BB_DCAv2

Strategy: BB_DCAv2
Downloaded: 20230807
Stoploss: -0.998

Private DCA Multiclass 5m Spot v2 Unbiased

Backtests
Info
Recursive Analysis
Quantstats

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
BB_DCAv2	12	0.46	5.49	1.09001	0.11	1:21:00	7	5	58.3	1.429	0.14	82.6	USDT	binance	1.29	1.29	1.25	47.1	202208
BB_DCAv2	8	0.89	7.09	1.4149	0.14	3:07:00	7	1	87.5	0	0	78.8	USDT	binance	2.87	2.87	0	0	202209
BB_DCAv2	3	-1.76	-5.28	-1.06064	-0.11	1:10:00	2	1	66.7	0	0	80	USDT	binance	-0.56	-0.56	0	0	202210
BB_DCAv2	70	0.06	4.15	0.919686	0.09	1:13:00	53	17	75.7	13.607	1.36	89.2	USDT	binance	0.67	0.67	0.54	4.32	202211
BB_DCAv2	21	1.08	22.59	4.51238	0.45	2:58:00	17	4	81	0.64	0.06	84.6	USDT	binance	10	10	10.81	436.01	202212
BB_DCAv2	29	1.34	38.91	7.76048	0.78	1:01:00	24	5	82.8	0.113	0.01	82.5	USDT	binance	22.37	22.37	642.15	4241.76	202301
BB_DCAv2	12	0.4	4.81	0.955674	0.1	3:08:00	10	2	83.3	1.348	0.13	77.2	USDT	binance	1.42	1.42	1	48.41	202302
BB_DCAv2	19	1.67	31.68	6.3244	0.63	3:12:00	19	0	100	0	0	85.8	USDT	binance	13.13	13.13	0	0	202303
BB_DCAv2	13	1.85	24.07	4.79493	0.48	0:30:00	12	1	92.3	0.042	0	79	USDT	binance	23.81	23.81	0	7242.4	202304
BB_DCAv2	4	0.93	3.71	0.742976	0.07	2:46:00	4	0	100	0	0	89.7	USDT	binance	3.74	3.74	0	0	202305
BB_DCAv2	30	-0.07	-2	-0.369663	-0.04	5:09:00	20	10	66.7	3.767	0.38	92.4	USDT	binance	-0.39	-0.39	-0.45	-6.26	202306
BB_DCAv2	7	0.85	5.98	1.17807	0.12	1:27:00	6	1	85.7	1.846	0.18	80.5	USDT	binance	0.87	0.87	0.04	39.37	202307
BB_DCAv2	25	1.28	32.04	6.36535	0.64	1:30:00	16	9	64	0.575	0.06	81.7	USDT	binance	7.3	7.3	9.9	686.43	202308
BB_DCAv2	15	0.27	4.07	0.808899	0.06	0:55:00	13	2	86.7	1.825	0.14	76.8	USDT	binance	0.74	0.74	9.28	29.24	202309
BB_DCAv2	2	-3.07	-6.15	-1.23062	-0.09	5:28:00	1	1	50	1.344	0.1	83.1	USDT	binance	-1.08	-1.08	0	-58.31	202310
BB_DCAv2	47	1.45	68.25	13.6274	1.05	1:10:00	43	4	91.5	1.326	0.1	95.4	USDT	binance	23.04	23.04	14.34	683.02	202311
BB_DCAv2	57	0.66	37.64	7.50881	0.58	1:10:00	48	9	84.2	4.264	0.33	93	USDT	binance	6.54	6.54	3.62	112.26	202312
BB_DCAv2	27	0.62	16.62	3.30462	0.25	0:51:00	22	5	81.5	3.994	0.31	103.9	USDT	binance	3.4	3.4	4.12	52.78	202401
BB_DCAv2	15	1.46	21.93	4.39138	0.34	1:31:00	13	2	86.7	1.324	0.1	88.3	USDT	binance	6.25	6.25	4.51	219.11	202402
BB_DCAv2	35	1.52	53.22	10.6019	0.82	1:07:00	34	1	97.1	0	0	47.5	USDT	binance	37.43	37.43	0	0	202403
BB_DCAv2	42	1.1	46.38	9.22618	0.71	1:38:00	37	5	88.1	1.537	0.12	48.8	USDT	binance	13.52	13.52	10.12	397.52	202404
BB_DCAv2	25	-0.24	-5.94	-1.18869	-0.12	1:04:00	19	6	76	7.453	0.74	79.6	BUSD	binance	-0.69	-0.69	-0.71	-9.86	202208
BB_DCAv2	36	0	0.14	0.0436969	0	1:02:00	28	8	77.8	3.949	0.39	78.5	BUSD	binance	0.04	0.04	0.02	0.71	202209
BB_DCAv2	7	1.95	13.68	2.73393	0.27	0:18:00	7	0	100	0	0	77.9	BUSD	binance	11.16	11.16	0	0	202210
BB_DCAv2	82	0.86	70.87	14.2397	1.42	0:49:00	69	13	84.1	11.074	1.1	85.3	BUSD	binance	13.67	13.67	9.81	82.25	202211
