SMAOffsetJK

Strategy: SMAOffsetJK
Downloaded: 20230316
Stoploss: -0.35

Backtests
Info
Recursive Analysis
Quantstats

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
SMAOffsetJK	85	0.55	46.36	139.198	10.71	2:03:00	53	1	31	62.4	38.795	2.9	48.6	USDT	binance	10.98	10.98	18.47	227.35	202203
SMAOffsetJK	93	0.25	23.25	69.6681	5.36	2:07:00	61	7	25	65.6	43.482	3.19	50.9	USDT	binance	5.63	5.63	5.51	107.01	202204
SMAOffsetJK	187	0.29	55.11	165.426	12.73	1:39:00	121	2	64	64.7	156.706	11.76	78	USDT	binance	9.54	9.54	9.88	66.71	202205
SMAOffsetJK	167	0.2	33.79	101.436	7.8	2:04:00	94	14	59	56.3	114.494	8.75	64.9	USDT	binance	8.12	8.12	9.44	56.76	202206
SMAOffsetJK	84	0.55	46.61	139.918	10.76	1:53:00	54	3	27	64.3	48.862	3.37	48.4	USDT	binance	13.94	13.94	18.26	196.84	202207
SMAOffsetJK	43	-0.19	-7.97	-23.9634	-1.84	2:31:00	21	3	19	48.8	58.94	4.42	45.6	USDT	binance	-2.28	-2.28	-3.13	-25.73	202208
SMAOffsetJK	39	-0.38	-14.9	-44.7402	-3.44	2:45:00	17	5	17	43.6	54.615	4.18	46.3	USDT	binance	-3.97	-3.97	-4.12	-52.42	202209
SMAOffsetJK	34	0.4	13.57	40.7431	3.13	1:55:00	19	6	9	55.9	41.214	3.01	41.5	USDT	binance	3.39	3.39	3.65	64.08	202210
SMAOffsetJK	137	-0.04	-5.44	-16.3239	-1.26	2:00:00	79	6	52	57.7	164.683	11.95	65.3	USDT	binance	-0.81	-0.81	-0.73	-6.69	202211
SMAOffsetJK	44	0.56	24.79	74.4185	5.72	2:18:00	30	1	13	68.2	24.899	1.9	45.5	USDT	binance	7.48	7.48	9.47	186.08	202212
SMAOffsetJK	61	0.97	59.3	178.014	13.69	1:40:00	43	2	16	70.5	41.089	2.72	46.2	USDT	binance	14.75	14.75	20.05	310.11	202301
SMAOffsetJK	57	-0.37	-20.92	-62.848	-4.83	2:33:00	28	5	24	49.1	116.214	8.99	47.3	USDT	binance	-4.24	-4.24	-4.15	-36.68	202302
SMAOffsetJK	44	-0.52	-22.79	-68.4326	-5.26	2:19:00	22	3	19	50	98.543	7.58	48.8	USDT	binance	-5.11	-5.11	-7.07	-42.8	202303
SMAOffsetJK	25	-1.05	-26.15	-78.5337	-6.04	2:31:00	12	1	12	48	91.163	6.97	46.9	USDT	binance	-5.73	-5.73	-6.32	-55.22	202304
SMAOffsetJK	14	1.59	22.31	66.9581	5.15	2:02:00	11	0	3	78.6	5.403	0.4	42.9	USDT	binance	7.12	7.12	20.46	803.26	202305
SMAOffsetJK	35	-1.49	-52.02	-156.143	-12.01	2:38:00	18	2	15	51.4	203.789	15.93	43.9	USDT	binance	-6.35	-6.35	-6.88	-48.03	202306
SMAOffsetJK	20	-0.94	-18.79	-56.4018	-4.34	2:32:00	9	4	7	45	59.626	4.58	23.5	USDT	binance	-2.92	-2.92	-2.61	-60.36	202307
SMAOffsetJK	43	0.75	32.33	97.0562	7.47	1:49:00	28	1	14	65.1	30.967	2.34	27.3	USDT	binance	8.22	8.22	13.69	196.7	202308
SMAOffsetJK	42	-0.12	-4.91	-14.751	-1.13	1:35:00	32	0	10	76.2	107.013	7.78	25.9	USDT	binance	-0.65	-0.65	-0.52	-9.61	202309
SMAOffsetJK	26	0.74	19.18	57.581	4.43	1:55:00	21	1	4	80.8	38.663	2.91	26.4	USDT	binance	3.86	3.86	2.4	93.87	202310
