SMAOffsetX1

Strategy: SMAOffsetX1
Downloaded: 20230812
Stoploss: -0.06

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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
SMAOffsetX1	38	0.2	7.65	22.9597	1.77	4:29:00	22	9	7	57.9	88.407	6.47	42.3	USDT	binance	1.28	1.28	2.96	16.83	202208
SMAOffsetX1	19	-1.43	-27.14	-81.4654	-6.27	3:12:00	8	4	7	42.1	85.665	6.57	32.1	USDT	binance	-4.39	-4.39	-29.46	-60.76	202209
SMAOffsetX1	36	-0.84	-30.06	-90.2862	-6.95	2:46:00	20	4	12	55.6	109.817	8.38	34.1	USDT	binance	-4.79	-4.79	-908.46	-51.06	202210
SMAOffsetX1	233	0.04	9.1	27.2974	2.1	1:15:00	149	26	58	63.9	193.334	12.91	50.6	USDT	binance	1.3	1.3	2.34	10.36	202211
SMAOffsetX1	17	1.04	17.76	53.3288	4.1	2:46:00	12	4	1	70.6	18.556	1.42	32.1	USDT	binance	5.29	5.29	0	177.71	202212
SMAOffsetX1	100	0.53	53.36	160.209	12.32	2:02:00	67	20	13	67	85.353	6.45	41.1	USDT	binance	11.7	11.7	2806.87	117.83	202301
SMAOffsetX1	79	0.04	2.9	8.70071	0.67	2:23:00	48	15	16	60.8	134.385	9.8	37.7	USDT	binance	0.6	0.6	137.61	4.66	202302
SMAOffsetX1	66	0.18	12.16	36.4711	2.81	2:35:00	42	15	9	63.6	73.931	5.36	38.8	USDT	binance	2.77	2.77	212.67	32.28	202303
SMAOffsetX1	30	-0.78	-23.34	-70.0578	-5.39	2:12:00	15	6	9	50	103.358	7.8	34.7	USDT	binance	-4.06	-4.06	-1655.91	-44	202304
SMAOffsetX1	19	0.01	0.25	0.744163	0.06	2:41:00	11	4	4	57.9	36.173	2.71	31.8	USDT	binance	0.05	0.05	0.07	1.3	202305
SMAOffsetX1	47	0.29	13.62	40.8868	3.15	1:21:00	32	7	8	68.1	67.282	4.84	32.7	USDT	binance	2.73	2.73	29.24	41.39	202306
SMAOffsetX1	49	0.36	17.61	52.8827	4.07	1:49:00	30	11	8	61.2	46.255	3.41	34.5	USDT	binance	3.52	3.52	546.51	73.62	202307
SMAOffsetX1	32	0.1	3.08	9.24114	0.71	1:39:00	20	5	7	62.5	80.507	6.17	32.7	USDT	binance	0.55	0.55	47.97	7.1	202308
SMAOffsetX1	60	-0.11	-6.31	-18.9481	-1.46	1:30:00	38	9	13	63.3	103.35	7.52	33.4	USDT	binance	-1.15	-1.15	-3.69	-12.77	202309
SMAOffsetX1	43	-0.49	-21.28	-63.8797	-4.91	2:17:00	25	7	11	58.1	167.39	12.73	41.5	USDT	binance	-3.94	-3.94	-550.02	-24.59	202310
SMAOffsetX1	186	0.64	118.34	355.292	27.33	1:26:00	135	20	31	72.6	70.785	5.17	49	USDT	binance	23.64	23.64	200.7	348.29	202311
SMAOffsetX1	255	0.4	102.08	306.481	23.58	1:17:00	178	29	48	69.8	92.625	6.9	51.4	USDT	binance	19.47	19.47	70.02	217.62	202312
SMAOffsetX1	91	0.31	27.82	83.5908	6.43	1:33:00	58	17	16	63.7	102.784	6.98	42.8	USDT	binance	5.43	5.43	43.48	58.63	202401
SMAOffsetX1	117	-0.33	-39.09	-117.322	-9.02	1:52:00	65	23	29	55.6	155.537	11.62	40.5	USDT	binance	-7.44	-7.44	-74.35	-51.15	202402
SMAOffsetX1	198	-0.08	-16.69	-50.1875	-3.86	2:14:00	117	39	42	59.1	140.318	10.09	31.7	USDT	binance	-3.18	-3.18	-71.54	-24.36	202403
