SMAOffsetProtectOptV2

Strategy: SMAOffsetProtectOptV2
Downloaded: 20220307
Stoploss: -0.5

Private 5m Spot v2 Unbiased Recursive Analysis

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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
SMAOffsetProtectOptV2	23	0.67	15.41	46.288	4.63	1:07:00	21	2	91.3	32.37	3	34.6	USDT	binance	1.79	1.79	2.33	12.13	202201
SMAOffsetProtectOptV2	17	1.02	17.27	51.847	5.18	1:21:00	16	1	94.1	2.65	0.25	168.9	USDT	binance	5.75	5.75	62.65	430.26	202202
SMAOffsetProtectOptV2	50	0.93	46.61	139.974	14	1:14:00	44	6	88	13.43	1.17	187.5	USDT	binance	11.4	11.4	81.62	1030.2	202203
SMAOffsetProtectOptV2	21	1.23	25.88	77.727	7.77	0:48:00	21	0	100	0	0	34.2	USDT	binance	10.25	10.25	0	0	202204
SMAOffsetProtectOptV2	77	-0.45	-34.48	-103.539	-10.35	0:57:00	62	15	80.5	213.331	20.51	35.9	USDT	binance	-2.1	-2.1	-2.2	-4.26	202205
SMAOffsetProtectOptV2	72	0.44	31.94	95.91	9.59	0:59:00	65	7	90.3	63.212	5.84	35.4	USDT	binance	2.36	2.36	4.79	33.22	202206
SMAOffsetProtectOptV2	37	0.29	10.83	32.5148	3.25	1:42:00	28	9	75.7	20.104	2	30.6	USDT	binance	2.62	2.62	5.47	29.1	202207
SMAOffsetProtectOptV2	13	0.15	1.97	5.92229	0.59	1:43:00	10	3	76.9	22.688	2.25	31.6	USDT	binance	0.22	0.22	0.31	1.36	202208
SMAOffsetProtectOptV2	14	-0.59	-8.28	-24.8572	-2.49	2:51:00	10	4	71.4	52.26	5.24	31.1	USDT	binance	-2.95	-2.95	-3.15	-9.63	202209
SMAOffsetProtectOptV2	19	0.32	6.17	18.5387	1.85	2:17:00	13	6	68.4	11.402	1.11	35.5	USDT	binance	1.51	1.51	4.38	27.69	202210
SMAOffsetProtectOptV2	120	0.15	17.72	53.2132	5.32	1:22:00	101	19	84.2	94.065	9.1	42.7	USDT	binance	1.14	1.14	1.68	7.72	202211
SMAOffsetProtectOptV2	4	1.12	4.49	13.4752	1.35	1:22:00	4	0	100	0	0	34.6	USDT	binance	9.99	9.99	0	0	202212
SMAOffsetProtectOptV2	29	0.08	2.46	7.38704	0.74	1:49:00	23	6	79.3	33.453	3.3	43.6	USDT	binance	0.79	0.79	1.07	7.26	202301
SMAOffsetProtectOptV2	29	-0.52	-15.12	-45.4065	-3.49	2:17:00	21	8	72.4	58.433	4.47	36.3	USDT	binance	-2.94	-2.94	-2.63	-53.34	202302
SMAOffsetProtectOptV2	20	0.47	9.45	28.3624	2.18	1:59:00	17	3	85	18.604	1.39	37.9	USDT	binance	2.79	2.79	3.26	97.07	202303
SMAOffsetProtectOptV2	18	-0.11	-2.06	-6.20019	-0.48	1:57:00	13	5	72.2	32.914	2.5	37	USDT	binance	-0.46	-0.46	-0.39	-12.15	202304
SMAOffsetProtectOptV2	8	1.3	10.39	31.1969	2.4	1:01:00	8	0	100	0	0	37.1	USDT	binance	48589.4	48589.4	0	0	202305
SMAOffsetProtectOptV2	20	0.46	9.22	27.6763	2.13	1:10:00	17	3	85	22.632	1.71	32.1	USDT	binance	2.8	2.8	1.91	79.28	202306
