46:00	26	4	0	100	0	0	62.8	USDT	binance	4.52	4.52	0	0	202201
newstrategy5_1	9	2.17	19.52	4.64862	0.46	2:33:00	4	5	0	100	0	0	53.6	USDT	binance	4.1	4.1	0	0	202202
newstrategy5_1	10	3.02	30.16	9.16358	0.92	2:01:00	9	1	0	100	0	0	68.3	USDT	binance	7.52	7.52	0	0	202203
newstrategy5_1	16	2.6	41.68	11.1487	1.11	2:52:00	13	3	0	100	0	0	57.7	USDT	binance	4.98	4.98	0	0	202204
newstrategy5_1	79	3.1	245.13	122.8	12.28	3:12:00	61	18	0	100	0	0	86.6	USDT	binance	4.54	4.54	0	0	202205
newstrategy5_1	46	2.6	119.62	42.7314	4.27	3:39:00	38	8	0	100	0	0	75.2	USDT	binance	6.23	6.23	0	0	202206
newstrategy5_1	5	3.05	15.24	3.57898	0.36	2:04:00	3	1	1	60	0.424	0.04	54.2	USDT	binance	5.83	5.83	31.71	188.95	202207
newstrategy5_1	2	4.46	8.91	3.56067	0.36	0:58:00	2	0	0	100	0	0	54.4	USDT	binance	9.17	9.17	0	0	202208
newstrategy5_1	4	1.83	7.33	1.59713	0.16	6:52:00	3	1	0	100	0	0	57.4	USDT	binance	5.44	5.44	0	0	202209
newstrategy5_1	4	1.88	7.52	3.00922	0.3	2:38:00	2	2	0	100	0	0	55.2	USDT	binance	5.63	5.63	0	0	202210
newstrategy5_1	60	2.05	123.02	42.2579	4.23	4:14:00	44	15	1	73.3	11.124	1.06	90	USDT	binance	5.12	5.12	11.77	69.45	202211
newstrategy5_1	8	2.39	19.12	5.56721	0.56	3:01:00	6	2	0	100	0	0	60.4	USDT	binance	5.38	5.38	0	0	202212
newstrategy5_1	20	2.1	42.07	13.3743	1.34	4:10:00	17	3	0	100	0	0	67	USDT	binance	6.79	6.79	0	0	202301
newstrategy5_1	13	1.82	23.72	6.60571	0.66	3:28:00	9	4	0	100	0	0	82.4	USDT	binance	8.89	8.89	0	0	202302
newstrategy5_1	19	2.43	46.15	15.4771	1.55	3:23:00	15	4	0	100	0	0	90.1	USDT	binance	14.52	14.52	0	0	202303
newstrategy5_1	11	3.06	33.64	8.75942	0.88	2:30:00	11	0	0	100	0	0	86.3	USDT	binance	15.29	15.29	0	0	202304
newstrategy5_1	1	0	0	0	0	4:09:00	0	1	0	100	0	0	85.1	USDT	binance	0	0	0	0	202305
newstrategy5_1	17	1.9	32.33	10.2346	1.02	6:04:00	10	7	0	100	0	0	90.4	USDT	binance	10.02	10.02	0	0	202306
newstrategy5_1	7	2.01	14.08	3.52243	0.35	5:52:00	5	2	0	100	0	0	72.2	USDT	binance	4.73	4.73	0	0	202307
newstrategy5_1	9	8.55	76.98	16.0696	1.61	1:17:00	9	0	0	100	0	0	76.6	USDT	binance	12.4	12.4	0	0	202308
newstrategy5_1	6	1.2	7.19	-70.3963	-5.42	3 days, 14:54:00	3	2	1	50	77.027	5.9	143.1	USDT	binance	-1.59	-1.59	0	-60.52	202309
newstrategy5_1	1	0	0	0	0	8:41:00	0	1	0	100	0	0	74.5	USDT	binance	0	0	0	0	202310
newstrategy5_1	31	4.06	125.83	36.3432	2.8	2:07:00	26	5	0	100	0	0	81.5	USDT	binance	22.35	22.35	0	0	202311
newstrategy5_1	34	4.19	142.3	40.3227	3.1	3:42:00	27	7	0	100	0	0	95.1	USDT	binance	24.84	24.84	0	0	202312
newstrategy5_1	12	2.4	28.77	11.2518	0.87	2:56:00	8	4	0	100	0	0	88.4	USDT	binance	7.55	7.55	0	0	202401
