VWAPStrategy_14

Strategy: VWAPStrategy_14
Downloaded: 20231124
Stoploss: -0.2
Uploaded by: saralamarca

Backtests
Info

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
VWAPStrategy_14	79	0.23	17.99	53.9901	4.15	1 day, 5:29:00	75	4	94.9	78.283	5.47	400.4	USDT	binance	5.6	5.6	2.69	46.83	202303
VWAPStrategy_14	86	-0.06	-5.02	-15.0827	-1.16	1 day, 4:30:00	82	4	95.3	152.089	10.58	380.5	USDT	binance	-0.88	-0.88	-0.33	-6.98	202304
VWAPStrategy_14	63	-0.13	-7.91	-23.7421	-1.83	1 day, 11:20:00	59	4	93.7	97.686	7.11	369.1	USDT	binance	-1.65	-1.65	-0.61	-15.83	202305
VWAPStrategy_14	70	-0.36	-25.12	-75.4298	-5.8	1 day, 4:00:00	65	5	92.9	98.445	7.44	339.4	USDT	binance	-5.44	-5.44	-8	-49.66	202306
VWAPStrategy_14	40	-0.46	-18.55	-55.6731	-4.28	2 days, 5:20:00	36	4	90	92.58	6.92	351.1	USDT	binance	-3.97	-3.97	-5.22	-38.11	202307
VWAPStrategy_14	49	-1.03	-50.36	-151.221	-11.63	1 day, 15:49:00	44	5	89.8	175.701	13.27	361.2	USDT	binance	-7.09	-7.09	-5.66	-54.04	202308
VWAPStrategy_14	95	0.3	28.19	84.6404	6.51	20:43:00	91	4	95.8	11.394	0.82	347.5	USDT	binance	30.71	30.71	40.35	508	202309
VWAPStrategy_14	157	0.25	38.99	117.061	9	12:51:00	152	5	96.8	60.282	4.39	347.5	USDT	binance	13.42	13.42	4.98	126.31	202310
VWAPStrategy_14	103	0.34	34.81	104.501	8.04	22:07:00	99	4	96.1	73.691	4.99	378.6	USDT	binance	10.23	10.23	6.69	106.19	202311
VWAPStrategy_14	125	0.27	33.28	100.019	7.69	19:26:00	121	4	96.8	143.915	9.32	385.1	USDT	binance	8.02	8.02	3.1	52.56	202312
VWAPStrategy_14	21	-2.75	-57.74	-173.318	-13.33	4 days, 6:19:00	18	3	85.7	205.995	15.46	379.9	USDT	binance	-4.44	-4.44	-15.03	-54.93	202401
VWAPStrategy_14	169	0.51	85.83	257.659	19.82	11:34:00	165	4	97.6	41.052	2.57	411.4	USDT	binance	63.53	63.53	45.28	508.49	202402
VWAPStrategy_14	85	0.22	18.76	56.2385	4.33	1 day, 7:31:00	80	5	94.1	168.909	11.07	459.4	USDT	binance	2.86	2.86	2.38	24.07	202403
VWAPStrategy_14	40	-3.04	-121.59	-365.088	-28.08	2 days, 15:24:00	36	4	90	438.379	31.92	452.3	USDT	binance	-6.9	-6.9	-25.88	-56.03	202404
VWAPStrategy_14	84	0.14	11.84	35.5014	2.73	1 day, 6:13:00	80	4	95.2	102.989	7.16	453.3	USDT	binance	3.23	3.23	1.6	23.51	202405
VWAPStrategy_14	30	-2.11	-63.27	-189.932	-14.61	3 days, 0:18:00	26	4	86.7	232.567	17.32	414.3	USDT	binance	-5.79	-5.79	-6.54	-55.57	202406
VWAPStrategy_14	57	-0.64	-36.23	-108.796	-8.37	1 day, 15:02:00	52	5	91.2	151.323	11.27	424.9	USDT	binance	-5.24	-5.24	-5.64	-47.28	202407