SMAOffsetProtectOptV2	19	-1.02	-19.47	-58.4566	-4.5	2:51:00	16	3	84.2	96.758	7.29	23.1	USDT	binance	-2.11	-2.11	-1.53	-39.26	202307
SMAOffsetProtectOptV2	12	-0.86	-10.34	-31.0666	-2.39	2:42:00	9	3	75	54.299	4.13	22.7	USDT	binance	-1.39	-1.39	-1.14	-36.87	202308
SMAOffsetProtectOptV2	37	-0.19	-6.94	-20.8328	-1.6	1:59:00	32	5	86.5	100.375	7.3	24.5	USDT	binance	-0.93	-0.93	-0.53	-14.46	202309
SMAOffsetProtectOptV2	17	-0.6	-10.25	-30.7837	-2.37	3:34:00	13	4	76.5	74.405	5.66	25.5	USDT	binance	-1.72	-1.72	-1.69	-26.66	202310
SMAOffsetProtectOptV2	110	0.84	92.37	277.369	21.34	0:54:00	100	10	90.9	43.602	3.26	29.7	USDT	binance	41.29	41.29	27.57	431.54	202311
SMAOffsetProtectOptV2	132	0.44	57.77	173.479	13.34	1:01:00	119	13	90.2	58.388	3.85	33	USDT	binance	11.86	11.86	6.47	220.99	202312
SMAOffsetProtectOptV2	37	1.01	37.21	111.711	8.59	0:31:00	33	4	89.2	8.901	0.66	26.1	USDT	binance	27.42	27.42	21.13	834.24	202401
SMAOffsetProtectOptV2	46	0.08	3.5	10.5067	0.81	2:04:00	36	10	78.3	38.439	2.94	27.6	USDT	binance	0.91	0.91	0.89	18.13	202402
SMAOffsetProtectOptV2	86	0.41	35.36	106.104	8.16	1:38:00	71	15	82.6	29.701	2.07	21.3	USDT	binance	10.6	10.6	9.04	251.27	202403
SMAOffsetProtectOptV2	43	0.47	20.15	60.5045	4.65	0:58:00	37	6	86	53.296	4.09	17.9	USDT	binance	4.43	4.43	2.24	75.01	202404
SMAOffsetProtectOptV2	113	0.47	53.16	159.647	15.96	0:59:00	98	15	86.7	136.874	10.87	39.1	BUSD	binance	3.29	3.29	4.42	49.02	202201
SMAOffsetProtectOptV2	112	0.44	49.54	148.772	14.88	1:13:00	97	15	86.6	37.868	3.54	39.7	BUSD	binance	4.29	4.29	8.18	148.85	202202
SMAOffsetProtectOptV2	127	0.34	43.81	131.563	13.16	1:42:00	100	27	78.7	37.949	3.71	59.1	BUSD	binance	5.11	5.11	8.67	136.97	202203
SMAOffsetProtectOptV2	52	-0.67	-34.78	-104.449	-10.44	2:11:00	39	13	75	131.246	12.83	38.1	BUSD	binance	-1.46	-1.46	-1.6	-4.56	202204
SMAOffsetProtectOptV2	289	0.55	160.18	481.025	48.1	0:39:00	261	28	90.3	256.083	24.42	44.7	BUSD	binance	4.11	4.11	6.92	460.35	202205
SMAOffsetProtectOptV2	89	0.18	15.62	46.919	4.69	1:26:00	75	14	84.3	125.311	11.14	39.1	BUSD	binance	1.37	1.37	2.02	6.53	202206
SMAOffsetProtectOptV2	71	0.84	59.68	179.213	17.92	0:55:00	65	6	91.5	24.56	2.21	31.7	BUSD	binance	7.23	7.23	17.19	353.04	202207
SMAOffsetProtectOptV2	31	0.8	24.73	74.2596	7.43	1:04:00	27	4	87.1	13.322	1.32	32.8	BUSD	binance	5.43	5.43	11.46	89.14	202208
