VWAPStrategy_2

Strategy: VWAPStrategy_2
Downloaded: 20231113
Stoploss: -0.2
Uploaded by: saralamarca

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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
VWAPStrategy_2	127	-0.1	-12.7	-38.1315	-2.93	13:02:00	86	41	67.7	167.399	12.8	271.8	USDT	binance	-2.51	-2.51	-2.5	-14.13	202303
VWAPStrategy_2	156	0.03	5.05	15.1573	1.17	12:20:00	102	54	65.4	151.12	10.53	273.1	USDT	binance	1.43	1.43	1.28	7.05	202304
VWAPStrategy_2	120	-0.28	-34.1	-102.408	-7.88	13:31:00	80	40	66.7	153.978	11.61	297.6	USDT	binance	-7.03	-7.03	-4.75	-41.82	202305
VWAPStrategy_2	138	-0.32	-43.98	-132.04	-10.16	12:23:00	94	44	68.1	206.211	15.55	271.5	USDT	binance	-8.9	-8.9	-7.02	-41.61	202306
VWAPStrategy_2	110	-0.18	-19.71	-59.2028	-4.55	16:45:00	69	41	62.7	115.677	8.7	295.8	USDT	binance	-5.31	-5.31	-6.93	-32.25	202307
VWAPStrategy_2	112	-0.75	-83.8	-251.579	-19.35	14:57:00	72	40	64.3	269.972	20.48	278.3	USDT	binance	-14.37	-14.37	-10.76	-58.24	202308
VWAPStrategy_2	111	-0.08	-8.34	-25.0628	-1.93	16:50:00	76	35	68.5	92.736	6.95	278.4	USDT	binance	-2.6	-2.6	-1.98	-17.68	202309
VWAPStrategy_2	135	0.11	14.44	43.3816	3.34	14:01:00	99	36	73.3	160.864	12.19	292.7	USDT	binance	3.06	3.06	2.34	16.88	202310
VWAPStrategy_2	168	0.34	56.31	169.133	13.01	12:25:00	121	47	72	115.138	7.31	295.8	USDT	binance	12.12	12.12	12.88	117.26	202311
VWAPStrategy_2	187	0.25	46.33	139.098	10.7	11:46:00	134	53	71.7	131.488	8.37	306	USDT	binance	11.32	11.32	10.5	81.39	202312
VWAPStrategy_2	127	-0.55	-69.99	-210.111	-16.16	12:33:00	85	42	66.9	251.542	18.75	280.1	USDT	binance	-10.7	-10.7	-8.41	-54.89	202401
VWAPStrategy_2	147	0.38	55.68	167.179	12.86	13:54:00	106	41	72.1	94.396	6.53	391.4	USDT	binance	17.3	17.3	16.07	129.83	202402
VWAPStrategy_2	134	-0.23	-30.26	-90.9239	-6.99	12:59:00	92	42	68.7	322.515	22.4	400.8	USDT	binance	-4.09	-4.09	-3.19	-19.24	202403
VWAPStrategy_2	119	-0.1	-11.87	-35.5379	-2.73	14:33:00	78	41	65.5	255.918	16.83	387.8	USDT	binance	-1.15	-1.15	-1.38	-10.34	202404
VWAPStrategy_2	153	0.13	19.4	58.2636	4.48	14:34:00	102	51	66.7	82.984	6.04	423.3	USDT	binance	4.76	4.76	5.94	45.7	202405
VWAPStrategy_2	92	-1.48	-135.78	-407.625	-31.36	17:08:00	49	43	53.3	426.603	32.43	364.4	USDT	binance	-19.64	-19.64	-17.05	-63.71	202406
VWAPStrategy_2	105	-0.76	-79.68	-239.256	-18.4	15:57:00	73	32	69.5	241.278	18.53	372.8	USDT	binance	-10.31	-10.31	-7.57	-63.25	202407
