Supertrend_mod1

Strategy: Supertrend_mod1
Downloaded: 20241209
Stoploss: -0.99
Uploaded by: sokoow

5m Stalled - Negative 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	Loss	Win%	DD Stake	DD%	Time	Stake	Exchange	Stoploss	Sharpe	Sortino	Calmar	Month
Supertrend_mod1	5	-21.35	-106.76	-320.57	-24.66	17 days, 23:05:00	2	3	40	351.023	26.38	438.1	USDT	binance	-3.02	-3.02	-8.34	-59.52	202404
Supertrend_mod1	14	1.52	21.35	64.1179	4.93	8 days, 17:40:00	10	4	71.4	107.108	7.28	478.1	USDT	binance	1.96	1.96	5.91	41.75	202405
Supertrend_mod1	8	-9.03	-72.27	-216.903	-16.68	14 days, 10:47:00	4	4	50	281.02	20.6	451.5	USDT	binance	-2.62	-2.62	-3.24	-51.58	202406
Supertrend_mod1	10	-0.93	-9.3	-27.9669	-2.15	11 days, 3:41:00	6	4	60	124.925	8.94	472.9	USDT	binance	-0.73	-0.73	-2.22	-14.83	202407
Supertrend_mod1	6	-8.9	-53.41	-160.315	-12.33	16 days, 19:20:00	2	4	33.3	199.057	14.87	456	USDT	binance	-2.7	-2.7	-4.87	-51.11	202408
Supertrend_mod1	20	3.37	67.34	202.177	15.55	5 days, 12:57:00	17	3	85	62.555	4	464.3	USDT	binance	8.58	8.58	13.95	247.74	202409
Supertrend_mod1	17	2.03	34.45	103.405	7.95	7 days, 5:30:00	13	4	76.5	125.883	8.23	483.5	USDT	binance	2.81	2.81	3.84	59.55	202410
Supertrend_mod1	41	4.67	191.52	574.765	44.21	3 days, 2:31:00	37	4	90.2	74.159	3.81	496.6	USDT	binance	31.28	31.28	30.12	739.95	202411
Supertrend_mod1	3	-41.93	-125.78	-377.711	-29.05	29 days, 22:40:00	0	3	0	254.377	21.62	423.2	USDT	kucoin	-26.49	-26.49	-26.49	-85.59	202404
Supertrend_mod1	16	2.21	35.35	106.163	8.17	7 days, 15:34:00	12	4	75	113.102	7.44	465.5	USDT	kucoin	2.92	2.92	3.67	67.6	202405
Supertrend_mod1	5	-14.61	-73.07	-219.429	-16.88	17 days, 23:06:00	2	3	40	252.741	18.96	421.9	USDT	kucoin	-2.7	-2.7	-7.16	-56.71	202406
Supertrend_mod1	11	0.07	0.76	2.28659	0.18	9 days, 21:31:00	7	4	63.6	110.646	7.83	457.3	USDT	kucoin	0.06	0.06	0.14	1.38	202407
Supertrend_mod1	3	-19.64	-58.92	-176.949	-13.61	30 days, 22:15:00	0	3	0	118.781	9.56	440.8	USDT	kucoin	-8.59	-8.59	-8.59	-87.7	202408
Supertrend_mod1	17	3.37	57.31	172.108	13.24	6 days, 21:40:00	13	4	76.5	98.803	6.29	456.3	USDT	kucoin	4.68	4.68	7	134.05	202409
Supertrend_mod1	4	-13.39	-53.54	-160.785	-12.37	23 days, 4:56:00	1	3	25	175.884	13.37	447.5	USDT	kucoin	-2.6	-2.6	-4.12	-56.99	202410
Supertrend_mod1	54	4.61	248.77	747.066	57.47	2 days, 9:19:00	51	3	94.4	92.389	4.32	474.1	USDT	kucoin	35.75	35.75	17.78	847.47	202411
Supertrend_mod1	6	-19.56	-117.39	-0.011749	-13.05	24 days, 22:55:00	1	5	16.7	0.0123816	13.66	515.5	BTC	binance	-5.76	-5.76	-11.59	-60.85	202404
Supertrend_mod1	16	0.75	12.07	0.00120805	1.34	9 days, 16:05:00	11	5	68.8	0.00484328	5.04	543.6	BTC	binance	0.99	0.99	1.57	16.41	202405
Supertrend_mod1	9	-5.73	-51.57	-0.00516223	-5.74	16 days, 15:21:00	5	4	55.6	0.00753415	8.16	525.1	BTC	binance	-2.29	-2.29	-2.7	-44.78	202406
Supertrend_mod1	10	-3.03	-30.32	-0.00303548	-3.37	15 days, 11:25:00	5	5	50	0.00625117	6.71	541.3	BTC	binance	-1.65	-1.65	-2.16	-31	202407
Supertrend_mod1	11	-1.28	-14.11	-0.00141259	-1.57	14 days, 1:38:00	6	5	54.5	0.00525037	5.6	546.1	BTC	binance	-0.87	-0.87	-1.15	-17.29	202408
Supertrend_mod1	13	1.85	24.1	0.00241164	2.68	11 days, 12:28:00	8	5	61.5	0.00224419	2.37	543.7	BTC	binance	2.87	2.87	5.29	71.98	202409
Supertrend_mod1	7	-13.87	-97.09	-0.00971897	-10.8	22 days, 2:37:00	2	5	28.6	0.0110706	12.12	556.1	BTC	binance	-4.4	-4.4	-13.21	-54.92	202410
Supertrend_mod1	38	5.43	206.47	0.0206611	22.96	3 days, 22:33:00	36	2	94.7	0.00081972	0.74	530.7	BTC	binance	53.43	53.43	56.79	1969	202411

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
10	-2.8	-2.34	57	7.83	492.63
Sharpe	Sortino	Calmar
-0.6	-0.9	-12.53


Prof.Factor	Expectancy	Cagr
0.8	-6.04	-0.08
Trades/Day	Rejected Signals
0.48	540.33
Ninja Score: 51

startup_candle_count : 50
Recursive Analysis found no issues while using 50 startup_candle_count

stoploss: -0.99
timeframe: 5m
hash(sha256): b73f26af0f77f07a84dea330888d6c96c20cfc6347b3c77a06b85e8a25cb10e6
indicators:
bb_lowerband upper supertrend_3_12 bb_upperband basic_ub
basic_lb final_ub final_lb TR ATR
basic_ub basic_lb final_ub mid bb_middleband
high supertrend_1_10 close final_lb supertrend_2_11
lower low

Similar Strategies: (based on used indicators)

Strategy: Supertrend_6, Similarity Score: 95.65%
Strategy: Supertrend_771, Similarity Score: 95.65%

last change: 2024-12-09 19:31:08