VWAPStrategy_12

Strategy: VWAPStrategy_12
Downloaded: 20231124
Stoploss: -0.2
Uploaded by: saralamarca

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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_12	170	-0.12	-21.22	-63.7343	-4.9	4:52:00	105	65	61.8	123.677	9.45	249.3	USDT	binance	-6.85	-6.85	-5.71	-31.97	202303
VWAPStrategy_12	189	-0.22	-41.3	-123.992	-9.54	6:01:00	99	90	52.4	155.667	11.69	268.1	USDT	binance	-15.74	-15.74	-14.66	-51.96	202304
VWAPStrategy_12	186	-0.16	-29.82	-89.5386	-6.89	5:32:00	98	88	52.7	85.05	6.56	260.9	USDT	binance	-13.99	-13.99	-11.79	-64.66	202305
VWAPStrategy_12	204	-0.25	-51.11	-153.429	-11.8	5:47:00	115	89	56.4	180.698	13.71	277.3	USDT	binance	-16.66	-16.66	-13.35	-54.84	202306
VWAPStrategy_12	195	-0.14	-26.94	-80.887	-6.22	5:50:00	104	91	53.3	150.966	11.02	286.7	USDT	binance	-9.02	-9.02	-10.59	-34.8	202307
VWAPStrategy_12	176	-0.25	-44.75	-134.341	-10.33	5:28:00	100	76	56.8	164.985	12.4	264.6	USDT	binance	-14.16	-14.16	-10.86	-51.36	202308
VWAPStrategy_12	202	-0.04	-7.26	-21.7842	-1.68	5:02:00	111	91	55	79.024	6.02	269.9	USDT	binance	-4.49	-4.49	-4.03	-17.73	202309
VWAPStrategy_12	216	-0.07	-15.94	-47.8908	-3.68	5:07:00	128	88	59.3	110.621	8.31	271.8	USDT	binance	-6.35	-6.35	-5.06	-27.31	202310
VWAPStrategy_12	112	-0.32	-35.67	-107.073	-8.24	6:18:00	65	47	58	144.078	10.97	121.9	BUSD	binance	-9.94	-9.94	-7.79	-46.27	202303
VWAPStrategy_12	134	0.05	6.35	19.0629	1.47	4:40:00	73	61	54.5	46.209	3.38	117.4	BUSD	binance	4.28	4.28	5.24	27.59	202304
VWAPStrategy_12	107	-0.03	-3.41	-10.2298	-0.79	5:24:00	56	51	52.3	27.304	2.11	113.9	BUSD	binance	-1.49	-1.49	-1.62	-23.02	202305
VWAPStrategy_12	129	-0.31	-40.52	-121.636	-9.36	5:18:00	76	53	58.9	154.114	11.76	123.9	BUSD	binance	-11.8	-11.8	-8.53	-50.68	202306
VWAPStrategy_12	106	-0.07	-7.84	-23.5455	-1.81	5:20:00	60	46	56.6	47.656	3.61	114.4	BUSD	binance	-4.36	-4.36	-4.31	-30.92	202307
VWAPStrategy_12	85	-0.7	-59.72	-179.208	-13.79	8:21:00	45	40	52.9	183.008	14.04	124.2	BUSD	binance	-15.34	-15.34	-11.96	-60.51	202308
VWAPStrategy_12	113	-0.03	-3.37	-10.1256	-0.78	5:15:00	62	51	54.9	23.452	1.79	116.4	BUSD	binance	-3.22	-3.22	-3.71	-27.71	202309
VWAPStrategy_12	145	0.16	23.34	70.0618	5.39	4:41:00	93	52	64.1	38.781	2.93	120	BUSD	binance	12.58	12.58	11.67	113.44	202310
VWAPStrategy_12	175	-0.28	-48.99	-147.123	-11.32	6:15:00	106	69	60.6	169.019	13	252.4	USDT	kucoin	-13.47	-13.47	-11.04	-53.67	202303
VWAPStrategy_12	219	-0.1	-21.57	-64.7665	-4.98	5:37:00	126	93	57.5	119.854	8.84	269	USDT	kucoin	-9.54	-9.54	-8.96	-35.87	202304