VWAPStrategy_14	27	-2.65	-71.65	-215.059	-16.54	3 days, 6:19:00	23	4	85.2	254.3	18.99	417.9	USDT	binance	-5.46	-5.46	-5.63	-55.48	202408
VWAPStrategy_14	161	0.37	58.94	176.954	13.61	11:33:00	156	5	96.9	71.1	4.59	393.3	USDT	binance	33.06	33.06	16.66	188.74	202409
VWAPStrategy_14	99	0.39	38.12	114.435	8.8	19:58:00	97	2	98	65.395	4.42	408.5	USDT	binance	13.56	13.56	43.19	122.76	202410
VWAPStrategy_14	133	1.02	135.46	406.621	31.28	14:42:00	128	5	96.2	26.274	1.52	395.5	USDT	binance	71.54	71.54	42.54	1313.77	202411
VWAPStrategy_14	63	-1.09	-68.42	-204.903	-15.76	1 day, 18:44:00	58	5	92.1	360.048	24.74	440.6	USDT	binance	-4.94	-4.94	-3.28	-39.26	202412
VWAPStrategy_14	76	-0.73	-55.63	-166.944	-12.84	1 day, 8:20:00	70	6	92.1	298.241	20.84	425.7	USDT	binance	-5.79	-5.79	-3.76	-37.98	202501
VWAPStrategy_14	54	-0.27	-14.64	-43.9683	-3.38	1 day, 7:29:00	50	4	92.6	93.571	6.93	366.1	USDT	binance	-2.33	-2.33	-2.2	-33.29	202502
VWAPStrategy_14	41	-1.39	-56.95	-170.902	-13.15	2 days, 0:52:00	36	5	87.8	180.233	13.77	397.2	USDT	binance	-6.31	-6.31	-5.73	-60.82	202503
VWAPStrategy_14	69	0.01	0.71	2.10243	0.16	1 day, 5:00:00	63	6	91.3	65.606	4.94	392.5	USDT	binance	0.16	0.16	0.07	2.16	202504
VWAPStrategy_14	76	-0.5	-37.77	-113.428	-8.73	1 day, 6:37:00	71	5	93.4	254.27	17.65	405.2	USDT	binance	-4.71	-4.71	-3.52	-31.49	202505
VWAPStrategy_14	51	-0.68	-34.61	-103.942	-8	1 day, 11:42:00	45	6	88.2	143.167	10.69	358.8	USDT	binance	-5.77	-5.77	-3.66	-49.27	202506
VWAPStrategy_14	78	0.23	18.31	54.9497	4.23	22:08:00	76	2	97.4	38.385	2.75	229.7	BUSD	binance	6.51	6.51	3.48	94.56	202303
VWAPStrategy_14	96	0.32	30.44	91.3682	7.03	15:46:00	92	4	95.8	46.61	3.24	189.6	BUSD	binance	17.91	17.91	16.03	138.09	202304
VWAPStrategy_14	67	0.08	5.6	16.8174	1.29	1 day, 2:22:00	63	4	94	69.412	5.01	213.7	BUSD	binance	1.96	1.96	1.82	15.92	202305
VWAPStrategy_14	25	-0.45	-11.23	-33.7155	-2.59	3 days, 9:35:00	22	3	88	53.606	4.06	231.9	BUSD	binance	-2.45	-2.45	-1.19	-40.67	202306
VWAPStrategy_14	48	-0.25	-12.09	-36.2996	-2.79	1 day, 13:29:00	45	3	93.8	83.884	6.22	215.1	BUSD	binance	-2.8	-2.8	-1.53	-27.65	202307
VWAPStrategy_14	25	-2.44	-60.92	-182.787	-14.06	2 days, 23:45:00	22	3	88	198.911	15.11	224.4	BUSD	binance	-5.15	-5.15	-24.18	-57.34	202308
VWAPStrategy_14	55	0.1	5.64	16.928	1.3	1 day, 1:16:00	52	3	94.5	12.51	0.94	184.2	BUSD	binance	7.17	7.17	3.67	88.12	202309
VWAPStrategy_14	102	0.47	48.23	144.795	11.14	16:24:00	101	1	99	30.567	2.24	210.2	BUSD	binance	23.66	23.66	0	306.83	202310
