Discord_VWAP

Strategy: Discord_VWAP
Downloaded: 20231104
Stoploss: -0.99

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Recursive Analysis
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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
Discord_VWAP	24	-0.24	-5.83	-17.4961	-1.35	2:02:00	11	13	45.8	42.15	3.25	38	USDT	binance	-1.52	-1.52	-2.26	-25.54	202303
Discord_VWAP	6	0.91	5.43	16.2967	1.25	2:37:00	4	2	66.7	2.316	0.18	32.8	USDT	binance	2.71	2.71	15.75	452.45	202304
Discord_VWAP	6	0.74	4.41	13.2493	1.02	1:39:00	5	1	83.3	0	0	31.7	USDT	binance	3.65	3.65	0	0	202305
Discord_VWAP	18	-0.22	-3.94	-11.8457	-0.91	1:11:00	12	6	66.7	80.55	6.09	41.1	USDT	binance	-0.55	-0.55	-0.52	-9.54	202306
Discord_VWAP	7	-1.13	-7.93	-23.8194	-1.83	2:36:00	4	3	57.1	41.964	3.18	31.1	USDT	binance	-0.94	-0.94	-0.89	-35.47	202307
Discord_VWAP	5	0.66	3.3	9.90784	0.76	2:07:00	3	2	60	7.556	0.58	31.6	USDT	binance	1	1	2.69	80.63	202308
Discord_VWAP	10	-1.12	-11.17	-33.5374	-2.58	1:03:00	7	3	70	77.318	5.78	33.9	USDT	binance	-1.19	-1.19	-1.52	-28.42	202309
Discord_VWAP	5	-0.2	-1.01	-3.02546	-0.23	1:46:00	3	2	60	16.221	1.24	31.7	USDT	binance	-0.22	-0.22	-0.24	-11.61	202310
Discord_VWAP	45	0.35	15.88	47.6585	3.67	0:52:00	32	13	71.1	45.039	3.48	37.1	USDT	binance	2.6	2.6	2.08	67.12	202311
Discord_VWAP	44	0.59	25.95	77.9311	5.99	1:01:00	30	14	68.2	44.951	3.39	34.5	USDT	binance	4.67	4.67	4.3	112.78	202312
Discord_VWAP	19	-1.37	-26.08	-78.3116	-6.02	0:45:00	13	6	68.4	109.541	8.73	32.6	USDT	binance	-2.68	-2.68	-2.71	-43.95	202401
Discord_VWAP	13	0.95	12.32	36.9773	2.84	1:20:00	10	3	76.9	15.587	1.18	33.1	USDT	binance	3.44	3.44	5.16	159.12	202402
Discord_VWAP	35	0.22	7.78	23.3883	1.8	0:58:00	26	9	74.3	111.914	8.33	21	USDT	binance	1.13	1.13	0.93	13.75	202403
Discord_VWAP	24	-1.29	-30.96	-92.9542	-7.15	1:21:00	17	7	70.8	139.055	10.47	21.1	USDT	binance	-3.37	-3.37	-3.38	-44.98	202404
Discord_VWAP	2	0.74	1.48	4.45473	0.34	2:14:00	1	1	50	2.192	0.17	24.5	USDT	binance	0.64	0.64	0	130.05	202405
Discord_VWAP	12	-0.25	-3.03	-9.09337	-0.7	2:14:00	6	6	50	29.374	2.24	20.2	USDT	binance	-0.8	-0.8	-1.18	-20.6	202406
Discord_VWAP	13	0.61	7.9	23.7281	1.83	1:20:00	8	5	61.5	47.128	3.59	20.7	USDT	binance	0.86	0.86	1.38	32.38	202407
Discord_VWAP	22	0.64	14.05	42.2019	3.25	1:13:00	15	7	68.2	34.422	2.52	20.9	USDT	binance	3.22	3.22	3.35	81.91	202408
Discord_VWAP	4	1.45	5.78	17.3683	1.34	0:16:00	3	1	75	1.974	0.15	21	USDT	binance	3.13	3.13	0	582.31	202409
Discord_VWAP	19	0.09	1.71	5.14932	0.4	1:36:00	13	6	68.4	32.269	2.41	21.4	USDT	binance	0.34	0.34	0.53	10.12	202410
Discord_VWAP	26	0.32	8.38	25.1679	1.94	1:20:00	17	9	65.4	32.965	2.54	30.2	BUSD	binance	1.75	1.75	2.14	47.01	202303
Discord_VWAP	7	0.47	3.3	9.9106	0.76	2:13:00	4	3	57.1	4.687	0.36	26.1	BUSD	binance	1.54	1.54	4.23	135.32	202304