VWAPStrategy_2	123	-0.47	-57.34	-172.155	-13.24	12:24:00	79	44	64.2	230.599	17.59	373.3	USDT	binance	-9.17	-9.17	-6.92	-47.93	202408
VWAPStrategy_2	153	0.05	8.04	24.1203	1.86	11:57:00	107	46	69.9	120.296	8.33	364.1	USDT	binance	2.08	2.08	1.55	14.68	202409
VWAPStrategy_2	137	-0.2	-27.72	-83.2507	-6.4	12:11:00	96	41	70.1	114.634	8.61	384.5	USDT	binance	-7.38	-7.38	-6.81	-45.84	202410
VWAPStrategy_2	96	-0.43	-41.26	-123.803	-9.52	14:13:00	66	30	68.8	214.965	16.35	172.2	BUSD	binance	-5.5	-5.5	-4.82	-35.9	202303
VWAPStrategy_2	112	-0.12	-12.97	-38.9919	-3	13:25:00	72	40	64.3	124.01	8.95	166.1	BUSD	binance	-3.66	-3.66	-3.01	-21.33	202304
VWAPStrategy_2	97	-0.47	-45.16	-135.577	-10.43	16:36:00	67	30	69.1	147.874	11.27	187.5	BUSD	binance	-8.62	-8.62	-6.21	-57.04	202305
VWAPStrategy_2	120	-0.08	-9.81	-29.4674	-2.27	10:27:00	89	31	74.2	222.866	16.78	163.7	BUSD	binance	-1.79	-1.79	-1.13	-8.6	202306
VWAPStrategy_2	113	-0.12	-13.88	-41.6552	-3.2	14:40:00	72	41	63.7	126.435	9.14	179.1	BUSD	binance	-3.55	-3.55	-4.87	-21.61	202307
VWAPStrategy_2	91	-0.71	-64.34	-193.069	-14.85	15:59:00	56	35	61.5	197.571	15.15	176.7	BUSD	binance	-12.28	-12.28	-9.82	-60.43	202308
VWAPStrategy_2	104	0.13	13.15	39.4793	3.04	13:07:00	72	32	69.2	37.801	2.84	171.5	BUSD	binance	6	6	6.16	68.17	202309
VWAPStrategy_2	116	0.31	36.1	108.35	8.33	13:55:00	79	37	68.1	102.011	7.68	185.5	BUSD	binance	10.21	10.21	10.69	66.88	202310
VWAPStrategy_2	125	0.44	54.66	164.008	12.62	10:26:00	93	32	74.4	88.419	5.84	139.3	BUSD	binance	12.64	12.64	11.11	142.35	202311
VWAPStrategy_2	128	-0.06	-7.36	-22.0955	-1.7	13:03:00	90	38	70.3	127.081	9.69	260.4	USDT	kucoin	-1.35	-1.35	-1.19	-10.81	202303
VWAPStrategy_2	143	0.1	14.51	43.5826	3.35	14:16:00	102	41	71.3	102.728	7.42	275.7	USDT	kucoin	4.29	4.29	4.15	28.79	202304
VWAPStrategy_2	137	-0.27	-36.85	-110.666	-8.51	13:14:00	96	41	70.1	143.139	10.91	230	USDT	kucoin	-8.99	-8.99	-6.94	-48.1	202305
VWAPStrategy_2	157	-0.04	-5.52	-16.585	-1.28	10:35:00	106	51	67.5	137.926	10.45	265.7	USDT	kucoin	-1.39	-1.39	-1.1	-7.78	202306
VWAPStrategy_2	114	-0.49	-56.11	-168.488	-12.96	17:14:00	67	47	58.8	231.243	16.98	275.6	USDT	kucoin	-12.73	-12.73	-14.47	-47.05	202307
VWAPStrategy_2	117	-0.76	-88.43	-265.558	-20.43	15:49:00	73	44	62.4	276.661	21.1	275.7	USDT	kucoin	-16.8	-16.8	-13.6	-59.66	202308
VWAPStrategy_2	129	-0.17	-21.45	-64.4252	-4.96	14:23:00	84	45	65.1	139.184	10.12	276.7	USDT	kucoin	-5.41	-5.41	-4.13	-31.17	202309
