ElliotV5_SMA_mod1

Strategy: ElliotV5_SMA_mod1
Downloaded: 20250429
Stoploss: -0.15

Private 5m Spot v3 Unbiased Recursive Analysis

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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
ElliotV5_SMA_mod1	14	2.26	31.58	94.8434	7.3	5:40:00	12	2	85.7	24.886	1.75	21.1	USDT	binance	5.49	5.49	8.14	256.51	202408
ElliotV5_SMA_mod1	13	-1.6	-20.82	-62.5171	-4.81	8:22:00	8	5	61.5	91.098	6.86	22	USDT	binance	-1.6	-1.6	-2.41	-44.62	202409
ElliotV5_SMA_mod1	25	-1.69	-42.14	-126.532	-9.73	11:17:00	16	9	64	168.303	12.54	28.4	USDT	binance	-3.88	-3.88	-4.47	-47.82	202410
ElliotV5_SMA_mod1	82	0.95	78.02	234.211	18.02	8:08:00	59	23	72	103.107	6.66	42.9	USDT	binance	10.78	10.78	10.73	172.28	202411
ElliotV5_SMA_mod1	53	0.45	24.09	72.3048	5.56	6:56:00	33	20	62.3	106.402	7.5	30.8	USDT	binance	2.85	2.85	3.33	45.69	202412
ElliotV5_SMA_mod1	11	0.35	3.86	11.5473	0.89	8:48:00	8	3	72.7	45.543	3.38	21.4	USDT	binance	0.4	0.4	0.42	16.2	202501
ElliotV5_SMA_mod1	20	0.6	12.03	36.1318	2.78	9:14:00	13	7	65	45.522	3.34	24.3	USDT	binance	1.55	1.55	1.84	56.82	202502
ElliotV5_SMA_mod1	24	0.69	16.63	49.9455	3.84	6:49:00	16	8	66.7	45.751	3.39	24.9	USDT	binance	1.97	1.97	2.25	69.83	202503
ElliotV5_SMA_mod1	44	0.57	25.27	75.9152	5.84	6:18:00	27	17	61.4	59.192	4.42	27.2	USDT	binance	3.17	3.17	3.82	87.08	202504
ElliotV5_SMA_mod1	22	-0.48	-10.49	-31.4822	-2.42	8:21:00	14	8	63.6	97.441	7.13	23.5	USDT	binance	-1.14	-1.14	-1.35	-21.62	202505
ElliotV5_SMA_mod1	9	-4.86	-43.71	-131.163	-10.09	10:30:00	3	6	33.3	162.065	12.18	20.2	USDT	binance	-3.64	-3.64	-4.69	-54.58	202506
ElliotV5_SMA_mod1	8	1.31	10.52	31.5803	2.43	8:03:00	7	1	87.5	26.18	1.93	33.7	USDT	kucoin	1.56	1.56	0	77.64	202408
ElliotV5_SMA_mod1	5	-0.75	-3.73	-11.1866	-0.86	5:44:00	3	2	60	17.272	1.34	33.3	USDT	kucoin	-0.65	-0.65	-3.34	-40.83	202409
ElliotV5_SMA_mod1	9	-2.72	-24.44	-73.3791	-5.64	1 day, 4:02:00	4	5	44.4	103.797	7.8	40.9	USDT	kucoin	-1.95	-1.95	-2.65	-44.59	202410
ElliotV5_SMA_mod1	96	1.57	151.11	453.78	34.91	5:57:00	69	27	71.9	134.502	7.23	55.1	USDT	kucoin	16.46	16.46	20.9	307.25	202411
ElliotV5_SMA_mod1	41	0.49	20.12	60.4074	4.65	9:20:00	27	14	65.9	102.455	7.08	46.5	USDT	kucoin	2.68	2.68	2.68	40.45	202412
ElliotV5_SMA_mod1	45	0.1	4.42	13.2823	1.02	2:33:00	26	19	57.8	126.081	9.72	36.5	USDT	kucoin	0.41	0.41	0.69	6.48	202501
ElliotV5_SMA_mod1	14	0.71	9.93	29.8155	2.29	6:12:00	9	5	64.3	49.193	3.7	36.4	USDT	kucoin	1.39	1.39	2.19	42.3	202502
ElliotV5_SMA_mod1	112	-0.2	-22.56	-0.00225806	-2.51	0:00:00	0	112	0	0.00223796	2.49	41.5	USDT	kucoin	-1746.73	-1746.73	-1746.73	-62.17	202503
