KamaFama_3_4

Strategy: KamaFama_3_4
Downloaded: 20250221
Stoploss: -0.25

Backtests
Info
Recursive Analysis

Comment

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_3_4	122	-0.36	-44.45	-133.369	-10.26	19:43:00	116	6	95.1	263.656	18.43	122.5	USDT	binance	-6.57	-6.57	-3.64	-35.44	202406
KamaFama_3_4	362	0.07	24.69	74.124	5.7	6:55:00	357	5	98.6	187.162	11.99	135.2	USDT	binance	6.82	6.82	2.54	29.31	202407
KamaFama_3_4	193	-0.27	-51.91	-155.757	-11.98	10:46:00	186	7	96.4	256.146	19.63	113.9	USDT	binance	-6.92	-6.92	-12.11	-37.62	202408
KamaFama_3_4	111	-0.2	-22.55	-67.6848	-5.21	18:34:00	107	4	96.4	99.498	7.47	108.3	USDT	binance	-5	-5	-2	-44.38	202409
KamaFama_3_4	78	-0.84	-65.18	-195.65	-15.05	1 day, 3:12:00	72	6	92.3	227.007	17.05	111	USDT	binance	-7.36	-7.36	-4.7	-54.4	202410
KamaFama_3_4	401	0.25	101.51	304.811	23.45	6:47:00	395	6	98.5	116.814	7.6	169	USDT	binance	32.33	32.33	6.64	196.48	202411
KamaFama_3_4	458	-0.06	-26.7	-79.8573	-6.14	5:34:00	446	12	97.4	401.052	25.11	150	USDT	binance	-4.48	-4.48	-2.29	-15.07	202412
KamaFama_3_4	216	-0.37	-80.04	-240.281	-18.48	10:57:00	208	8	96.3	372.326	26	133.3	USDT	binance	-12.33	-12.33	-5.75	-43.81	202501
KamaFama_3_4	143	-0.52	-74.23	-222.888	-17.15	14:31:00	136	7	95.1	321.399	22.98	122.8	USDT	kucoin	-10.46	-10.46	-6.06	-47.51	202406
KamaFama_3_4	272	0.04	10.87	32.6316	2.51	8:35:00	265	7	97.4	149.716	11.27	136.4	USDT	kucoin	2.4	2.4	0.77	13.73	202407
KamaFama_3_4	304	0.02	7.56	22.6886	1.75	7:49:00	297	7	97.7	218.819	14.2	137.2	USDT	kucoin	1.48	1.48	0.57	7.58	202408
KamaFama_3_4	153	0.34	51.31	154.089	11.85	15:00:00	150	3	98	65.675	4.32	132.4	USDT	kucoin	19.39	19.39	9.27	174.67	202409
KamaFama_3_4	45	-1.54	-69.17	-207.71	-15.98	2 days, 0:18:00	40	5	88.9	216.652	16.55	126.5	USDT	kucoin	-6.89	-6.89	-6.06	-59.49	202410
KamaFama_3_4	640	0.25	162.68	488.536	37.58	4:17:00	631	9	98.6	199.959	12.8	176.5	USDT	kucoin	47.12	47.12	9.68	186.99	202411
KamaFama_3_4	260	-0.41	-106.18	-318.85	-24.53	8:52:00	250	10	96.2	494.888	33.53	146.2	USDT	kucoin	-14.49	-14.49	-12.04	-45.08	202412
KamaFama_3_4	248	-0.18	-44.47	-133.543	-10.27	10:09:00	240	8	96.8	274.339	19.33	148.4	USDT	kucoin	-7.32	-7.32	-2.99	-32.75	202501
KamaFama_3_4	154	-0.74	-113.48	-0.0113578	-12.62	22:13:00	142	12	92.2	0.0135579	14.75	157.8	BTC	binance	-12.93	-12.93	-8.02	-54.48	202406
KamaFama_3_4	93	-1.1	-102.63	-0.0102721	-11.41	1 day, 14:05:00	85	8	91.4	0.0112234	12.34	162.8	BTC	binance	-11.37	-11.37	-7.83	-57	202407
KamaFama_3_4	166	-0	-0.78	-0.00007856	-0.09	20:49:00	159	7	95.8	0.00745424	7.66	159.5	BTC	binance	-0.14	-0.14	-0.07	-0.7	202408
KamaFama_3_4	117	0.07	7.71	0.00077135	0.86	1 day, 4:53:00	111	6	94.9	0.00438831	4.61	154.4	BTC	binance	1.62	1.62	0.66	11.84	202409
KamaFama_3_4	101	-0.4	-40.83	-0.00408648	-4.54	1 day, 11:23:00	94	7	93.1	0.00989713	10.33	160.7	BTC	binance	-5.35	-5.35	-2.92	-27.09	202410
KamaFama_3_4	314	0.15	47.26	0.00473086	5.26	10:58:00	304	10	96.8	0.00642145	6.62	182.9	BTC	binance	8.86	8.86	3.09	50.57	202411
KamaFama_3_4	308	-0.29	-89.88	-0.00899689	-10	11:31:00	294	14	95.5	0.020005	19.81	183.3	BTC	binance	-11.69	-11.69	-8.46	-31.11	202412
KamaFama_3_4	216	-0.37	-80.04	-240.281	-18.48	10:57:00	208	8	96.3	372.326	26	169	BTC	binance	-12.33	-12.33	-5.75	-43.81	202501

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
229	-0.1	-6.2	96.5	16	145.1
Sharpe	Sortino	Calmar
-4.2	-2.05	-24


Prof.Factor	Expectancy	Cagr
0.75	-0.45	-0.4
Trades/Day	Rejected Signals
7.6	210
Ninja Score: 57

startup_candle_count : 50
mama: -0.184%
fama: -9.224%
mama_diff: 13022.027%

stoploss: -0.25
timeframe: 5m
hash(sha256): e1dc0a608d0c91e73f7f52cdfa3ddd96df5285321b2631303bf0a06847dad803
indicators:
low buy_mama_dif buy_rsi_112 close rsi_84
buy_rsi_84 open mama_diff high fastk
buy_cti cti fama hl2 change
rsi_112 kama date runmode r_14
sell_fastx buy_r_14 mama mama_dif

Similar Strategies: (based on used indicators)

Strategy: KF3_15m, Similarity Score: 96%
Strategy: KF3_trailing, Similarity Score: 96%
Strategy: KFC3, Similarity Score: 96%
Strategy: KamaFama3, Similarity Score: 96%
Strategy: KamaFama3_2, Similarity Score: 96%

last change: 2025-02-22 00:56:19