SR_BTCPROTECTION

Strategy: SR_BTCPROTECTION
Downloaded: 20240629
Stoploss: -0.9
Uploaded by: ckalib

Backtests
Info
Recursive Analysis
Traceback

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
SR_BTCPROTECTION	236	-0.07	-17.11	-51.3596	-3.95	2:07:00	77	159	32.6	112.072	8.6	61.1	USDT	binance	-11.14	-11.14	-16.69	-28.31	202310
SR_BTCPROTECTION	341	0.02	7.42	22.3292	1.72	2:08:00	166	175	48.7	153.576	10.53	71.5	USDT	binance	2.84	2.84	2.96	10.38	202311
SR_BTCPROTECTION	340	-0.15	-51.44	-154.407	-11.88	2:19:00	162	178	47.6	241.821	17.43	74.6	USDT	binance	-14.51	-14.51	-13.26	-42	202312
SR_BTCPROTECTION	293	-0.17	-49.69	-149.204	-11.48	2:26:00	118	175	40.3	188.266	14.31	72.7	USDT	binance	-18.5	-18.5	-19.22	-49.43	202401
SR_BTCPROTECTION	266	0.16	42.89	128.761	9.9	1:55:00	117	149	44	60.64	4.64	61	USDT	binance	26.86	26.86	41.18	140.76	202402
SR_BTCPROTECTION	352	0.03	9.48	28.441	2.19	1:59:00	180	172	51.1	154.336	10.57	72.4	USDT	binance	3.16	3.16	3.08	12.75	202403
SR_BTCPROTECTION	295	-0.26	-75.25	-225.863	-17.37	2:25:00	136	159	46.1	265.119	20.34	71.9	USDT	binance	-19.68	-19.68	-17.6	-54.39	202404
SR_BTCPROTECTION	281	-0.13	-37.02	-111.159	-8.55	2:13:00	99	182	35.2	160.675	11.91	69.6	USDT	binance	-16.99	-16.99	-19.89	-44.23	202405
SR_BTCPROTECTION	229	-0.45	-102.48	-307.64	-23.66	3:03:00	69	160	30.1	310.511	23.83	71.6	USDT	binance	-38.76	-38.76	-39.31	-65.41	202406
SR_BTCPROTECTION	289	-0.16	-46.46	-139.426	-10.73	2:16:00	105	184	36.3	187.531	14.39	69.4	USDT	binance	-19.36	-19.36	-21.37	-47.46	202407
SR_BTCPROTECTION	314	0	0.27	0.855716	0.07	2:04:00	126	188	40.1	67.454	4.94	70.6	USDT	binance	0.15	0.15	0.19	0.85	202408
SR_BTCPROTECTION	270	-0.03	-9	-27.0228	-2.08	2:07:00	84	186	31.1	80.237	5.96	63.7	USDT	binance	-6.29	-6.29	-11.12	-22.97	202409
SR_BTCPROTECTION	235	-0.09	-21.27	-63.8724	-4.91	2:22:00	92	143	39.1	127.362	9.77	75.4	USDT	kucoin	-9.97	-9.97	-11.32	-30.99	202310
SR_BTCPROTECTION	424	0.15	63.3	190.112	14.62	1:57:00	208	216	49.1	71.46	4.82	89.1	USDT	kucoin	28.48	28.48	30.97	193.04	202311
SR_BTCPROTECTION	358	-0.09	-30.6	-91.8807	-7.07	2:23:00	158	200	44.1	230.829	16.04	91.2	USDT	kucoin	-8.98	-8.98	-8.1	-27.15	202312
SR_BTCPROTECTION	394	-0.02	-6.27	-18.8252	-1.45	2:05:00	178	216	45.2	128.593	9.72	89.6	USDT	kucoin	-2.23	-2.23	-2.23	-9.19	202401
SR_BTCPROTECTION	309	0.14	42.02	126.202	9.71	1:58:00	146	163	47.2	54.561	3.99	76.7	USDT	kucoin	23.75	23.75	28.68	160.29	202402
SR_BTCPROTECTION	390	-0.09	-33.43	-100.381	-7.72	2:13:00	205	185	52.6	344.366	23.69	92.1	USDT	kucoin	-6.93	-6.93	-5.43	-20.09	202403
SR_BTCPROTECTION	353	-0.16	-55.93	-167.96	-12.92	2:17:00	152	201	43.1	248.641	19.13	88.4	USDT	kucoin	-16.97	-16.97	-15.73	-43.01	202404
SR_BTCPROTECTION	315	-0	-0.18	-0.535077	-0.04	2:02:00	121	194	38.4	75.206	5.62	81.4	USDT	kucoin	-0.09	-0.09	-0.13	-0.45	202405
SR_BTCPROTECTION	325	-0.28	-89.78	-269.61	-20.74	2:27:00	110	215	33.8	303.349	22.74	86.6	USDT	kucoin	-36.69	-36.69	-39.73	-58.07	202406
SR_BTCPROTECTION	332	-0.15	-50.82	-152.613	-11.74	2:10:00	123	209	37	163.956	12.5	82.9	USDT	kucoin	-19.09	-19.09	-20.05	-57.87	202407
SR_BTCPROTECTION	298	-0.16	-47.9	-143.841	-11.06	2:18:00	112	186	37.6	150.155	11.49	81.5	USDT	kucoin	-21.19	-21.19	-24.18	-59.32	202408
SR_BTCPROTECTION	285	-0.07	-19.54	-58.6665	-4.51	2:01:00	94	191	33	82.031	6.2	73.7	USDT	kucoin	-13.46	-13.46	-25.09	-47.96	202409
SR_BTCPROTECTION	295	0.09	27.92	0.00279449	3.1	2:12:00	138	157	46.8	0.00361304	3.92	71.3	BTC	binance	9.71	9.71	9.79	48.86	202310
SR_BTCPROTECTION	483	-0.03	-13.56	-0.00135618	-1.51	2:07:00	191	292	39.5	0.00376549	4.14	88.3	BTC	binance	-6.3	-6.3	-7.89	-23.17	202311
SR_BTCPROTECTION	523	0.07	38.08	0.0038125	4.24	2:06:00	232	291	44.4	0.00212068	2.21	92.2	BTC	binance	17.93	17.93	22.18	117.93	202312
SR_BTCPROTECTION	513	-0.04	-20.32	-0.00203268	-2.26	2:07:00	187	326	36.5	0.00614209	6.79	92.3	BTC	binance	-9.99	-9.99	-13.98	-20.51	202401
SR_BTCPROTECTION	372	0.02	5.69	0.00057052	0.63	2:10:00	145	227	39	0.0037817	4.06	76.9	BTC	binance	2.67	2.67	3.46	10.27	202402
SR_BTCPROTECTION	549	0	0.65	0.0000663	0.07	2:13:00	245	304	44.6	0.00473053	5.01	98.3	BTC	binance	0.25	0.25	0.27	0.91	202403
SR_BTCPROTECTION	417	-0.19	-78.23	-0.00782991	-8.7	2:13:00	154	263	36.9	0.0102727	11.38	83.8	BTC	binance	-29.58	-29.58	-31.17	-48.68	202404
SR_BTCPROTECTION	288	0.02	4.74	0.00047412	0.53	2:10:00	107	181	37.2	0.00164959	1.81	71	BTC	binance	2.83	2.83	4.54	17.98	202405
SR_BTCPROTECTION	329	-0.26	-85.15	-0.00852274	-9.47	2:24:00	115	214	35	0.00891148	9.9	76.9	BTC	binance	-30.65	-30.65	-32.35	-60.9	202406
SR_BTCPROTECTION	330	-0.11	-37.42	-0.00374471	-4.16	2:14:00	111	219	33.6	0.00464876	5.13	76	BTC	binance	-20.18	-20.18	-28.24	-49.95	202407
SR_BTCPROTECTION	333	0.03	9.84	0.00098414	1.09	2:06:00	134	199	40.2	0.00238746	2.57	71.2	BTC	binance	5.41	5.41	7.41	27.11	202408
SR_BTCPROTECTION	241	0.21	49.67	0.0049721	5.52	2:04:00	105	136	43.6	0.00051752	0.55	60.6	BTC	binance	32.81	32.81	64.31	657.35	202409

