BB_RPB_TSL_2_2

Strategy: BB_RPB_TSL_2_2
Downloaded: 20231106
Stoploss: -0.15

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
BB_RPB_TSL_2_2	27	0.54	14.47	43.4245	3.34	5:54:00	22	5	81.5	46.85	3.45	182.3	USDT	binance	3.15	3.15	47.01	59.59	202303
BB_RPB_TSL_2_2	18	0.44	7.91	23.7314	1.83	4:18:00	15	3	83.3	30.761	2.32	176.3	USDT	binance	1.98	1.98	145.78	50.16	202304
BB_RPB_TSL_2_2	1	2.77	2.77	8.32771	0.64	0:36:00	1	0	100	0	0	170.7	USDT	binance	0	0	0	0	202305
BB_RPB_TSL_2_2	30	-0.22	-6.74	-20.227	-1.56	3:59:00	22	8	73.3	108.903	8.17	180.8	USDT	binance	-1.34	-1.34	-1.96	-12.13	202306
BB_RPB_TSL_2_2	7	-1.3	-9.07	-27.2413	-2.1	2:09:00	4	3	57.1	40.121	3.06	201.5	USDT	binance	-1.43	-1.43	-7.15	-42.26	202307
BB_RPB_TSL_2_2	13	-1.82	-23.66	-71.0179	-5.46	1:15:00	8	5	61.5	104.283	7.93	184.6	USDT	binance	-2.4	-2.4	-2.32	-42.43	202308
BB_RPB_TSL_2_2	6	-2.42	-14.52	-43.6048	-3.35	1:01:00	4	2	66.7	62.552	4.77	177	USDT	binance	-1.55	-1.55	-2.75	-44.74	202309
BB_RPB_TSL_2_2	2	1.36	2.72	8.1708	0.63	0:02:00	2	0	100	0	0	172.8	USDT	binance	13.99	13.99	0	0	202310
BB_RPB_TSL_2_2	47	0.7	33.05	99.2121	7.63	1:26:00	40	7	85.1	45.551	3.26	171.7	USDT	binance	7.01	7.01	4.76	154.04	202311
BB_RPB_TSL_2_2	51	0.79	40.41	121.336	9.33	1:00:00	44	7	86.3	26.61	1.94	175	USDT	binance	9.53	9.53	13.03	306.37	202312
BB_RPB_TSL_2_2	26	1.18	30.61	91.9023	7.07	2:52:00	23	3	88.5	15.308	1.1	181.1	USDT	binance	9.68	9.68	8.2	409.4	202401
BB_RPB_TSL_2_2	23	1.33	30.5	91.591	7.05	0:52:00	18	5	78.3	15.311	1.15	149.1	USDT	binance	10.83	10.83	11.02	402.47	202402
BB_RPB_TSL_2_2	51	0.42	21.41	64.2669	4.94	1:44:00	37	14	72.5	69.552	5.01	87.2	USDT	binance	4.69	4.69	4.96	62.84	202403
BB_RPB_TSL_2_2	29	-0.86	-24.94	-74.8278	-5.76	2:06:00	20	9	69	121.206	9.11	84.5	USDT	binance	-3.41	-3.41	-3.66	-41.62	202404
BB_RPB_TSL_2_2	25	0.45	11.27	33.8377	2.6	4:39:00	20	5	80	31.05	2.28	100.5	BUSD	binance	2.7	2.7	3.61	70.32	202303
BB_RPB_TSL_2_2	11	0.56	6.18	18.5387	1.43	9:32:00	9	2	81.8	30.572	2.3	106.8	BUSD	binance	1.46	1.46	52.64	39.47	202304
BB_RPB_TSL_2_2	11	-2.5	-27.53	-82.6808	-6.36	0:12:00	5	6	45.5	45.517	3.6	93	BUSD	binance	-2.73	-2.73	-2.7	-108.75	202305
BB_RPB_TSL_2_2	26	0	-0.08	-0.226095	-0.02	3:15:00	21	5	80.8	60.663	4.61	102.9	BUSD	binance	-0.02	-0.02	-0.03	-0.24	202306
BB_RPB_TSL_2_2	3	-0.2	-0.6	-1.81701	-0.14	1:20:00	2	1	66.7	15.028	1.14	92.1	BUSD	binance	-0.11	-0.11	0	-7.53	202307
BB_RPB_TSL_2_2	19	-0.22	-4.21	-12.6161	-0.97	1:49:00	15	4	78.9	92.676	7.06	116.5	BUSD	binance	-0.5	-0.5	-0.35	-8.47	202308
BB_RPB_TSL_2_2	14	-1.23	-17.17	-51.5486	-3.97	0:48:00	10	4	71.4	84.472	6.41	90.7	BUSD	binance	-2.17	-2.17	-2.78	-39.4	202309
BB_RPB_TSL_2_2	3	2.13	6.38	19.1684	1.47	0:20:00	3	0	100	0	0	91.6	BUSD	binance	5.7	5.7	0	0	202310
BB_RPB_TSL_2_2	17	-0.89	-15.12	-45.4051	-3.49	1:16:00	11	6	64.7	104.096	7.73	69.3	BUSD	binance	-1.78	-1.78	-1.49	-28.76	202311
BB_RPB_TSL_2_2	33	0.41	13.55	40.6982	3.13	4:38:00	28	5	84.8	45.066	3.34	167.7	USDT	kucoin	2.79	2.79	4.16	57.8	202303
BB_RPB_TSL_2_2	20	1.28	25.62	76.9438	5.92	6:48:00	18	2	90	31.815	2.4	165.1	USDT	kucoin	6.31	6.31	55.91	157.26	202304
