CTIBS

Strategy: CTIBS
Downloaded: 20240723
Stoploss: -0.28
Uploaded by: valentinmikhailovich

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
CTIBS	74	1.56	115.26	23.0701	1.77	1 day, 17:52:00	69	5	93.2	14.12	1.06	136.8	USDT	binance	14.15	14.15	11.29	107.02	202311
CTIBS	97	1.08	104.33	20.9994	1.62	1 day, 8:55:00	89	8	91.8	18.095	1.35	140.7	USDT	binance	10.11	10.11	7.59	73.67	202312
CTIBS	74	-1.6	-118.12	-23.4115	-1.8	1 day, 16:39:00	61	13	82.4	27.46	2.11	132.1	USDT	binance	-7.56	-7.56	-8.63	-52.71	202401
CTIBS	51	0.73	37.02	7.37648	0.57	1 day, 19:29:00	45	6	88.2	9.493	0.72	103.1	USDT	binance	4.35	4.35	3.25	51.85	202402
CTIBS	78	0.31	24.29	4.9721	0.38	1 day, 19:47:00	69	9	88.5	10.935	0.83	150.9	USDT	binance	2	2	1.49	28.33	202403
CTIBS	86	-0.69	-59.15	-11.8187	-0.91	1 day, 8:03:00	74	12	86	30.509	2.32	123.4	USDT	binance	-4.39	-4.39	-4.96	-24.91	202404
CTIBS	52	0.8	41.79	8.36393	0.64	1 day, 22:29:00	47	5	90.4	11.378	0.86	110.6	USDT	binance	5.37	5.37	3.81	45.99	202405
CTIBS	51	-1.92	-97.85	-19.5249	-1.5	2 days, 5:23:00	41	10	80.4	27.802	2.13	121.8	USDT	binance	-6.05	-6.05	-6.63	-45.01	202406
CTIBS	29	-0.98	-28.33	-5.65375	-0.43	4 days, 10:16:00	24	5	82.8	16.637	1.27	135.6	USDT	binance	-2.38	-2.38	-3.78	-21.82	202407
CTIBS	77	-0.73	-55.87	-11.2506	-1.13	1 day, 10:11:00	67	10	87	21.939	2.19	118.4	USDT	binance	-4.36	-4.36	-5.16	-32.74	202408
CTIBS	56	1.61	90.18	17.983	1.8	23:57:00	52	4	92.9	7.972	0.78	68.4	USDT	binance	13.46	13.46	6.83	152.47	202409
CTIBS	69	0.16	10.77	2.06998	0.21	1 day, 23:24:00	61	8	88.4	15.464	1.52	141	USDT	binance	0.88	0.88	0.74	8.39	202410
CTIBS	74	1.39	103.17	20.6491	1.59	1 day, 19:55:00	68	6	91.9	16.086	1.2	159.9	USDT	kucoin	12.17	12.17	8.1	84.06	202311
CTIBS	58	1.02	59.26	11.8317	0.91	2 days, 7:34:00	51	7	87.9	15.158	1.14	159.8	USDT	kucoin	5.11	5.11	3.77	49.1	202312
CTIBS	119	-0.01	-1.08	-0.158096	-0.01	1 day, 1:28:00	104	15	87.4	18.517	1.4	152	USDT	kucoin	-0.05	-0.05	-0.06	-0.53	202401
CTIBS	84	1	84.25	16.8565	1.3	23:10:00	77	7	91.7	8.39	0.63	108.3	USDT	kucoin	12.45	12.45	6.56	134.94	202402
CTIBS	100	-0.38	-38.25	-7.64773	-0.59	1 day, 7:42:00	89	11	89	22.8	1.73	157.1	USDT	kucoin	-2.72	-2.72	-4.83	-20.91	202403
CTIBS	60	-1.33	-80.05	-16.0241	-1.23	2 days, 1:04:00	50	10	83.3	25.184	1.93	148.2	USDT	kucoin	-5.49	-5.49	-5.52	-40.72	202404
CTIBS	51	0.98	49.87	9.98298	0.77	2 days, 3:41:00	47	4	92.2	5.634	0.43	135.1	USDT	kucoin	4.56	4.56	3.63	110.09	202405
CTIBS	60	-1.55	-92.8	-18.5771	-1.43	2 days, 2:13:00	50	10	83.3	31.359	2.39	150.8	USDT	kucoin	-6.12	-6.12	-8.19	-38.1	202406
CTIBS	75	-0.42	-31.22	-6.24879	-0.62	1 day, 21:20:00	66	9	88	17.319	1.71	165.2	USDT	kucoin	-2.48	-2.48	-2.08	-22.48	202407