BB_DCAv2	30	0.96	28.93	5.78253	0.58	1:28:00	24	6	80	1.316	0.13	82.8	BUSD	binance	9.36	9.36	7.19	272.17	202212
BB_DCAv2	27	1.52	40.98	8.1551	0.82	0:40:00	23	4	85.2	0.152	0.02	79.2	BUSD	binance	21.54	21.54	833.03	3308.15	202301
BB_DCAv2	29	1.16	33.52	6.67409	0.67	1:43:00	26	3	89.7	1.365	0.14	81.1	BUSD	binance	9.98	9.98	7.53	335.54	202302
BB_DCAv2	23	0.69	15.77	3.15025	0.32	3:06:00	21	2	91.3	1.277	0.13	90.3	BUSD	binance	4.08	4.08	351.66	152.75	202303
BB_DCAv2	15	1.93	28.95	5.77446	0.58	0:35:00	15	0	100	0	0	81.6	BUSD	binance	34.85	34.85	0	0	202304
BB_DCAv2	14	0.15	2.04	0.404595	0.04	2:09:00	8	6	57.1	1.28	0.13	79.2	BUSD	binance	0.53	0.53	0.54	19.51	202305
BB_DCAv2	33	0.18	6.09	1.23737	0.12	4:11:00	25	8	75.8	2.572	0.26	86.9	BUSD	binance	1.23	1.23	1.45	30.66	202306
BB_DCAv2	8	1.23	9.85	1.95673	0.2	1:14:00	8	0	100	0	0	79.3	BUSD	binance	11.3	11.3	0	0	202307
BB_DCAv2	25	1.38	34.51	6.88545	0.69	0:25:00	17	8	68	0.353	0.04	75.7	BUSD	binance	17.88	17.88	225.36	1204.99	202308
BB_DCAv2	12	-0.01	-0.07	-0.0118528	0	1:02:00	11	1	91.7	3.029	0.23	70.1	BUSD	binance	-0.01	-0.01	0	-0.25	202309
BB_DCAv2	5	2.19	10.96	2.17978	0.17	0:45:00	5	0	100	0	0	54.1	BUSD	binance	35.21	35.21	0	0	202310
BB_DCAv2	16	2.36	37.7	7.51634	0.58	0:23:00	15	1	93.8	0.051	0	42.8	BUSD	binance	23.76	23.76	0	9760.21	202311
BB_DCAv2	17	1.75	29.82	5.96916	0.6	0:46:00	15	2	88.2	1.322	0.13	72.7	USDT	kucoin	7.16	7.16	5.76	280.35	202208
BB_DCAv2	9	1.39	12.51	2.50406	0.25	0:49:00	8	1	88.9	0	0	68.8	USDT	kucoin	7.52	7.52	0	0	202209
BB_DCAv2	0	0	0	0	0	0:00	0	0	0	0	0	76.3	USDT	kucoin	0	0	0	0	202210
BB_DCAv2	57	0.49	27.77	5.55995	0.56	1:14:00	48	9	84.2	11.399	1.13	79.6	USDT	kucoin	4.28	4.28	4.31	31.23	202211
BB_DCAv2	20	0.75	14.99	3.00153	0.3	4:10:00	15	5	75	1.849	0.18	78.4	USDT	kucoin	4.42	4.42	3.85	100.35	202212
BB_DCAv2	29	1.49	43.3	8.66784	0.87	0:45:00	25	4	86.2	0.186	0.02	74.3	USDT	kucoin	25.03	25.03	504.75	2873.74	202301
BB_DCAv2	39	1.88	73.33	14.6807	1.47	2:09:00	37	2	94.9	1.343	0.13	88.2	USDT	kucoin	20.06	20.06	814.87	757.59	202302
BB_DCAv2	28	1.45	40.58	8.12385	0.81	3:10:00	26	2	92.9	0.672	0.07	78.1	USDT	kucoin	13.69	13.69	15.92	748.38	202303
BB_DCAv2	18	1.3	23.34	4.67274	0.47	1:05:00	17	1	94.4	1.272	0.13	70.5	USDT	kucoin	7.67	7.67	11.63	234.06	202304
BB_DCAv2	9	0.72	6.45	1.29092	0.13	0:53:00	7	2	77.8	0.053	0.01	71.3	USDT	kucoin	1.1	1.1	0.92	1492.25	202305
BB_DCAv2	31	0.61	18.9	3.78381	0.38	3:50:00	23	8	74.2	3.379	0.34	78.4	USDT	kucoin	3.67	3.67	3.9	71.4	202306
BB_DCAv2	14	1.58	22.07	4.41787	0.44	0:28:00	14	0	100	0	0	71.7	USDT	kucoin	20.93	20.93	0	0	202307
BB_DCAv2	29	1.56	45.35	9.0792	0.91	0:41:00	23	6	79.3	0.386	0.04	70.8	USDT	kucoin	22.58	22.58	279.75	1506.07	202308
BB_DCAv2	12	0.71	8.53	1.70751	0.13	1:06:00	11	1	91.7	3.046	0.23	66.4	USDT	kucoin	1.04	1.04	0	35.71	202309
BB_DCAv2	14	1.89	26.4	5.28613	0.41	1:09:00	14	0	100	0	0	81.1	USDT	kucoin	15.45	15.45	0	0	202310
BB_DCAv2	37	1.61	59.39	11.8894	0.91	0:57:00	34	3	91.9	1.34	0.1	89.8	USDT	kucoin	22.85	22.85	12.39	570.71	202311
