Hermes_3m_v06_fix

Strategy: Hermes_3m_v06_fix
Downloaded: 20231204
Stoploss: -0.99
Uploaded by: smidelis

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Recursive Analysis
Lookahead Analysis

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Average Overall

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startup_candle_count : 999
variance_mean_upper_5m: -40.779%
variance_mean_upper_15m: -68.597%
variance_mean_upper_30m: -36.287%
variance_mean_upper_1h: -33.263%
variance_mean_upper: -29.058%

Biased Indicators
variance_mean_upper_5m, variance_mean_upper_15m, variance_mean_upper_30m, variance_mean_upper_1h, variance_mean_upper

stoploss: -0.99
timeframe: 3m
hash(sha256): e45dd8ac31416a98b1cfdb259920b2e3b5367e8cd7d4c76d6c84ed4197eb630e
indicators:
zscore_variance_16 atr_4 close atr_t zscore_variance_4
exit_long exit_tag ema_dist_48 atr_mean zscore_ema_dist_2
enter_tag volume zscore_atr_48 high pHSL
exit_tag enter_long exit_long zscore_ema_dist_16 enter_long
enter_tag variance_4 variance_2 variance_8 ema_dist_16
zscore_ema_dist_t ema_dist_2 ema_dist_4 pSL_2 const_3
zscore_atr_16 zscore_variance_6 leverage pPF_1 adx_diff_upper
zscore_atr_8 variance_6 atr_6 const_1 ema_distance_15m
exit_short exit_tag ema_dist_8 atr_8 zscore_ema_dist_6
zscor

Similar Strategies: (based on used indicators)

Strategy: Hermes_3m_v06, Similarity Score: 91.49%
Strategy: Hermes_3m_v05, Similarity Score: 78.72%
Strategy: Hermes_3m_v05_fixed, Similarity Score: 78.72%
Strategy: hermes_ribbon, Similarity Score: 76.6%
Strategy: hermes_ribbon_2, Similarity Score: 76.6%

last change: 2023-12-04 18:02:54

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
Hermes_3m_v06_fix	288	-1.26	-361.79	-1084.51	-83.42	2:41:00	179	109	62.2	1528.49	87.64	214.1	USDT	binance	-12.16	-12.16	-9.96	-58.66	202212
Hermes_3m_v06_fix	397	-0.98	-387.58	-1159.41	-89.19	2:37:00	261	136	65.7	2960.68	95.47	252.7	USDT	binance	-11.45	-11.45	-9.13	-57.57	202301
Hermes_3m_v06_fix	94	-3.6	-338.23	-1014.65	-78.05	2:49:00	55	39	58.5	1661.94	85.35	134.6	USDT	binance	-6.82	-6.82	-7.39	-62.4	202302
Hermes_3m_v06_fix	29	-12.94	-375.37	-1125.58	-86.58	3:04:00	12	17	41.4	1182.85	87.15	107.6	USDT	binance	-8.93	-8.93	-8.58	-61.23	202303
Hermes_3m_v06_fix	833	-0.21	-175.84	-524.456	-40.34	2:24:00	568	265	68.2	2246.58	82.13	380.6	USDT	binance	-5.58	-5.58	-4.64	-31.28	202304
Hermes_3m_v06_fix	315	-0.9	-285.07	-852.889	-65.61	2:34:00	201	114	63.8	840.067	66.65	211	USDT	binance	-11.79	-11.79	-9.63	-60.66	202305
Hermes_3m_v06_fix	128	-3.1	-396.67	-1190.1	-91.55	2:38:00	77	51	60.2	1442.7	92.92	141.8	USDT	binance	-12.52	-12.52	-10.35	-62.74	202306
Hermes_3m_v06_fix	156	-2.17	-338.31	-1014.61	-78.05	2:40:00	97	59	62.2	1212.2	80.94	156	USDT	binance	-9.49	-9.49	-8.71	-59.42	202307
Hermes_3m_v06_fix	523	-0.62	-323.59	-971.355	-74.72	2:17:00	341	182	65.2	2571.2	88.67	270.6	USDT	binance	-10.96	-10.96	-8.88	-51.93	202308
Hermes_3m_v06_fix	909	0.3	269.59	808.831	62.22	2:21:00	600	309	66	1369.89	41.78	392	USDT	binance	8.91	8.91	7.81	94.84	202309
Hermes_3m_v06_fix	430	-0.48	-205.48	-616.646	-47.43	2:31:00	273	157	63.5	1091.95	61.51	242.5	USDT	binance	-5.83	-5.83	-5.22	-47.53	202310
Hermes_3m_v06_fix	434	-0.76	-330.68	-993.495	-76.42	2:29:00	267	167	61.5	1277.82	80.65	251.9	USDT	binance	-8.51	-8.51	-8.23	-60.34	202311