ElliotV5_SMA_mod1	25	0.39	9.73	29.205	2.25	15:08:00	14	11	56	45.534	3.37	45.3	USDT	kucoin	1.17	1.17	1.4	42.52	202504
ElliotV5_SMA_mod1	12	2.28	27.41	82.2962	6.33	8:19:00	10	2	83.3	1.851	0.14	35.5	USDT	kucoin	10.01	10.01	234.4	2849.97	202505
ElliotV5_SMA_mod1	10	0.22	2.2	6.59477	0.51	7:32:00	6	4	60	46.968	3.59	33.8	USDT	kucoin	0.4	0.4	1.92	9.31	202506
ElliotV5_SMA_mod1	124	-0.2	-24.94	-0.00249601	-2.77	0:00:00	0	124	0	0.00247601	2.75	18.1	BTC	binance	-2883.35	-2883.35	-2883.35	-62.11	202408
ElliotV5_SMA_mod1	19	-0.2	-3.8	-0.0003804	-0.42	0:00:00	0	19	0	0.0003604	0.4	17.1	BTC	binance	-6876.7	-6876.7	-6876.7	-67.2	202409
ElliotV5_SMA_mod1	120	-0.2	-24.05	-0.0024075	-2.68	0:00:00	0	120	0	0.0023874	2.65	17.5	BTC	binance	-20437.5	-20437.5	-20437.5	-62.13	202410
ElliotV5_SMA_mod1	518	-0.2	-104.19	-0.0104284	-11.59	0:00:00	0	518	0	0.0104084	11.57	21.4	BTC	binance	-8384.2	-8384.2	-8384.2	-63.79	202411
ElliotV5_SMA_mod1	306	-0.2	-62.58	-0.00626301	-6.96	0:00:00	1	305	0.3	0.00624301	6.94	18.7	BTC	binance	-1041.77	-1041.77	-1425.7	-61.81	202412
ElliotV5_SMA_mod1	23	-0.25	-5.67	-0.00056784	-0.63	0:00:00	0	23	0	0.00054785	0.61	17.1	BTC	binance	-39.78	-39.78	-39.78	-63.86	202501
ElliotV5_SMA_mod1	29	-0.2	-5.85	-0.00058509	-0.65	0:00:00	0	29	0	0.00056492	0.63	16.9	BTC	binance	-3142.86	-3142.86	-3142.86	-70.65	202502
ElliotV5_SMA_mod1	112	-0.2	-22.56	-0.00225806	-2.51	0:00:00	0	112	0	0.00223796	2.49	18.6	BTC	binance	-1746.73	-1746.73	-1746.73	-62.17	202503
ElliotV5_SMA_mod1	67	-0.2	-13.42	-0.00134284	-1.49	0:00:00	0	67	0	0.00132284	1.47	16.7	BTC	binance	-764.6	-764.6	-764.6	-64.63	202504
ElliotV5_SMA_mod1	78	-0.2	-15.72	-0.00157385	-1.75	0:00:00	0	78	0	0.00155385	1.73	16.6	BTC	binance	-1703.05	-1703.05	-1703.05	-64.49	202505
ElliotV5_SMA_mod1	5	-0.2	-1	-0.0001	-0.11	0:00:00	0	5	0	0.00008	0.09	16.5	BTC	binance	0	0	0	-82.33	202506

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
18	0.42	2.51	62	5.15	37.4
Sharpe	Sortino	Calmar
1.36	1.62	43


Prof.Factor	Expectancy	Cagr
1.22	1.26	0.37
Trades/Day	Rejected Signals
2.12	49
Ninja Score: 43

startup_candle_count : 200
Recursive Analysis found no issues while using 200 startup_candle_count

stoploss: -0.15
timeframe: 5m
hash(sha256): 552381722bacbdb0c52105778db7c22187b00475c672ff1e7ef09b184c0f5323
indicators:
close atr_mult rsi high_offset atr
base_nb_candles_sell base_nb_candles_buy ewo_high ema_200 rsi_sell
EWO volume ma_sell_val rsi_buy ewo_low
ma_buy_val low_offset

No similar strategies found. (based on used indicators)

last change: 2025-07-01 20:52:59