SMAOffsetProtectOptV2	90	0.11	10.27	30.8484	3.08	1:38:00	74	16	82.2	149.978	12.7	36.5	BUSD	binance	0.68	0.68	0.89	2.59	202209
SMAOffsetProtectOptV2	26	1.17	30.33	91.0697	9.11	0:31:00	25	1	96.2	3.551	0.32	33.4	BUSD	binance	8.16	8.16	0	0	202210
SMAOffsetProtectOptV2	163	0.6	97.07	291.501	29.15	0:53:00	144	19	88.3	62.305	6.13	42.2	BUSD	binance	6.7	6.7	19.55	418.57	202211
SMAOffsetProtectOptV2	52	0.82	42.71	128.25	12.83	0:54:00	47	5	90.4	20.5	1.94	39.7	BUSD	binance	5.79	5.79	28.52	162.28	202212
SMAOffsetProtectOptV2	69	0.73	50.51	151.67	15.17	0:57:00	61	8	88.4	57.128	4.73	39.4	BUSD	binance	6.35	6.35	23.27	361.56	202301
SMAOffsetProtectOptV2	73	0.23	16.88	50.7393	3.9	1:27:00	59	14	80.8	52.44	3.74	45.3	BUSD	binance	4.55	4.55	3.69	71.26	202302
SMAOffsetProtectOptV2	27	0.93	25.16	75.4668	5.81	0:58:00	26	1	96.3	20.821	1.51	37.1	BUSD	binance	9.94	9.94	15.85	237.46	202303
SMAOffsetProtectOptV2	22	0.56	12.21	36.6547	2.82	1:32:00	20	2	90.9	19.893	1.49	38.3	BUSD	binance	4.15	4.15	6.22	124.53	202304
SMAOffsetProtectOptV2	16	0	-0.04	-0.133129	-0.01	1:39:00	11	5	68.8	25.085	1.89	37.9	BUSD	binance	-0.01	-0.01	-0.01	-0.33	202305
SMAOffsetProtectOptV2	17	0.74	12.62	37.8934	2.91	1:18:00	16	1	94.1	22.295	1.68	32.2	BUSD	binance	3.91	3.91	18.2	110.67	202306
SMAOffsetProtectOptV2	16	1.19	19.02	57.1227	4.39	0:55:00	16	0	100	0	0	21.1	BUSD	binance	36.7	36.7	0	0	202307
SMAOffsetProtectOptV2	28	0.65	18.24	54.7629	4.21	0:59:00	24	4	85.7	22.857	1.69	21.2	BUSD	binance	6.66	6.66	4.01	158.59	202308
SMAOffsetProtectOptV2	59	0.36	21.17	63.5503	4.89	1:08:00	54	5	91.5	64.597	4.71	23.6	BUSD	binance	3.54	3.54	1.65	66.16	202309
SMAOffsetProtectOptV2	16	0.77	12.29	36.8985	2.84	1:38:00	14	2	87.5	9.321	0.7	20.1	BUSD	binance	5.28	5.28	96.12	250.44	202310
SMAOffsetProtectOptV2	36	1.1	39.59	118.864	9.14	0:29:00	34	2	94.4	7.396	0.52	18.4	BUSD	binance	31.75	31.75	144.21	1155.2	202311
SMAOffsetProtectOptV2	165	0.55	90.59	272.051	27.21	1:30:00	139	26	84.2	48.062	4.43	49	USDT	kucoin	7.19	7.19	18.5	627.7	202201
SMAOffsetProtectOptV2	147	0.24	35.11	105.446	10.54	1:25:00	126	21	85.7	138.487	11.13	47.9	USDT	kucoin	2.18	2.18	2.75	25.34	202202
SMAOffsetProtectOptV2	75	0.16	11.75	35.274	3.53	1:49:00	60	15	80	45.277	4.42	52.4	USDT	kucoin	0.48	0.48	0.57	2.83	202203
SMAOffsetProtectOptV2	92	0.42	38.33	115.117	11.51	1:22:00	82	10	89.1	88.291	7.99	41.4	USDT	kucoin	1.97	1.97	2.57	19.11	202204
SMAOffsetProtectOptV2	338	0.57	194.07	582.781	58.28	0:48:00	303	35	89.6	125.276	8.83	52.5	USDT	kucoin	5.15	5.15	12.55	3265.37	202205
