CTIBS2

Strategy: CTIBS2
Downloaded: 20241223
Stoploss: -0.28
Uploaded by: wulongcha

Private DCA 5m Stalled - Negative Spot v3 Unbiased

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
CTIBS2	62	-2.5	-155.12	-30.9103	-2.38	2 days, 2:49:00	49	13	79	41.562	3.18	146.1	USDT	binance	-9.35	-9.35	-13.55	-47.54	202404
CTIBS2	36	1.13	40.69	8.12756	0.63	3 days, 21:10:00	31	5	86.1	8.474	0.64	152.9	USDT	binance	6.04	6.04	7.44	59.86	202405
CTIBS2	34	-3.07	-104.47	-20.7504	-1.6	4 days, 6:28:00	24	10	70.6	26.414	2.02	158.1	USDT	binance	-6.39	-6.39	-5.83	-50.21	202406
CTIBS2	44	-0.87	-38.38	-7.70532	-0.59	3 days, 6:13:00	36	8	81.8	16.413	1.26	155.6	USDT	binance	-2.8	-2.8	-2.6	-28.97	202407
CTIBS2	54	-1.65	-88.98	-17.6909	-1.36	2 days, 13:53:00	44	10	81.5	22.08	1.7	152	USDT	binance	-5.65	-5.65	-6.84	-49.42	202408
CTIBS2	50	1.39	69.3	13.8049	1.06	2 days, 17:14:00	46	4	92	5.57	0.42	147	USDT	binance	15.05	15.05	34.95	160.2	202409
CTIBS2	19	-1.7	-32.34	-6.43872	-0.5	7 days, 23:00:00	13	6	68.4	8.487	0.65	161.9	USDT	binance	-2.62	-2.62	-2.27	-46.83	202410
CTIBS2	87	1.98	171.91	34.1978	3.42	1 day, 19:26:00	81	6	93.1	6.525	0.63	166.1	USDT	binance	44.27	44.27	38.48	347.38	202411
CTIBS2	70	-1.82	-127.06	-25.4099	-1.95	1 day, 22:21:00	56	14	80	41.279	3.17	167.9	USDT	kucoin	-8.03	-8.03	-9.47	-39.31	202404
CTIBS2	34	0.72	24.47	4.89454	0.38	4 days, 2:16:00	29	5	85.3	12.148	0.92	170.7	USDT	kucoin	2.61	2.61	4.88	25.16	202405
CTIBS2	28	-2.34	-65.39	-13.0923	-1.01	5 days, 5:15:00	21	7	75	19.393	1.49	177.1	USDT	kucoin	-4.17	-4.17	-4.53	-43.19	202406
CTIBS2	52	0.27	13.87	2.77728	0.21	2 days, 19:37:00	44	8	84.6	11.12	0.85	176.6	USDT	kucoin	1.17	1.17	0.83	15.56	202407
CTIBS2	50	-1.47	-73.63	-14.7384	-1.13	2 days, 18:55:00	41	9	82	21.845	1.68	169.7	USDT	kucoin	-4.94	-4.94	-4.69	-41.6	202408
CTIBS2	52	1.55	80.51	16.1185	1.24	2 days, 17:25:00	48	4	92.3	6.202	0.47	169.3	USDT	kucoin	15.96	15.96	19.72	168.34	202409
CTIBS2	21	-1.3	-27.35	-5.47515	-0.42	7 days, 4:46:00	16	5	76.2	12.171	0.93	182.8	USDT	kucoin	-2.43	-2.43	-2.84	-27.87	202410
CTIBS2	84	2.01	168.72	33.7741	2.6	1 day, 14:24:00	79	5	94	5.359	0.4	164.2	USDT	kucoin	25.39	25.39	10.79	412.8	202411
CTIBS2	41	-1.34	-55.14	-0.00059689	-0.66	3 days, 13:32:00	32	9	78	0.00086281	0.96	160.4	BTC	binance	-3.81	-3.81	-3.46	-44.12	202404
CTIBS2	20	-1.14	-22.75	-0.00024618	-0.27	7 days, 10:27:00	15	5	75	0.00071153	0.79	161.7	BTC	binance	-1.88	-1.88	-3.61	-21.43	202405
CTIBS2	31	-2.68	-83.11	-0.00089618	-1	4 days, 16:53:00	23	8	74.2	0.00096492	1.07	160.4	BTC	binance	-5.42	-5.42	-5.02	-59.19	202406
CTIBS2	16	-4.25	-67.97	-0.00073573	-0.82	9 days, 12:33:00	11	5	68.8	0.00095687	1.06	164.8	BTC	binance	-4.25	-4.25	-6.3	-47.5	202407
CTIBS2	19	0.89	16.82	0.00018255	0.2	7 days, 23:54:00	14	5	73.7	0.00040896	0.45	163	BTC	binance	1.73	1.73	2.39	27.69	202408
CTIBS2	34	1.01	34.41	0.00037221	0.41	4 days, 7:45:00	30	4	88.2	0.00035151	0.39	157.4	BTC	binance	5.18	5.18	3.62	67.98	202409
CTIBS2	7	-16.76	-117.29	-0.0012693	-1.41	21 days, 18:04:00	1	6	14.3	0.00129831	1.44	164.6	BTC	binance	-6.69	-6.69	-9.14	-60.27	202410
CTIBS2	50	1.67	83.37	0.0009027	1	2 days, 21:21:00	45	5	90	0.00034777	0.38	156.7	BTC	binance	8.99	8.99	5.16	167.6	202411

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
41.33	-0.97	-0.33	79.33	0.93	161.8
Sharpe	Sortino	Calmar
-2.03	-2.3	-25.03


Prof.Factor	Expectancy	Cagr
0.71	-0.1	0
Trades/Day	Rejected Signals
1.38	6083.33
Ninja Score: 40

startup_candle_count : 100
ema_137: -0.005%
ema_237: -0.014%
ema_dif37: -11.122%
zema_37: 0.004%
rsi: 0.033%

stoploss: -0.28
timeframe: 5m
hash(sha256): d55a38ae910909204b4ba6ad1489b5b4b9bf7c2bb9640af713aa7427aea9fbc6
indicators:
pivot r5 r3dif min smooth_ma_slope
r3 from_min ema_2length ref_slope buy_offset3
from_max smooth_slope_sma exit_long exit_tag s2
r2 buy_offset1 reference_ma_valma s3 smooth_change_valsma
ref_slope_sma s5 r3di sell_offset2 open
ema_diflength zema_length from buy_offset2 max
rsi sell_offset1 from di ema_1length
enter_long enter_tag volume change min_zema
close

Similar Strategies: (based on used indicators)

Strategy: CTIBS, Similarity Score: 92.86%

last change: 2024-12-23 20:25:13