SMAOffsetX1	103	-0.15	-15.13	-45.3934	-3.49	1:31:00	69	7	27	67	137.487	9.9	33.7	USDT	binance	-2.62	-2.62	-24.4	-23.24	202404
SMAOffsetX1	48	1.05	50.42	151.387	11.65	1:21:00	35	7	6	72.9	52.964	3.95	22.5	USDT	binance	10.8	10.8	2529	187.78	202405
SMAOffsetX1	54	0.67	36.31	108.991	8.38	0:57:00	39	8	7	72.2	36.995	2.74	21.7	USDT	binance	8.54	8.54	2452.91	201.69	202406
SMAOffsetX1	23	0.21	4.8	14.4178	1.11	2:25:00	13	7	3	56.5	18.549	1.4	22.2	USDT	binance	1.16	1.16	360.57	50.31	202407
SMAOffsetX1	49	-0.22	-10.7	-32.1324	-2.47	2:03:00	28	9	12	57.1	64.73	4.98	24.4	USDT	binance	-1.93	-1.93	-214.64	-31.61	202408
SMAOffsetX1	19	-0.04	-0.79	-2.3728	-0.18	2:13:00	11	4	4	57.9	30.072	2.28	19.9	USDT	binance	-0.16	-0.16	-43.05	-5.47	202409
SMAOffsetX1	57	-0.18	-10.04	-30.1504	-2.32	2:05:00	32	13	12	56.1	81.59	6.31	23.8	USDT	binance	-1.84	-1.84	-7.1	-23.4	202410
SMAOffsetX1	82	0.57	46.98	141.079	10.85	1:42:00	53	18	11	64.6	51.418	3.55	36.2	BUSD	binance	9.4	9.4	29.38	188.14	202208
SMAOffsetX1	109	0.47	51.17	153.638	11.82	1:37:00	76	11	22	69.7	53.183	3.62	36.9	BUSD	binance	8.97	8.97	69.23	208	202209
SMAOffsetX1	50	0.03	1.59	4.79594	0.37	3:27:00	33	4	13	66	61.677	4.66	36.7	BUSD	binance	0.26	0.26	27.46	4.88	202210
SMAOffsetX1	234	-0.15	-34.58	-103.822	-7.99	1:24:00	146	26	62	62.4	190.848	13.76	48.9	BUSD	binance	-5.62	-5.62	-23.2	-36.96	202211
SMAOffsetX1	93	0.82	76.04	228.316	17.56	1:09:00	70	8	15	75.3	70.335	5.02	34.1	BUSD	binance	11.41	11.41	10.21	215.4	202212
SMAOffsetX1	149	0.19	28.46	85.46	6.57	1:51:00	93	30	26	62.4	93.389	6.31	43.2	BUSD	binance	5.55	5.55	47.36	64.16	202301
SMAOffsetX1	128	0.01	1.51	4.48965	0.35	1:47:00	85	16	27	66.4	113.915	8.43	39	BUSD	binance	0.29	0.29	2.22	2.8	202302
SMAOffsetX1	52	0.82	42.87	128.692	9.9	1:31:00	39	8	5	75	30.162	2.11	33.7	BUSD	binance	10.51	10.51	6506.26	289.72	202303
SMAOffsetX1	46	-0.02	-0.97	-2.85627	-0.22	2:05:00	27	9	10	58.7	69.729	5.18	32.5	BUSD	binance	-0.17	-0.17	-6.48	-2.7	202304
SMAOffsetX1	31	0.04	1.39	4.17341	0.32	2:53:00	20	5	6	64.5	38.685	2.9	33.7	BUSD	binance	0.27	0.27	18.04	6.83	202305
SMAOffsetX1	52	0.47	24.69	74.104	5.7	1:19:00	35	9	8	67.3	60.414	4.23	32.7	BUSD	binance	5.17	5.17	591.35	85.8	202306
SMAOffsetX1	33	-0.28	-9.32	-27.9842	-2.15	2:13:00	20	5	8	60.6	72.219	5.41	35.1	BUSD	binance	-1.63	-1.63	-355.05	-24.54	202307
SMAOffsetX1	56	0.61	33.89	101.739	7.83	1:00:00	41	6	9	73.2	37.408	2.91	36.7	BUSD	binance	6.07	6.07	12.87	165.77	202308
SMAOffsetX1	108	0.19	20.28	60.8897	4.68	1:27:00	76	7	25	70.4	75.786	5.28	36	BUSD	binance	3.57	3.57	481.65	56.53	202309
SMAOffsetX1	28	-0.18	-5.01	-15.0568	-1.16	1:44:00	20	3	5	71.4	52.213	3.98	25.8	BUSD	binance	-0.89	-0.89	-2.28	-17.92	202310
SMAOffsetX1	60	0.96	57.51	172.639	13.28	0:57:00	49	4	7	81.7	67.927	5.14	22	BUSD	binance	11.08	11.08	15.99	170.23	202311
