SupertrendBFutures

Strategy: SupertrendBFutures
Downloaded: 20220726
Stoploss: -0.15

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
SupertrendBFutures	811	-0.05	-43.52	-130.659	-6.53	4:31:00	563	248	69.4	514.41	21.58	346.8	USDT	binance	-0.46	-0.46	-0.75	-2.28	202201
SupertrendBFutures	590	-0.12	-69.61	-208.801	-10.44	5:46:00	403	187	68.3	409.374	19.05	292.6	USDT	binance	-1.64	-1.64	-2.29	-3.02	202202
SupertrendBFutures	498	-0.31	-152.02	-455.954	-22.8	7:36:00	304	194	61	546.119	26.13	325.5	USDT	binance	-6.41	-6.41	-6.27	-2.04	202203
SupertrendBFutures	675	0.05	35.36	105.997	5.3	5:37:00	430	245	63.7	286.093	13.08	323.3	USDT	binance	2.67	2.67	4.34	37.11	202204
SupertrendBFutures	1064	0.23	246.81	740.321	37.02	3:34:00	826	238	77.6	233.887	7.86	323.3	USDT	binance	4.97	4.97	12.71	5710.38	202205
SupertrendBFutures	958	0.24	229.29	687.774	34.39	4:00:00	727	231	75.9	482.934	17.35	324.7	USDT	binance	4.27	4.27	7.28	800.08	202206
SupertrendBFutures	508	-0.36	-183.04	-549.046	-27.45	6:22:00	311	197	61.2	656.49	31.35	337	USDT	binance	-8.69	-8.69	-8.18	-1.7	202207
SupertrendBFutures	626	0.06	40.3	120.832	6.04	6:38:00	371	255	59.3	181.725	7.9	354.3	USDT	binance	1.03	1.03	1.44	6.9	202208
SupertrendBFutures	518	0.04	21.7	65.0668	3.25	7:30:00	328	190	63.3	210.937	10.15	320	USDT	binance	0.65	0.65	0.97	2.12	202209
SupertrendBFutures	419	-0.05	-20.77	-62.3365	-3.12	8:48:00	251	168	59.9	198.988	9.8	317.2	USDT	binance	-1.49	-1.49	-2.28	-4.35	202210
SupertrendBFutures	708	0.09	60.55	181.58	9.08	5:33:00	472	236	66.7	219.226	9.13	331.5	USDT	binance	1.7	1.7	3.67	37.13	202211
SupertrendBFutures	468	0.03	11.98	35.8904	1.79	8:44:00	261	207	55.8	142.66	6.85	355.6	USDT	binance	0.24	0.24	0.3	0.14	202212
SupertrendBFutures	513	0.07	38.47	115.519	5.78	7:20:00	337	176	65.7	192.024	9.49	325.8	USDT	binance	1.27	1.27	2.41	13.23	202301
SupertrendBFutures	513	-0.15	-79.5	-239.236	-11.96	6:20:00	309	204	60.2	345.774	16.84	443.3	USDT	binance	-18.83	-18.83	-15	-48.47	202302
SupertrendBFutures	621	0.06	38.29	113.79	5.69	6:36:00	386	235	62.2	194.051	8.56	538.9	USDT	binance	10.84	10.84	9.63	40.95	202303
SupertrendBFutures	496	0.04	17.87	51.2729	2.56	8:08:00	286	210	57.7	150.463	7.25	532.2	USDT	binance	5.69	5.69	5.16	22.52	202304
SupertrendBFutures	404	0.17	68.12	202.598	10.13	10:39:00	248	156	61.4	88.163	4.18	542.5	USDT	binance	27.91	27.91	29.46	154.24	202305
SupertrendBFutures	502	-0.07	-32.63	-101.163	-5.06	8:05:00	307	195	61.2	346.784	15.44	516.3	USDT	binance	-8.7	-8.7	-7.14	-20.86	202306
SupertrendBFutures	445	-0.16	-70.9	-207.471	-10.37	8:22:00	256	189	57.5	396.631	19.36	430.9	USDT	binance	-16.32	-16.32	-13.14	-33.02	202307
SupertrendBFutures	514	0.1	51.74	153.767	7.69	8:23:00	327	187	63.6	215.932	9.23	481.7	USDT	binance	14.88	14.88	11.29	53.02	202308
