DpE_long_2

Strategy: DpE_long_2
Downloaded: 20240830
Stoploss: -0.2
Uploaded by: ckalib

Private 5m Futures v3 Unbiased 1X

Backtests
Info
Recursive Analysis

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Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
110	0	-1	81	10	68.5
Sharpe	Sortino	Calmar
-0.7	-1.4	-4.7


Prof.Factor	Expectancy	Cagr
0.97	-0.1	-0.1
Trades/Day	Rejected Signals
3.59	15
Ninja Score: 40

startup_candle_count : 50
atr: -2.340%
normalized_slope: 185.925%
smooth_normalized_slope: 173.004%
rsi_6: 0.010%
btc_ub: -0.111%
btc_lb: 0.052%
ub: -0.111%
lb: 0.052%

stoploss: -0.2
timeframe: 5m
hash(sha256): 5d196282963a19ef9c2991c6b597befc4315992b4e5920e05ad220beff55a2f2
indicators:
vwap_low btc_lb priceUpMovement vwap_lowerband volume_mean_12
maVolume vwap_high low_close btc_avg_close volume
btc_volume_mean_12 smooth_normalized_slope rolling_slope volumeUpAbsorption enter_long
btc_up_close log_price lb up_close avg_rsi
ac vwap volume_mean_4 ema200 confirmatoryCount
longTermMaVolume volumeDownAbsorption btc_close up_rsi rolling_slope_min
gap_p highVolumeAbsorption priceDownMovement jaw btc_ub
ub stoploss_short low_rsi vwap_middleband rolling_slope_max
avg_atr confirmatorySi

No similar strategies found. (based on used indicators)

last change: 2024-11-02 10:41:33

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
DpE_long_2	109	-0.49	-53.29	-158.71	-12.21	12:06:00	90	19	82.6	224.75	16.8	71.8	USDT	binance	-8.09	-8.09	-6.74	-44.78	202308
DpE_long_2	86	0.1	8.45	25.2591	1.94	18:31:00	75	11	87.2	96.265	6.89	81.7	USDT	binance	1.68	1.68	2.19	17.95	202309
DpE_long_2	72	0.03	2.27	6.35922	0.49	19:39:00	59	13	81.9	136.673	10.46	74.9	USDT	binance	0.46	0.46	0.78	2.88	202310
DpE_long_2	132	0.24	31.08	93.2396	7.17	9:45:00	109	23	82.6	166.28	10.78	69	USDT	binance	6.55	6.55	13.03	42.38	202311
DpE_long_2	136	0.61	82.34	240.339	18.49	8:16:00	118	18	86.8	103.2	7.28	63.7	USDT	binance	15.72	15.72	24.69	156.6	202312
DpE_long_2	80	-1.44	-114.89	-344.509	-26.5	14:27:00	53	27	66.2	349.444	26.78	64.1	USDT	binance	-16.83	-16.83	-23.3	-60.99	202401
DpE_long_2	115	0.81	93.59	280.129	21.55	9:34:00	110	5	95.7	30.535	2.31	61.7	USDT	binance	38.28	38.28	192.74	615.48	202402
DpE_long_2	121	-0.07	-7.87	-14.9784	-1.15	10:09:00	87	34	71.9	207.848	15.07	67.1	USDT	binance	-0.73	-0.73	-1.47	-4.71	202403
DpE_long_2	110	-0.36	-40.03	-120.134	-9.24	8:20:00	84	26	76.4	291.702	21.3	56	USDT	binance	-6.84	-6.84	-10.14	-27.63	202404
DpE_long_2	72	-0.06	-4.26	-13.0017	-1	16:53:00	59	13	81.9	66.689	4.93	68.2	USDT	binance	-0.98	-0.98	-7.36	-12.49	202405
DpE_long_2	105	-0.21	-21.67	-64.6763	-4.98	12:08:00	81	24	77.1	226.84	15.83	68.6	USDT	binance	-4.31	-4.31	-10.46	-20.01	202406
DpE_long_2	92	-0.11	-10.37	-32.1935	-2.48	12:15:00	75	17	81.5	138.481	10.49	64.1	USDT	binance	-2.34	-2.34	-6.2	-14.55	202407
DpE_long_2	145	-0.33	-47.44	-140.075	-7	9:36:00	108	37	74.5	308.225	15.3	72.3	USDT	binance	-8.63	-8.63	-20.48	-28.21	202408
DpE_long_2	124	0.44	54.69	159.369	7.97	10:15:00	106	18	85.5	85.007	3.96	67.6	USDT	binance	13.59	13.59	27.77	128.07	202409
DpE_long_2	117	0.01	1.04	-0.144065	-0.01	12:48:00	95	22	81.2	102.628	5.17	79.3	USDT	binance	-0.01	-0.01	-0.02	-0.09	202410