newstrategy5_1	12	2.83	33.91	14.3345	1.1	3:23:00	10	2	0	100	0	0	74.9	USDT	binance	7.36	7.36	0	0	202402
newstrategy5_1	33	3.27	107.76	27.6741	2.13	2:16:00	30	3	0	100	0	0	44.9	USDT	binance	28.93	28.93	0	0	202403
newstrategy5_1	24	2.38	57.13	27.7325	2.13	4:18:00	20	4	0	100	0	0	48.3	USDT	binance	14.46	14.46	0	0	202404
newstrategy5_1	71	2.69	190.73	63.6041	6.36	2:29:00	57	14	0	100	0	0	73.3	BUSD	binance	9.3	9.3	0	0	202201
newstrategy5_1	33	2.08	68.79	22.0917	2.21	3:22:00	22	11	0	100	0	0	65	BUSD	binance	8.26	8.26	0	0	202202
newstrategy5_1	18	1.74	31.31	8.88911	0.89	9:46:00	12	6	0	100	0	0	93.8	BUSD	binance	8.45	8.45	0	0	202203
newstrategy5_1	20	3.58	71.66	18.6642	1.87	2:56:00	18	2	0	100	0	0	62.1	BUSD	binance	6.9	6.9	0	0	202204
newstrategy5_1	128	3.44	440.48	254.819	25.48	5:19:00	103	25	0	100	0	0	163.6	BUSD	binance	7.86	7.86	0	0	202205
newstrategy5_1	64	2.64	169.27	64.8825	6.49	2:39:00	56	8	0	100	0	0	73.3	BUSD	binance	8.09	8.09	0	0	202206
newstrategy5_1	11	3.02	33.27	11.3024	1.13	2:14:00	10	1	0	100	0	0	56.3	BUSD	binance	13.28	13.28	0	0	202207
newstrategy5_1	4	-11.08	-44.32	-369.711	-36.97	6 days, 1:02:00	2	1	1	50	372.261	37.13	161.2	BUSD	binance	-2.89	-2.89	-2.89	-2.69	202208
newstrategy5_1	23	2.98	68.65	31.3854	3.14	2:41:00	18	5	0	100	0	0	60.6	BUSD	binance	7.31	7.31	0	0	202209
newstrategy5_1	3	1.99	5.98	1.19712	0.12	2:35:00	2	1	0	100	0	0	55.7	BUSD	binance	3.46	3.46	0	0	202210
newstrategy5_1	64	2.76	176.74	84.157	8.42	2:33:00	56	8	0	100	0	0	75.8	BUSD	binance	8.23	8.23	0	0	202211
newstrategy5_1	14	4.04	56.52	23.5683	2.36	2:09:00	12	2	0	100	0	0	68.7	BUSD	binance	6.1	6.1	0	0	202212
newstrategy5_1	21	3.5	73.49	20.4676	2.05	3:32:00	18	3	0	100	0	0	68.9	BUSD	binance	7.99	7.99	0	0	202301
newstrategy5_1	29	3.26	94.64	27.7852	2.78	2:25:00	24	5	0	100	0	0	85.6	BUSD	binance	23.65	23.65	0	0	202302
newstrategy5_1	27	2.23	60.13	16.5665	1.66	3:11:00	21	6	0	100	0	0	92.9	BUSD	binance	17.56	17.56	0	0	202303
newstrategy5_1	8	3.24	25.91	6.61412	0.66	2:33:00	7	1	0	100	0	0	86.9	BUSD	binance	9.57	9.57	0	0	202304
newstrategy5_1	7	3.14	21.98	18.901	1.89	4:24:00	6	0	1	85.7	4.355	0.43	87.7	BUSD	binance	1.6	1.6	12.45	273.67	202305
newstrategy5_1	22	1.85	40.78	18.6197	1.86	5:27:00	15	7	0	100	0	0	99.1	BUSD	binance	6.55	6.55	0	0	202306
newstrategy5_1	4	2.9	11.62	2.3018	0.23	2:44:00	4	0	0	100	0	0	65.3	BUSD	binance	10.73	10.73	0	0	202307
newstrategy5_1	12	7.06	84.69	18.3787	1.84	1:35:00	11	1	0	100	0	0	68.5	BUSD	binance	15.59	15.59	0	0	202308
