x_zvwap06

Strategy: x_zvwap06
Downloaded: 20230921
Stoploss: -0.39
Uploaded by: dankez

Strategy failed backtesting!
Reason: Market BTC/BTC is not available.

Backtests
Info
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
x_zvwap06	18	4.77	85.78	257.534	19.81	1 day, 6:43:00	17	1	94.4	3.632	0.23	109.9	USDT	binance	26.94	26.94	0	5248.18	202301
x_zvwap06	13	4	51.96	156.022	12	1 day, 19:19:00	12	1	92.3	39.127	2.93	104.1	USDT	binance	7.09	7.09	0	279.82	202302
x_zvwap06	13	1.74	22.6	67.9258	5.23	3 days, 10:57:00	10	3	76.9	32.792	2.43	151	USDT	binance	1.99	1.99	86.94	132.53	202303
x_zvwap06	6	-5.87	-35.23	-105.759	-8.14	2 days, 21:34:00	1	5	16.7	75.512	5.99	98.8	USDT	binance	-3.08	-3.08	-3.79	-86.47	202304
x_zvwap06	3	-2.91	-8.72	-26.1904	-2.01	22 days, 8:38:00	1	2	33.3	37.291	2.84	186	USDT	binance	-1.15	-1.15	-10.94	-43.65	202305
x_zvwap06	13	-0.86	-11.18	-33.6087	-2.59	2 days, 1:53:00	10	3	76.9	186.724	14.2	114.8	USDT	binance	-0.63	-0.63	-1.04	-11.6	202306
x_zvwap06	4	-1.85	-7.41	-22.2595	-1.71	7 days, 14:17:00	2	2	50	38.387	2.92	121.9	USDT	binance	-0.66	-0.66	-0.99	-36.18	202307
x_zvwap06	6	-6.11	-36.65	-109.993	-8.46	3 days, 10:27:00	2	4	33.3	125.721	9.56	107.6	USDT	binance	-2.64	-2.64	-5.82	-54.57	202308
x_zvwap06	8	3.37	26.93	80.8708	6.22	6 days, 9:06:00	6	2	75	15.475	1.11	155.7	USDT	binance	4.14	4.14	7.21	357.46	202309
x_zvwap06	12	3.67	44.03	132.203	10.17	2 days, 13:30:00	10	2	83.3	33.965	2.38	154.8	USDT	binance	5.78	5.78	5.16	272.18	202311
x_zvwap06	14	4.47	62.56	187.838	14.45	1 day, 10:49:00	13	1	92.9	9.39	0.63	131.4	USDT	binance	15.93	15.93	0	1419.82	202312
x_zvwap06	4	6.32	25.29	75.9513	5.84	10:42:00	4	0	100	0	0	41.2	USDT	binance	15.1	15.1	0	0	202402
x_zvwap06	13	5.82	75.65	227.092	17.47	14:27:00	13	0	100	0	0	48.1	USDT	binance	48.77	48.77	0	0	202403
x_zvwap06	13	5	64.96	195.03	15	2 days, 1:02:00	12	1	92.3	18.655	1.23	112.6	BUSD	binance	10.62	10.62	0	750.2	202301
x_zvwap06	14	2.11	29.49	88.5285	6.81	1 day, 19:31:00	11	3	78.6	49.353	3.66	105.7	BUSD	binance	3.11	3.11	4.88	126.91	202302
x_zvwap06	11	0.58	6.4	19.3329	1.49	2 days, 16:14:00	8	3	72.7	77.525	6.12	117.7	BUSD	binance	0.5	0.5	2.22	14.97	202303
x_zvwap06	8	-3.3	-26.43	-79.2978	-6.1	3 days, 2:17:00	3	5	37.5	119.169	8.96	107.5	BUSD	binance	-2.07	-2.07	-2.7	-43.36	202304
x_zvwap06	7	-4.24	-29.71	-89.2094	-6.86	5 days, 18:07:00	3	4	42.9	61.694	4.87	136.5	BUSD	binance	-2.68	-2.68	-10.17	-86.86	202305
x_zvwap06	12	-1.26	-15.11	-45.3701	-3.49	2 days, 4:58:00	8	4	66.7	126.011	9.95	110	BUSD	binance	-1.1	-1.1	-2.95	-22.35	202306
x_zvwap06	5	1.49	7.44	22.3294	1.72	5 days, 0:08:00	3	2	60	12.61	0.94	109.2	BUSD	binance	1.33	1.33	3.29	112.06	202307
x_zvwap06	8	-1.01	-8.07	-24.1395	-1.86	22:56:00	6	2	75	93.208	6.97	80.9	BUSD	binance	-0.58	-0.58	-2.66	-16.42	202308
x_zvwap06	5	4.66	23.3	69.9531	5.38	4 days, 13:04:00	5	0	100	0	0	86.9	BUSD	binance	11.63	11.63	0	0	202309
x_zvwap06	13	6.14	79.81	239.659	18.44	1 day, 7:48:00	13	0	100	0	0	97.5	USDT	kucoin	29.38	29.38	0	0	202301
x_zvwap06	20	0.92	18.3	54.958	4.23	1 day, 17:22:00	15	5	75	86.142	5.98	123.6	USDT	kucoin	1.63	1.63	5.3	48.26	202302
x_zvwap06	15	-0.22	-3.37	-10.109	-0.78	2 days, 7:39:00	10	5	66.7	127.29	10.05	127.6	USDT	kucoin	-0.24	-0.24	-1.38	-4.77	202303
x_zvwap06	10	-1.45	-14.54	-43.6648	-3.36	3 days, 3:46:00	6	4	60	109.651	8.03	117.1	USDT	kucoin	-1.25	-1.25	-2.5	-26.65	202304
x_zvwap06	11	-0.28	-3.11	-9.35177	-0.72	4 days, 17:26:00	7	4	63.6	40.281	3.2	156.4	USDT	kucoin	-0.22	-0.22	-0.46	-13.85	202305
x_zvwap06	13	0.5	6.47	19.4245	1.49	1 day, 8:42:00	9	4	69.2	94.201	7.04	92.9	USDT	kucoin	0.56	0.56	0.95	13.52	202306
x_zvwap06	7	-1.29	-9.01	-27.0684	-2.08	3 days, 0:26:00	5	2	71.4	42.416	3.22	104.9	USDT	kucoin	-0.81	-0.81	-9.55	-39.79	202307
x_zvwap06	9	-6.49	-58.39	-175.331	-13.49	3 days, 10:42:00	3	6	33.3	178.592	13.7	127.4	USDT	kucoin	-4.49	-4.49	-11.4	-60.66	202308
x_zvwap06	5	0.89	4.47	13.4156	1.03	21:01:00	4	1	80	43.335	3.19	65.6	USDT	kucoin	0.36	0.36	0	20.58	202309
x_zvwap06	19	2.28	43.28	129.984	10	2 days, 6:36:00	16	3	84.2	50.138	3.56	179.1	USDT	kucoin	3.94	3.94	7.22	173.05	202312
x_zvwap06	35	1.93	67.6	203.017	15.62	1 day, 0:14:00	28	7	80	102.871	6.55	86.2	USDT	kucoin	5.02	5.02	7.53	146.88	202403
x_zvwap06	8	-1.01	-8.07	-24.1395	-1.86	22:56:00	6	2	75	93.208	6.97	18.6	BTC	binance	-0.58	-0.58	-2.66	-16.42	202308
x_zvwap06	5	4.66	23.3	69.9531	5.38	4 days, 13:04:00	5	0	78.6	0	0	16.2	BTC	binance	11.63	11.63	0	0	202309
x_zvwap06	14	4.47	62.56	187.838	14.45	1 day, 10:49:00	13	1	92.9	9.39	0.63	24.4	BTC	binance	15.93	15.93	0	1419.82	202312
x_zvwap06	13	5.82	75.65	227.092	17.47	14:27:00	13	0	100	0	0	14.5	BTC	binance	48.77	48.77	0	0	202403

