PandasPivots

Strategy: PandasPivots
Downloaded: 20221107
Stoploss: -1

Backtests
Info
Recursive Analysis

Comment

Strategy	Buys	Avg Prof%	Cum Prof%	Tot Prof%	Tot Profit%	Avg Duration	Win	Draw	Loss	Win%	DD Stake	DD%	Time	Stake	Exchange	Stoploss	Sharpe	Sortino	Calmar	Month
PandasPivots	208	0.53	110.54	325.461	16.27	15:14:00	119	83	6	57.2	116.711	4.78	190.2	USDT	binance	42.983	42.983	22.8628	232.339	202202
PandasPivots	208	-0.66	-137.87	-405.806	-20.29	16:43:00	122	72	14	58.7	629.759	28.32	381.5	USDT	binance	-8.83498	-8.83498	-2.67098	-44.1595	202203
PandasPivots	56	-3.85	-215.58	-643.676	-32.18	3 days, 0:03:00	32	10	14	57.1	721.076	34.71	447.2	USDT	binance	-10.5017	-10.5017	-6.53937	-59.0475	202204
PandasPivots	100	-0.66	-65.73	-198.112	-9.91	1 day, 13:27:00	75	13	12	75	446.009	19.84	425.1	USDT	binance	-6.10406	-6.10406	-2.82232	-30.768	202205
PandasPivots	185	-0.02	-4.06	-13.268	-0.66	18:45:00	124	34	27	67	382.169	16.13	395.7	USDT	binance	-0.583404	-0.583404	-0.247808	-2.61873	202206
PandasPivots	242	0.07	18.04	52.155	2.61	12:26:00	175	36	31	72.3	359.036	14.89	329.5	USDT	binance	1.72236	1.72236	0.645656	10.793	202207
PandasPivots	167	0.08	12.87	36.6584	1.83	20:03:00	127	22	18	76	282.853	12.19	367.3	USDT	binance	2.12162	2.12162	0.835134	9.26324	202208
PandasPivots	272	0.31	84.65	253.937	12.7	13:42:00	201	39	32	73.9	133.633	5.6	228.6	USDT	binance	5.22	5.22	6.81	126.59	202209
PandasPivots	170	0.06	10.62	31.8501	1.59	1 day, 0:07:00	118	32	20	69.4	171.419	7.78	254.3	USDT	binance	0.63	0.63	0.68	2.13	202210
PandasPivots	235	-0.08	-18.85	-56.6446	-2.83	16:31:00	158	47	30	67.2	450.388	18.82	258.9	USDT	binance	-0.01	-0.01	-0.01	-1.83	202211
PandasPivots	213	-0.18	-39.19	-117.611	-5.88	18:54:00	143	40	30	67.1	378.634	16.75	268.7	USDT	binance	-0.81	-0.81	-0.84	-2.78	202212
PandasPivots	76	-3.56	-270.47	-811.242	-40.56	2 days, 8:51:00	47	13	16	61.8	893.392	42.91	261.6	USDT	binance	-2.62	-2.62	-2.63	-1.21	202301
PandasPivots	285	0.36	102.32	305.272	15.26	12:01:00	184	49	52	64.6	136.273	5.58	373	USDT	binance	46.49	46.49	25.49	186.59	202302
PandasPivots	175	0.03	5.97	17.2692	0.86	22:55:00	109	32	34	62.3	227.511	10.14	442.3	USDT	binance	1.28	1.28	0.64	5.25	202303
PandasPivots	240	0.1	24.83	73.6581	3.68	15:42:00	165	37	38	68.8	256.441	11.01	410.5	USDT	binance	5.53	5.53	2.44	21.31	202304
PandasPivots	167	-0.17	-27.74	-83.3048	-4.17	1 day, 0:05:00	105	34	28	62.9	205.803	9.7	441.8	USDT	binance	-6.46	-6.46	-2.89	-27.36	202305
PandasPivots	166	-0.11	-18.53	-52.043	-2.6	23:19:00	117	23	26	70.5	306.293	13.59	423.5	USDT	binance	-3.22	-3.22	-1.5	-12.2	202306
PandasPivots	237	0.25	58.35	173.358	8.67	16:21:00	154	49	34	65	155.169	6.66	344.5	USDT	binance	17.67	17.67	7.71	80.16	202307
PandasPivots	177	-0.47	-82.84	-247.684	-12.38	23:00:00	120	30	27	67.8	386.052	18.05	367.3	USDT	binance	-11.88	-11.88	-5.12	-43.68	202308
PandasPivots	255	0.18	45.78	137.104	10.55	9:18:00	170	53	32	66.7	129.501	8.27	222.3	USDT	binance	16.04	16.04	6.32	84.05	202309
PandasPivots	109	-0.4	-43.4	-130.175	-10.01	1 day, 0:11:00	60	32	17	55	227.712	16.29	298.4	USDT	binance	-6.66	-6.66	-2.94	-37.87	202310
PandasPivots	163	-0.21	-34.34	-104.662	-8.05	12:58:00	115	27	21	70.6	272.55	19.1	248	USDT	binance	-3.02	-3.02	-1.15	-26.84	202311
PandasPivots	125	-0.82	-101.96	-300.408	-23.11	19:43:00	79	27	19	63.2	507.338	33.67	292.8	USDT	binance	-6.28	-6.28	-2.63	-42.3	202312
PandasPivots	141	-0.03	-4.08	-14.376	-0.72	1 day, 5:55:00	96	27	18	68.1	261.436	11.63	505.3	USDT	binance	-0.78	-0.78	-0.33	-3.81	202401
PandasPivots	220	-0.2	-42.91	-131.419	-6.57	17:05:00	157	34	29	71.4	375.056	16.72	325.4	USDT	binance	-7.22	-7.22	-2.89	-25.9	202402
PandasPivots	357	0.5	176.81	523.883	26.19	9:52:00	259	56	42	72.5	157.716	5.88	85.5	USDT	binance	47.54	47.54	18.17	274.48	202403
PandasPivots	131	-0.97	-126.91	-386.014	-19.3	1 day, 6:42:00	76	30	25	58	557.526	25.67	95.6	USDT	binance	-12.07	-12.07	-5.99	-47.87	202404
PandasPivots	278	0.23	62.99	202.654	10.13	13:52:00	183	54	41	65.8	151.689	6.44	92.2	USDT	binance	21.54	21.54	9.31	96.92	202405
PandasPivots	188	-0.15	-28.4	-88.8671	-4.44	20:53:00	131	27	30	69.7	305.458	13.78	92	USDT	binance	-4.78	-4.78	-2.06	-20.53	202406
PandasPivots	153	-0.11	-17.44	-53.4366	-2.67	1 day, 3:24:00	101	20	32	66	223.169	10.29	98	USDT	binance	-3.45	-3.45	-1.72	-16.01	202407
PandasPivots	159	0.15	24.08	70.025	3.5	1 day, 1:41:00	111	24	24	69.8	214.949	9.41	95.2	USDT	binance	5.13	5.13	2.36	23.7	202408
PandasPivots	235	-0.01	-1.75	-7.42207	-0.37	15:30:00	150	44	41	63.8	257.597	11.45	88.9	USDT	binance	-0.58	-0.58	-0.26	-2.14	202409
PandasPivots	206	-0.39	-80.58	-242.74	-12.14	18:00:00	138	35	33	67	396.257	18.4	86.7	USDT	binance	-7.07	-7.07	-2.94	-40.65	202410