VWAPStrategy_12	216	-0.17	-36.24	-108.843	-8.37	5:19:00	128	88	59.3	119.636	9.13	262.1	USDT	kucoin	-13.42	-13.42	-10.67	-56.53	202305
VWAPStrategy_12	235	-0.15	-34.89	-104.766	-8.06	4:59:00	130	105	55.3	174.611	13.17	261.6	USDT	kucoin	-11.8	-11.8	-9.44	-38.96	202306
VWAPStrategy_12	207	-0.33	-68.45	-205.548	-15.81	6:06:00	109	98	52.7	215.692	16.46	275	USDT	kucoin	-26.72	-26.72	-23.5	-59.19	202307
VWAPStrategy_12	197	-0.36	-70.9	-212.901	-16.38	6:17:00	102	95	51.8	235.538	17.92	284.5	USDT	kucoin	-24.04	-24.04	-19.65	-56.33	202308
VWAPStrategy_12	226	-0.05	-12.32	-37.0037	-2.85	4:45:00	128	98	56.6	72.933	5.46	256.6	USDT	kucoin	-7.37	-7.37	-6.72	-33.2	202309
VWAPStrategy_12	262	0.07	19	57.0488	4.39	4:50:00	163	99	62.2	64.514	4.81	279.9	USDT	kucoin	8.96	8.96	9.09	56.19	202310
VWAPStrategy_12	495	-0.17	-86.56	-0.00866267	-9.63	0:17:00	28	467	5.7	0.00881355	9.78	229.8	BTC	binance	-296.91	-296.91	-891.67	-60.68	202303
VWAPStrategy_12	556	-0.19	-107.73	-0.010781	-11.98	0:18:00	29	527	5.2	0.0110835	12.27	212.6	BTC	binance	-259.59	-259.59	-318.1	-62.15	202304
VWAPStrategy_12	585	-0.2	-114.87	-0.0114957	-12.77	0:20:00	25	560	4.3	0.011518	12.79	222.5	BTC	binance	-567.86	-567.86	-805.63	-61.52	202305
VWAPStrategy_12	727	-0.2	-144.79	-0.0144908	-16.1	0:18:00	23	704	3.2	0.0148166	16.4	221.8	BTC	binance	-530.18	-530.18	-741.73	-62.51	202306
VWAPStrategy_12	595	-0.19	-113.37	-0.0113462	-12.61	0:21:00	20	575	3.4	0.0117716	13.02	232.4	BTC	binance	-349.08	-349.08	-835.68	-59.68	202307
VWAPStrategy_12	698	-0.2	-141.42	-0.0141537	-15.73	0:15:00	19	679	2.7	0.0142908	15.85	220.7	BTC	binance	-686.99	-686.99	-834.89	-61.13	202308
VWAPStrategy_12	653	-0.2	-130.54	-0.0130645	-14.52	0:15:00	15	638	2.3	0.0130523	14.5	218.6	BTC	binance	-734.56	-734.56	-935.39	-63.73	202309
VWAPStrategy_12	605	-0.23	-137.67	-0.0137778	-15.31	0:31:00	15	590	2.5	0.0142395	15.74	244.1	BTC	binance	-191.16	-191.16	-203.21	-59.94	202310

Not Enough Data to display!

Average Overall

Not Enough Data! / Avg statistics not populated yet.

stoploss: -0.2
timeframe: 5m
hash(sha256): 6e31eeaa0105fd37e0ab982781aa4bbe41ef1482e805d8f2f561a5e506cf36cc
indicators:
high volume lower_band ATR close
rsi VWAP date upper_band open
low date_copy VWAP_signal closei openi
ATR_stoploss ema200

Similar Strategies: (based on used indicators)

Strategy: VWAPStrategy_13, Similarity Score: 94.44%
Strategy: VWAPStrategy_14, Similarity Score: 94.44%

last change: 2023-11-24 11:45:05