Mimic

Strategy: Mimic
Downloaded: 20240715
Stoploss: -0.15
Uploaded by: .m3rm41d

Private 5m Spot v3 Unbiased Recursive Analysis

Strategy failed backtesting!
Reason: Pair EOS/USDT is not available on KuCoin spot. Please remove EOS/USDT from your whitelist.

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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
Mimic	69	1.21	83.25	249.966	19.23	1:49:00	63	6	91.3	107.151	7.95	24.4	USDT	binance	9.69	9.69	4192.73	154.07	202311
Mimic	100	1.6	160.48	481.886	37.07	1:59:00	93	7	93	45.528	2.53	26.8	USDT	binance	21.17	21.17	18.44	901.54	202312
Mimic	26	-2.35	-61.12	-183.52	-14.12	5:14:00	19	7	73.1	245.737	18.19	22.7	USDT	binance	-4.67	-4.67	-2895.99	-47.82	202401
Mimic	26	0.57	14.72	44.1779	3.4	3:15:00	25	1	96.2	45.54	3.42	23.5	USDT	binance	2.91	2.91	0	65.55	202402
Mimic	66	0.23	15.47	46.4755	3.58	5:04:00	58	8	87.9	136.519	9.81	30.7	USDT	binance	1.91	1.91	2.19	22.46	202403
Mimic	29	1.69	49.02	147.153	11.32	2:26:00	27	2	93.1	91.049	6.34	20.7	USDT	binance	6.1	6.1	4476.69	113.65	202404
Mimic	13	1.82	23.69	71.1432	5.47	0:45:00	13	0	100	0	0	20.5	USDT	binance	10.21	10.21	0	0	202405
Mimic	13	0.69	8.98	26.9774	2.08	1:24:00	13	0	100	0	0	21.5	USDT	binance	6.43	6.43	0	0	202406
Mimic	9	0.95	8.55	25.6585	1.97	2:06:00	9	0	100	0	0	20.2	USDT	binance	4.83	4.83	0	0	202407
Mimic	18	2.17	39.09	117.374	9.03	2:32:00	18	0	100	0	0	19.3	USDT	binance	13.33	13.33	0	0	202408
Mimic	7	1.7	11.93	35.8308	2.76	0:47:00	7	0	100	0	0	18.9	USDT	binance	5.3	5.3	0	0	202409
Mimic	25	-0.41	-10.29	-30.9069	-2.38	3:59:00	22	3	88	81.061	6.04	21.4	USDT	binance	-1.14	-1.14	-242.55	-24.27	202410
Mimic	65	1.06	69.2	207.704	15.98	2:23:00	64	1	98.5	45.478	3.41	23.3	USDT	binance	18.7	18.7	0	298.16	202411
Mimic	61	-0.36	-22.23	-66.7113	-5.13	4:23:00	55	6	90.2	177.95	12.79	27.8	USDT	binance	-2.73	-2.73	-912.41	-24.74	202412
Mimic	22	1.63	35.89	107.625	8.28	0:50:00	22	0	100	0	0	18.3	USDT	binance	18.55	18.55	0	0	202501
Mimic	40	-1.09	-43.48	-130.421	-10.03	3:29:00	33	7	82.5	191.432	15.19	22	USDT	binance	-4.49	-4.49	-1196.28	-45.08	202502
Mimic	24	2	48.06	144.298	11.1	0:51:00	24	0	100	0	0	19.2	USDT	binance	20.02	20.02	0	0	202503
Mimic	35	-0.59	-20.72	-62.2129	-4.79	2:25:00	31	4	88.6	78.391	6.08	22.9	USDT	binance	-2.57	-2.57	-513.8	-51.88	202504
Mimic	19	1.5	28.58	85.7979	6.6	0:56:00	19	0	100	0	0	19	USDT	binance	17.76	17.76	0	0	202505