Discord_VWAP	6	-4.04	-24.25	-72.8187	-5.6	1:10:00	4	2	66.7	81.756	6.25	23.9	BUSD	binance	-1.92	-1.92	-15338.1	-55.27	202305
Discord_VWAP	15	-0.16	-2.44	-7.31904	-0.56	0:50:00	10	5	66.7	58.953	4.46	26.1	BUSD	binance	-0.32	-0.32	-0.28	-8.05	202306
Discord_VWAP	4	-0.27	-1.09	-3.28194	-0.25	2:08:00	2	2	50	15.996	1.22	23.1	BUSD	binance	-0.28	-0.28	-1.13	-12.77	202307
Discord_VWAP	7	1.8	12.57	37.7319	2.9	0:46:00	6	1	85.7	6.15	0.46	21	BUSD	binance	4.77	4.77	0	389.09	202308
Discord_VWAP	12	-0.07	-0.84	-2.50562	-0.19	1:11:00	8	4	66.7	43.396	3.29	21.9	BUSD	binance	-0.13	-0.13	-0.18	-3.73	202309
Discord_VWAP	4	-1.34	-5.35	-16.0625	-1.24	2:18:00	1	3	25	18.131	1.39	24.1	BUSD	binance	-1.18	-1.18	-1.41	-54.68	202310
Discord_VWAP	16	1.15	18.44	55.3669	4.26	0:45:00	12	4	75	15.102	1.15	22.2	BUSD	binance	7.66	7.66	21.61	244	202311
Discord_VWAP	35	-0.35	-12.3	-36.9463	-2.84	1:55:00	19	16	54.3	69.624	5.39	45.5	USDT	kucoin	-2.46	-2.46	-2.65	-32.49	202303
Discord_VWAP	8	1.47	11.73	35.2261	2.71	1:34:00	6	2	75	3.104	0.23	30.9	USDT	kucoin	6.48	6.48	40.55	744.13	202304
Discord_VWAP	10	-0.36	-3.61	-10.8546	-0.83	1:23:00	6	4	60	31.764	2.43	37	USDT	kucoin	-0.61	-0.61	-0.53	-21.16	202305
Discord_VWAP	20	-0.66	-13.22	-39.6884	-3.05	1:09:00	10	10	50	62.33	4.77	35.2	USDT	kucoin	-2.03	-2.03	-2.02	-40.76	202306
Discord_VWAP	11	0.98	10.76	32.3139	2.49	1:39:00	8	3	72.7	13.504	1.02	31.7	USDT	kucoin	3.74	3.74	5.2	150.6	202307
Discord_VWAP	14	0.22	3.1	9.30525	0.72	1:33:00	9	5	64.3	33.869	2.55	31.6	USDT	kucoin	0.67	0.67	1.54	17.3	202308
Discord_VWAP	13	-1.2	-15.58	-46.7727	-3.6	1:32:00	7	6	53.8	56.065	4.28	31.6	USDT	kucoin	-2.26	-2.26	-3.14	-53.51	202309
Discord_VWAP	18	1.8	32.36	97.1628	7.47	0:52:00	15	3	83.3	3.405	0.26	31	USDT	kucoin	14.53	14.53	57.35	1774.27	202310
Discord_VWAP	53	1.37	72.61	218.062	16.77	1:07:00	41	12	77.4	20.951	1.59	35.4	USDT	kucoin	26.39	26.39	30.64	671.37	202311
Discord_VWAP	50	1.56	77.84	233.766	17.98	1:00:00	42	8	84	15.757	1.03	35.5	USDT	kucoin	28.41	28.41	29.24	1080.13	202312
Discord_VWAP	23	-2.1	-48.37	-145.259	-11.17	0:40:00	16	7	69.6	167.315	13.33	39.8	USDT	kucoin	-4.19	-4.19	-6.13	-51.65	202401
Discord_VWAP	18	1.7	30.61	91.9341	7.07	0:52:00	15	3	83.3	7.397	0.53	32.7	USDT	kucoin	14.13	14.13	19.53	871.2	202402
Discord_VWAP	73	-0.23	-16.45	-49.4169	-3.8	1:01:00	49	24	67.1	199.923	14.9	35.4	USDT	kucoin	-2.22	-2.22	-1.91	-16.24	202403
Discord_VWAP	35	0.33	11.6	34.8406	2.68	1:09:00	26	9	74.3	84.019	6.32	35.4	USDT	kucoin	1.61	1.61	1.38	27.03	202404
Discord_VWAP	16	-1.12	-17.89	-53.7272	-4.13	2:06:00	6	10	37.5	63.281	4.86	35.3	USDT	kucoin	-3.87	-3.87	-5.32	-52.46	202405
Discord_VWAP	20	-1.35	-26.93	-80.8832	-6.22	1:50:00	11	9	55	124.192	9.47	38.2	USDT	kucoin	-3.16	-3.16	-3.33	-41.83	202406