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
309.5	-0.05	-6.05	40.5	10.5	77.15
Sharpe	Sortino	Calmar
-10.7	-11.85	-32


Prof.Factor	Expectancy	Cagr
0.83	-0.25	-0.5
Trades/Day	Rejected Signals
11.29	2.5
Ninja Score: 49

startup_candle_count : 168
mama_diff_1h: -0.001%
hma_50: 0.003%
ema_100: 0.049%
rsi20: -0.001%
rsi_slow: 0.007%
rsi_84: -1.581%
rsi_112: -2.842%
adx: 0.012%
mama_diff: 0.034%
obv: -78.535%
umacd: 0.004%
fisher: -0.001%

_price'

stoploss: -0.9
timeframe: 5m
hash(sha256): aab03e7a5397c89e7c839164c7f0ae382bd524ee54a6ab5ee3f7a3dc079e2837
indicators:
vwap_lowerband rsi_84 volume_mean_12 ha_high ema_200
rsi_fast vwap_width ma_sell_20 volume r_96_1h
high rsi_112 btc_mama r_14 mama_1h
mid ma240 rsi20 ema_5 ma120
hma_50 vwap_high vwap Trade tpct_change_4
exit_long exit_tag bb_lowerband tpct_change_2 cti_40
vwap_low ha_close bb_width vwap_upperband cti
ema_100 tpct_change_9 closedelta volume_mean_4 r_480
vwap_middleband volume_mean_24 ha_low tpct_change_1 fisher
sma_50 close adx lower ha_open
fama_1h umacd vwma upper tpct_change_5
r_96 ma12 mama_

Similar Strategies: (based on used indicators)

Strategy: SR9, Similarity Score: 74.58%
Strategy: SRPRoci, Similarity Score: 74.58%
Strategy: SR_freeVersion, Similarity Score: 74.58%
Strategy: SR_stoploss, Similarity Score: 72.88%

last change: 2024-10-01 17:46:14