Mimic	73	0.82	59.7	179.292	13.79	1:58:00	70	3	95.9	79.332	5.57	38	USDT	kucoin	10.98	10.98	188.54	157.7	202311
Mimic	77	1.32	101.59	305.063	23.47	2:28:00	73	4	94.8	80.718	5.42	40.3	USDT	kucoin	13.95	13.95	41258.9	266.89	202312
Mimic	55	-0.8	-44.26	-132.91	-10.22	2:02:00	45	10	81.8	196.121	15.63	36.1	USDT	kucoin	-3.87	-3.87	-4842.45	-40.3	202401
Mimic	15	-0.08	-1.26	-3.79224	-0.29	2:42:00	13	2	86.7	45.555	3.4	32.7	USDT	kucoin	-0.18	-0.18	-0.17	-5.65	202402
Mimic	72	-0.56	-40.61	-121.958	-9.38	2:07:00	62	10	86.1	220.881	16.48	37.7	USDT	kucoin	-4.05	-4.05	-2460.45	-35.08	202403
Mimic	18	-0.89	-16	-48.0541	-3.7	2:46:00	15	3	83.3	126.514	9.55	33.2	USDT	kucoin	-1.57	-1.57	-7139.22	-24.65	202404
Mimic	26	-0.94	-24.54	-73.6861	-5.67	3:57:00	23	3	88.5	99.009	7.61	35.2	USDT	kucoin	-2.88	-2.88	-6015.71	-45.89	202405
Mimic	26	0.44	11.43	34.334	2.64	7:34:00	24	2	92.3	45.555	3.31	39.7	USDT	kucoin	1.52	1.52	4457.86	50.76	202406
Mimic	10	0.96	9.6	28.8385	2.22	4:13:00	10	0	100	0	0	36.3	USDT	kucoin	8.53	8.53	0	0	202407
Mimic	59	2.17	128.03	0.0128161	14.24	4:35:00	53	6	90.2	0.0018431	1.76	22.3	USDT	kucoin	14.27	14.27	38.75	514.95	202408
Mimic	1	-4.23	-4.23	-12.7015	-0.98	17 days, 5:45:00	0	1	0	0	0	44.3	USDT	kucoin	0	0	0	0	202409
Mimic	11	1.98	21.81	65.4878	5.04	0:27:00	11	0	100	0	0	31.6	USDT	kucoin	11.1	11.1	0	0	202410
Mimic	109	1.91	207.98	624.54	48.04	2:23:00	103	6	94.5	115.016	6.66	40.7	USDT	kucoin	21.77	21.77	41780.3	459.44	202411
Mimic	64	0.25	15.96	47.9162	3.69	3:22:00	59	5	92.2	227.566	15.85	42.7	USDT	kucoin	2.09	2.09	6047.22	14.34	202412
Mimic	45	0.53	23.89	71.7316	5.52	1:55:00	39	6	86.7	91.087	6.23	35.9	USDT	kucoin	1.96	1.96	8396.58	54.61	202501
Mimic	36	-0.56	-20.22	-60.7174	-4.67	3:39:00	30	6	83.3	159.922	12.61	38.4	USDT	kucoin	-2.23	-2.23	-3.1	-25.27	202502
Mimic	39	1.69	65.81	197.626	15.2	2:16:00	38	1	97.4	45.549	3.45	38	USDT	kucoin	12.18	12.18	0	271.72	202503
Mimic	21	2.23	46.82	140.598	10.82	2:52:00	20	1	95.2	2.842	0.2	34.5	USDT	kucoin	12.06	12.06	0	3498.66	202504
Mimic	55	1.4	76.91	0.00769702	8.55	2:33:00	52	3	94.5	0.00226294	2.45	24.9	BTC	binance	9.46	9.46	63.28	222.41	202311
Mimic	32	0.66	21.14	0.00211561	2.35	3:25:00	29	3	90.6	0.00151394	1.67	23.8	BTC	binance	3.74	3.74	2.8	86.95	202312
Mimic	43	-0.55	-23.58	-0.00235976	-2.62	8:02:00	37	6	86	0.00545998	5.93	31.5	BTC	binance	-2.4	-2.4	-676.3	-27.24	202401
Mimic	32	0.75	23.89	0.00239184	2.66	12:17:00	29	3	90.6	0.00451678	4.66	32.5	BTC	binance	2.88	2.88	94.17	37.56	202402
