EMA003_3

Strategy: EMA003_3
Downloaded: 20240721
Stoploss: -0.333

Backtests
Info
Recursive Analysis

Comment

Strategy	Buys	Avg Prof%	Cum Prof%	Tot Prof%	Tot Profit%	Avg Duration	Win	Draw	Loss	Win%	DD Stake	DD%	Time	Stake	Exchange	Stoploss	Sharpe	Sortino	Calmar	Month
EMA003_3	160	0.28	45.14	135.544	10.43	17:17:00	59	97	4	36.9	43.376	2.93	100.1	USDT	binance	24.42	24.42	8.82	226.39	202311
EMA003_3	214	0.09	20.31	60.9264	4.69	12:29:00	86	122	6	40.2	192.224	12.38	100.1	USDT	binance	4.03	4.03	1.1	23.34	202312
EMA003_3	47	-0.98	-46.28	-138.952	-10.69	2 days, 9:10:00	11	32	4	23.4	199.709	14.68	99.6	USDT	binance	-5.68	-5.68	-10.84	-44.88	202401
EMA003_3	247	0.4	98.74	296.408	22.8	10:17:00	110	134	3	44.5	56.235	3.4	95.2	USDT	binance	49.69	49.69	23.36	441.43	202402
EMA003_3	129	0.37	47.22	141.755	10.9	22:35:00	53	72	4	41.1	111.111	7.16	106.2	USDT	binance	11.97	11.97	5.82	93.92	202403
EMA003_3	34	-3.7	-125.96	-377.809	-29.06	2 days, 12:51:00	13	15	6	38.2	377.809	29.06	84.1	USDT	binance	-7.86	-7.86	-7.92	-63.68	202404
EMA003_3	137	0.21	28.59	85.8051	6.6	21:13:00	65	68	4	47.4	142.258	9.31	105.3	USDT	binance	7.46	7.46	16.3	43.69	202405
EMA003_3	93	-1.11	-103.09	-309.458	-23.8	1 day, 1:08:00	39	48	6	41.9	394.661	28.49	90.6	USDT	binance	-10.21	-10.21	-5.56	-53.21	202406
EMA003_3	74	-0.49	-36.32	-109.059	-8.39	1 day, 6:45:00	25	45	4	33.8	154.224	11.47	88.6	USDT	binance	-7.61	-7.61	-9.47	-46.6	202407
EMA003_3	108	-0.71	-76.67	-230.193	-17.71	19:44:00	51	52	5	47.2	230.193	17.71	84.6	USDT	binance	-9.13	-9.13	-5.44	-63.68	202408
EMA003_3	131	-0.1	-12.77	-38.3588	-2.95	21:00:00	49	78	4	37.4	146.186	10.38	99.5	USDT	binance	-3.24	-3.24	-1.1	-18.72	202409
EMA003_3	94	-0.04	-3.6	-10.7918	-0.83	1 day, 6:15:00	36	54	4	38.3	124.228	8.79	102.7	USDT	binance	-0.88	-0.88	-0.45	-5.82	202410
EMA003_3	178	0.42	74.48	223.673	17.21	15:54:00	89	85	4	50	113.408	6.93	115.9	USDT	kucoin	20.27	20.27	6.39	158.17	202311
EMA003_3	170	0.17	29.51	88.6161	6.82	16:56:00	88	78	4	51.8	114.324	7.61	118.6	USDT	kucoin	10.55	10.55	8.15	55.23	202312
EMA003_3	34	-1.98	-67.48	-202.555	-15.58	2 days, 18:00:00	19	11	4	55.9	259.947	19.15	101.7	USDT	kucoin	-5.17	-5.17	-4.05	-50.14	202401
EMA003_3	221	0.26	57.68	173.215	13.32	11:32:00	105	112	4	47.5	90.464	5.79	108.9	USDT	kucoin	21.79	21.79	5.12	151.73	202402
EMA003_3	146	0.42	61.67	185.206	14.25	20:02:00	77	64	5	52.7	139.594	8.59	119.1	USDT	kucoin	10.46	10.46	3.45	102.19	202403
EMA003_3	49	-2.62	-128.19	-384.965	-29.61	1 day, 18:38:00	20	23	6	40.8	384.965	29.61	99.4	USDT	kucoin	-9.39	-9.39	-6.62	-63.68	202404
EMA003_3	141	0.33	46.08	138.355	10.64	20:44:00	78	59	4	55.3	116.494	7.49	118.8	USDT	kucoin	10.65	10.65	3.25	87.54	202405
EMA003_3	85	-1.26	-107.37	-322.423	-24.8	1 day, 3:59:00	39	40	6	45.9	363.222	27.09	105.1	USDT	kucoin	-10.17	-10.17	-5.02	-58.3	202406