VWAPStrategy_2	164	0.2	33.32	100.049	7.7	11:34:00	118	46	72	108.611	8.21	281	USDT	kucoin	8.44	8.44	6.16	57.78	202310
VWAPStrategy_2	163	0.35	57.19	171.744	13.21	12:43:00	122	41	74.8	127.511	7.99	289.5	USDT	kucoin	11.54	11.54	11.19	105.35	202311
VWAPStrategy_2	185	0.07	12.19	36.5919	2.81	11:58:00	133	52	71.9	112.714	7.78	307.6	USDT	kucoin	2.8	2.8	2.58	22.31	202312
VWAPStrategy_2	149	0.37	55.31	166.089	12.78	12:51:00	98	51	65.8	148.288	10.73	300.6	USDT	kucoin	4.77	4.77	7.59	73.39	202401
VWAPStrategy_2	189	0.39	73.27	220.02	16.92	10:20:00	148	41	78.3	122.655	8.04	275.3	USDT	kucoin	16.72	16.72	11.18	143.69	202402
VWAPStrategy_2	124	-0.78	-96.42	-289.525	-22.27	13:05:00	84	40	67.7	432.975	30.79	361.9	USDT	kucoin	-10.68	-10.68	-8.22	-44.58	202403
VWAPStrategy_2	102	-1.42	-144.92	-435.188	-33.48	13:15:00	62	40	60.8	510.272	37.11	339.7	USDT	kucoin	-17.41	-17.41	-14.03	-57.45	202404
VWAPStrategy_2	155	-0.11	-16.31	-48.9896	-3.77	14:04:00	98	57	63.2	127.397	9.24	376	USDT	kucoin	-4.31	-4.31	-4.02	-25.13	202405
VWAPStrategy_2	129	-0.45	-57.94	-173.999	-13.38	12:57:00	83	46	64.3	248.17	18.58	354.1	USDT	kucoin	-12.76	-12.76	-11.22	-45.89	202406
VWAPStrategy_2	134	-0.14	-18.63	-55.9461	-4.3	12:36:00	91	43	67.9	188.025	14.4	351.2	USDT	kucoin	-2.86	-2.86	-2.51	-18.42	202407
VWAPStrategy_2	132	-0.37	-48.67	-146.15	-11.24	12:52:00	80	52	60.6	218.113	16.78	339.6	USDT	kucoin	-8.31	-8.31	-6.94	-41.28	202408
VWAPStrategy_2	149	0.1	14.56	43.7316	3.36	12:27:00	96	53	64.4	92.528	7.01	328.8	USDT	kucoin	3.63	3.63	4.6	31.63	202409
VWAPStrategy_2	127	-0.38	-48.66	-146.128	-11.24	14:10:00	85	42	66.9	148.787	11.42	347	USDT	kucoin	-10.16	-10.16	-7.98	-60.65	202410
VWAPStrategy_2	178	-0.39	-68.58	-0.00686305	-7.63	15:20:00	114	64	64	0.00945761	10.38	364	BTC	binance	-16.58	-16.58	-14.3	-45.29	202303
VWAPStrategy_2	186	0.09	16.68	0.00167073	1.86	15:01:00	124	62	66.7	0.00500873	5.18	359.7	BTC	binance	5.23	5.23	5.04	22.82	202304
VWAPStrategy_2	217	-0.11	-22.82	-0.002285	-2.54	14:24:00	132	85	60.8	0.0043531	4.73	349.4	BTC	binance	-6.84	-6.84	-5.83	-33.09	202305
VWAPStrategy_2	185	-0.55	-102.1	-0.0102198	-11.36	16:05:00	113	72	61.1	0.0141388	15.38	383.2	BTC	binance	-17.1	-17.1	-13.44	-47.02	202306
VWAPStrategy_2	209	0.22	46.03	0.00460709	5.12	14:32:00	144	65	68.9	0.00242052	2.6	388	BTC	binance	13.75	13.75	16.66	121.28	202307
VWAPStrategy_2	189	-0.17	-31.65	-0.00316508	-3.52	16:11:00	113	76	59.8	0.00616614	6.77	390.3	BTC	binance	-9.85	-9.85	-8.79	-32.02	202308
