TrendFollowingStrategy_base

Strategy: TrendFollowingStrategy_base
Downloaded: 20250516
Stoploss: -0.05

Backtests
Info
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
TrendFollowingStrategy_base	54	-0.22	-11.75	-35.2754	-2.71	1 day, 16:17:00	21	33	38.9	89.983	6.84	118.3	USDT	binance	-1.79	-1.79	-5.88	-25.25	202409
TrendFollowingStrategy_base	68	-0.06	-3.99	-11.9919	-0.92	1 day, 9:42:00	24	44	35.3	126.806	9.25	121.2	USDT	binance	-0.64	-0.64	-1.79	-6.14	202410
TrendFollowingStrategy_base	173	0.78	135.1	405.615	31.2	13:09:00	82	91	47.4	160.748	10.52	116.6	USDT	binance	20.13	20.13	60.74	188.94	202411
TrendFollowingStrategy_base	141	-0.48	-67.18	-201.596	-15.51	13:16:00	46	95	32.6	241.867	18.39	109.8	USDT	binance	-10.53	-10.53	-32.34	-51.96	202412
TrendFollowingStrategy_base	104	-0.29	-29.72	-89.1451	-6.86	20:11:00	35	69	33.7	228.704	16.28	116.7	USDT	binance	-4.63	-4.63	-12.17	-25.96	202501
TrendFollowingStrategy_base	104	-0.36	-37.55	-112.638	-8.66	17:43:00	34	70	32.7	139.488	10.81	104.8	USDT	binance	-6.64	-6.64	-17.31	-54.7	202502
TrendFollowingStrategy_base	76	-0.12	-8.9	-26.695	-2.05	1 day, 3:24:00	27	49	35.5	181.634	13.05	116.8	USDT	binance	-1.44	-1.44	-4.05	-9.7	202503
TrendFollowingStrategy_base	130	0.53	68.46	205.485	15.81	20:02:00	60	70	46.2	152.344	11.32	128.1	USDT	binance	10.65	10.65	29.54	88.94	202504
TrendFollowingStrategy_base	47	-0.43	-20.44	-61.3899	-4.72	1 day, 21:07:00	15	32	31.9	118.598	9.09	118.3	USDT	kucoin	-3.35	-3.35	-8.3	-33.09	202409
TrendFollowingStrategy_base	54	-1.39	-74.99	-225.203	-17.32	1 day, 16:31:00	12	42	22.2	219.47	16.96	122.7	USDT	kucoin	-13.34	-13.34	-34.61	-62.96	202410
TrendFollowingStrategy_base	155	0.05	8.18	24.5765	1.89	12:50:00	64	91	41.3	244.171	16.04	117.8	USDT	kucoin	1.25	1.25	3.66	7.51	202411
TrendFollowingStrategy_base	130	-0.14	-18.48	-55.5017	-4.27	14:35:00	50	80	38.5	234.376	17.1	116.9	USDT	kucoin	-2.73	-2.73	-7.46	-15.39	202412
TrendFollowingStrategy_base	125	-0.64	-80.35	-241.285	-18.56	16:47:00	42	83	33.6	470.034	31.32	120.8	USDT	kucoin	-11.68	-11.68	-40.23	-36.52	202501
TrendFollowingStrategy_base	93	-0.88	-82.27	-247.057	-19	19:17:00	29	64	31.2	298.943	23.07	107.4	USDT	kucoin	-13.5	-13.5	-40.26	-56.21	202502
TrendFollowingStrategy_base	91	-0.39	-35.23	-105.803	-8.14	22:26:00	31	60	34.1	242.219	17.61	119.8	USDT	kucoin	-5.64	-5.64	-15.3	-28.49	202503
TrendFollowingStrategy_base	88	-0.86	-75.74	-0.00758103	-8.42	1 day, 13:35:00	25	63	28.4	0.00781828	8.71	116.2	USDT	kucoin	-12.45	-12.45	-29.79	-61.59	202504
TrendFollowingStrategy_base	53	0.3	15.95	0.00159635	1.77	2 days, 19:51:00	24	29	45.3	0.00402789	4.42	136.9	BTC	binance	2.49	2.49	7.55	25.55	202409
TrendFollowingStrategy_base	61	-1.32	-80.7	-0.00807755	-8.98	2 days, 12:24:00	11	50	18	0.00780357	8.7	139	BTC	binance	-15.23	-15.23	-32.83	-63.6	202410
TrendFollowingStrategy_base	168	0.25	41.63	0.00416639	4.63	18:20:00	65	103	38.7	0.00634706	7.08	130.8	BTC	binance	6.69	6.69	18.21	41.63	202411
TrendFollowingStrategy_base	165	-0.24	-39.21	-0.00392485	-4.36	18:05:00	59	106	35.8	0.009425	9.89	129.5	BTC	binance	-5.84	-5.84	-15.36	-27.16	202412
TrendFollowingStrategy_base	101	-0.99	-99.51	-0.00996056	-11.07	1 day, 7:22:00	25	76	24.8	0.0149255	16.03	133	BTC	binance	-17.21	-17.21	-37.39	-42.55	202501
TrendFollowingStrategy_base	110	-0.62	-68.35	-0.00684156	-7.6	1 day, 2:21:00	35	75	31.8	0.0113145	12.61	118.7	BTC	binance	-12.12	-12.12	-29.91	-41.14	202502
TrendFollowingStrategy_base	97	-0.65	-63.45	-0.00635092	-7.06	1 day, 11:14:00	30	67	30.9	0.00827525	9.16	132.4	BTC	binance	-9.91	-9.91	-26.87	-47.45	202503
TrendFollowingStrategy_base	88	-0.86	-75.74	-0.00758103	-8.42	1 day, 13:35:00	25	63	28.4	0.00781828	8.71	128.7	BTC	binance	-12.45	-12.45	-29.79	-61.59	202504

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
98	-0.3	-5.25	33.5	14	116.8
Sharpe	Sortino	Calmar
-5.1	-13.45	-25.5


Prof.Factor	Expectancy	Cagr
0.84	-0.85	-0.4
Trades/Day	Rejected Signals
3.44	16
Ninja Score: 39

startup_candle_count : 50
obv: -98.719%

stoploss: -0.05
timeframe: 5m
hash(sha256): 0004e9bd0d3e3b9b77a6952760ce5e0560a7bf49ae1c487df02aae48944b031f
indicators:
volume obv close trend

No similar strategies found. (based on used indicators)

last change: 2025-05-16 14:16:23