Mimic	75	1.22	91.29	0.00913817	10.15	4:14:00	71	4	94.7	0.00271569	2.67	30.6	BTC	binance	14.98	14.98	15.67	233.97	202403
Mimic	32	-0.29	-9.2	-0.00092081	-1.02	2:33:00	26	6	81.2	0.00747336	8.29	21.1	BTC	binance	-0.8	-0.8	-22.92	-7.86	202404
Mimic	12	-0.73	-8.82	-0.00088285	-0.98	9:54:00	10	2	83.3	0.00287197	3.16	24	BTC	binance	-0.85	-0.85	-48.82	-19.15	202405
Mimic	30	0.93	28.03	0.00280587	3.12	4:20:00	27	3	90	0.00280683	3.09	24.8	BTC	binance	3.97	3.97	4.04	64.21	202406
Mimic	21	3.1	65.2	0.00652686	7.25	10:10:00	20	1	95.2	0.00057499	0.59	27.9	BTC	binance	14.35	14.35	0	779.93	202407
Mimic	59	2.17	128.03	0.0128161	14.24	4:35:00	53	6	89.8	0.0018431	1.76	28.6	BTC	binance	14.27	14.27	38.75	514.95	202408
Mimic	10	2.55	25.51	0.00255371	2.84	10:08:00	9	1	90	0.00112999	1.24	22.3	BTC	binance	3.31	3.31	0	150.8	202409
Mimic	31	1.17	36.39	0.00364263	4.05	11:37:00	28	3	90.3	0.00232612	2.42	30.3	BTC	binance	5.02	5.02	3.39	102.91	202410
Mimic	115	1.75	201.53	0.0201728	22.41	4:42:00	109	6	94.8	0.00387465	3.47	37.2	BTC	binance	29.14	29.14	53.49	411.52	202411
Mimic	84	0.78	65.54	0.00655927	7.29	6:21:00	76	8	90.5	0.00318346	3.19	35.6	BTC	binance	7.99	7.99	14.85	140.73	202412
Mimic	13	2.35	30.55	0.00305811	3.4	4:05:00	12	1	92.3	0.00142204	1.57	19.4	BTC	binance	2.94	2.94	0	133.59	202501
Mimic	32	1.92	61.59	0.00616466	6.85	1:23:00	31	1	96.9	0.00132304	1.41	19.9	BTC	binance	12.49	12.49	0	331.43	202502
Mimic	24	1.72	41.39	0.00414284	4.6	7:30:00	23	1	95.8	0.001019	1.07	24.1	BTC	binance	8.34	8.34	0	264.93	202503
Mimic	41	2.4	98.51	0.0098611	10.96	3:56:00	37	4	90.2	0.00184088	2.03	24.2	BTC	binance	12.39	12.39	32.45	343.16	202504
Mimic	33	3.12	102.86	0.0102966	11.44	7:21:00	30	3	90.9	0.00151298	1.5	26.5	BTC	binance	13.13	13.13	9.33	484.14	202505

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
32.5	0.76	3.59	93	4.5	30.65
Sharpe	Sortino	Calmar
3.89	0	7.15


Prof.Factor	Expectancy	Cagr
0.92	2.17	0.52
Trades/Day	Rejected Signals
1.31	5.5
Ninja Score: 68

startup_candle_count : 240
Recursive Analysis found no issues while using 240 startup_candle_count

stoploss: -0.15
timeframe: 5m
hash(sha256): 3811a04166a0566cf6ec47ac9a394b45e12a58dab6065548571208a1585ab6c9
indicators:
cti close exit_long exit_tag rsi_slow
fastk rsi fastk_sell sma_15 rsi_fast

No similar strategies found. (based on used indicators)

last change: 2025-06-01 23:18:34