SMAOffsetProtectOptV2	89	0.37	33.03	99.192	9.92	1:21:00	75	14	84.3	86.542	7.32	42.8	USDT	kucoin	2.61	2.61	3.9	23.84	202206
SMAOffsetProtectOptV2	74	0.15	11.1	33.336	3.33	1:10:00	64	10	86.5	150.878	14.52	35.3	USDT	kucoin	0.75	0.75	0.83	2.9	202207
SMAOffsetProtectOptV2	23	0.72	16.49	49.5211	4.95	1:18:00	19	4	82.6	13.959	1.37	34.6	USDT	kucoin	6.7	6.7	12.76	78.95	202208
SMAOffsetProtectOptV2	27	-0.74	-19.89	-59.7442	-5.97	3:33:00	16	11	59.3	92.835	9.04	35.5	USDT	kucoin	-4.32	-4.32	-4.39	-7.82	202209
SMAOffsetProtectOptV2	24	0.49	11.82	35.4674	3.55	1:11:00	22	2	91.7	38.898	3.73	37.2	USDT	kucoin	2.01	2.01	2.44	12.78	202210
SMAOffsetProtectOptV2	73	0.4	29.56	88.7795	8.88	1:35:00	63	10	86.3	52.386	4.69	42.1	USDT	kucoin	2.95	2.95	6.8	72.46	202211
SMAOffsetProtectOptV2	31	0.07	2.04	6.13636	0.61	1:30:00	24	7	77.4	60.534	5.68	39.7	USDT	kucoin	0.5	0.5	0.71	2.37	202212
SMAOffsetProtectOptV2	102	0.71	72.45	217.582	21.76	1:14:00	89	13	87.3	18.372	1.67	46.9	USDT	kucoin	12.18	12.18	45.64	1094.83	202301
SMAOffsetProtectOptV2	53	0.2	10.57	31.7476	2.44	1:32:00	44	9	83	42.27	3.19	37.7	USDT	kucoin	2.62	2.62	1.82	54.1	202302
SMAOffsetProtectOptV2	32	0.68	21.67	65.0698	5.01	1:23:00	28	4	87.5	30.045	2.25	36.8	USDT	kucoin	6.37	6.37	3.63	137.21	202303
SMAOffsetProtectOptV2	27	0.3	8.11	24.3486	1.87	1:41:00	22	5	81.5	33.769	2.51	36.4	USDT	kucoin	2.03	2.03	1.39	49.19	202304
SMAOffsetProtectOptV2	14	-1.67	-23.39	-70.2469	-5.4	5:29:00	9	5	64.3	62.397	4.9	38.7	USDT	kucoin	-2.56	-2.56	-2.1	-67.97	202305
SMAOffsetProtectOptV2	32	0.77	24.49	73.5523	5.66	1:30:00	29	3	90.6	11.066	0.81	36.8	USDT	kucoin	13.38	13.38	10.92	442.49	202306
SMAOffsetProtectOptV2	13	0.38	4.97	14.918	1.15	2:40:00	10	3	76.9	12.375	0.93	19.4	USDT	kucoin	1.83	1.83	1.89	75.85	202307
SMAOffsetProtectOptV2	18	-0.83	-15	-45.0343	-3.46	2:15:00	14	4	77.8	64.534	4.92	19	USDT	kucoin	-2.13	-2.13	-2.1	-44.84	202308
SMAOffsetProtectOptV2	51	-0.01	-0.69	-2.08484	-0.16	1:15:00	44	7	86.3	74.962	5.48	21.3	USDT	kucoin	-0.1	-0.1	-0.06	-1.87	202309
SMAOffsetProtectOptV2	25	0.14	3.44	10.3394	0.8	1:25:00	21	4	84	37.062	2.78	24.4	USDT	kucoin	0.69	0.69	0.5	17.61	202310
SMAOffsetProtectOptV2	105	0.86	90.27	271.083	20.85	1:13:00	95	10	90.5	31.72	2.09	31.2	USDT	kucoin	37.49	37.49	18.48	633.96	202311
SMAOffsetProtectOptV2	124	0.51	62.77	188.501	14.5	1:14:00	105	19	84.7	45.228	3.41	33.9	USDT	kucoin	18.06	18.06	11.68	262.37	202312