Discord_VWAP	20	0.61	12.12	36.3999	2.8	1:21:00	13	7	65	20.868	1.54	33.9	USDT	kucoin	3.58	3.58	5.84	112.24	202407
Discord_VWAP	18	3.14	56.47	0.00565204	6.28	0:35:00	17	1	90.2	0.00003324	0.04	23.6	USDT	kucoin	17.22	17.22	0	11321	202408
Discord_VWAP	1	2.11	2.11	6.34439	0.49	0:16:00	1	0	100	0	0	31	USDT	kucoin	0	0	0	0	202409
Discord_VWAP	14	0.6	8.44	25.3353	1.95	1:54:00	9	5	64.3	13.812	1.04	32.6	USDT	kucoin	2.7	2.7	5.43	115.32	202410
Discord_VWAP	16	-0.79	-12.61	-0.00126272	-1.4	2:09:00	5	11	31.2	0.00178721	1.98	44.3	BTC	binance	-2.92	-2.92	-3.87	-43.67	202303
Discord_VWAP	7	-0.11	-0.79	-0.00007843	-0.09	0:52:00	5	2	71.4	0.00101191	1.12	35.1	BTC	binance	-0.13	-0.13	-0.28	-4.98	202304
Discord_VWAP	10	-3.22	-32.2	-0.00322082	-3.58	1:33:00	5	5	50	0.00381689	4.24	33.7	BTC	binance	-2.87	-2.87	-3.74	-52.06	202305
Discord_VWAP	30	0.82	24.71	0.00247255	2.75	0:55:00	22	8	73.3	0.00190964	2.07	34	BTC	binance	4.6	4.6	3.48	84.35	202306
Discord_VWAP	7	0.66	4.64	0.00046476	0.52	1:01:00	6	1	85.7	0.0011018	1.21	33.5	BTC	binance	0.6	0.6	0	26.23	202307
Discord_VWAP	4	2.33	9.3	0.00093109	1.03	0:45:00	4	0	100	0	0	30.7	BTC	binance	32.57	32.57	0	0	202308
Discord_VWAP	18	0.86	15.52	0.0015535	1.73	1:21:00	14	4	77.8	0.00047593	0.52	35	BTC	binance	4.24	4.24	8.6	209.74	202309
Discord_VWAP	20	-0.62	-12.41	-0.00124147	-1.38	1:03:00	14	6	70	0.0022371	2.46	36.6	BTC	binance	-1.42	-1.42	-1.33	-34.5	202310
Discord_VWAP	14	0.63	8.87	0.00088764	0.99	1:03:00	9	5	64.3	0.00044268	0.49	31.3	BTC	binance	2.33	2.33	4.03	127.25	202311
Discord_VWAP	12	2.26	27.07	0.00270781	3.01	0:36:00	11	1	91.7	0.00005409	0.06	34.1	BTC	binance	13.82	13.82	0	3172.79	202312
Discord_VWAP	21	-0.13	-2.78	-0.00027591	-0.31	0:30:00	13	8	61.9	0.00175473	1.94	33.3	BTC	binance	-0.34	-0.34	-0.27	-9.72	202401
Discord_VWAP	19	2.14	40.7	0.00407337	4.53	0:44:00	17	2	89.5	0.00005321	0.06	30.4	BTC	binance	25.89	25.89	107.46	5283.69	202402
Discord_VWAP	27	0.27	7.39	0.00073905	0.82	0:59:00	21	6	77.8	0.00354562	3.82	20.8	BTC	binance	1.06	1.06	0.78	13.67	202403
Discord_VWAP	34	0.59	19.99	0.00200052	2.22	1:19:00	22	12	64.7	0.00113454	1.23	22.5	BTC	binance	4.16	4.16	3.95	119.54	202404
Discord_VWAP	4	0.93	3.72	0.00037276	0.41	0:48:00	2	2	50	0.00002	0.02	20	BTC	binance	0.98	0.98	2.06	1183.63	202405
Discord_VWAP	12	-1.05	-12.62	-0.00126365	-1.4	0:55:00	8	4	66.7	0.00314508	3.48	20.1	BTC	binance	-1.31	-1.31	-1.21	-26.6	202406
Discord_VWAP	12	1.7	20.4	0.00204234	2.27	0:50:00	10	2	83.3	0.0003851	0.42	20.3	BTC	binance	6.61	6.61	18.6	340.58	202407
Discord_VWAP	18	3.14	56.47	0.00565204	6.28	0:35:00	17	1	94.4	0.00003324	0.04	19.9	BTC	binance	17.22	17.22	0	11321	202408
Discord_VWAP	0	0	0	0	0	0:00	0	0	0	0	0	19.2	BTC	binance	0	0	0	0	202409
Discord_VWAP	12	0.86	10.26	0.00102703	1.14	1:23:00	10	2	83.3	0.00071159	0.78	20.5	BTC	binance	2.08	2.08	4.28	89.79	202410