VWAPStrategy_2	185	0.1	18.8	0.00188172	2.09	17:09:00	115	70	62.2	0.004123	4.42	398.8	BTC	binance	5.95	5.95	6.22	30.1	202309
VWAPStrategy_2	198	-0.17	-33.86	-0.00339197	-3.77	15:27:00	132	66	66.7	0.00759757	8.4	386.4	BTC	binance	-7.99	-7.99	-6.44	-27.65	202310
VWAPStrategy_2	209	0.24	51	0.00510244	5.67	13:25:00	144	65	68.9	0.00318982	3.31	505.1	BTC	binance	12.34	12.34	13.05	108.99	202311
VWAPStrategy_2	182	0.1	17.81	0.00177973	1.98	16:13:00	127	55	69.8	0.00528096	5.85	382.6	BTC	binance	3.54	3.54	3.25	21.54	202312
VWAPStrategy_2	172	-0.16	-27.26	-0.00272551	-3.03	17:23:00	110	62	64	0.00754328	7.96	416.2	BTC	binance	-4.77	-4.77	-4.91	-24.24	202401
VWAPStrategy_2	162	-0.14	-22.32	-0.00223227	-2.48	18:07:00	106	56	65.4	0.0054764	5.87	197.2	BTC	binance	-4.4	-4.4	-3.58	-28.82	202402
VWAPStrategy_2	184	0.34	63.14	0.00631982	7.02	14:25:00	134	50	72.8	0.00352803	3.58	460.1	BTC	binance	10.87	10.87	10.13	121	202403
VWAPStrategy_2	214	-0.25	-52.66	-0.00527026	-5.86	13:26:00	143	71	66.8	0.00913898	10.06	446.5	BTC	binance	-10.6	-10.6	-8.05	-37.08	202404
VWAPStrategy_2	161	-0.2	-32.1	-0.00321156	-3.57	20:10:00	107	54	66.5	0.00707416	7.54	470	BTC	binance	-6.44	-6.44	-5.95	-29.16	202405
VWAPStrategy_2	150	-1.12	-167.33	-0.0167483	-18.61	17:47:00	79	71	52.7	0.0171776	19	424.9	BTC	binance	-29.52	-29.52	-26.27	-64.54	202406
VWAPStrategy_2	180	-0.23	-41.35	-0.00413856	-4.6	16:41:00	108	72	60	0.00570852	6.25	434.5	BTC	binance	-9.47	-9.47	-8.22	-46.86	202407
VWAPStrategy_2	202	0.04	7.3	0.00073101	0.81	14:07:00	127	75	62.9	0.00347614	3.83	427.1	BTC	binance	1.58	1.58	1.61	13.5	202408
VWAPStrategy_2	195	-0.1	-20.35	-0.00203646	-2.26	16:29:00	124	71	63.6	0.0048342	5.24	414	BTC	binance	-7.34	-7.34	-7.78	-28.44	202409
VWAPStrategy_2	134	-0.41	-55.52	-0.00555706	-6.17	23:28:00	77	57	57.5	0.00607927	6.72	428.5	BTC	binance	-9.95	-9.95	-11.75	-56.66	202410

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
126	-0.1	-3.57	67.33	10.03	268.37
Sharpe	Sortino	Calmar
-3.43	-3	-20


Prof.Factor	Expectancy	Cagr
0.85	-0.33	-0.3
Trades/Day	Rejected Signals
4.9	0.33
Ninja Score: 54

stoploss: -0.2
timeframe: 5m
hash(sha256): 34caf6258ae8f47defd72cc32b7ee10b03d0b7a28938cec0e675b16a00a32fe2
indicators:
high volume lower_band ATR close
rsi buy_atr VWAP upper_band open
low VWAP_signal closei ATRclose openi

No similar strategies found. (based on used indicators)

last change: 2024-11-01 15:50:13