KamaFama_2

Strategy: KamaFama_2
Downloaded: 20241229
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	Calmar	Month
KamaFama_2	50	0.65	32.35	97.1397	7.47	3:13:00	49	1	98	75.453	5.34	24.3	USDT	binance	5.34	5.34	89.13	202404
KamaFama_2	9	0.55	4.91	14.7439	1.13	1:32:00	9	0	100	0	0	21.4	USDT	binance	10.16	10.16	0	202405
KamaFama_2	14	1.7	23.86	71.6438	5.51	1:04:00	14	0	100	0	0	18.7	USDT	binance	9.09	9.09	0	202406
KamaFama_2	5	0.28	1.42	4.26501	0.33	0:50:00	5	0	100	0	0	18.3	USDT	binance	7.54	7.54	0	202407
KamaFama_2	18	0.68	12.31	36.9594	2.84	3:50:00	18	0	100	0	0	20.8	USDT	binance	14.15	14.15	0	202408
KamaFama_2	7	1.35	9.47	28.4406	2.19	0:55:00	7	0	100	0	0	18	USDT	binance	3.46	3.46	0	202409
KamaFama_2	19	0.76	14.48	43.483	3.34	3:54:00	18	1	94.7	10.273	0.76	20.9	USDT	binance	7.49	7.49	271.66	202410
KamaFama_2	62	0.78	48.26	144.861	11.14	6:58:00	62	0	100	0	0	34.5	USDT	binance	38.74	38.74	0	202411
KamaFama_2	79	0.77	61.03	183.196	14.09	3:22:00	78	1	98.7	11.435	0.77	29	USDT	binance	41.49	41.49	1135.13	202412
KamaFama_2	16	-0.59	-9.5	-28.5175	-2.19	6:34:00	15	1	93.8	75.519	5.64	37.2	USDT	kucoin	-0.93	-0.93	-24.78	202404
KamaFama_2	11	0.85	9.31	27.9577	2.15	1:14:00	11	0	100	0	0	33.7	USDT	kucoin	5.56	5.56	0	202405
KamaFama_2	13	1.21	15.78	47.3897	3.65	0:52:00	13	0	100	0	0	32.9	USDT	kucoin	7.27	7.27	0	202406
KamaFama_2	5	-2.13	-10.63	-31.9352	-2.46	4 days, 7:56:00	4	1	80	52.232	3.96	54.1	USDT	kucoin	-0.82	-0.82	-38.27	202407
KamaFama_2	12	0.86	10.38	31.1584	2.4	5:38:00	12	0	100	0	0	36	USDT	kucoin	8.6	8.6	0	202408
KamaFama_2	1	7.16	7.16	21.5095	1.65	5:22:00	1	0	100	0	0	33.5	USDT	kucoin	0	0	0	202409
KamaFama_2	9	1.06	9.58	28.765	2.21	2:23:00	9	0	100	0	0	36.2	USDT	kucoin	4.08	4.08	0	202410
KamaFama_2	90	1.26	113.42	340.594	26.2	2:10:00	89	1	98.9	75.508	5.27	40.5	USDT	kucoin	21.71	21.71	316.56	202411
KamaFama_2	61	0.84	50.97	153.053	11.77	3:49:00	61	0	100	0	0	42	USDT	kucoin	35.08	35.08	0	202412
KamaFama_2	17	0.59	10.06	0.00100688	1.12	2:15:00	17	0	100	0	0	19.3	BTC	binance	8.18	8.18	0	202404
KamaFama_2	4	1.92	7.66	0.00076697	0.85	0:48:00	4	0	100	0	0	18.2	BTC	binance	2.65	2.65	0	202405
KamaFama_2	11	1.07	11.79	0.00118003	1.31	0:54:00	11	0	100	0	0	18.2	BTC	binance	7.96	7.96	0	202406
KamaFama_2	2	1.37	2.75	0.00027511	0.31	1:15:00	2	0	100	0	0	18.2	BTC	binance	196.01	196.01	0	202407
KamaFama_2	20	2.72	54.47	0.00545241	6.06	1:01:00	20	0	100	0	0	18.7	BTC	binance	11.49	11.49	0	202408
KamaFama_2	2	1.08	2.16	0.00021619	0.24	0:35:00	2	0	100	0	0	18.8	BTC	binance	83.69	83.69	0	202409
KamaFama_2	15	1.57	23.52	0.00235398	2.62	2:45:00	15	0	100	0	0	19.6	BTC	binance	6.43	6.43	0	202410
KamaFama_2	63	1.48	93.2	0.00932844	10.36	2:31:00	62	1	98.4	0.0021607	2.33	26.6	BTC	binance	16.29	16.29	283	202411
KamaFama_2	76	0.97	73.42	0.00734782	8.16	4:34:00	75	1	98.7	0.0025112	2.57	32.3	BTC	binance	13.21	13.21	196.04	202412

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
15	0.99	2.32	100	0	30.97
Sharpe	Sortino	Calmar
8.97	0	0


Prof.Factor	Expectancy	Cagr
0	1.62	0.32
Trades/Day	Rejected Signals
0.85	28.33
Ninja Score: 77

startup_candle_count : 400
mama_diff: 0.001%
kama: -0.003%
rsi_84: -0.186%
rsi_112: -0.452%

stoploss: -0.25
timeframe: 5m
hash(sha256): a980b5399452c0ca02094da5f8f6fd8b5bd0adb7aa7a2cbb3c66855eeed271d8
indicators:
high_offset_2 mama_dif kama date fama
r_14 ma_buy rsi high high_offset
low rsi_112 rsi_84 cti open
hma_50 rsi_slow base_nb_candles_sell mama hl2
close runmode mama_diff rsi_fast fastk
ma_sell base_nb_candles_buy change

Similar Strategies: (based on used indicators)

Strategy: KamaFama, Similarity Score: 86.21%

last change: 2025-01-02 03:39:21