KamaFama

Strategy: KamaFama
Downloaded: 20241226
Stoploss: -0.25

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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
KamaFama	34	0.03	0.86	2.54909	0.2	11:29:00	23	11	67.6	96.17	7.19	29.8	USDT	binance	0.08	0.08	0.07	1.74	202404
KamaFama	8	1.17	9.36	28.1067	2.16	10:30:00	5	3	62.5	18.236	1.35	21.1	USDT	binance	1.48	1.48	2.84	98.37	202405
KamaFama	9	0.73	6.59	19.7874	1.52	6:09:00	6	3	66.7	58.414	4.33	19.7	USDT	binance	0.77	0.77	1.51	22.37	202406
KamaFama	5	0.29	1.43	4.29744	0.33	3:57:00	3	2	60	14.492	1.11	18.8	USDT	binance	0.25	0.25	0.93	18.42	202407
KamaFama	22	3.4	74.86	224.811	17.29	6:09:00	18	4	81.8	34.729	2.67	22.2	USDT	binance	6.85	6.85	87.59	399.29	202408
KamaFama	4	-1.33	-5.31	-15.9369	-1.23	3:41:00	2	2	50	18.713	1.44	18.4	USDT	binance	-0.74	-0.74	-4.46	-54.35	202409
KamaFama	19	1.54	29.19	87.6678	6.74	10:37:00	14	5	73.7	42.469	3.05	26.1	USDT	binance	3.84	3.84	3.82	136.37	202410
KamaFama	41	1.05	42.92	128.83	9.91	6:52:00	29	12	70.7	73.639	4.9	26.8	USDT	binance	6.9	6.9	9.33	128.77	202411
KamaFama	54	0.26	14.14	42.4272	3.26	5:21:00	34	20	63	102.96	7.31	27.5	USDT	binance	2.22	2.22	2.38	27.5	202412
KamaFama	13	-3.37	-43.77	-131.427	-10.11	6:37:00	8	5	61.5	164.827	12.38	36.9	USDT	kucoin	-2.81	-2.81	-2.85	-52	202404
KamaFama	9	0.13	1.14	3.4268	0.26	11:41:00	6	3	66.7	42.98	3.19	36.2	USDT	kucoin	0.16	0.16	0.22	5.09	202405
KamaFama	12	2.33	28.02	84.142	6.47	4:40:00	11	1	91.7	1.56	0.12	34.2	USDT	kucoin	9.28	9.28	0	3507.83	202406
KamaFama	5	-2.53	-12.67	-38.039	-2.93	10:09:00	1	4	20	38.203	2.96	37.6	USDT	kucoin	-1.67	-1.67	-4.37	-60.85	202407
KamaFama	16	0.41	6.5	19.5077	1.5	4:55:00	11	5	68.8	85.425	6.51	35	USDT	kucoin	0.87	0.87	1.29	14.21	202408
KamaFama	1	7.16	7.16	21.5095	1.65	5:22:00	1	0	100	0	0	32.5	USDT	kucoin	0	0	0	0	202409
KamaFama	8	1.49	11.89	35.7053	2.75	5:34:00	6	2	75	9.041	0.69	33.9	USDT	kucoin	2.87	2.87	11.68	246.46	202410
KamaFama	58	1.16	67.23	201.905	15.53	4:56:00	43	15	74.1	98.645	6.87	42.1	USDT	kucoin	7.83	7.83	7.15	143.95	202411
KamaFama	49	0.71	34.95	104.964	8.07	3:51:00	27	22	55.1	116.425	7.85	38.5	USDT	kucoin	5.93	5.93	8.91	63.41	202412
KamaFama	15	-0.41	-6.11	-0.00061127	-0.68	11:47:00	8	7	53.3	0.0019998	2.19	24	BTC	binance	-0.87	-0.87	-1.57	-19.72	202404
KamaFama	4	3.58	14.33	0.00143396	1.59	2:39:00	4	0	100	0	0	20	BTC	binance	4.78	4.78	0	0	202405
KamaFama	12	1.8	21.57	0.00215836	2.4	18:05:00	9	3	75	0.00054775	0.61	24.6	BTC	binance	4.45	4.45	6.03	252.14	202406
KamaFama	3	3.52	10.57	0.0010576	1.18	8:23:00	3	0	100	0	0	19.2	BTC	binance	4.02	4.02	0	0	202407
KamaFama	18	3.5	63.01	0.00630684	7.01	3:45:00	15	3	83.3	0.00024025	0.25	20.9	BTC	binance	11.98	11.98	77.12	1733.49	202408
KamaFama	1	-0.2	-0.2	-0.00002	-0.02	7:40:00	0	1	0	0	0	18.3	BTC	binance	0	0	0	0	202409
KamaFama	15	2.25	33.77	0.00338055	3.76	4:52:00	11	4	73.3	0.00052565	0.58	20.6	BTC	binance	5.86	5.86	15.4	399.07	202410
KamaFama	50	2.46	123.07	0.0123187	13.69	6:49:00	34	16	68	0.00180274	1.86	28.3	BTC	binance	14.96	14.96	25.25	467.78	202411
KamaFama	58	1.21	70.19	0.00702459	7.81	4:09:00	38	20	65.5	0.00167274	1.77	25.7	BTC	binance	11.47	11.47	19.14	271.43	202412

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
15.33	1.21	2.45	69	2.8	29.87
Sharpe	Sortino	Calmar
2.89	4.61	109.1


Prof.Factor	Expectancy	Cagr
1.86	1.29	0.34
Trades/Day	Rejected Signals
0.67	40.33
Ninja Score: 68

startup_candle_count : 400
mama_diff: 0.001%
kama: -0.003%
rsi_84: -0.085%
rsi_112: -0.145%

stoploss: -0.25
timeframe: 5m
hash(sha256): 8ad2c4a33b211ad6fe4b01be4ec7e81efa1c49c04a56fb72b7e8dbcaf848454d
indicators:
ma_sell rsi_slow rsi cti mama
high_offset mama_diff rsi_112 kama rsi_fast
rsi_84 hl2 change open fama
high_offset_2 low hma_50 base_nb_candles_buy volume
r_14 mama_dif close high ma_buy
base_nb_candles_sell

Similar Strategies: (based on used indicators)

Strategy: KamaFama_2, Similarity Score: 92.59%

last change: 2025-01-02 02:30:14