GCh_NWE4

Strategy: GCh_NWE4
Downloaded: 20240914
Stoploss: -0.99
Uploaded by: ckalib

Backtests
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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
GCh_NWE4	8	5.43	43.47	130.521	10.04	1 day, 7:53:00	8	0	100	0	0	113.2	USDT	binance	3.28	3.28	0	0	202401
GCh_NWE4	8	3.13	25.01	75.0803	5.78	10:56:00	7	1	87.5	0.51	0.04	102.1	USDT	binance	4.52	4.52	0	10267.1	202402
GCh_NWE4	7	1.92	13.46	40.3822	3.11	12:01:00	7	0	100	0	0	108.2	USDT	binance	4.47	4.47	0	0	202403
GCh_NWE4	16	-0.75	-11.97	-35.9671	-2.77	1 day, 11:47:00	15	1	93.8	98.849	7.25	117.9	USDT	binance	-0.9	-0.9	0	-24.29	202404
GCh_NWE4	26	1.14	29.52	88.6324	6.82	14:45:00	26	0	100	0	0	116.4	USDT	binance	16.9	16.9	0	0	202405
GCh_NWE4	13	-3.96	-51.53	-154.721	-11.9	4 days, 8:12:00	10	3	76.9	174.519	13.22	136.1	USDT	binance	-3.26	-3.26	-2.92	-57.32	202406
GCh_NWE4	13	0.78	10.13	30.4256	2.34	4:45:00	13	0	100	0	0	107.9	USDT	binance	7.2	7.2	0	0	202407
GCh_NWE4	9	0.81	7.28	21.8518	1.68	4:40:00	9	0	100	0	0	106.4	USDT	binance	13.46	13.46	0	0	202408
GCh_NWE4	24	0.96	22.95	68.8917	5.3	20:17:00	24	0	100	0	0	113.2	USDT	binance	14.15	14.15	0	0	202409
GCh_NWE4	24	-0.26	-6.33	-19.0037	-1.46	19:26:00	21	3	87.5	67.325	4.99	117.6	USDT	binance	-1.27	-1.27	-1.42	-18.04	202410
GCh_NWE4	29	1.29	37.43	112.402	8.65	1 day, 1:17:00	27	2	93.1	84.512	5.65	123.1	USDT	kucoin	3.43	3.43	2.39	94.38	202401
GCh_NWE4	43	1.25	53.85	161.704	12.44	19:10:00	41	2	95.3	5.828	0.4	121.4	USDT	kucoin	14.82	14.82	43.17	2063.42	202402
GCh_NWE4	26	0.95	24.78	74.4068	5.72	20:53:00	25	1	96.2	25.257	1.8	118.8	USDT	kucoin	6.69	6.69	0	195.48	202403
GCh_NWE4	35	-1.78	-62.43	-187.471	-14.42	1 day, 23:48:00	31	4	88.6	261.727	19.04	144.3	USDT	kucoin	-4.88	-4.88	-3.56	-48.22	202404
GCh_NWE4	71	0.35	25	75.0619	5.77	1 day, 0:30:00	68	3	95.8	70.596	4.88	147.8	USDT	kucoin	7.37	7.37	3.12	72.87	202405
GCh_NWE4	26	-4.33	-112.62	-338.185	-26.01	4 days, 1:04:00	22	4	84.6	387.867	28.74	165.5	USDT	kucoin	-5.8	-5.8	-8.9	-57.65	202406
GCh_NWE4	51	0.29	14.63	43.9433	3.38	1 day, 5:50:00	49	2	96.1	39.753	2.87	142.8	USDT	kucoin	5.89	5.89	7.61	72.51	202407
GCh_NWE4	26	-2.17	-56.42	-169.402	-13.03	3 days, 1:46:00	22	4	84.6	225.189	16.61	152.1	USDT	kucoin	-4.7	-4.7	-8.27	-48.35	202408
GCh_NWE4	69	0.72	49.84	149.656	11.51	20:34:00	67	2	97.1	26.773	1.81	136.9	USDT	kucoin	24.25	24.25	18.98	418.22	202409
GCh_NWE4	42	-0.99	-41.71	-125.253	-9.63	2 days, 0:25:00	38	4	90.5	202.089	14.68	156.5	USDT	kucoin	-4.59	-4.59	-4.4	-40.45	202410
GCh_NWE4	43	-0.31	-13.35	-0.00133665	-1.49	3 days, 2:46:00	38	5	88.4	0.00649987	6.83	191.6	BTC	binance	-1.65	-1.65	-2.26	-13.4	202401
GCh_NWE4	69	-0.26	-18.21	-0.00182125	-2.02	1 day, 18:49:00	64	5	92.8	0.0063671	6.73	177.3	BTC	binance	-2.89	-2.89	-1.52	-19.8	202402
GCh_NWE4	58	0.57	32.8	0.00328243	3.65	1 day, 15:39:00	53	5	91.4	0.00554286	5.61	168	BTC	binance	4.07	4.07	2.68	40.07	202403
GCh_NWE4	18	-7.07	-127.27	-0.0127385	-14.15	8 days, 2:30:00	13	5	72.2	0.0137447	15.1	192.6	BTC	binance	-6.32	-6.32	-21.29	-59.68	202404
GCh_NWE4	39	-0.1	-3.73	-0.00037338	-0.41	3 days, 16:11:00	34	5	87.2	0.00357285	3.83	194.4	BTC	binance	-0.75	-0.75	-0.69	-6.67	202405
GCh_NWE4	18	-5.45	-98.14	-0.00982179	-10.91	8 days, 0:18:00	13	5	72.2	0.0102835	11.37	190.7	BTC	binance	-6.17	-6.17	-8.49	-61.14	202406
GCh_NWE4	24	-3.07	-73.65	-0.00737169	-8.19	6 days, 7:15:00	19	5	79.2	0.00947221	10.28	201.1	BTC	binance	-5.39	-5.39	-11	-49.08	202407
GCh_NWE4	104	0.4	41.43	0.00414718	4.61	1 day, 5:59:00	99	5	95.2	0.00475072	4.8	186.6	BTC	binance	9.16	9.16	4.38	59.12	202408
GCh_NWE4	80	0.11	8.63	0.00086432	0.96	1 day, 17:30:00	75	5	93.8	0.00440572	4.62	187.9	BTC	binance	2.16	2.16	1.71	13.68	202409
GCh_NWE4	24	-4.04	-97	-0.00970934	-10.79	6 days, 8:02:00	19	5	79.2	0.0112064	12.25	199.4	BTC	binance	-6.21	-6.21	-14.77	-54.28	202410

