VWAPStrategy_1

Strategy: VWAPStrategy_1
Downloaded: 20231110
Stoploss: -0.2
Uploaded by: saralamarca

5m Stalled - Biased Spot v3 Biased (Lookahead Analysis)

Backtests
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Lookahead 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
VWAPStrategy_1	127	-0.3	-37.78	-113.379	-8.72	12:22:00	88	39	69.3	191.37	14.57	278.1	USDT	binance	-6.78	-6.78	-5.96	-36.9	202303
VWAPStrategy_1	140	-0.17	-24.15	-72.5398	-5.58	13:35:00	87	53	62.1	147.046	10.7	285.7	USDT	binance	-6.42	-6.42	-5.28	-33.22	202304
VWAPStrategy_1	124	-0.46	-56.82	-170.647	-13.13	14:11:00	77	47	62.1	189.664	14.38	284.9	USDT	binance	-11.68	-11.68	-8.37	-56.26	202305
VWAPStrategy_1	159	-0.37	-59.37	-178.267	-13.71	10:30:00	107	52	67.3	252.789	19.09	273.5	USDT	binance	-11.51	-11.51	-8.47	-45.74	202306
VWAPStrategy_1	152	0.04	6.77	20.3258	1.56	12:50:00	98	54	64.5	88.089	6.4	288.2	USDT	binance	1.9	1.9	2.53	15.06	202307
VWAPStrategy_1	119	-0.69	-82.2	-246.781	-18.98	14:25:00	74	45	62.2	290.311	21.83	270.2	USDT	binance	-14.67	-14.67	-11.1	-53.6	202308
VWAPStrategy_1	127	-0.11	-14.06	-42.2193	-3.25	15:00:00	83	44	65.4	111.619	8.35	284	USDT	binance	-4.83	-4.83	-3.65	-24.78	202309
VWAPStrategy_1	133	0	0.66	1.98223	0.15	13:47:00	91	42	68.4	162.561	12.33	296	USDT	binance	0.15	0.15	0.12	0.76	202310
VWAPStrategy_1	118	-0.19	-22.47	-67.4536	-5.19	11:25:00	81	37	68.6	167.094	12.76	170.7	BUSD	binance	-3.74	-3.74	-3.3	-25.06	202303
VWAPStrategy_1	147	-0.09	-12.67	-38.0907	-2.93	11:21:00	97	50	66	139.901	9.98	179.7	BUSD	binance	-3.88	-3.88	-3.08	-18.7	202304
VWAPStrategy_1	113	-0.4	-44.81	-134.527	-10.35	15:39:00	72	41	63.7	140.467	10.76	193.3	BUSD	binance	-12.45	-12.45	-10.22	-59.29	202305
VWAPStrategy_1	139	-0.09	-12.2	-36.6421	-2.82	9:03:00	98	41	70.5	189.101	14.3	164.2	BUSD	binance	-2.51	-2.51	-1.62	-12.56	202306
VWAPStrategy_1	123	-0.25	-31.27	-93.8669	-7.22	13:49:00	80	43	65	181.137	13.06	179.2	BUSD	binance	-7.73	-7.73	-9.38	-34.08	202307
VWAPStrategy_1	113	-0.32	-35.61	-106.884	-8.22	12:33:00	74	39	65.5	138.144	10.38	162.5	BUSD	binance	-10.51	-10.51	-8.71	-48.83	202308
VWAPStrategy_1	126	0.15	18.88	56.697	4.36	13:17:00	86	40	68.3	39.229	2.95	190.9	BUSD	binance	8.66	8.66	8.36	94.24	202309
VWAPStrategy_1	145	0.31	44.53	133.629	10.28	11:40:00	100	45	69	74.081	5.58	189.4	BUSD	binance	14.57	14.57	14.41	113.51	202310
VWAPStrategy_1	120	-0.27	-32.63	-97.9802	-7.54	14:38:00	80	40	66.7	128.77	9.93	271.6	USDT	kucoin	-6.18	-6.18	-5.86	-46.77	202303