BB_RPB_TSL_2_2	4	-1.17	-4.68	-14.0612	-1.08	2:08:00	3	1	75	0	0	157.1	USDT	kucoin	-0.63	-0.63	0	0	202305
BB_RPB_TSL_2_2	43	0.01	0.22	0.647955	0.05	3:13:00	33	10	76.7	92.078	6.88	170.4	USDT	kucoin	0.04	0.04	0.04	0.46	202306
BB_RPB_TSL_2_2	11	1.94	21.35	64.1133	4.93	3:18:00	11	0	100	0	0	155	USDT	kucoin	20.42	20.42	0	0	202307
BB_RPB_TSL_2_2	14	-0.1	-1.38	-4.14816	-0.32	2:59:00	11	3	78.6	61.034	4.54	199.2	USDT	kucoin	-0.17	-0.17	-0.18	-4.34	202308
BB_RPB_TSL_2_2	18	-1.43	-25.68	-77.1092	-5.93	1:15:00	12	6	66.7	83.336	6.45	161.1	USDT	kucoin	-3.47	-3.47	-4.57	-58.59	202309
BB_RPB_TSL_2_2	16	0.62	9.97	29.9472	2.3	6:23:00	15	1	93.8	0	0	174.6	USDT	kucoin	1.5	1.5	0	0	202310
BB_RPB_TSL_2_2	45	1.1	49.6	148.955	11.46	2:09:00	39	6	86.7	19.989	1.4	160.4	USDT	kucoin	14.86	14.86	15.22	519.86	202311
BB_RPB_TSL_2_2	45	1.31	58.93	176.962	13.61	1:10:00	42	3	93.3	15.861	1.21	173.6	USDT	kucoin	19.87	19.87	484.43	691.49	202312
BB_RPB_TSL_2_2	30	-1.19	-35.61	-106.94	-8.23	2:48:00	22	8	73.3	91.103	7.26	172.5	USDT	kucoin	-3.91	-3.91	-4.92	-69.81	202401
BB_RPB_TSL_2_2	24	0.43	10.21	30.6629	2.36	1:34:00	16	8	66.7	36.473	2.73	134.2	USDT	kucoin	2.68	2.68	3.35	56.96	202402
BB_RPB_TSL_2_2	90	-0.21	-18.48	-55.4994	-4.27	1:48:00	66	24	73.3	198.089	13.89	96.8	USDT	kucoin	-2.72	-2.72	-2.5	-18.94	202403
BB_RPB_TSL_2_2	33	-1.13	-37.36	-112.19	-8.63	0:43:00	20	13	60.6	194.502	14.74	88.9	USDT	kucoin	-4.59	-4.59	-4.18	-37.28	202404
BB_RPB_TSL_2_2	15	0.47	7.07	0.00070804	0.79	4:01:00	13	2	86.7	0.0014121	1.54	190.1	BTC	binance	1.2	1.2	1.38	31.41	202303
BB_RPB_TSL_2_2	10	2.31	23.07	0.00230896	2.57	1:08:00	10	0	100	0	0	186.1	BTC	binance	17.8	17.8	0	0	202304
BB_RPB_TSL_2_2	9	-2.84	-25.58	-0.00255938	-2.84	1:34:00	5	4	55.6	0.00322444	3.56	187.5	BTC	binance	-2.95	-2.95	-8.52	-49.17	202305
BB_RPB_TSL_2_2	42	0.82	34.3	0.00343309	3.81	10:29:00	35	7	83.3	0.00192407	2.02	235.3	BTC	binance	7.41	7.41	10.29	120.39	202306
BB_RPB_TSL_2_2	14	-0.35	-4.84	-0.00048391	-0.54	1:06:00	11	3	78.6	0.00170409	1.89	189.7	BTC	binance	-0.65	-0.65	-1.17	-17.57	202307
BB_RPB_TSL_2_2	14	1.29	18.07	0.00180854	2.01	1:47:00	11	3	78.6	0.00021107	0.23	224.9	BTC	binance	7.46	7.46	32.5	529.89	202308
BB_RPB_TSL_2_2	20	0.64	12.77	0.0012791	1.42	1:35:00	17	3	85	0.00151774	1.64	224.1	BTC	binance	1.75	1.75	1.77	55.08	202309
BB_RPB_TSL_2_2	28	-0.99	-27.62	-0.00276367	-3.07	0:55:00	21	7	75	0.00405423	4.46	202.5	BTC	binance	-3.16	-3.16	-3	-42.48	202310
BB_RPB_TSL_2_2	17	1.7	28.9	0.00289251	3.21	1:09:00	15	2	88.2	0.00007783	0.09	182	BTC	binance	21.21	21.21	97.39	2384.45	202311
BB_RPB_TSL_2_2	11	1.26	13.83	0.00138424	1.54	1:36:00	10	1	90.9	0.00039321	0.43	194.1	BTC	binance	4.87	4.87	0	221.24	202312
BB_RPB_TSL_2_2	37	-0.37	-13.68	-0.00136621	-1.52	0:44:00	30	7	81.1	0.00516543	5.56	193.8	BTC	binance	-1.55	-1.55	-1.38	-16.81	202401
BB_RPB_TSL_2_2	18	1.99	35.82	0.00358537	3.98	2:22:00	16	2	88.9	0.00019933	0.22	162.3	BTC	binance	15.46	15.46	115.15	1254.02	202402
BB_RPB_TSL_2_2	25	1.37	34.27	0.00343009	3.81	1:25:00	21	4	84	0.00050421	0.54	88.4	BTC	binance	11.06	11.06	12.46	448.84	202403
BB_RPB_TSL_2_2	36	0.08	2.71	0.0002724	0.3	2:50:00	29	7	80.6	0.00438126	4.7	91.6	BTC	binance	0.38	0.38	0.36	4.1	202404