SMAOffsetJK	125	0.88	110.2	330.84	25.45	1:33:00	90	5	30	72	68.003	4.47	41.2	USDT	binance	22.18	22.18	17.17	374.69	202311
SMAOffsetJK	175	1.04	181.24	544.152	41.86	1:28:00	128	8	39	73.1	61.834	4.5	43.9	USDT	binance	37.18	37.18	30.68	592.27	202312
SMAOffsetJK	67	-0.18	-12.02	-36.0518	-2.77	1:59:00	42	4	21	62.7	127.102	9.42	36.9	USDT	binance	-1.95	-1.95	-1.95	-18.76	202401
SMAOffsetJK	65	0.78	50.61	151.91	11.69	1:39:00	43	0	22	66.2	47.613	3.64	26.9	USDT	binance	12.78	12.78	14.86	211.78	202402
SMAOffsetJK	118	0.7	82.61	247.993	19.08	1:39:00	81	4	33	68.6	84.259	6.28	25.5	USDT	binance	18.47	18.47	19.29	193.53	202403
SMAOffsetJK	87	0.53	45.92	137.853	13.79	1:45:00	57	3	27	65.5	115.443	9.92	25	USDT	binance	7.14	7.14	6.56	91.52	202404
SMAOffsetJK	163	0.45	73.49	220.641	16.97	1:51:00	107	3	53	65.6	83.971	6.24	58.1	BUSD	binance	15.67	15.67	14.69	167.61	202203
SMAOffsetJK	167	0.77	128.13	384.162	29.55	1:47:00	118	6	43	70.7	95.377	5.39	58.8	BUSD	binance	26.73	26.73	22.26	349.01	202204
SMAOffsetJK	198	0.12	24.36	73.0833	5.62	1:50:00	129	4	65	65.2	229.415	16.8	83.7	BUSD	binance	4.27	4.27	4.81	20.62	202205
SMAOffsetJK	148	-0.14	-20.01	-60.1221	-4.62	2:12:00	79	7	62	53.4	196.221	14.11	63.5	BUSD	binance	-4.55	-4.55	-5.66	-20.87	202206
SMAOffsetJK	90	0.55	49.27	147.899	11.38	1:48:00	55	4	31	61.1	31.483	2.34	48.1	BUSD	binance	14.03	14.03	20.82	299.25	202207
SMAOffsetJK	89	0.02	1.8	5.4409	0.42	2:11:00	53	1	35	59.6	82.232	6.28	51.4	BUSD	binance	0.3	0.3	0.26	4.11	202208
SMAOffsetJK	102	0.32	32.78	98.4014	7.57	1:49:00	64	4	34	62.7	101.013	6.81	49.7	BUSD	binance	5.8	5.8	5.38	70.76	202209
SMAOffsetJK	44	0.62	27.5	82.5534	6.35	1:55:00	31	5	8	70.5	38.898	2.91	42.6	BUSD	binance	6.64	6.64	5.68	134.39	202210
SMAOffsetJK	206	0.72	148.33	445.364	34.26	1:31:00	140	4	62	68	124.247	9.11	67.4	BUSD	binance	28.96	28.96	32.75	239.45	202211
SMAOffsetJK	74	0.72	53.31	160.083	12.31	1:55:00	52	1	21	70.3	28.645	2.19	47.6	BUSD	binance	13.61	13.61	18.53	347.24	202212
SMAOffsetJK	85	0.79	67.29	202.01	15.54	1:44:00	58	4	23	68.2	79.869	5.09	49.7	BUSD	binance	13.93	13.93	15.2	188.12	202301
SMAOffsetJK	108	0.42	45.7	137.142	10.55	1:59:00	65	9	34	60.2	58.773	4.4	51.7	BUSD	binance	10.04	10.04	12.42	163.76	202302
SMAOffsetJK	68	0.14	9.33	27.9364	2.15	1:57:00	44	3	21	64.7	64.206	4.88	50.2	BUSD	binance	2	2	2.16	27.12	202303
SMAOffsetJK	41	0.33	13.61	40.925	3.15	2:06:00	26	1	14	63.4	41.314	3.02	47.3	BUSD	binance	3.86	3.86	4.59	66.42	202304
SMAOffsetJK	30	-0.79	-23.58	-70.8205	-5.45	2:12:00	19	0	11	63.3	105.059	7.89	44.4	BUSD	binance	-2.16	-2.16	-1.54	-42.56	202305
SMAOffsetJK	40	-1.58	-63.38	-190.276	-14.64	2:25:00	22	2	16	55	185.02	14.29	44.2	BUSD	binance	-5.68	-5.68	-4.79	-65.23	202306
