x_zvwap06_kelly10c

Strategy: x_zvwap06_kelly10c
Downloaded: 20240229
Stoploss: -0.39
Uploaded by: dankez

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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
x_zvwap06_kelly10c	8	-0.92	-7.34	-22.0689	-1.7	8 days, 11:59:00	6	2	75	81.857	6.02	164.3	USDT	binance	-0.63	-0.63	-4.11	-17.96	202306
x_zvwap06_kelly10c	5	0.14	0.71	2.12408	0.16	8 days, 16:49:00	2	3	40	74.179	5.39	122.8	USDT	binance	0.04	0.04	0.12	1.87	202307
x_zvwap06_kelly10c	4	-13.83	-55.32	-166.058	-12.77	12 days, 8:59:00	1	3	25	176.519	13.47	135.5	USDT	binance	-3.01	-3.01	-5.53	-58.44	202308
x_zvwap06_kelly10c	8	2.41	19.31	57.9847	4.46	4 days, 19:05:00	6	2	75	16.672	1.21	106.3	USDT	binance	3.42	3.42	5.17	234.2	202309
x_zvwap06_kelly10c	8	4.76	38.07	114.324	8.79	1 day, 14:38:00	8	0	100	0	0	76.9	USDT	binance	21.37	21.37	0	0	202310
x_zvwap06_kelly10c	14	4.56	63.91	191.882	14.76	16:15:00	14	0	100	0	0	71.3	USDT	binance	59.56	59.56	0	0	202311
x_zvwap06_kelly10c	13	5.19	67.43	202.461	15.57	22:38:00	13	0	100	0	0	77.5	USDT	binance	50.29	50.29	0	0	202312
x_zvwap06_kelly10c	6	0.51	3.05	9.12264	0.7	8 days, 2:02:00	5	1	83.3	62.34	4.55	132.1	USDT	binance	0.19	0.19	0	9.51	202401
x_zvwap06_kelly10c	4	4.68	18.72	56.2215	4.32	9:43:00	4	0	100	0	0	115.8	USDT	binance	15.85	15.85	0	0	202402
x_zvwap06_kelly10c	13	6.28	81.6	244.963	18.84	13:41:00	13	0	100	0	0	70.6	USDT	binance	9.91	9.91	0	0	202403
x_zvwap06_kelly10c	8	-6.27	-50.19	-150.724	-11.59	10 days, 6:58:00	5	3	62.5	205.845	15.19	176.2	USDT	binance	-2.48	-2.48	-6.91	-50.28	202404
x_zvwap06_kelly10c	15	3.54	53.06	159.349	12.26	4 days, 8:55:00	13	2	86.7	22.438	1.51	153.8	USDT	kucoin	9.46	9.46	24.36	515.49	202306
x_zvwap06_kelly10c	9	-0.91	-8.19	-24.6002	-1.89	5 days, 16:57:00	6	3	66.7	86.201	6.33	130.2	USDT	kucoin	-0.72	-0.72	-1.1	-18.42	202307
x_zvwap06_kelly10c	7	-9.14	-63.98	-192.14	-14.78	10 days, 18:31:00	3	4	42.9	244.095	18.05	174.9	USDT	kucoin	-2.72	-2.72	-4.55	-50.45	202308
x_zvwap06_kelly10c	5	0.76	3.78	11.3556	0.87	2 days, 1:00:00	4	1	80	40.551	3	67.5	USDT	kucoin	0.33	0.33	0	18.55	202309
x_zvwap06_kelly10c	17	4.22	71.66	215.181	16.55	1 day, 21:07:00	17	0	100	0	0	105.9	USDT	kucoin	30.23	30.23	0	0	202310
x_zvwap06_kelly10c	23	2.47	56.87	170.789	13.14	2 days, 12:47:00	20	3	87	106.974	6.78	141.8	USDT	kucoin	5.76	5.76	4.89	123.4	202311
x_zvwap06_kelly10c	15	0.63	9.38	28.1786	2.17	4 days, 5:16:00	13	2	86.7	165.412	11.07	153.1	USDT	kucoin	0.52	0.52	5.64	12.06	202312
x_zvwap06_kelly10c	8	-6.64	-53.12	-159.507	-12.27	9 days, 7:01:00	6	2	75	220.406	16.2	167.4	USDT	kucoin	-1.75	-1.75	-2.43	-46.69	202401
x_zvwap06_kelly10c	15	4.32	64.83	194.678	14.98	2 days, 2:09:00	14	1	93.3	14.502	0.96	165.2	USDT	kucoin	13.97	13.97	0	1063.34	202402
x_zvwap06_kelly10c	45	4.06	182.83	549.053	42.23	1 day, 19:26:00	42	3	93.3	89.787	4.63	177.3	USDT	kucoin	25.93	25.93	19.88	580.8	202403
x_zvwap06_kelly10c	9	-8.4	-75.6	-227.015	-17.46	11 days, 6:39:00	5	4	55.6	265.776	19.85	221.7	USDT	kucoin	-3.67	-3.67	-7.35	-56.02	202404
x_zvwap06_kelly10c	7	-20.24	-141.7	-0.0141792	-15.75	17 days, 21:55:00	2	5	28.6	0.01516	16.66	262.7	BTC	binance	-5.42	-5.42	-15.4	-60.21	202306
x_zvwap06_kelly10c	8	0.67	5.39	0.00053951	0.6	4 days, 6:15:00	6	2	75	0.00202098	2.18	116.2	BTC	binance	0.51	0.51	3.71	16.92	202307
x_zvwap06_kelly10c	14	3.94	55.16	0.00552015	6.13	1 day, 20:28:00	13	1	92.9	0.00086107	0.89	98	BTC	binance	7.7	7.7	0	423.1	202308
x_zvwap06_kelly10c	23	1.58	36.39	0.00364269	4.05	4 days, 7:59:00	19	4	82.6	0.00514656	5.21	217.2	BTC	binance	2.62	2.62	1.83	49.48	202309
x_zvwap06_kelly10c	23	-2.87	-65.94	-0.00659696	-7.33	3 days, 9:24:00	19	4	82.6	0.0141218	14.48	182.5	BTC	binance	-2.25	-2.25	-1.81	-31.2	202310
x_zvwap06_kelly10c	21	0.92	19.38	0.00194046	2.16	5 days, 9:30:00	16	5	76.2	0.00584624	5.98	232.3	BTC	binance	1.55	1.55	2.2	22.97	202311
x_zvwap06_kelly10c	25	4.27	106.84	0.0106901	11.88	1 day, 19:43:00	24	1	96	0.00045934	0.45	127.9	BTC	binance	28.86	28.86	0	1611.96	202312
x_zvwap06_kelly10c	14	0.59	8.2	0.00082266	0.91	3 days, 15:58:00	13	1	92.9	0.00591103	6.11	150.2	BTC	binance	0.3	0.3	0	9.22	202401
x_zvwap06_kelly10c	18	1.85	33.28	0.0033313	3.7	2 days, 3:14:00	14	4	77.8	0.00402296	4.13	114.2	BTC	binance	3.05	3.05	3.88	61.12	202402
x_zvwap06_kelly10c	31	3.28	101.71	0.0101785	11.31	1 day, 11:51:00	30	1	96.8	0.00312264	3.02	131.1	BTC	binance	10.11	10.11	0	238.26	202403
x_zvwap06_kelly10c	15	-2.17	-32.62	-0.00326475	-3.63	5 days, 7:32:00	12	3	80	0.00930522	9.69	176.1	BTC	binance	-1.44	-1.44	-4.38	-24.67	202404