CTIBS	51	0.23	11.6	0.0001263	0.16	2 days, 22:33:00	44	7	90.2	0.001045	1.29	22.5	USDT	kucoin	1.19	1.19	1.48	7.81	202408
CTIBS	54	2.2	118.72	23.7652	2.38	1 day, 8:43:00	51	3	94.4	1.089	0.11	100.7	USDT	kucoin	32.43	32.43	120.24	1473.11	202409
CTIBS	31	-3.52	-109.15	-21.8517	-1.68	3 days, 23:11:00	24	7	77.4	28.706	2.2	146.3	USDT	kucoin	-6.86	-6.86	-13.95	-47.16	202410
CTIBS	59	0.24	13.88	0.0001507	0.17	2 days, 7:52:00	52	7	88.1	0.00065266	0.72	144.8	BTC	binance	1.26	1.26	1.01	14.84	202311
CTIBS	86	0.86	74.23	0.00080221	0.89	1 day, 10:36:00	79	7	91.9	0.00044673	0.49	134.9	BTC	binance	8.85	8.85	5.63	112.21	202312
CTIBS	64	-0.24	-15.64	-0.00017112	-0.19	1 day, 20:32:00	56	8	87.5	0.00094715	1.04	127.2	BTC	binance	-1.33	-1.33	-1.17	-11.23	202401
CTIBS	55	0.71	39.05	0.00042277	0.47	1 day, 23:11:00	48	7	87.3	0.00086517	0.95	117.6	BTC	binance	3.43	3.43	2.8	32.65	202402
CTIBS	41	0.72	29.36	0.00031769	0.35	3 days, 14:08:00	36	5	87.8	0.00099981	1.09	155.2	BTC	binance	2.41	2.41	4.63	19.87	202403
CTIBS	46	-1.52	-70.01	-0.00075536	-0.84	2 days, 15:50:00	37	9	80.4	0.00114583	1.27	133	BTC	binance	-4.62	-4.62	-5.8	-42.15	202404
CTIBS	32	1.32	42.21	0.00045676	0.51	3 days, 2:03:00	27	5	84.4	0.00043693	0.48	109.5	BTC	binance	5.51	5.51	8.88	65.07	202405
CTIBS	38	-2.19	-83.3	-0.0009014	-1	3 days, 9:02:00	30	8	78.9	0.00138421	1.53	136.1	BTC	binance	-4.94	-4.94	-7.1	-41.69	202406
CTIBS	28	0.1	2.67	0.00002917	0.03	3 days, 16:31:00	25	3	89.3	0.00046435	0.51	112.8	BTC	binance	0.26	0.26	0.19	4.02	202407
CTIBS	51	0.23	11.6	0.0001263	0.16	2 days, 22:33:00	44	7	86.3	0.001045	1.29	154.2	BTC	binance	1.19	1.19	1.48	7.81	202408
CTIBS	23	0.33	7.64	0.00008234	0.1	2 days, 22:22:00	19	4	82.6	0.00030344	0.38	79.2	BTC	binance	0.71	0.71	0.75	17.96	202409
CTIBS	34	-1.17	-39.84	-0.00043156	-0.48	4 days, 1:34:00	28	6	82.4	0.0012152	1.34	144.3	BTC	binance	-2.59	-2.59	-7.7	-22.08	202410

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
66	0.17	0.18	88	1.3	131.55
Sharpe	Sortino	Calmar
1.01	0.91	10.97


Prof.Factor	Expectancy	Cagr
1.08	0.03	0.02
Trades/Day	Rejected Signals
2.01	442
Ninja Score: 73

startup_candle_count : 100
ema_130: -0.001%
ema_230: -0.013%
ema_dif30: -10.820%
zema_30: 0.010%

stoploss: -0.28
timeframe: 5m
hash(sha256): a42ace08398c46e8605ef5404042d421857fcdbb2af6be6ee49910b2f04623ef
indicators:
smooth_change_valsma buy_offset3 from_min ref_slope_sma smooth_ma_slope
smooth_slope_sma ema_diflength volume max ema_2length
buy_offset2 ema_1length ref_slope r2 sell_offset1
exit_long exit_tag s3 reference_ma_valma buy_offset1
zema_length r3 from_max r3dif sell_offset2
open s2 min r5 close
r3di s5 enter_long enter_tag change
pivot

No similar strategies found. (based on used indicators)

last change: 2024-11-01 18:53:55