newstrategy5_1	12	2.74	32.83	13.5075	1.04	3:09:00	11	1	0	100	0	0	65.2	BUSD	binance	10.55	10.55	0	0	202309
newstrategy5_1	5	2.58	12.88	3.85485	0.3	3:00:00	5	0	0	100	0	0	49.8	BUSD	binance	4.94	4.94	0	0	202310
newstrategy5_1	9	3.14	28.29	17.8648	1.37	2:56:00	7	2	0	100	0	0	39.3	BUSD	binance	4.27	4.27	0	0	202311
newstrategy5_1	78	3.53	275.16	86.1674	8.62	2:15:00	65	13	0	100	0	0	72.3	USDT	kucoin	8.73	8.73	0	0	202201
newstrategy5_1	49	3.33	163.28	54.2345	5.42	2:19:00	39	10	0	100	0	0	64	USDT	kucoin	9.49	9.49	0	0	202202
newstrategy5_1	19	4.94	93.81	30.9184	3.09	2:27:00	15	4	0	100	0	0	59.2	USDT	kucoin	6.09	6.09	0	0	202203
newstrategy5_1	29	3.58	103.79	29.3085	2.93	2:07:00	27	2	0	100	0	0	58.4	USDT	kucoin	6.82	6.82	0	0	202204
newstrategy5_1	178	4.45	792.8	458.676	45.87	1:59:00	153	25	0	100	0	0	98.4	USDT	kucoin	7.63	7.63	0	0	202205
newstrategy5_1	65	3.32	216.01	81.6188	8.16	2:07:00	60	5	0	100	0	0	68.2	USDT	kucoin	7.77	7.77	0	0	202206
newstrategy5_1	14	3.93	55	18.8095	1.88	1:54:00	13	1	0	100	0	0	56.5	USDT	kucoin	9.82	9.82	0	0	202207
newstrategy5_1	14	2.7	37.74	9.02499	0.9	13:12:00	10	4	0	100	0	0	79.6	USDT	kucoin	5.72	5.72	0	0	202208
newstrategy5_1	17	2.79	47.35	24.0556	2.41	3:17:00	15	2	0	100	0	0	77.6	USDT	kucoin	7.17	7.17	0	0	202209
newstrategy5_1	4	3.16	12.62	6.43345	0.64	2:32:00	4	0	0	100	0	0	57	USDT	kucoin	8.55	8.55	0	0	202210
newstrategy5_1	65	2.81	182.59	78.556	7.86	2:32:00	57	8	0	100	0	0	76.4	USDT	kucoin	8.01	8.01	0	0	202211
newstrategy5_1	14	3.01	42.14	15.2078	1.52	3:58:00	12	2	0	100	0	0	64.6	USDT	kucoin	7.52	7.52	0	0	202212
newstrategy5_1	27	3.47	93.66	27.8038	2.78	2:09:00	23	4	0	100	0	0	72.4	USDT	kucoin	7.89	7.89	0	0	202301
newstrategy5_1	20	2.58	51.68	16.2989	1.63	2:46:00	14	6	0	100	0	0	80.3	USDT	kucoin	9.46	9.46	0	0	202302
newstrategy5_1	25	2.03	50.73	17.793	1.78	3:59:00	19	6	0	100	0	0	91.3	USDT	kucoin	15.07	15.07	0	0	202303
newstrategy5_1	12	3.81	45.71	10.9529	1.1	1:57:00	11	1	0	100	0	0	80.2	USDT	kucoin	15.68	15.68	0	0	202304
newstrategy5_1	6	-1.2	-7.18	-51.5886	-5.16	4 days, 8:55:00	3	2	1	50	53.223	5.31	172	USDT	kucoin	-1.59	-1.59	-3.13	-59.83	202305
newstrategy5_1	17	2.1	35.71	8.65162	0.87	18:02:00	10	7	0	100	0	0	117.9	USDT	kucoin	10.21	10.21	0	0	202306
newstrategy5_1	8	2.49	19.93	4.73004	0.47	2:40:00	7	1	0	100	0	0	64.9	USDT	kucoin	6.77	6.77	0	0	202307
newstrategy5_1	13	6.35	82.58	18.3213	1.83	2:19:00	10	3	0	100	0	0	62.1	USDT	kucoin	11.76	11.76	0	0	202308
newstrategy5_1	10	2.22	22.23	8.08284	0.62	4:32:00	8	2	0	100	0	0	63.6	USDT	kucoin	6.59	6.59	0	0	202309