SupertrendBFutures	240	-0.01	-2.6	-8.1905	-0.63	9:10:00	130	110	54.2	91.817	6.98	283.5	USDT	binance	-1.01	-1.01	-0.93	-5.94	202309
SupertrendBFutures	256	-0.18	-45.69	-136.436	-10.5	9:09:00	146	110	57	214.479	15.75	378.4	USDT	binance	-10.46	-10.46	-8.31	-41.06	202310
SupertrendBFutures	345	-0.26	-88.32	-264.27	-20.33	6:13:00	222	123	64.3	361.571	26.7	339.4	USDT	binance	-17.41	-17.41	-13.73	-48.49	202311
SupertrendBFutures	354	-0.17	-61.72	-187.809	-14.45	6:19:00	217	137	61.3	336.297	24.55	359.8	USDT	binance	-12.96	-12.96	-10.11	-36.27	202312
SupertrendBFutures	579	-0.04	-25.66	-75.057	-3.75	6:22:00	360	219	62.2	255.58	12.5	555.9	USDT	binance	-6.22	-6.22	-5.25	-18.5	202401
SupertrendBFutures	407	-0.2	-81.61	-240.968	-12.05	8:46:00	241	166	59.2	288.921	14.29	400.4	USDT	binance	-20.76	-20.76	-17.35	-55.56	202402
SupertrendBFutures	614	-0.17	-105.8	-319.923	-16	5:59:00	395	219	64.3	436.337	20.62	140.2	USDT	binance	-21.84	-21.84	-17.58	-47.82	202403
SupertrendBFutures	627	-0.15	-95.9	-277.081	-13.85	5:38:00	405	222	64.6	705.067	30.63	135.2	USDT	binance	-19.82	-19.82	-15.72	-28.81	202404
SupertrendBFutures	416	-0.31	-129.67	-368.705	-18.44	8:55:00	239	177	57.5	472.987	22.69	139.2	USDT	binance	-28.04	-28.04	-23.19	-50.07	202405
SupertrendBFutures	540	0.01	5.65	28.1474	1.41	7:39:00	321	219	59.4	147.227	6.77	152.7	USDT	binance	3.07	3.07	2.86	13.24	202406
SupertrendBFutures	539	0.06	30.46	104.79	5.24	7:16:00	355	184	65.9	422.234	19.14	144.9	USDT	binance	8.33	8.33	6.21	16.87	202407
SupertrendBFutures	516	-0.27	-140.99	-422.978	-21.15	6:32:00	311	205	60.3	571.062	27.17	134.1	USDT	binance	-30.3	-30.3	-24.91	-49.58	202408
SupertrendBFutures	396	-0.2	-79.38	-237.999	-11.9	9:48:00	222	174	56.1	382.107	17.98	141.6	USDT	binance	-22.64	-22.64	-19.85	-43.6	202409
SupertrendBFutures	503	0.01	3.83	5.53844	0.28	8:18:00	305	198	60.6	236.427	10.83	149.3	USDT	binance	0.54	0.54	0.47	1.58	202410

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
502	-0.1	-10	60	15	328.4
Sharpe	Sortino	Calmar
-10	-8.3	-28


Prof.Factor	Expectancy	Cagr
0.85	0	-0.7
Trades/Day	Rejected Signals
17.83	5770
Ninja Score: 10

startup_candle_count : 30
ATR: 23.756%
ATR1: 4.831%
trend: -200.000%

stoploss: -0.15
timeframe: 5m
hash(sha256): 11d66484e250741ba83fdef9b75fa4d5b7c6a8dce8591e5c2245fe3c8e4eda9b
indicators:
basis lrc_up slopeaverageinterceptExEyEx2Exyvwap1sdevdevlrc_downlrc_up close exit_long
exit_tag st_line down_trend upper1 volume
trend average ATR ATR1 up_lev
slope lr_win lr_mult up_trend intercept
dn_lev TR enter_long enter_tag lrc_down
exit_short exit_tag enter_short enter_tag lower1

Similar Strategies: (based on used indicators)

Strategy: SBF, Similarity Score: 96.77%

last change: 2024-11-02 00:03:56