SMAOffsetProtectOptV2	56	0.28	15.73	47.2513	3.63	1:34:00	49	7	87.5	96.022	7.31	32.8	USDT	kucoin	3.09	3.09	1.97	30.64	202401
SMAOffsetProtectOptV2	43	0.75	32.4	97.2866	7.48	1:17:00	38	5	88.4	23.589	1.66	23.9	USDT	kucoin	13.62	13.62	8.01	307.57	202402
SMAOffsetProtectOptV2	116	0.56	65.02	195.266	15.02	1:21:00	103	13	88.8	69.774	5.01	33.6	USDT	kucoin	16.66	16.66	8.63	191.09	202403
SMAOffsetProtectOptV2	8	-0.08	-0.63	-1.8966	-0.15	2:48:00	5	3	62.5	21.453	1.64	30.6	USDT	kucoin	-0.18	-0.18	-0.19	-5.68	202404
SMAOffsetProtectOptV2	68	0.4	26.99	0.00270215	3.38	1:06:00	59	9	86.8	0.00134675	1.67	37	BTC	binance	3.66	3.66	5.98	34.53	202201
SMAOffsetProtectOptV2	92	0.04	4.03	0.00040352	0.5	1:29:00	80	12	87	0.00311568	3.86	52.6	BTC	binance	-0.1	-0.1	-0.12	-0.6	202202
SMAOffsetProtectOptV2	39	0.56	21.72	0.00217458	2.72	1:54:00	31	8	79.5	0.00087164	1.05	58.5	BTC	binance	4.84	4.84	8.97	43	202203
SMAOffsetProtectOptV2	39	0	-0.06	-0.0000064	-0.01	2:17:00	32	7	82.1	0.00244625	2.97	37.1	BTC	binance	-0.2	-0.2	-0.27	-0.87	202204
SMAOffsetProtectOptV2	172	0.49	84.21	0.0084298	10.54	1:09:00	152	20	88.4	0.00287066	3.15	43.7	BTC	binance	4.66	4.66	8.83	43.21	202205
SMAOffsetProtectOptV2	97	0.72	69.64	0.00697113	8.71	1:07:00	83	14	85.6	0.00093846	1.15	39.3	BTC	binance	7.5	7.5	28.27	143.01	202206
SMAOffsetProtectOptV2	107	0.35	37.27	0.00373027	4.66	1:22:00	89	18	83.2	0.00202731	2.37	36.7	BTC	binance	3.41	3.41	5.36	29.01	202207
SMAOffsetProtectOptV2	46	0.53	24.56	0.0024583	3.07	1:15:00	40	6	87	0.00118379	1.48	35.7	BTC	binance	4.1	4.1	7.66	36.71	202208
SMAOffsetProtectOptV2	53	-0.38	-20.35	-0.00203674	-2.55	1:22:00	44	9	83	0.00484618	5.85	47	BTC	binance	-1.97	-1.97	-2.36	-7.85	202209
SMAOffsetProtectOptV2	22	0.74	16.34	0.00163568	2.04	1:12:00	20	2	90.9	0.0009417	1.16	34.7	BTC	binance	4.65	4.65	9.29	47.72	202210
SMAOffsetProtectOptV2	81	0.37	30.31	0.00303378	3.79	1:22:00	68	13	84	0.0021971	2.59	42.8	BTC	binance	3	3	3.99	18.14	202211
SMAOffsetProtectOptV2	38	-0.19	-7.15	-0.00071557	-0.89	1:40:00	30	8	78.9	0.00188453	2.33	39.5	BTC	binance	-2.16	-2.16	-2.66	-14.59	202212
SMAOffsetProtectOptV2	58	0.58	33.74	0.00337732	4.22	1:23:00	48	10	82.8	0.00104539	1.27	40.9	BTC	binance	6.68	6.68	11.59	46.78	202301
SMAOffsetProtectOptV2	37	-0.41	-15.12	-0.00151336	-1.68	2:39:00	27	10	73	0.0031411	3.46	39.6	BTC	binance	-2.89	-2.89	-2.24	-33.16	202302
SMAOffsetProtectOptV2	21	0	0.02	0.00000158	0	0:49:00	20	1	95.2	0.00240361	2.63	37.1	BTC	binance	0	0	-1.21	0.04	202303