VWAPStrategy_14	109	0.73	79.25	237.859	18.3	14:25:00	106	3	97.2	35.606	2.26	203.4	BUSD	binance	34.95	34.95	10.02	532.67	202311
VWAPStrategy_14	108	0.26	27.75	83.3404	6.41	17:58:00	102	6	94.4	60.503	4.49	334.1	USDT	kucoin	7.91	7.91	2.37	88.09	202303
VWAPStrategy_14	92	0.09	8.45	25.3702	1.95	1 day, 0:13:00	88	4	95.7	91.809	6.48	357.4	USDT	kucoin	2.83	2.83	1.43	19.18	202304
VWAPStrategy_14	60	-0.6	-35.82	-107.555	-8.27	1 day, 10:22:00	54	6	90	164.751	12.14	334.3	USDT	kucoin	-5.21	-5.21	-3.62	-42	202305
VWAPStrategy_14	103	0.16	16.58	49.7877	3.83	20:22:00	97	6	94.2	77.312	5.8	334.9	USDT	kucoin	4.77	4.77	1.66	42.05	202306
VWAPStrategy_14	60	-0.59	-35.59	-106.885	-8.22	1 day, 9:48:00	54	6	90	121.575	9.25	336.7	USDT	kucoin	-6.45	-6.45	-4.11	-54.79	202307
VWAPStrategy_14	36	-1.56	-56.07	-168.372	-12.95	2 days, 8:38:00	33	3	91.7	198.328	14.91	337.7	USDT	kucoin	-5.53	-5.53	-10.48	-53.53	202308
VWAPStrategy_14	110	0.02	2.21	6.64962	0.51	18:52:00	104	6	94.5	78.805	5.69	338.5	USDT	kucoin	0.71	0.71	0.24	5.73	202309
VWAPStrategy_14	94	0.33	30.67	92.1052	7.09	1 day, 3:08:00	88	6	93.6	30.94	2.17	387.8	USDT	kucoin	13.28	13.28	7.61	200.83	202310
VWAPStrategy_14	130	0.68	88.61	266.085	20.47	18:18:00	124	6	95.4	46.55	2.89	382.6	USDT	kucoin	33.64	33.64	21.82	451.57	202311
VWAPStrategy_14	136	0.09	12.32	37.0107	2.85	18:02:00	129	7	94.9	173.667	11.5	399.6	USDT	kucoin	2.37	2.37	1.3	15.26	202312
VWAPStrategy_14	19	-2.06	-39.13	-117.51	-9.04	4 days, 16:19:00	16	3	84.2	145.453	10.95	377.5	USDT	kucoin	-3.51	-3.51	-3.08	-50.86	202401
VWAPStrategy_14	163	0.43	70.08	210.449	16.19	12:59:00	157	6	96.3	61.749	3.93	334.3	USDT	kucoin	35.18	35.18	20.85	271.54	202402
VWAPStrategy_14	109	0.45	48.95	147.002	11.31	23:46:00	104	5	95.4	128.277	8.14	426.9	USDT	kucoin	9.34	9.34	4.45	85.58	202403
VWAPStrategy_14	42	-2.13	-89.42	-268.515	-20.66	1 day, 23:41:00	37	5	88.1	340.17	24.8	387.4	USDT	kucoin	-6.47	-6.47	-4.89	-53.04	202404
VWAPStrategy_14	115	0.28	31.94	95.919	7.38	21:51:00	110	5	95.7	65.391	4.47	417.5	USDT	kucoin	15.33	15.33	9.42	101.62	202405
VWAPStrategy_14	16	-6.65	-106.37	-319.438	-24.57	5 days, 10:30:00	12	4	75	327.011	25.01	398.1	USDT	kucoin	-5.15	-5.15	-9.42	-62.57	202406
VWAPStrategy_14	108	0.05	5.74	17.2424	1.33	20:40:00	102	6	94.4	129.434	8.95	403.1	USDT	kucoin	1.34	1.34	0.64	9.14	202407
VWAPStrategy_14	59	-0.6	-35.19	-105.675	-8.13	1 day, 17:26:00	54	5	91.5	210.902	15.01	399.8	USDT	kucoin	-4.5	-4.5	-5.97	-33.38	202408
VWAPStrategy_14	147	0.16	23.86	71.6431	5.51	13:19:00	140	7	95.2	74.628	5.68	370.2	USDT	kucoin	6.45	6.45	2.56	61.78	202409
