KalGrass

Strategy: KalGrass
Downloaded: 20250227
Stoploss: -0.06
Uploaded by: ckalib

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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
KalGrass	39	-0.45	-17.59	-52.8007	-4.06	5:36:00	21	18	53.8	62.171	4.76	142.6	USDT	binance	-7.59	-7.59	-7.7	-54.37	202406
KalGrass	101	-0.14	-13.96	-41.9178	-3.22	2:15:00	81	20	80.2	87.178	6.48	151.7	USDT	binance	-5.83	-5.83	-4.01	-30.66	202407
KalGrass	96	-0.24	-22.94	-68.8698	-5.3	3:32:00	70	26	72.9	101.509	7.79	157.1	USDT	binance	-9.34	-9.34	-7.74	-41.88	202408
KalGrass	62	-0.13	-7.81	-23.4417	-1.8	4:01:00	41	21	66.1	38.172	2.93	146.8	USDT	binance	-5.34	-5.34	-7.04	-39.19	202409
KalGrass	108	-0.4	-42.72	-128.254	-9.87	2:52:00	70	38	64.8	109.709	8.56	160.2	USDT	binance	-17.51	-17.51	-14.48	-71.02	202410
KalGrass	59	0.43	25.09	75.3354	5.8	1:10:00	55	4	93.2	7.003	0.51	139.8	USDT	binance	19.26	19.26	22.33	719.31	202411
KalGrass	73	-0.19	-13.74	-41.1111	-3.16	1:51:00	59	14	80.8	69.164	5.22	146.8	USDT	binance	-4.98	-4.98	-3.75	-37.31	202412
KalGrass	77	-0.66	-50.69	-152.146	-11.7	2:13:00	53	24	68.8	154.677	11.88	149	USDT	binance	-15.8	-15.8	-13.87	-60.73	202501
KalGrass	45	-0.56	-25.4	-76.2808	-5.87	4:06:00	32	13	71.1	89.156	6.79	134.2	USDT	kucoin	-8.12	-8.12	-6.32	-55.01	202406
KalGrass	81	-0.19	-15.19	-45.6186	-3.51	2:51:00	57	24	70.4	53.571	4.1	143.9	USDT	kucoin	-7.38	-7.38	-5.77	-52.8	202407
KalGrass	70	-0.47	-32.91	-98.813	-7.6	4:32:00	41	29	58.6	107.659	8.23	147.5	USDT	kucoin	-13.16	-13.16	-14.66	-56.91	202408
KalGrass	49	-0.01	-0.64	-1.93452	-0.15	2:33:00	40	9	81.6	32.938	2.53	134.1	USDT	kucoin	-0.35	-0.35	-0.29	-3.75	202409
KalGrass	86	-0.58	-50.29	-151.021	-11.62	3:44:00	55	31	64	152.472	11.72	148.2	USDT	kucoin	-17.36	-17.36	-15.41	-61.11	202410
KalGrass	52	0.15	7.72	23.1842	1.78	1:47:00	43	9	82.7	18.777	1.4	131.9	USDT	kucoin	3.95	3.95	2.61	80.86	202411
KalGrass	65	-0.25	-16.22	-48.7121	-3.75	1:42:00	52	13	80	95.471	7.09	136.1	USDT	kucoin	-5.2	-5.2	-3.85	-32.57	202412
KalGrass	61	-0.33	-20.36	-0.00203786	-2.26	3:27:00	42	19	68.9	0.0026389	2.93	139.9	USDT	kucoin	-6.85	-6.85	-6.03	-47.59	202501
KalGrass	81	-0.51	-41.29	-0.00413228	-4.59	4:04:00	49	32	60.5	0.00421957	4.69	151.4	BTC	binance	-18.89	-18.89	-17.83	-62.32	202406
KalGrass	92	-0.4	-36.78	-0.00368083	-4.09	4:39:00	56	36	60.9	0.00395774	4.39	161.7	BTC	binance	-15.47	-15.47	-13.55	-57.39	202407
KalGrass	95	-0.04	-4.12	-0.00041233	-0.46	3:41:00	72	23	75.8	0.0013878	1.54	162.2	BTC	binance	-2.13	-2.13	-1.7	-18.32	202408
KalGrass	79	-0.07	-5.67	-0.00056752	-0.63	3:49:00	58	21	73.4	0.00094083	1.04	154.3	BTC	binance	-4.08	-4.08	-3.63	-38.57	202409
KalGrass	66	-0.49	-32.42	-0.00324445	-3.6	5:03:00	41	25	62.1	0.00272121	3.04	156.7	BTC	binance	-11.57	-11.57	-10.01	-72.98	202410
KalGrass	49	-0.2	-9.84	-0.00098449	-1.09	2:15:00	37	12	75.5	0.00160628	1.77	143.2	BTC	binance	-3.88	-3.88	-3.29	-39.3	202411
KalGrass	60	-0.36	-21.54	-0.00215511	-2.39	1:59:00	46	14	76.7	0.00434402	4.75	146.2	BTC	binance	-5.76	-5.76	-5.76	-31.08	202412
KalGrass	61	-0.33	-20.36	-0.00203786	-2.26	3:27:00	42	19	68.9	0.0026389	2.93	149.3	BTC	binance	-6.85	-6.85	-6.03	-47.59	202501

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Average Overall

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Biased Indicators
grassmann_distance, principal_angle, subspace_variance, subspace_volatility, volatility_zscore,
volume_trend, close_trend
Biased Entry Signals:
23
Biased Exit Signals: 
24

stoploss: -0.06
timeframe: 5m
hash(sha256): 0d180b519423bdd79b8f290cbfd40b11a0cbc9bc7ea2ec461c096ec778b719ef
indicators:
intercept slope lr_upper_close lr_lower_rsi subspace_volatility
lr_lower_close close_trend volume_trend mid close
avg_close lr_mid_close up_close high low
atr avg_vol subspace_variance lower low_rsi
fading low_vol lr_upper_rsi kalman_volume volume
avg_rsi price volatility_zscore rsi principal_angle
rsi_14 lr_mid_rsi kalman_close up_vol rsi_6
low_close low high gap_p up_rsi
grassmann_distance upper

Similar Strategies: (based on used indicators)

Strategy: KalGrass_1, Similarity Score: 95.35%
Strategy: KalGrass_f, Similarity Score: 95.35%

last change: 2025-02-27 06:04:24