SMAOffsetJK	21	0.18	3.74	11.2483	0.87	2:13:00	12	2	7	57.1	35.755	2.68	23.1	BUSD	binance	1.04	1.04	2.12	19.92	202307
SMAOffsetJK	54	1.34	72.53	217.758	16.75	1:30:00	44	1	9	81.5	28.88	2.06	28.6	BUSD	binance	21.4	21.4	29.56	519.02	202308
SMAOffsetJK	68	0.76	51.48	154.566	11.89	1:26:00	50	0	18	73.5	63.429	4.64	26.2	BUSD	binance	8.78	8.78	6.6	163.05	202309
SMAOffsetJK	22	0.2	4.46	13.4034	1.03	2:01:00	14	1	7	63.6	27.314	2.04	20.7	BUSD	binance	1.17	1.17	1.24	31.12	202310
SMAOffsetJK	56	0.93	51.92	155.779	11.98	1:35:00	42	2	12	75	66.583	4.42	22.7	BUSD	binance	11.5	11.5	9.13	178.55	202311
SMAOffsetJK	144	1.01	145.96	438.325	33.72	1:45:00	100	4	40	69.4	43.47	3.22	54.7	USDT	kucoin	33.53	33.53	36.94	645.97	202203
SMAOffsetJK	166	0.63	104.18	312.859	24.07	1:55:00	111	9	46	66.9	73.857	4.52	58.3	USDT	kucoin	22.98	22.98	24.83	339.35	202204
SMAOffsetJK	288	0.64	185.05	555.709	42.75	1:32:00	198	5	85	68.8	177.204	10.13	100.3	USDT	kucoin	26.94	26.94	21.17	259.94	202205
SMAOffsetJK	184	0.42	77.22	231.895	17.84	2:02:00	112	8	64	60.9	93.081	6.51	66.2	USDT	kucoin	16.28	16.28	21.51	174.37	202206
SMAOffsetJK	148	0.53	78.29	235.095	18.08	1:36:00	106	3	39	71.6	272	21.01	54	USDT	kucoin	7.91	7.91	4.64	53.05	202207
SMAOffsetJK	88	0.13	11.5	34.5348	2.66	2:22:00	47	4	37	53.4	50.568	3.71	52.2	USDT	kucoin	2.97	2.97	4.18	44.08	202208
SMAOffsetJK	58	0.34	19.55	58.7026	4.52	2:21:00	33	2	23	56.9	51.009	3.74	47.8	USDT	kucoin	5.48	5.48	7.69	76.87	202209
SMAOffsetJK	42	0.59	24.98	75.0124	5.77	1:54:00	28	2	12	66.7	49.857	3.75	43	USDT	kucoin	4.87	4.87	3.76	94.91	202210
SMAOffsetJK	147	0.33	48.61	145.975	11.23	2:05:00	87	7	53	59.2	132.655	9.7	66.5	USDT	kucoin	9.45	9.45	11.42	73.7	202211
SMAOffsetJK	77	0.44	34.15	102.547	7.89	2:06:00	50	3	24	64.9	87.071	5.93	48.5	USDT	kucoin	6.64	6.64	6.37	82	202212
SMAOffsetJK	109	1.2	130.32	391.359	30.1	1:41:00	83	4	22	76.1	45.946	2.67	52.1	USDT	kucoin	28.8	28.8	24.64	694.44	202301
SMAOffsetJK	131	0.63	82.17	246.766	18.98	1:56:00	83	11	37	63.4	56.93	3.86	53.8	USDT	kucoin	20.69	20.69	23.83	335.13	202302
SMAOffsetJK	78	0.28	21.48	64.4969	4.96	1:52:00	50	6	22	64.1	63.58	4.81	49.2	USDT	kucoin	4.28	4.28	4.79	63.56	202303
SMAOffsetJK	55	0.37	20.26	60.8557	4.68	2:10:00	34	1	20	61.8	66.543	4.79	46.4	USDT	kucoin	5.13	5.13	7.02	62.27	202304
SMAOffsetJK	51	1.38	70.53	211.808	16.29	1:49:00	42	1	8	82.4	65.92	4.95	44.1	USDT	kucoin	12.56	12.56	8.77	202.92	202305
SMAOffsetJK	49	-0.47	-23.12	-69.4221	-5.34	2:17:00	29	2	18	59.2	160.639	12.1	42.3	USDT	kucoin	-3	-3	-2.46	-28.1	202306
SMAOffsetJK	39	0.25	9.74	29.2529	2.25	2:03:00	23	5	11	59	46.401	3.39	22.7	USDT	kucoin	2.84	2.84	4.39	40.92	202307