VWAPStrategy_1	148	0.01	1.27	3.80487	0.29	13:52:00	100	48	67.6	121.221	8.66	279	USDT	kucoin	0.38	0.38	0.35	2.15	202304
VWAPStrategy_1	140	-0.32	-45.35	-136.188	-10.48	13:28:00	101	39	72.1	161.57	12.37	287.3	USDT	kucoin	-10.43	-10.43	-7.04	-52.2	202305
VWAPStrategy_1	177	0.09	16.6	49.86	3.84	9:22:00	125	52	70.6	129.101	9.75	267.4	USDT	kucoin	5.18	5.18	4.4	25.05	202306
VWAPStrategy_1	125	-0.28	-35.01	-105.138	-8.09	15:22:00	74	51	59.2	193.29	13.92	284	USDT	kucoin	-8	-8	-9.91	-35.8	202307
VWAPStrategy_1	131	-0.44	-57.87	-173.771	-13.37	14:10:00	85	46	64.9	188.603	14.34	278.6	USDT	kucoin	-12	-12	-9.4	-57.43	202308
VWAPStrategy_1	117	-0.33	-38.18	-114.659	-8.82	15:00:00	76	41	65	150.893	11.33	281.4	USDT	kucoin	-8.7	-8.7	-6.02	-49.57	202309
VWAPStrategy_1	150	-0.01	-2.03	-6.09802	-0.47	12:29:00	104	46	69.3	136.952	10.41	294.1	USDT	kucoin	-0.49	-0.49	-0.36	-2.78	202310
VWAPStrategy_1	210	-0.34	-72.17	-0.00722268	-8.03	13:33:00	138	72	65.7	0.0108422	11.8	365.3	BTC	binance	-16.35	-16.35	-13.05	-41.92	202303
VWAPStrategy_1	206	0.08	15.7	0.00157069	1.75	13:42:00	143	63	69.4	0.00338715	3.57	362.1	BTC	binance	4.74	4.74	4.63	31.16	202304
VWAPStrategy_1	246	-0.12	-29.57	-0.00295956	-3.29	12:26:00	150	96	61	0.00365375	4.03	392.9	BTC	binance	-9.03	-9.03	-8.15	-50.3	202305
VWAPStrategy_1	203	-0.36	-72.46	-0.00724918	-8.05	14:21:00	131	72	64.5	0.010506	11.48	380.2	BTC	binance	-12.85	-12.85	-9.64	-44.68	202306
VWAPStrategy_1	224	0.06	12.57	0.00125776	1.4	14:11:00	151	73	67.4	0.00394085	4.22	393.9	BTC	binance	3.66	3.66	3.91	20.39	202307
VWAPStrategy_1	193	-0.25	-49.09	-0.00491131	-5.46	15:13:00	114	79	59.1	0.00518333	5.74	376.6	BTC	binance	-15.92	-15.92	-13.64	-58.55	202308
VWAPStrategy_1	191	0.05	9.3	0.00093016	1.03	16:30:00	114	77	59.7	0.00464151	4.92	380.9	BTC	binance	2.7	2.7	3.09	13.37	202309
VWAPStrategy_1	203	-0.13	-25.7	-0.00257499	-2.86	15:12:00	139	64	68.5	0.00745141	8.26	393.7	BTC	binance	-5.93	-5.93	-4.78	-21.35	202310

Not Enough Data to display!

Average Overall

Not Enough Data! / Avg statistics not populated yet.

Biased Indicators
BBB_14_2.0, BBP_14_2.0

stoploss: -0.2
timeframe: 5m
hash(sha256): 833a627744dcfb0b0babd3b3904b85cc1ee7bac3f548d70f519f7f4236fb78c1
indicators:
high volume ATR close rsi
buy_atr VWAP open low VWAP_signal
closei ATRclose openi

No similar strategies found. (based on used indicators)

last change: 2023-11-10 17:55:39