newstrategy5_1	9	2.99	26.91	15.5218	1.19	2:51:00	7	2	0	100	0	0	72.3	USDT	kucoin	5.05	5.05	0	0	202310
newstrategy5_1	28	3.45	96.56	28.0524	2.16	2:14:00	24	4	0	100	0	0	80.5	USDT	kucoin	24.27	24.27	0	0	202311
newstrategy5_1	39	3.47	135.4	41.2612	3.17	2:35:00	35	4	0	100	0	0	87.3	USDT	kucoin	25.45	25.45	0	0	202312
newstrategy5_1	24	2.96	71.03	28.6464	2.2	3:02:00	21	3	0	100	0	0	80.7	USDT	kucoin	12.97	12.97	0	0	202401
newstrategy5_1	11	2.37	26.1	5.79024	0.45	5:32:00	9	2	0	100	0	0	65.7	USDT	kucoin	11.8	11.8	0	0	202402
newstrategy5_1	60	3.36	201.61	-38.4194	-2.96	7:46:00	51	8	1	85	110.783	8.07	91.8	USDT	kucoin	-1.63	-1.63	0	-22.56	202403
newstrategy5_1	18	2.61	46.92	21.3373	1.64	6:59:00	15	3	0	100	0	0	62.3	USDT	kucoin	11.48	11.48	0	0	202404
newstrategy5_1	17	2.69	45.8	0.00088858	1.11	2:53:00	11	6	0	100	0	0	64.1	BTC	binance	9.75	9.75	0	0	202201
newstrategy5_1	15	2.81	42.21	0.00113711	1.42	11:45:00	11	4	0	100	0	0	83.3	BTC	binance	5.96	5.96	0	0	202202
newstrategy5_1	7	3.12	21.84	0.00052473	0.66	2:39:00	7	0	0	100	0	0	69.6	BTC	binance	6.25	6.25	0	0	202203
newstrategy5_1	15	4.43	66.48	0.00118897	1.49	1:54:00	13	2	0	100	0	0	59.5	BTC	binance	5.86	5.86	0	0	202204
newstrategy5_1	42	2.86	120.15	0.00357579	4.47	5:30:00	29	13	0	100	0	0	92	BTC	binance	5.2	5.2	0	0	202205
newstrategy5_1	20	2.94	58.88	0.00216307	2.7	2:49:00	16	4	0	100	0	0	62.8	BTC	binance	7.44	7.44	0	0	202206
newstrategy5_1	21	2.64	55.4	0.00224694	2.81	2:14:00	21	0	0	100	0	0	63.1	BTC	binance	5.34	5.34	0	0	202207
newstrategy5_1	10	4.34	43.36	0.00086881	1.09	1:46:00	8	2	0	100	0	0	59.6	BTC	binance	7.72	7.72	0	0	202208
newstrategy5_1	13	2.93	38.05	0.0009821	1.23	3:46:00	11	2	0	100	0	0	64.1	BTC	binance	8.22	8.22	0	0	202209
newstrategy5_1	1	4.82	4.82	0.00005215	0.07	1:25:00	1	0	0	100	0	0	60.5	BTC	binance	0	0	0	0	202210
newstrategy5_1	32	2.75	87.99	0.00279459	3.49	2:31:00	27	5	0	100	0	0	81.4	BTC	binance	7.49	7.49	0	0	202211
newstrategy5_1	7	4.43	31	0.00085083	1.06	1:38:00	7	0	0	100	0	0	64.7	BTC	binance	4.01	4.01	0	0	202212
newstrategy5_1	12	3.45	41.38	0.00052887	0.66	1:52:00	12	0	0	100	0	0	67.1	BTC	binance	7.96	7.96	0	0	202301
newstrategy5_1	14	3.46	48.48	0.00068612	0.86	2:36:00	12	2	0	100	0	0	88.4	BTC	binance	10.96	10.96	0	0	202302
newstrategy5_1	5	1.51	7.57	0.00013045	0.16	2 days, 7:12:00	4	1	0	100	0	0	134.8	BTC	binance	3.69	3.69	0	0	202303
newstrategy5_1	5	3.81	19.06	0.00031278	0.39	1:58:00	4	1	0	100	0	0	93.7	BTC	binance	3.54	3.54	0	0	202304
newstrategy5_1	7	-6.51	-45.57	-0.026528	-33.16	7 days, 12:23:00	3	2	2	42.9	0.0267613	33.35	294.2	BTC	binance	-2	-2	-1.59	-61.27	202305