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
25.5	0.6	3.64	97	2.65	128.2
Sharpe	Sortino	Calmar
4.57	0.6	36.3


Prof.Factor	Expectancy	Cagr
1.04	1.81	0.53
Trades/Day	Rejected Signals
1.16	0
Ninja Score: 84

startup_candle_count : 35
rsi_hl2_6: 2.092%
slow_ma_S: -0.009%
atr_S: 1.284%
slope_fast_L: 0.064%
slope_slow_S: 3.733%
yhat: 0.080%
upper_far: -0.394%
lower_far: 0.567%
upper_near: -0.022%
lower_near: 0.184%
upper_far2: -35.559%
lower_far2: -38.896%
upper_near2: -30.669%
lower_near2: -46.849%
atr: 6.886%
rsi_6: 0.886%
up2: -0.009%
dn2: 0.009%

stoploss: -0.99
timeframe: 5m
hash(sha256): 44d4bd4e2c8479dbcc7994c08ba87a66024a646e9a755b6da3ebdffc4fe63722
indicators:
low_close200 atr_S up_close5 avg_close55 low
yhat dc_lower lower_far slope_slow_L rsi_6
dc_hf slope_fast_L fast_ma_L upper_near2 volume
lower_far2 dc_chf avg_close24 up_rsi avg_rsi
low_cci up_close24 macd_signal high low_close24
upper_far macd_line dc_h slow_ma_L upper_near
slow_ma_S avg_close up_close cci hl2
upper_far2 avg_cci low_atr avg_atr low_atr200
low_close55 up2 fastd up_atr200 low_rsi
up_close200 dc_cl slope_fast_S dc_clf low_close
up_atr dc_mid lower_near up_cci rsi_hl2_6
dc_upper low

Similar Strategies: (based on used indicators)

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Strategy: DIP_CAT, Similarity Score: 74.14%

last change: 2024-11-01 16:33:33