SMAOffsetJK	53	0.35	18.8	56.4588	4.34	1:46:00	36	1	16	67.9	58.357	4.4	24.1	USDT	kucoin	3.44	3.44	4.55	62.88	202308
SMAOffsetJK	64	0.79	50.4	151.357	11.64	1:30:00	45	2	17	70.3	55.145	3.91	25.7	USDT	kucoin	8.41	8.41	7.25	189.58	202309
SMAOffsetJK	49	0.06	2.96	8.88081	0.68	2:00:00	32	2	15	65.3	46.911	3.57	31.5	USDT	kucoin	0.5	0.5	0.49	11.79	202310
SMAOffsetJK	182	1.23	224.52	674.247	51.87	1:35:00	135	13	34	74.2	41.867	2.41	44	USDT	kucoin	56.74	56.74	59.36	1372.8	202311
SMAOffsetJK	190	1.07	203.28	610.457	46.96	1:33:00	142	4	44	74.7	42.267	2.38	44.7	USDT	kucoin	46.37	46.37	62.56	1214.36	202312
SMAOffsetJK	105	0.42	44.34	133.158	10.24	1:49:00	68	8	29	64.8	119.928	9.03	38.3	USDT	kucoin	8.68	8.68	8.91	69.89	202401
SMAOffsetJK	59	0.43	25.18	75.6016	5.82	2:04:00	37	4	18	62.7	100.906	7.6	25.9	USDT	kucoin	3.88	3.88	2.72	50.43	202402
SMAOffsetJK	214	0.76	162.14	486.894	37.45	1:37:00	151	7	56	70.6	94.867	5.21	43.1	USDT	kucoin	27.3	27.3	27.47	442.83	202403
SMAOffsetJK	69	0.15	10.08	30.2721	2.33	2:02:00	48	2	19	69.6	172.541	12.32	37.8	USDT	kucoin	1.9	1.9	1.6	12.03	202404
SMAOffsetJK	85	1.01	86.12	0.00861867	9.58	1:53:00	53	7	25	62.4	0.00077681	0.85	48.7	BTC	binance	23.47	23.47	28.89	695.69	202203
SMAOffsetJK	86	0.13	11.58	0.00115809	1.29	2:01:00	56	3	27	65.1	0.0023044	2.47	49.4	BTC	binance	2.44	2.44	2.45	33.24	202204
SMAOffsetJK	185	0.29	53.36	0.00534008	5.93	1:46:00	125	6	54	67.6	0.0113137	11.9	67.1	BTC	binance	7.07	7.07	5.32	30.72	202205
SMAOffsetJK	153	0.59	89.8	0.00898703	9.99	1:42:00	104	5	44	68	0.00233361	2.36	54.2	BTC	binance	19.65	19.65	19.63	268.95	202206
SMAOffsetJK	150	0.63	94.51	0.00945426	10.5	1:32:00	106	5	39	70.7	0.00214762	2.15	53.4	BTC	binance	15.91	15.91	15.18	301.65	202207
SMAOffsetJK	80	0.93	74.16	0.00741994	8.24	1:59:00	51	2	27	63.8	0.00093617	0.97	49.6	BTC	binance	17.92	17.92	23.49	525.13	202208
SMAOffsetJK	76	0.54	41.28	0.00413154	4.59	1:33:00	56	2	18	73.7	0.00323355	3.34	45.8	BTC	binance	6.24	6.24	4.78	87.64	202209
SMAOffsetJK	35	1.09	38.27	0.00382981	4.26	1:46:00	26	2	7	74.3	0.00047847	0.52	43.4	BTC	binance	13.31	13.31	16.76	503.28	202210
SMAOffsetJK	136	0.16	22.28	0.00223102	2.48	1:53:00	84	4	48	61.8	0.00468669	5.15	57	BTC	binance	4.02	4.02	4.46	30.66	202211
SMAOffsetJK	60	0.48	28.9	0.00289245	3.21	2:00:00	44	0	16	73.3	0.00144152	1.59	47.1	BTC	binance	6.48	6.48	6.83	124.65	202212
SMAOffsetJK	84	1.27	106.82	0.0106893	11.88	1:32:00	65	2	17	77.4	0.00143972	1.47	47.6	BTC	binance	28.42	28.42	27.68	499.5	202301
SMAOffsetJK	87	0.45	38.96	0.00389873	4.33	2:00:00	57	4	26	65.5	0.00153497	1.61	49.5	BTC	binance	8.99	8.99	9.04	183.77	202302