Not Enough Data to display!

Average Overall

Not Enough Data! / Avg statistics not populated yet.

startup_candle_count : 168
btc_usdt_btc_rsi_14_5m: -0.001%
ema_50: 0.001%
rsi: -0.001%
rsi_slow: -0.025%
rsi_84: -2.155%
rsi_112: -1.654%
ema_vwap_diff_50: 1.503%
fisher: 0.005%
hma_50: -0.003%

stoploss: -0.39
timeframe: 5m
hash(sha256): afde140274401af361d28fb31a177b86e4556f82201264d652e1f644aab32384
indicators:
upper close high_offset_2 vwap_upperband volume_mean_12
tcp_percent_72_1h rsi_fast volume btc_ema_fast deadfish3
rsi_14 bb_upperband2 volume_mean_24 high tpct_change_2
pump_strength tpct_change_12 enter_long enter_tag cmf_1h
vwap_width hma_4 smi_trend_15m zvwap_cross live_data_ok_1h
ma_sell_val pump_protection_strict bb_middleband2 live_data_ok hma_5
Level zema_30 ha_open tcp_percent_4 tcp_percent_72
tpct_change_0 cmf hma_50 vwap smi_trend
down lower roc rsi cti_40
vwap_middleband enabled telegr

Similar Strategies: (based on used indicators)

Strategy: x_zvwap11, Similarity Score: 91.84%
Strategy: x_zvwap06_kelly10c, Similarity Score: 77.55%
Strategy: x_zvwap06_kelly10, Similarity Score: 75.51%
Strategy: x_zvwap06_kelly10b, Similarity Score: 75.51%

last change: 2024-04-28 16:06:05