SMAOffset_5

Strategy: SMAOffset_5
Downloaded: 20250627
Stoploss: -0.5

Private 5m Stalled - Negative Spot v2 Unbiased Recursive Analysis

Backtests
Info
Recursive Analysis

Comment

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
SMAOffset_5	50	0.68	34.21	102.725	7.9	8:58:00	33	17	66	33.685	2.51	30	USDT	binance	7.2	7.2	12.37	194.08	202410
SMAOffset_5	96	1.51	144.51	433.832	33.37	5:04:00	70	26	72.9	79.773	5.35	30.7	USDT	binance	24.6	24.6	32.26	396.87	202411
SMAOffset_5	80	-0.04	-3.49	-10.4691	-0.81	4:56:00	42	38	52.5	216.264	14.55	31.6	USDT	binance	-0.52	-0.52	-0.72	-3.41	202412
SMAOffset_5	34	-0.65	-22.05	-66.1823	-5.09	5:59:00	21	13	61.8	110.437	8.45	25.1	USDT	binance	-2.54	-2.54	-2.54	-37.13	202501
SMAOffset_5	59	-0.3	-17.59	-52.7707	-4.06	6:24:00	33	26	55.9	128.957	9.45	28.2	USDT	binance	-2.25	-2.25	-2.32	-29.31	202502
SMAOffset_5	44	-0.75	-32.83	-98.5899	-7.58	9:52:00	25	19	56.8	153.434	11.75	30.6	USDT	binance	-3.29	-3.29	-3.39	-39.78	202503
SMAOffset_5	52	-0.41	-21.2	-63.6527	-4.9	8:13:00	31	21	59.6	189.198	14.64	29.1	USDT	binance	-2.11	-2.11	-2	-21.29	202504
SMAOffset_5	36	-0.34	-12.33	-37.0347	-2.85	11:43:00	22	14	61.1	148.405	10.51	27.9	USDT	binance	-1.55	-1.55	-1.75	-16.7	202505
SMAOffset_5	29	1.14	33.04	99.2291	7.63	15:01:00	17	12	58.6	36.759	2.78	43.7	USDT	kucoin	6.93	6.93	11.98	169.18	202410
SMAOffset_5	91	1.4	127.42	382.642	29.43	4:10:00	69	22	75.8	126.638	8.02	42.4	USDT	kucoin	14.89	14.89	14.66	233.6	202411
SMAOffset_5	92	0.73	67.44	202.518	15.58	5:04:00	56	36	60.9	85.28	5.78	46.4	USDT	kucoin	10.46	10.46	17.27	166.07	202412
SMAOffset_5	54	0.52	27.88	83.7367	6.44	4:53:00	36	18	66.7	103.108	7.01	39.4	USDT	kucoin	2.34	2.34	2.05	56.64	202501
SMAOffset_5	71	0.28	20.23	60.7592	4.67	6:37:00	39	32	54.9	128.596	9.96	45	USDT	kucoin	2.99	2.99	4.29	32.02	202502
SMAOffset_5	51	-0.13	-6.75	-20.2757	-1.56	7:30:00	30	21	58.8	122.015	9.3	43.3	USDT	kucoin	-0.87	-0.87	-1.08	-10.34	202503
SMAOffset_5	50	1.48	73.94	222.036	17.08	6:06:00	34	16	68	35.732	2.67	40.9	USDT	kucoin	15.59	15.59	28.74	407.29	202504
SMAOffset_5	31	0.5	15.52	46.6004	3.58	13:29:00	23	8	74.2	74.977	5.32	44.5	USDT	kucoin	2.49	2.49	2.63	41.55	202505
SMAOffset_5	45	2.04	91.7	0.00917843	10.2	11:54:00	32	13	71.1	0.00059002	0.62	32.9	BTC	binance	18.02	18.02	35.44	1015.6	202410
SMAOffset_5	121	1.84	222.41	0.0222626	24.74	4:12:00	88	33	72.7	0.00278377	2.46	30.2	BTC	binance	35.47	35.47	42.61	639.29	202411
SMAOffset_5	104	0.69	71.35	0.00714047	7.93	5:44:00	65	39	62.5	0.0031094	3.29	34.4	BTC	binance	10.65	10.65	11.39	148.53	202412
SMAOffset_5	37	1.45	53.73	0.00537848	5.98	6:22:00	25	12	67.6	0.00103041	1.15	24.3	BTC	binance	10.25	10.25	17.39	319.83	202501
SMAOffset_5	51	1.68	85.6	0.00856859	9.52	5:14:00	40	11	78.4	0.0066534	7.33	24.5	BTC	binance	9.93	9.93	8.88	88.57	202502
SMAOffset_5	101	2.43	245.52	0.0245763	27.31	8:07:00	79	22	78.2	0.00226613	1.94	39.4	BTC	binance	37.54	37.54	31.25	865.61	202503
SMAOffset_5	123	3.87	475.65	0.0476118	52.9	5:18:00	101	22	82.1	0.00096182	1.01	34.7	BTC	binance	82.72	82.72	113.5	3322.39	202504
SMAOffset_5	90	3.29	296.15	0.0296443	32.94	7:26:00	70	20	77.8	0.00249949	2.05	35.9	BTC	binance	44.67	44.67	54.74	991.98	202505

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
51.5	0.16	1.82	61.5	8.2	36.5
Sharpe	Sortino	Calmar
1.58	3.17	46.5


Prof.Factor	Expectancy	Cagr
1.16	0.49	0.47
Trades/Day	Rejected Signals
2.21	57.5
Ninja Score: 37

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

stoploss: -0.5
timeframe: 5m
hash(sha256): d88a76299ac49fd4bbb32167d8af5a5ddea9579fc23217cda39d204ff9bcd37a
indicators:
close sell_trigger ma_offset_sell low_offset base_nb_candles_sell
high_offset runmode volume ma_offset_buy buy_trigger
base_nb_candles_buy

No similar strategies found. (based on used indicators)

last change: 2025-06-28 04:29:05