SMAOffsetX1	52	0.92	47.7	143.253	11.02	1:36:00	37	10	5	71.2	29.769	2.32	29.7	USDT	kucoin	11	11	201.96	292.33	202208
SMAOffsetX1	32	-0.75	-24.14	-72.5046	-5.58	4:16:00	14	10	8	43.8	91.232	6.92	32.1	USDT	kucoin	-4.96	-4.96	-20.84	-51.34	202209
SMAOffsetX1	32	0.59	18.76	56.3509	4.33	2:05:00	25	3	4	78.1	55.166	4.23	28.9	USDT	kucoin	4.18	4.18	2937.73	63.16	202210
SMAOffsetX1	154	0.1	15.99	48.0224	3.69	1:50:00	95	28	31	61.7	125.836	8.71	39.3	USDT	kucoin	2.61	2.61	4.3	27.02	202211
SMAOffsetX1	36	0.01	0.41	1.24174	0.1	3:00:00	22	6	8	61.1	42.031	3.13	30.9	USDT	kucoin	0.07	0.07	27.37	1.88	202212
SMAOffsetX1	136	0.69	93.76	281.547	21.66	1:58:00	93	27	16	68.4	80.417	4.98	39.4	USDT	kucoin	19.95	19.95	106.62	268.1	202301
SMAOffsetX1	114	0.26	29.87	89.7145	6.9	1:37:00	72	22	20	63.2	68.431	4.85	33.7	USDT	kucoin	6.26	6.26	64.43	97.17	202302
SMAOffsetX1	52	0.45	23.52	70.6363	5.43	2:15:00	33	13	6	63.5	50.153	3.81	31.3	USDT	kucoin	5.24	5.24	21.03	87.97	202303
SMAOffsetX1	43	0.01	0.29	0.865521	0.07	2:27:00	29	3	11	67.4	80.673	5.92	30.3	USDT	kucoin	0.05	0.05	0.74	0.72	202304
SMAOffsetX1	39	0.5	19.48	58.4992	4.5	1:48:00	28	4	7	71.8	62.996	4.64	30.5	USDT	kucoin	2.99	2.99	6.49	59.71	202305
SMAOffsetX1	69	0.61	42.13	126.523	9.73	1:54:00	45	15	9	65.2	65.888	4.79	31.6	USDT	kucoin	9.05	9.05	350.09	129.3	202306
SMAOffsetX1	36	0.49	17.55	52.7126	4.05	2:30:00	21	9	6	58.3	43.705	3.13	30.2	USDT	kucoin	2.92	2.92	76.99	79.8	202307
SMAOffsetX1	55	0.69	37.7	113.201	8.71	2:24:00	41	4	10	74.5	49.696	3.81	31.5	USDT	kucoin	6.84	6.84	1019	145.36	202308
SMAOffsetX1	76	-0.62	-46.91	-140.873	-10.84	1:02:00	45	4	27	59.2	137.073	10.58	28.4	USDT	kucoin	-6.79	-6.79	-65.84	-65.2	202309
SMAOffsetX1	47	-0.22	-10.11	-30.3627	-2.34	2:06:00	30	8	9	63.8	82.993	6.36	37.5	USDT	kucoin	-1.56	-1.56	-1.92	-22.62	202310
SMAOffsetX1	198	0.28	54.7	164.264	12.64	2:16:00	131	34	33	66.2	82.341	5.4	61.3	USDT	kucoin	10.84	10.84	33.3	148.91	202311
SMAOffsetX1	235	0.16	36.71	110.243	8.48	2:00:00	143	45	47	60.9	229.655	14.12	62.3	USDT	kucoin	6.41	6.41	15.85	37	202312
SMAOffsetX1	128	0.39	49.8	149.542	11.5	1:35:00	90	13	25	70.3	111.893	7.9	46.4	USDT	kucoin	9.02	9.02	143.19	89.79	202401
SMAOffsetX1	95	0.06	5.26	15.7939	1.21	2:09:00	53	24	18	55.8	74.496	5.5	38.7	USDT	kucoin	1.08	1.08	2.75	15.07	202402
SMAOffsetX1	274	0.25	68.58	205.945	15.84	1:49:00	175	49	50	63.9	124.862	7.87	48.7	USDT	kucoin	13.1	13.1	58.3	128.24	202403
SMAOffsetX1	50	-0.72	-35.77	-107.426	-8.26	2:03:00	30	6	14	60	161.641	12.02	36.9	USDT	kucoin	-4.7	-4.7	-11.56	-43.79	202404
SMAOffsetX1	73	-0.41	-30.02	-90.1519	-6.93	2:22:00	38	18	17	52.1	130.627	10.01	39	USDT	kucoin	-5.51	-5.51	-1437.37	-42.68	202405