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
15.5	0.31	1.27	67.5	2.65	32.5
Sharpe	Sortino	Calmar
1.18	0.69	19.45


Prof.Factor	Expectancy	Cagr
1.23	0.76	0.16
Trades/Day	Rejected Signals
0.59	9.5
Ninja Score: 70

startup_candle_count : 120
rsi: -0.006%
rsi_84: -1.059%
rsi_112: 0.087%

stoploss: -0.99
timeframe: 5m
hash(sha256): 5b0f4bdeef7bb92d832b6afb557ee5e1f80de44be784f76d4fd2915312a395f7
indicators:
tcp_percent_4 rsi_112 upper lower mid
volume close bb_middleband rsi rsi_84
cti bb_upperband bb_lowerband open vwap
vwap_low vwap_high

Similar Strategies: (based on used indicators)

Strategy: 1_BB_RPB_TSL_RNG_VWAP, Similarity Score: 94.44%
Strategy: BBMod_2, Similarity Score: 94.44%
Strategy: BB_RPB_TSL_RNG_VWAP, Similarity Score: 94.44%
Strategy: BB_RPB_TSL_RNG_VWAP_0, Similarity Score: 94.44%
Strategy: BB_RPB_TSL_RNG_VWAP_2, Similarity Score: 94.44%
Strategy: BL, Similarity Score: 94.44%
Strategy: VWAP_0, Similarity Score: 94.44%
Strategy: VWAP_1, Similarity Score: 94.44%
Strategy: VWAP_266, Similarity Score: 94.44%
Strategy: VWAP_319, Similarity Score: 94.44%
Strategy: VWAP_339, Similarity Score: 94.44%

last change: 2024-11-01 17:19:17