VWAPStrategy_14	69	-0.72	-49.84	-149.678	-11.51	1 day, 2:36:00	63	6	91.3	152.853	11.73	371.9	USDT	kucoin	-7.23	-7.23	-4.28	-60.5	202410
VWAPStrategy_14	77	0.52	40.41	121.341	9.33	1 day, 2:53:00	69	8	89.6	23.31	1.61	374.5	USDT	kucoin	11.34	11.34	13.2	368.38	202411
VWAPStrategy_14	49	-2.11	-103.36	-310.39	-23.88	2 days, 8:20:00	45	4	91.8	464.671	31.95	412.9	USDT	kucoin	-5.78	-5.78	-14.32	-46.05	202412
VWAPStrategy_14	71	-0.67	-47.85	-143.705	-11.05	1 day, 13:09:00	66	5	93	291.997	20.16	387.2	USDT	kucoin	-4.66	-4.66	-2.67	-33.79	202501
VWAPStrategy_14	50	-1.21	-60.56	-181.852	-13.99	1 day, 9:55:00	42	8	84	155.496	12.21	320.1	USDT	kucoin	-8.21	-8.21	-7.67	-78.18	202502
VWAPStrategy_14	102	-0.27	-27.53	-82.6372	-6.36	1 day, 0:19:00	94	8	92.2	236.088	16.24	373.7	USDT	kucoin	-3.73	-3.73	-1.94	-24.12	202503
VWAPStrategy_14	43	-0.54	-23.3	-69.9519	-5.38	1 day, 22:42:00	39	4	90.7	84.461	6.43	349.1	USDT	kucoin	-3.47	-3.47	-2.19	-53.33	202504
VWAPStrategy_14	116	-0.06	-6.96	-20.8966	-1.61	18:35:00	111	5	95.7	206.253	13.89	344.5	USDT	kucoin	-1.19	-1.19	-0.71	-7.13	202505
VWAPStrategy_14	30	-1.35	-40.62	-121.99	-9.38	2 days, 19:36:00	26	4	86.7	160.669	12	330.9	USDT	kucoin	-5	-5	-3.93	-51.51	202506
VWAPStrategy_14	492	-0.17	-83.13	-0.00831878	-9.24	0:39:00	35	457	7.1	0.00860752	9.53	260.4	BTC	binance	-272.34	-272.34	-913.58	-59.75	202303
VWAPStrategy_14	552	-0.19	-106.13	-0.0106202	-11.8	0:31:00	34	518	6.2	0.0107801	11.96	236.2	BTC	binance	-373.01	-373.01	-492.92	-62.85	202304
VWAPStrategy_14	581	-0.19	-109.13	-0.0109218	-12.14	0:39:00	40	541	6.9	0.0110468	12.26	242.7	BTC	binance	-546.38	-546.38	-984.24	-61.02	202305
VWAPStrategy_14	726	-0.22	-157.4	-0.0157528	-17.5	0:50:00	33	693	4.5	0.0159933	17.72	253.6	BTC	binance	-222.16	-222.16	-225.88	-62.89	202306
VWAPStrategy_14	583	-0.18	-106.47	-0.0106557	-11.84	1:14:00	30	553	5.1	0.0111236	12.3	269.2	BTC	binance	-398.49	-398.49	-1142.97	-59.34	202307
VWAPStrategy_14	691	-0.19	-133.19	-0.0133301	-14.81	1:00:00	27	664	3.9	0.0135781	15.05	265	BTC	binance	-819.05	-819.05	-1773.27	-60.67	202308
VWAPStrategy_14	643	-0.22	-141.38	-0.0141497	-15.72	1:20:00	24	619	3.7	0.0141531	15.73	279.2	BTC	binance	-210.88	-210.88	-210.81	-63.67	202309
VWAPStrategy_14	599	-0.23	-137.31	-0.0137418	-15.27	1:21:00	19	580	3.2	0.013984	15.5	290.6	BTC	binance	-183.38	-183.38	-184.62	-60.72	202310
VWAPStrategy_14	708	-0.2	-140.57	-0.0140683	-15.63	0:27:00	31	677	4.4	0.0142301	15.78	262.6	BTC	binance	-380.09	-380.09	-423.05	-63.07	202311