SMAOffsetX1	78	-0.47	-36.92	-110.863	-8.53	2:34:00	48	8	22	61.5	166.339	12.5	40.1	USDT	kucoin	-6.33	-6.33	-109.71	-43.44	202406
SMAOffsetX1	29	0.93	27.03	81.1674	6.24	2:03:00	19	7	3	65.5	18.575	1.37	36.6	USDT	kucoin	5.47	5.47	4980.8	281.16	202407
SMAOffsetX1	27	-0.99	-26.75	-80.3378	-6.18	2:34:00	13	6	8	48.1	88.698	6.82	34.6	USDT	kucoin	-4.76	-4.76	-10963.1	-55.88	202408
SMAOffsetX1	14	-0.01	-0.12	-0.371781	-0.03	1:55:00	8	4	2	57.1	21.883	1.68	33.3	USDT	kucoin	-0.03	-0.03	-74.11	-1.12	202409
SMAOffsetX1	20	0.91	18.15	54.5185	4.19	1:33:00	15	3	2	75	18.573	1.39	33.1	USDT	kucoin	4.4	4.4	805.36	186.28	202410
SMAOffsetX1	120	0.4	47.82	0.00478641	5.32	1:44:00	79	20	21	65.8	0.00219241	2.43	41.8	BTC	binance	8.72	8.72	30.31	134.67	202208
SMAOffsetX1	105	0.43	44.92	0.00449779	5	1:46:00	71	13	21	67.6	0.00357907	3.65	40.4	BTC	binance	8.13	8.13	79.76	87.09	202209
SMAOffsetX1	58	-0.11	-6.12	-0.00061267	-0.68	2:12:00	36	9	13	62.1	0.00213512	2.35	39.5	BTC	binance	-1.11	-1.11	-63.09	-17.85	202210
SMAOffsetX1	179	-0.26	-47.38	-0.00474185	-5.27	1:53:00	96	39	44	53.6	0.00559977	6.16	49.7	BTC	binance	-8.46	-8.46	-38.95	-54.44	202211
SMAOffsetX1	71	-0.24	-17.09	-0.00171094	-1.9	1:51:00	44	9	18	62	0.00302046	3.31	39.1	BTC	binance	-2.3	-2.3	-2.67	-35.36	202212
SMAOffsetX1	140	0.13	18.07	0.00180727	2.01	2:31:00	92	22	26	65.7	0.00396163	4.3	48.8	BTC	binance	3.53	3.53	125.7	28.79	202301
SMAOffsetX1	114	0.47	53.79	0.00538584	5.98	2:12:00	72	26	16	63.2	0.00131755	1.45	42.3	BTC	binance	11.95	11.95	80.4	281.29	202302
SMAOffsetX1	53	-0.04	-2.23	-0.00022239	-0.25	2:06:00	35	6	12	66	0.00153625	1.68	37.4	BTC	binance	-0.38	-0.38	-3.38	-9.04	202303
SMAOffsetX1	66	0.34	22.61	0.00226174	2.51	2:27:00	43	12	11	65.2	0.00167508	1.86	39.1	BTC	binance	4.62	4.62	286.75	85.99	202304
SMAOffsetX1	78	-0.08	-6.39	-0.00064048	-0.71	1:35:00	50	8	20	64.1	0.00497957	5.3	38.4	BTC	binance	-1.04	-1.04	-7.54	-8.27	202305
SMAOffsetX1	59	0.61	36.21	0.00362453	4.03	1:07:00	42	7	10	71.2	0.00214608	2.3	35.2	BTC	binance	6.7	6.7	99.68	111.38	202306
SMAOffsetX1	63	-0.42	-26.42	-0.00264368	-2.94	2:43:00	35	11	17	55.6	0.00482702	5.29	40	BTC	binance	-4.43	-4.43	-54.6	-34.21	202307
SMAOffsetX1	68	0.88	60.15	0.00602016	6.69	1:58:00	49	9	10	72.1	0.00164853	1.78	43.5	BTC	binance	11.71	11.71	87.42	231.22	202308
SMAOffsetX1	99	0.37	36.81	0.00368357	4.09	1:21:00	69	9	21	69.7	0.00228049	2.4	37.2	BTC	binance	6.66	6.66	67.44	108.66	202309
SMAOffsetX1	99	0.24	23.39	0.00234236	2.6	1:05:00	69	10	20	69.7	0.00226099	2.48	39.4	BTC	binance	3.85	3.85	11.18	64.62	202310
SMAOffsetX1	128	0.31	39.31	0.00393444	4.37	1:47:00	86	19	23	67.2	0.00231592	2.55	95.9	BTC	binance	7.56	7.56	29.1	109.13	202311