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
181	0	-1.6	66	12	269.6
Sharpe	Sortino	Calmar
-1.9	-0.7	-8


Prof.Factor	Expectancy	Cagr
0.89	-0.1	-0.1
Trades/Day	Rejected Signals
6.36	1218
Ninja Score: 24

startup_candle_count : 40
minima: -49.892%
maxima: 49.448%
rsi: 9.672%
rsi_maxima: 30.824%
rsi_minima: -19.940%
mfi_maxima: 24.351%
mfi_minima: -16.178%

stoploss: -1
timeframe: 5m
hash(sha256): aead755be14ffce875ba2d2d87badfe215d0a4426a8f1423a797ccf8e2f18536
indicators:
upper maxima0 volume_ma mfi_maxima rsi_minima
asks natr minima low0 close
high0 bb_lowerband mfi ema5 volume_oscillator
maxima volume rolling_max check_maximadataframecheck_maxima check_maxima
best_ask rsi_maxima0 rsi_minima0 bids high
mid rolling_min rsi_maxima minima0 ema3
best_bid check_minimadataframecheck_minima sma5 lower check_minima
bb_middleband rsi mfi_minima0 bb_upperband mfi_minima
sma3 low mfi_maxima0

Similar Strategies: (based on used indicators)

Strategy: knifecatcher, Similarity Score: 84.09%

last change: 2024-11-02 01:06:27