newstrategy5_1	17	1.51	25.65	-0.00514609	-6.43	2 days, 1:14:00	11	5	1	64.7	0.00563661	7	213.6	BTC	binance	-2.46	-2.46	-2.86	-58.5	202306
newstrategy5_1	10	3.62	36.23	0.0010965	1.37	1 day, 16:20:00	9	1	0	100	0	0	127.4	BTC	binance	6.35	6.35	0	0	202307
newstrategy5_1	9	5.15	46.35	0.00050053	0.63	2:20:00	7	2	0	100	0	0	79.6	BTC	binance	8.42	8.42	0	0	202308
newstrategy5_1	15	2.53	37.99	0.00102649	1.14	5:09:00	13	2	0	100	0	0	84.2	BTC	binance	9	9	0	0	202309
newstrategy5_1	16	2.76	44.14	-0.00203815	-2.26	12:49:00	12	3	1	75	0.00326788	3.58	114.3	BTC	binance	-1.54	-1.54	0	-38.96	202310
newstrategy5_1	14	2.95	41.29	0.00078998	0.88	2:32:00	14	0	0	100	0	0	90.2	BTC	binance	9.39	9.39	0	0	202311
newstrategy5_1	5	3.96	19.78	0.00050925	0.57	1:41:00	5	0	0	100	0	0	88.7	BTC	binance	4.12	4.12	0	0	202312
newstrategy5_1	14	1.82	25.53	-0.0237084	-26.34	1 day, 20:06:00	12	1	1	85.7	0.0251873	27.53	223.8	BTC	binance	-2.24	-2.24	0	-58.96	202401
newstrategy5_1	11	3.55	39.1	0.00065519	0.73	2:10:00	10	1	0	100	0	0	77.4	BTC	binance	8.26	8.26	0	0	202402
newstrategy5_1	25	2.83	70.8	0.00155297	1.73	4:14:00	21	4	0	100	0	0	49.9	BTC	binance	12.31	12.31	0	0	202403
newstrategy5_1	14	2.94	41.16	0.0014284	1.59	2:33:00	12	2	0	100	0	0	46.5	BTC	binance	14.54	14.54	0	0	202404

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
15.5	2.84	1.45	100	0	85.78
Sharpe	Sortino	Calmar
7.45	0	0


Prof.Factor	Expectancy	Cagr
0	0	0
Trades/Day	Rejected Signals
0.75	450.25
Ninja Score: 93

startup_candle_count : 168
ema_50: -0.002%
rsi_slow: 0.001%
rsi_84: 1.043%
rsi_112: -0.291%
ema_slow: -0.002%
ema_vwap_diff_50: -1.522%
fisher: 0.001%
hma_50: 0.002%

stoploss: -0.99
timeframe: 5m
hash(sha256): cf3bf1c71d756727c3fd8b3c3f8853b0e052ee6a142c98c2282958c2aaff9674
indicators:
upper close high_offset_2 vwap_upperband bb_lowerband
volume_mean_12 ewo rsi_fast r_480_1h volume
btc_ema_fast low_offset sup_level_1h source ha_closedelta
rsi_14 bb_upperband2 volume_mean_24 high r_480
bb_lowerband3 final_ub ha_high pm ema_12
enter_long enter_tag ema_slow ema_26 cti_40_1h
bb_width_1h bb_lowerband2_40 cmf_1h bb_upperband2_40 basic_ub
vwap_width bbdelta ma_sell_val bb_middleband2 r_84_1h
closedelta ema_fast base_nb_candles_buy ha_open tcp_percent_4
tpct_change_0 cmf rmi_length_va

Similar Strategies: (based on used indicators)

Strategy: newstrategy4_dca, Similarity Score: 93.88%
Strategy: newstrategy53, Similarity Score: 93.88%
Strategy: newstrategy55Z3, Similarity Score: 85.71%

last change: 2024-05-02 22:14:45