JT_V02

Strategy: JT_V02
Downloaded: 20240413
Stoploss: -0.99
Uploaded by: nickcao.

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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
JT_V02	18	2.14	38.59	115.841	8.91	0:21:00	17	1	94.4	2.098	0.16	32.8	USDT	binance	11.61	11.61	0	3484.62	202308
JT_V02	9	1.25	11.29	33.8913	2.61	2:09:00	8	1	88.9	4.092	0.31	32.4	USDT	binance	4	4	0	540.67	202309
JT_V02	8	0.48	3.83	11.4895	0.88	0:39:00	6	2	75	3.072	0.24	32.5	USDT	binance	2.95	2.95	14.56	230.9	202310
JT_V02	25	1.48	36.95	110.932	8.53	0:53:00	22	3	88	14.165	1.05	32.6	USDT	binance	12.43	12.43	11.57	519.52	202311
JT_V02	30	1.49	44.85	134.646	10.36	0:45:00	25	5	83.3	18.874	1.3	33.2	USDT	binance	12.84	12.84	11.94	491.57	202312
JT_V02	15	1.57	23.59	70.8264	5.45	1:57:00	12	3	80	12.315	0.9	35.3	USDT	binance	4.79	4.79	11.53	374.45	202401
JT_V02	18	1.35	24.23	72.7651	5.6	0:37:00	14	4	77.8	3.303	0.24	32.5	USDT	binance	9.45	9.45	37.64	1536.13	202402
JT_V02	25	0.78	19.62	58.9085	4.53	2:43:00	17	8	68	21.106	1.57	38.7	USDT	binance	6.61	6.61	15.37	177.71	202403
JT_V02	20	-2.21	-44.26	-132.877	-10.22	4:56:00	13	7	65	181.801	13.52	38	USDT	binance	-4.4	-4.4	-3.82	-49.8	202404
JT_V02	22	0.35	7.73	23.2187	1.79	3:03:00	18	4	81.8	89.361	6.75	46.1	USDT	kucoin	0.69	0.69	0.38	16.31	202308
JT_V02	8	-0.88	-7.02	-21.0727	-1.62	1:59:00	5	3	62.5	3.111	0.24	46.2	USDT	kucoin	-1.05	-1.05	-0.87	-421.76	202309
JT_V02	15	0.25	3.81	11.4467	0.88	3:00:00	9	6	60	7.108	0.54	46.1	USDT	kucoin	1.96	1.96	3.11	99.89	202310
JT_V02	32	1.74	55.72	167.334	12.87	0:28:00	30	2	93.8	0.6	0.05	43.2	USDT	kucoin	23.79	23.79	403.57	18121.1	202311
JT_V02	38	1.17	44.47	133.53	10.27	0:58:00	30	8	78.9	32.574	2.48	46.2	USDT	kucoin	11.75	11.75	8.85	255.51	202312
JT_V02	18	0.58	10.43	31.3242	2.41	4:21:00	13	5	72.2	41.199	3.15	47.5	USDT	kucoin	2.42	2.42	3.18	47.08	202401
JT_V02	17	-0.15	-2.6	-7.80101	-0.6	2:06:00	12	5	70.6	4.753	0.38	44.9	USDT	kucoin	-0.45	-0.45	-0.31	-105.33	202402
JT_V02	52	-0.14	-7.21	-21.6527	-1.67	3:06:00	28	24	53.8	56.311	4.25	53.7	USDT	kucoin	-1.1	-1.1	-0.99	-24.17	202403
JT_V02	38	-0.08	-3.13	-9.38823	-0.72	2:23:00	28	10	73.7	101.11	7.4	50.3	USDT	kucoin	-0.45	-0.45	-0.28	-6.21	202404
JT_V02	16	2.16	34.5	0.00345239	3.84	0:32:00	12	4	75	0.00006985	0.08	34.5	BTC	binance	8.8	8.8	81.46	3073.13	202308
JT_V02	16	1.25	20.01	0.00200322	2.23	1:30:00	13	3	81.2	0.00075383	0.83	35	BTC	binance	4.26	4.26	4.33	170.91	202309
JT_V02	34	1.22	41.32	0.004134	4.59	1:28:00	28	6	82.4	0.00175714	1.83	36.3	BTC	binance	6.93	6.93	3.97	154.43	202310
JT_V02	15	1.94	29.11	0.00291273	3.24	0:23:00	14	1	93.3	0.00005683	0.06	33.7	BTC	binance	11.04	11.04	0	3343.08	202311
JT_V02	20	1.32	26.4	0.00264039	2.93	0:30:00	19	1	95	0.0000425	0.05	34.3	BTC	binance	16.98	16.98	0	3887.43	202312
JT_V02	14	0.48	6.78	0.00067872	0.75	1:16:00	12	2	85.7	0.00284446	3.05	35	BTC	binance	0.51	0.51	0.3	15.24	202401
JT_V02	11	1.45	15.92	0.00159363	1.77	0:48:00	10	1	90.9	0.00008782	0.1	33.4	BTC	binance	6.14	6.14	0	1198.23	202402
JT_V02	20	0.06	1.2	0.00012008	0.13	3:43:00	16	4	80	0.00236175	2.58	39.1	BTC	binance	0.17	0.17	0.11	3.18	202403
JT_V02	15	-1.12	-16.83	-0.00168417	-1.87	10:25:00	11	4	73.3	0.00335298	3.69	40.9	BTC	binance	-1.55	-1.55	-1.74	-33.42	202404

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
18.67	0.95	2.85	78	1.4	39.53
Sharpe	Sortino	Calmar
4.48	4	225.77


Prof.Factor	Expectancy	Cagr
3.57	1.6	0.43
Trades/Day	Rejected Signals
0.7	38.67
Ninja Score: 81

startup_candle_count : 60
ema_slow: -0.293%
rsi: 4.242%
fisher: -40.924%
rsi_slow: 11.682%
ma_sell_22: -0.018%

stoploss: -0.99
timeframe: 5m
hash(sha256): 474f67b33d8ed9dd59c7bc3a0d537a233d691017b08691d3e0c2846a5009a473
indicators:
high_offset bbdelta upper volume volume_mean_slow
close open low_offset high tail
rsi cmf mid bb_width volume_mean_12
ma_sell_22 fisher ha_close fastk hma_50
lower rocr bb_upperband2 ha_low bb_middleband
rsi_slow ha_open avg_volume rsi_fast closedelta
volume_mean_24 cm ema_200 bb_middleband2 high_offset_2
base_nb_candles_buy fastd enter_long enter_tag bb_lowerband2
low ha_high bb_lowerband ema_slow bb_upperband
base_nb_candles_sell ema_fast

Similar Strategies: (based on used indicators)

Strategy: JT_V03, Similarity Score: 97.92%
Strategy: JT_V04, Similarity Score: 89.58%

last change: 2024-05-02 12:30:26