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
16.5	0.84	2.17	84	5.75	159.05
Sharpe	Sortino	Calmar
1.03	0	17.45


Prof.Factor	Expectancy	Cagr
1.25	1.13	0.3
Trades/Day	Rejected Signals
0.46	27.5
Ninja Score: 74

startup_candle_count : 168
ema_50_5m: -0.001%
rsi_slow_5m: -0.003%
rsi_84_5m: -0.253%
rsi_112_5m: -0.586%
ema_vwap_diff_50_5m: 0.436%
hma_50_5m: -0.006%
rsi_14_1h_5m: 20.539%
cmf_1h_5m: 200.655%
tcp_percent_72_1h_5m: -100.974%
ema_50: -0.001%
rsi_slow: -0.003%
rsi_84: -0.253%
rsi_112: -0.586%
ema_vwap_diff_50: 0.436%
hma_50: -0.006%
rsi_14_1h: 20.539%
cmf_1h: 200.655%
tcp_percent_72_1h: -100.974%

stoploss: -0.39
timeframe: 5m
hash(sha256): 180674d3941881a0a8341bb6065e415547200071f45329d212ea5dc8d78afbb1
indicators:
upper close high_offset_2 vwap_upperband volume_mean_12
tcp_percent_72_1h rsi_fast volume ema_20 deadfish3
rsi_14 bb_upperband2 volume_mean_24 high ema_8
pump_strength enter_long enter_tag rsi_fast1 cmf_1h
vwap_width zvwap_cross live_data_ok_1h ma_sell_val bb_middleband2
live_data_ok diff_change_pct_ema Level zema_30 ha_open
tcp_percent_4 tcp_percent_72 cmf hma_50 vwap
diff_current smi_trend lower roc rsi
cti_40 vwap_middleband rsi_fast_avg ema_50 zvwap_dip
ema_14 rsi_fast2 rsi_84 smi_ma vwap_lo

Similar Strategies: (based on used indicators)

Strategy: x_zvwap06_kelly10, Similarity Score: 92.16%
Strategy: x_zvwap06_kelly10b, Similarity Score: 92.16%

last change: 2024-05-02 09:20:48