SMAOffsetProtectOptV2	34	0.22	7.61	0.0007603	0.84	1:31:00	27	7	79.4	0.00185466	2	39.8	BTC	binance	1.74	1.74	1.13	27.79	202304
SMAOffsetProtectOptV2	21	-1.42	-29.75	-0.00297662	-3.31	2:11:00	16	5	76.2	0.00401003	4.41	40	BTC	binance	-2.16	-2.16	-1.28	-46.21	202305
SMAOffsetProtectOptV2	29	0.36	10.57	0.00105761	1.18	1:37:00	24	5	82.8	0.00151798	1.65	34.9	BTC	binance	2.86	2.86	2.42	45.27	202306
SMAOffsetProtectOptV2	29	0.19	5.6	0.00056088	0.62	1:44:00	25	4	86.2	0.00210864	2.29	23.6	BTC	binance	0.91	0.91	0.47	16.79	202307
SMAOffsetProtectOptV2	29	0.55	15.83	0.00158372	1.76	1:06:00	26	3	89.7	0.00121072	1.34	22.6	BTC	binance	3.6	3.6	2.17	83.67	202308
SMAOffsetProtectOptV2	58	0.1	5.63	0.00056382	0.63	1:23:00	46	12	79.3	0.00224247	2.42	25.7	BTC	binance	1.25	1.25	0.99	16.51	202309
SMAOffsetProtectOptV2	65	0.49	32.04	0.00320596	3.56	1:00:00	56	9	86.2	0.00258433	2.71	26.7	BTC	binance	5.62	5.62	2.58	80.93	202310
SMAOffsetProtectOptV2	58	0.63	36.71	0.00367401	4.08	1:26:00	49	9	84.5	0.0013182	1.46	28.8	BTC	binance	12.91	12.91	10.14	177.75	202311
SMAOffsetProtectOptV2	57	0.57	32.47	0.00324743	3.61	1:27:00	49	8	86	0.00125838	1.35	29.9	BTC	binance	11	11	10.44	170.74	202312
SMAOffsetProtectOptV2	58	-0.17	-9.83	-0.00098413	-1.09	1:08:00	49	9	84.5	0.0043701	4.75	30	BTC	binance	-1.05	-1.05	-0.51	-14.66	202401
SMAOffsetProtectOptV2	41	0.33	13.53	0.00135485	1.51	2:20:00	34	7	82.9	0.00162408	1.79	18.5	BTC	binance	3.25	3.25	2.37	57.33	202402
SMAOffsetProtectOptV2	97	0.5	48.66	0.00486945	5.41	1:38:00	87	10	89.7	0.00284659	3	21.2	BTC	binance	10.1	10.1	5.47	114.7	202403
SMAOffsetProtectOptV2	26	0.21	5.56	0.00055674	0.62	1:45:00	19	7	73.1	0.00196482	2.13	17.8	BTC	binance	0.89	0.89	0.62	19.16	202404

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
45	0.42	3.47	85.25	2.98	39.53
Sharpe	Sortino	Calmar
3.18	3.3	51.38


Prof.Factor	Expectancy	Cagr
0.3	0	0
Trades/Day	Rejected Signals
1.95	0.5
Ninja Score: 76

startup_candle_count : 30
Recursive Analysis found no issues while using 30 startup_candle_count

stoploss: -0.5
timeframe: 5m
hash(sha256): 0ce02df67f1d8e3b221fd21538901474827f274b22a09d8c4632e1ca2361f7b4
indicators:
rsi_buy ma_sell_val volume EWO ewo_high
low_offset close ewo_low rsi high_offset
base_nb_candles_sell base_nb_candles_buy ma_buy_val

No similar strategies found. (based on used indicators)

last change: 2024-05-02 08:42:16