SMAOffsetJK	53	0.56	29.48	0.00294896	3.28	1:46:00	39	3	11	73.6	0.00331067	3.55	46.2	BTC	binance	3.64	3.64	2.07	56.81	202303
SMAOffsetJK	41	0.04	1.5	0.0001494	0.17	2:07:00	27	0	14	65.9	0.00162328	1.78	46	BTC	binance	0.31	0.31	0.37	5.95	202304
SMAOffsetJK	47	-1.22	-57.29	-0.00573368	-6.37	2:31:00	27	3	17	57.4	0.00736208	8.14	48.5	BTC	binance	-5.37	-5.37	-4.02	-48.26	202305
SMAOffsetJK	43	-0.22	-9.36	-0.00093621	-1.04	2:09:00	28	0	15	65.1	0.00494992	5.39	43.8	BTC	binance	-1.17	-1.17	-1	-12.28	202306
SMAOffsetJK	29	0.15	4.49	0.00045026	0.5	1:40:00	20	1	8	69	0.00203776	2.22	24.2	BTC	binance	0.61	0.61	0.47	13.88	202307
SMAOffsetJK	59	0.98	57.95	0.00579951	6.44	1:36:00	42	2	15	71.2	0.00187067	1.92	26.9	BTC	binance	11.97	11.97	11.71	214.26	202308
SMAOffsetJK	72	0.53	38	0.00380399	4.23	1:31:00	49	2	21	68.1	0.00255968	2.68	28.4	BTC	binance	5.96	5.96	5.31	100.5	202309
SMAOffsetJK	85	0.74	62.65	0.00626991	6.97	1:24:00	65	1	19	76.5	0.00474339	4.91	32	BTC	binance	7.32	7.32	4.71	87.52	202310
SMAOffsetJK	116	1.38	159.53	0.0159669	17.74	1:30:00	83	3	30	71.6	0.00097883	1.07	39.4	BTC	binance	36.88	36.88	47.28	1052.29	202311
SMAOffsetJK	74	1.44	106.86	0.0106943	11.88	1:31:00	58	2	14	78.4	0.00109903	1.08	33.3	BTC	binance	32.65	32.65	43.27	678.27	202312
SMAOffsetJK	82	0.91	74.3	0.00743548	8.26	1:27:00	57	3	22	69.5	0.00370246	3.94	34.8	BTC	binance	9.19	9.19	6.41	129.24	202401
SMAOffsetJK	82	1.34	109.83	0.0109936	12.22	1:38:00	59	1	22	72	0.00162556	1.59	24.9	BTC	binance	26.94	26.94	39.9	525.16	202402
SMAOffsetJK	131	1.08	141.87	0.0141976	15.78	1:36:00	93	3	35	71	0.00123766	1.3	22.9	BTC	binance	30.74	30.74	30.62	773.6	202403
SMAOffsetJK	67	0.88	58.64	0.00587113	6.52	1:39:00	50	1	16	74.6	0.00370812	4.03	22.9	BTC	binance	8.67	8.67	8.37	103.13	202404

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
74.25	0.45	7.43	66	4.07	49.92
Sharpe	Sortino	Calmar
7.5	6.7	104.63


Prof.Factor	Expectancy	Cagr
1.49	0.09	1.43
Trades/Day	Rejected Signals
2.97	378.25
Ninja Score: 76

startup_candle_count : 200
hma_50: 0.001%
ema_100: -0.026%
rsi_slow: 0.002%

stoploss: -0.35
timeframe: 5m
hash(sha256): 88499be123580add65a0a93f9ec694be47ce551398b03831fa2c214d721ada7c
indicators:
rsi_buy EWO ewo_high ewo_low high_offset_2
close ewo_high_2 sell_signal rsi_fast ma_sell_val
ma_buy_val volume low_offset retries high_offset
low_offset_2 base_nb_candles_buy buy_trigger_jk ma_offset_sell_jk ___retries
ma_offset_buy_jk base_nb_candles_sell high_offset_jk sell_trigger_jk hma_50
buy buy_tag sma_9 ema_100 base_nb_candles_buy_jk
base_nb_candles_sell_jk max_slippage rsi_slow rsi low
low_offset_jk

No similar strategies found. (based on used indicators)

last change: 2024-05-03 01:26:58