BB_DCAv2	54	1.18	63.62	12.753	0.98	1:07:00	46	8	85.2	1.345	0.1	90.2	USDT	kucoin	19.88	19.88	15.39	590.15	202312
BB_DCAv2	31	0.97	30.09	6.02343	0.46	1:04:00	26	5	83.9	3.967	0.31	93.9	USDT	kucoin	6.19	6.19	7.29	93.49	202401
BB_DCAv2	21	1.43	30.1	6.02489	0.46	0:33:00	18	3	85.7	1.289	0.1	75.8	USDT	kucoin	9.38	9.38	6.81	308.05	202402
BB_DCAv2	69	0.85	58.72	11.7505	0.9	1:39:00	54	15	78.3	5.473	0.42	61.3	USDT	kucoin	10.05	10.05	8.53	137.23	202403
BB_DCAv2	24	-0.11	-2.69	-0.538763	-0.04	1:09:00	18	6	75	7.327	0.56	59	USDT	kucoin	-0.41	-0.41	-0.39	-4.7	202404
BB_DCAv2	11	1.96	21.61	0.0002332	0.29	0:42:00	10	1	90.9	0	0	88.6	BTC	binance	14	14	0	0	202208
BB_DCAv2	20	0.37	7.46	0.00008052	0.1	2:00:00	17	3	85	0.00020761	0.26	90.2	BTC	binance	0.96	0.96	0.6	24.76	202209
BB_DCAv2	1	2.31	2.31	0.00002496	0.03	0:07:00	1	0	100	0	0	88.4	BTC	binance	0	0	0	0	202210
BB_DCAv2	68	1.4	95.13	0.00102862	1.29	0:42:00	59	9	86.8	0.00014896	0.19	90.9	BTC	binance	26.31	26.31	17.87	441.84	202211
BB_DCAv2	21	1.45	30.41	0.00032822	0.41	1:23:00	19	2	90.5	0.00004585	0.06	91.8	BTC	binance	11.63	11.63	9.35	442.21	202212
BB_DCAv2	16	1.85	29.65	0.00031962	0.4	0:39:00	14	2	87.5	0.00000243	0	89.4	BTC	binance	19.03	19.03	1406.99	8108.37	202301
BB_DCAv2	21	1.09	22.95	0.00024739	0.31	0:59:00	18	3	85.7	0.00006961	0.09	85.1	BTC	binance	6.14	6.14	5.37	242.84	202302
BB_DCAv2	3	-4.81	-14.42	-0.00015621	-0.2	6:55:00	2	1	66.7	0.00017419	0.22	92.5	BTC	binance	-1.11	-1.11	-6.1	-55.28	202303
BB_DCAv2	5	1.71	8.54	0.00009204	0.12	0:51:00	5	0	100	0	0	86.5	BTC	binance	7.15	7.15	0	0	202304
BB_DCAv2	11	-1.75	-19.21	-0.00020687	-0.26	1:28:00	9	2	81.8	0.00036093	0.45	90.7	BTC	binance	-1.24	-1.24	-1.04	-35.34	202305
BB_DCAv2	41	0.7	28.6	0.00030997	0.39	2:18:00	32	9	78	0.00022612	0.28	100.5	BTC	binance	5.95	5.95	3.88	87.45	202306
BB_DCAv2	15	1.02	15.3	0.0001655	0.21	0:29:00	14	1	93.3	0.00009323	0.12	90.1	BTC	binance	3.55	3.55	27.31	109.45	202307
BB_DCAv2	19	1.37	26.08	0.00028211	0.35	0:11:00	14	5	73.7	0.00001748	0.02	86.2	BTC	binance	13.48	13.48	173.29	1030.07	202308
BB_DCAv2	17	0.8	13.56	0.00014684	0.16	0:51:00	14	3	82.4	0.00012526	0.14	86.5	BTC	binance	2.27	2.27	1.86	74.88	202309
BB_DCAv2	28	-0.01	-0.22	-0.00000311	0	1:13:00	22	6	78.6	0.00025546	0.28	94.1	BTC	binance	-0.04	-0.04	-0.03	-0.75	202310
BB_DCAv2	21	1.19	24.9	0.00026932	0.3	0:53:00	16	5	76.2	0.00007637	0.08	132.2	BTC	binance	7.12	7.12	5.95	225.34	202311
BB_DCAv2	13	1.47	19.13	0.00020669	0.23	0:24:00	11	2	84.6	0.00000558	0.01	96.8	BTC	binance	14.38	14.38	215.78	2363.98	202312
BB_DCAv2	20	0.12	2.34	0.00002775	0.03	0:30:00	16	4	80	0.00023581	0.26	113.1	BTC	binance	0.31	0.31	0.17	7.27	202401
BB_DCAv2	26	2.36	61.37	0.00066441	0.74	1:15:00	26	0	100	0	0	88.6	BTC	binance	34.49	34.49	0	0	202402
BB_DCAv2	26	0.97	25.2	0.0002722	0.3	0:54:00	24	2	92.3	0.00021482	0.24	49.9	BTC	binance	4.78	4.78	6.06	80.95	202403
BB_DCAv2	33	0.44	14.54	0.00015672	0.17	1:18:00	23	10	69.7	0.00017683	0.2	50.9	BTC	binance	2.08	2.08	1.82	58.46	202404