SMAOffsetX1	136	0.07	9.4	0.00094012	1.04	2:06:00	91	17	28	66.9	0.00259261	2.81	53	BTC	binance	1.85	1.85	5.48	23.71	202312
SMAOffsetX1	119	0.48	57.18	0.00572524	6.36	1:05:00	79	15	25	66.4	0.00408466	4.28	49	BTC	binance	8.13	8.13	18.45	94.55	202401
SMAOffsetX1	104	0.05	5.2	0.00052039	0.58	2:12:00	69	11	24	66.3	0.00369828	4.04	28.6	BTC	binance	1	1	13.68	9.76	202402
SMAOffsetX1	262	0.48	126.05	0.0126189	14.02	2:02:00	170	48	44	64.9	0.00326269	3.43	35.2	BTC	binance	25.91	25.91	141.72	260.13	202403
SMAOffsetX1	76	0.42	31.93	0.00319607	3.55	1:32:00	52	4	20	68.4	0.00424075	4.6	24.5	BTC	binance	5.04	5.04	23.75	50.86	202404
SMAOffsetX1	36	0.1	3.59	0.00035978	0.4	3:26:00	22	5	9	61.1	0.00160638	1.79	24.6	BTC	binance	0.67	0.67	1.26	14.25	202405
SMAOffsetX1	73	0.48	35.11	0.00351385	3.9	1:16:00	50	6	17	68.5	0.00156668	1.71	23.4	BTC	binance	6.25	6.25	25.62	150.21	202406
SMAOffsetX1	29	0.26	7.59	0.00076037	0.84	4:12:00	17	4	8	58.6	0.002167	2.35	24.6	BTC	binance	1.15	1.15	10.63	22.85	202407
SMAOffsetX1	86	1.17	100.2	0.0100308	11.15	1:22:00	60	5	21	69.8	0.00274846	3.04	23.7	BTC	binance	18.03	18.03	22.49	233.17	202408
SMAOffsetX1	31	1.71	52.96	0.00530087	5.89	1:22:00	27	3	1	87.1	0.00058119	0.63	21.9	BTC	binance	19.64	19.64	0	615.8	202409
SMAOffsetX1	65	0.05	2.93	0.00029383	0.33	2:18:00	41	8	16	63.1	0.00312202	3.38	24.9	BTC	binance	0.51	0.51	1.24	5.96	202410

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Average Overall

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startup_candle_count : 200
hma_50: 0.001%
ema_100: -0.026%
rsi_slow: 0.002%
cmo: -0.116%

stoploss: -0.06
timeframe: 5m
hash(sha256): 367093a219257e5f28e948199ead07f336bad0cd01f269193e7c5a5d210001db
indicators:
rsi_buy upper EWO ema_200 ewo_high
ema_50 ewo_low high_offset_2 close cti_mean
ewo_high_2 bb_lowerband profit_threshold fastk rsi_fast
ma_sell_val ma_buy_val volume low_offset retries
high_offset low_offset_2 fastd sar base_nb_candles_buy
sarup high fast_d mid ___retries
exit_signal base_nb_candles_sell hma_50 buy buy_tag
cti sma_9 ema_100 MOMENTUMTREND lookback_candles
lower max_slippage rsi_slow bb_middleband rsi
enter_long enter_tag bb_upperband fast_k low
close_1h cmo

Similar Strategies: (based on used indicators)

Strategy: NBO, Similarity Score: 81.13%
Strategy: NBO_2, Similarity Score: 81.13%
Strategy: NHXv8, Similarity Score: 79.25%
Strategy: Salvation, Similarity Score: 79.25%
Strategy: SMAOffsetN1, Similarity Score: 77.36%
Strategy: SMAOffsetX, Similarity Score: 77.36%
Strategy: SMAOffsetX2, Similarity Score: 77.36%
Strategy: NASOSvSH1, Similarity Score: 75.47%
Strategy: NHXv815, Similarity Score: 75.47%
Strategy: NHXv83, Similarity Score: 75.47%

last change: 2024-11-01 15:59:27