EMA003_3	72	-0.66	-47.34	-142.161	-10.94	1 day, 12:04:00	34	34	4	47.2	199.408	14.69	111.3	USDT	kucoin	-6.7	-6.7	-3.7	-45.87	202407
EMA003_3	143	-0.29	-41.58	-0.00416037	-4.62	1 day, 1:39:00	98	38	7	90.2	0.00673265	7.27	22.4	USDT	kucoin	-6.04	-6.04	-2.17	-40.48	202408
EMA003_3	196	0.1	20.35	61.1025	4.7	13:33:00	100	92	4	51	75.855	5.28	109.9	USDT	kucoin	11.8	11.8	3.88	58.66	202409
EMA003_3	14	-3.79	-53.04	-159.278	-12.25	6 days, 14:41:00	5	6	3	35.7	174.385	13.26	99.3	USDT	kucoin	-3.96	-3.96	-12.04	-56.94	202410
EMA003_3	165	0.32	52.42	0.00524668	5.83	21:36:00	80	80	5	48.5	0.00498027	4.97	125.3	BTC	binance	13.14	13.14	4.93	74.71	202311
EMA003_3	165	0.2	32.62	0.00326557	3.63	22:22:00	89	71	5	53.9	0.00366262	3.78	127.5	BTC	binance	12.38	12.38	6.86	59.18	202312
EMA003_3	66	-0.88	-58.07	-0.00581237	-6.46	2 days, 8:06:00	28	33	5	42.4	0.00749566	8.18	127.4	BTC	binance	-7.4	-7.4	-3.83	-48.68	202401
EMA003_3	126	-0.27	-33.63	-0.00336644	-3.74	1 day, 3:26:00	59	62	5	46.8	0.00695746	7.43	120.4	BTC	binance	-7.57	-7.57	-6.1	-33.15	202402
EMA003_3	132	-0.29	-38.74	-0.00387621	-4.31	1 day, 4:00:00	55	72	5	41.7	0.00927843	9.73	128.2	BTC	binance	-5.81	-5.81	-2.65	-27.29	202403
EMA003_3	62	-1.76	-108.92	-0.0109015	-12.11	2 days, 8:24:00	32	23	7	51.6	0.0113407	12.54	120.1	BTC	binance	-10.06	-10.06	-6.05	-61.52	202404
EMA003_3	128	0.16	19.99	0.00200016	2.22	1 day, 4:49:00	72	51	5	56.2	0.00387781	4.04	125.5	BTC	binance	6.1	6.1	2.76	33.86	202405
EMA003_3	25	-2.23	-55.66	-0.0055709	-6.19	5 days, 23:30:00	9	11	5	36	0.00563793	6.26	121.6	BTC	binance	-6.77	-6.77	-5.99	-62.97	202406
EMA003_3	65	-0.88	-57.41	-0.00574648	-6.38	2 days, 8:58:00	35	25	5	53.8	0.00705731	7.73	125.5	BTC	binance	-7.85	-7.85	-4.15	-50.91	202407
EMA003_3	143	-0.29	-41.58	-0.00416037	-4.62	1 day, 1:39:00	98	38	7	68.5	0.00673265	7.27	123.8	BTC	binance	-6.04	-6.04	-2.17	-40.48	202408
EMA003_3	107	-0.1	-10.72	-0.0010726	-1.19	1 day, 9:22:00	62	40	5	57.9	0.00346886	3.75	119.3	BTC	binance	-4.43	-4.43	-6.39	-20.91	202409
EMA003_3	52	-1.33	-69.1	-0.00691579	-7.68	2 days, 23:11:00	28	19	5	53.8	0.00844699	9.23	125.6	BTC	binance	-7.9	-7.9	-7.57	-51.32	202410

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Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
130	0	-0.88	44.5	9.05	100.75
Sharpe	Sortino	Calmar
0.63	-0.08	-2.31


Prof.Factor	Expectancy	Cagr
1.01	-0.02	-0.02
Trades/Day	Rejected Signals
3.85	39.5
Ninja Score: 57

startup_candle_count : 50
rsi: 2.692%
fisher_rsi: 78.747%
ema25: 0.012%

stoploss: -0.333
timeframe: 5m
hash(sha256): caaa43b381eefc5f190727d7694612f406e94b31103b514bdf5248df174ff50b
indicators:
rsi close ema25 mfi sar
lower fastd fisher_rsi fastk ema7
bb_lowerband sma

No similar strategies found. (based on used indicators)

last change: 2024-11-01 19:45:40