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
22.25	1.09	0.32	85.25	0.1	82
Sharpe	Sortino	Calmar
7.2	2.61	83.75


Prof.Factor	Expectancy	Cagr
2.08	0.25	0.04
Trades/Day	Rejected Signals
0.8	56.25
Ninja Score: 84

startup_candle_count : 400
rsi_84: 0.309%
rsi_112: 0.839%
EWO: 0.086%
rsi_42_1h: -0.001%
ema_200_1h: 0.078%

stoploss: -0.998
timeframe: 5m
hash(sha256): 480cfeb5681981ccdd3c9cd6c7187149fc7ac03fd0b39ed6946be2b1f43460b1
indicators:
upper close high_offset_2 cti_mean vwap_upperband
volume_mean_12 rsi_fast volume ema_20 ha_closedelta
momdiv_coh bb_upperband2 volume_mean_24 high tpct_change_2
ema_8 cci bb_lowerband3 rsi_1h momdiv_col
ha_high adx ema_12 ema_slow ema_26
cti_40_1h bb_width_1h bb_lowerband2_40 cmo bb_upperband2_40
vwap_width sma_21 momdiv_buy bb_middleband2 r_84_1h
closedelta sma_15 ha_open volume_mean_4 fast_d
ema_20_1h ema_24 cmf rmi_length_val hma_50
vwap lower rsi cti_40 momdiv_sell
vwap_middleband bb_middleb

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last change: 2024-05-02 12:34:28