teststrat05

Strategy: teststrat05
Downloaded: 20240513
Stoploss: -0.294
Uploaded by: brainstorm6583

Private 5m Spot v2 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	Draw	Loss	Win%	DD Stake	DD%	Time	Stake	Exchange	Stoploss	Sharpe	Sortino	Calmar	Month
teststrat05	36	0.34	12.18	36.5715	2.81	2:42:00	23	1	12	63.9	167.481	11.14	21.5	USDT	binance	1.32	1.32	1.39	16.09	202309
teststrat05	30	0.32	9.62	28.8703	2.22	3:14:00	20	1	9	66.7	94.133	6.99	21.4	USDT	binance	1.57	1.57	1.39	19.58	202310
teststrat05	108	0.86	93	279.242	21.48	2:48:00	69	9	30	63.9	109.289	7.17	27.6	USDT	binance	11.1	11.1	8.41	190.86	202311
teststrat05	133	0.5	66.77	200.519	15.42	3:05:00	82	6	45	61.7	147.164	9.02	29.9	USDT	binance	7.97	7.97	8.1	105.34	202312
teststrat05	60	-0.21	-12.73	-38.2215	-2.94	2:56:00	32	6	22	53.3	175.35	12.87	23.2	USDT	binance	-1.33	-1.33	-1.31	-14.08	202401
teststrat05	76	0.54	41.17	123.602	9.51	3:18:00	38	12	26	50	57.925	4.15	25	USDT	binance	9.39	9.39	13.26	150.78	202402
teststrat05	124	0.2	24.69	74.0844	5.7	3:23:00	65	8	51	52.4	95.519	7.16	36.2	USDT	binance	4.27	4.27	6.21	49.02	202403
teststrat05	65	0.13	8.5	25.5169	1.96	2:41:00	42	3	20	64.6	100.375	7.43	23.3	USDT	binance	1.15	1.15	1.27	16.82	202404
teststrat05	24	1.58	37.96	113.968	8.77	2:45:00	15	3	6	62.5	17.064	1.3	21.3	USDT	binance	9.69	9.69	21.45	428.38	202405
teststrat05	37	-1.74	-64.49	-193.659	-14.9	3:52:00	15	0	22	40.5	182.685	14.23	36.2	USDT	kucoin	-5.93	-5.93	-6.18	-66.69	202309
teststrat05	37	-0.42	-15.46	-46.4265	-3.57	3:35:00	19	3	15	51.4	91.083	6.77	35.5	USDT	kucoin	-2.16	-2.16	-2.12	-32.49	202310
teststrat05	142	1.2	170.09	510.775	39.29	2:45:00	99	7	36	69.7	66.107	4.09	41.9	USDT	kucoin	35.82	35.82	42.5	611.59	202311
teststrat05	124	0.63	77.83	233.738	17.98	3:02:00	83	5	36	66.9	71.596	4.57	42.7	USDT	kucoin	11.82	11.82	11.86	242.65	202312
teststrat05	95	0.52	49.3	148.033	11.39	2:51:00	56	6	33	58.9	143.951	10.77	38.7	USDT	kucoin	7.08	7.08	9.09	65.17	202401
teststrat05	71	0.55	39.12	117.469	9.04	3:11:00	44	2	25	62	32.769	2.26	38.8	USDT	kucoin	8.73	8.73	13.04	263.45	202402
teststrat05	131	-0.4	-52.7	-158.249	-12.17	3:10:00	76	8	47	58	224.76	16.94	45.8	USDT	kucoin	-5.74	-5.74	-5.12	-44.29	202403
teststrat05	46	-0.77	-35.25	-105.864	-8.14	3:11:00	26	1	19	56.5	156.231	11.84	39.2	USDT	kucoin	-5.05	-5.05	-4.98	-43.79	202404
teststrat05	68	-0.19	-12.69	-38.1045	-2.93	3:07:00	41	2	25	60.3	114.463	8.59	38.9	USDT	kucoin	-1.86	-1.86	-1.91	-21.04	202405
teststrat05	75	0.92	68.76	0.00688178	7.65	2:24:00	50	2	23	66.7	0.00238948	2.43	24.3	BTC	binance	9.64	9.64	10.27	200.72	202309
teststrat05	80	1.39	110.97	0.0111065	12.34	2:23:00	58	1	21	72.5	0.00366502	3.65	24.1	BTC	binance	13.99	13.99	11.01	208.48	202310
teststrat05	105	1.1	115.86	0.0115966	12.89	2:51:00	67	4	34	63.8	0.00142439	1.58	26.6	BTC	binance	23.07	23.07	30.07	519.16	202311
teststrat05	92	1.16	106.82	0.0106923	11.88	2:58:00	65	3	24	70.7	0.00223969	2.2	25.9	BTC	binance	19.15	19.15	25.6	332.59	202312
teststrat05	73	0.54	39.33	0.00393774	4.38	2:34:00	45	5	23	61.6	0.00401742	4.36	23.6	BTC	binance	4.15	4.15	3.98	61.86	202401
teststrat05	94	1.37	128.68	0.0128812	14.31	2:41:00	59	3	32	62.8	0.00111319	1.2	25.4	BTC	binance	24.94	24.94	38.81	787.61	202402
teststrat05	150	1.05	157.64	0.0157794	17.53	2:53:00	99	7	44	66	0.00256779	2.37	30.4	BTC	binance	26.02	26.02	33.55	455.92	202403
teststrat05	66	1.73	114.18	0.0114294	12.7	2:29:00	49	0	17	74.2	0.00300281	3.32	23.6	BTC	binance	14.22	14.22	14.58	243.79	202404
teststrat05	44	1.64	72.18	0.00722475	8.03	3:36:00	29	0	15	65.9	0.00067638	0.73	22.9	BTC	binance	15.36	15.36	28.99	677.52	202405

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
72	0.47	5.03	62	6.07	31.53
Sharpe	Sortino	Calmar
5.92	9.97	120


Prof.Factor	Expectancy	Cagr
1.48	0.17	1.19
Trades/Day	Rejected Signals
2.7	30
Ninja Score: 71

startup_candle_count : 500
Recursive Analysis found no issues while using 500 startup_candle_count

stoploss: -0.294
timeframe: 5m
hash(sha256): a2f89c23932c52344e3644e1a4144fd41148b58945bb1cb15d79078435f437ba
indicators:
date open high low close
volume senkou_a senkou_b bear_trending zema_len
low sslUp senkou_b leading_senkou_span_b sslDown
zema_buy ssl_up ichimoku_bear bear_trend_over tenkan_sen
kijun_sen cloud_bottom smaLow ssl_bear zema
senkou_span_b hlv ichimoku_valid senkou_span_a high
senkou_a bear_trend_pulse ssl_down runmode zema_sell
smaHigh close atr

Similar Strategies: (based on used indicators)

Strategy: Obelisk_Ichimoku_ZEMA_v1, Similarity Score: 97.44%
Strategy: Obelisk_Ichimoku_ZEMA_v1_555, Similarity Score: 97.44%
Strategy: TestStrat, Similarity Score: 94.87%
Strategy: TestStrat01, Similarity Score: 94.87%
Strategy: s05lchimoku_zema_hyper, Similarity Score: 82.05%

last change: 2024-06-02 19:48:06