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
21.25	0.3	1.1	79	2.87	144.13
Sharpe	Sortino	Calmar
1.78	1.41	21.45


Prof.Factor	Expectancy	Cagr
1.19	0.34	0.15
Trades/Day	Rejected Signals
0.77	29.5
Ninja Score: 71

startup_candle_count : 50
rsi_1h: 0.355%
rmi_length_17_5m: 0.271%
srsi_fk_5m: -0.706%
srsi_fd_5m: -0.674%
ema_20_5m: 0.003%
ema_26_5m: 0.031%
rsi_5m: 0.298%
rsi_slow_5m: 0.105%
bb_delta_cluc_5m: -0.001%
adx_5m: 12.036%
pm_5m: 0.001%
rmi_length_17: -0.383%
srsi_fk: 26.192%
srsi_fd: 19.538%
ema_16: -0.001%
ema_20: -0.007%
ema_26: -0.029%
rsi: -1.617%
rsi_slow: -2.942%
bb_lowerband2_40: -0.001%
bb_delta_cluc: 0.010%
adx: -5.797%
pm: -0.008%

stoploss: -0.15
timeframe: 3m
hash(sha256): e2b34960a5ff7ce2409103aeb2ba69ddfefe314330921b42ab8f4ef85d1e4eb6
indicators:
upper close bb_lowerband2_5m volume_mean_12 ema_200_1h
rsi_fast ema_12_5m r_480_1h volume ema_20
source sma_75_5m ha_closedelta momdiv_coh bb_upperband2
volume_mean_24 high ema_16_5m ema_8 r_480
cci ha_closedelta_5m bb_lowerband3 rsi_1h final_ub
momdiv_col ha_high pm adx bb_lowerband3_5m
ema_12 ema_slow ema_26 bb_width_1h bb_lowerband2_40
cmf_1h bb_upperband2_40 ema_100_5m basic_ub srsi_fk_5m
ema_slow_5m crsi_5m sma_21 bb_middleband2_5m momdiv_buy
ha_close_5m bb_middleband2 cti_5m closedelta clo

Similar Strategies: (based on used indicators)

Strategy: BB_RPB_TSL_2, Similarity Score: 98.04%

last change: 2024-05-02 23:38:43