VWAPStrategy_14	642	-0.2	-129.89	-0.0129981	-14.44	0:21:00	23	619	3.6	0.0129874	14.43	245.7	BTC	binance	-354.9	-354.9	-384.28	-61.67	202312
VWAPStrategy_14	580	-0.22	-124.71	-0.0124809	-13.87	0:13:00	22	558	3.8	0.0123984	13.79	228.9	BTC	binance	-260.74	-260.74	-274.62	-61.98	202401
VWAPStrategy_14	553	-0.19	-106.62	-0.0106697	-11.86	0:18:00	31	522	5.6	0.0107584	11.94	241.7	BTC	binance	-503.69	-503.69	-748.78	-67.74	202402
VWAPStrategy_14	583	-0.2	-115.91	-0.0116012	-12.89	0:18:00	25	558	4.3	0.0116574	12.94	399.8	BTC	binance	-208.12	-208.12	-253.42	-61.37	202403
VWAPStrategy_14	819	-0.22	-178.96	-0.0179112	-19.9	0:30:00	34	785	4.2	0.0176131	19.64	407.8	BTC	binance	-321.1	-321.1	-329.27	-64.55	202404
VWAPStrategy_14	793	-0.18	-146.62	-0.0146747	-16.31	0:07:00	29	764	3.7	0.0154571	17.03	405.4	BTC	binance	-366.78	-366.78	-592.41	-59.02	202405
VWAPStrategy_14	799	-0.2	-157.21	-0.0157348	-17.48	0:19:00	25	774	3.1	0.0158805	17.62	378.9	BTC	binance	-696.45	-696.45	-834.54	-65.38	202406
VWAPStrategy_14	794	-0.21	-165.33	-0.0165481	-18.39	0:28:00	31	763	3.9	0.0165792	18.41	379.1	BTC	binance	-371.87	-371.87	-386.23	-63.59	202407
VWAPStrategy_14	684	-0.2	-134.02	-0.0134144	-14.9	0:19:00	29	655	4.2	0.0134231	14.91	368.8	BTC	binance	-428.88	-428.88	-502.32	-63.64	202408
VWAPStrategy_14	775	-0.2	-153.53	-0.0153665	-17.07	0:30:00	40	735	5.2	0.0157422	17.42	353.1	BTC	binance	-332.59	-332.59	-380.47	-62.42	202409
VWAPStrategy_14	533	-0.18	-97.46	-0.00975491	-10.84	0:17:00	33	500	6.2	0.0101284	11.21	350.3	BTC	binance	-248.9	-248.9	-347.25	-59.6	202410
VWAPStrategy_14	583	-0.19	-109.75	-0.0109849	-12.21	0:19:00	26	557	4.5	0.0110283	12.25	340	BTC	binance	-289.53	-289.53	-376.16	-63.46	202411
VWAPStrategy_14	681	-0.22	-148.78	-0.0148915	-16.55	0:12:00	23	658	3.4	0.0146587	16.33	350.2	BTC	binance	-299.48	-299.48	-313.73	-62.45	202412
VWAPStrategy_14	706	-0.21	-149.12	-0.0149251	-16.58	0:07:00	15	691	2.1	0.0149023	16.56	349.6	BTC	binance	-431.78	-431.78	-460.87	-61.71	202501
VWAPStrategy_14	649	-0.2	-130.08	-0.0130196	-14.47	0:14:00	16	633	2.5	0.0130521	14.5	310.1	BTC	binance	-414.26	-414.26	-482.7	-68.09	202502
VWAPStrategy_14	685	-0.21	-146.1	-0.0146234	-16.25	0:12:00	21	664	3.1	0.0146407	16.27	329.4	BTC	binance	-320.41	-320.41	-338.72	-61.54	202503
VWAPStrategy_14	646	-0.19	-124.86	-0.0124983	-13.89	0:15:00	23	623	3.6	0.0126718	14.05	318	BTC	binance	-433.01	-433.01	-579.27	-62.93	202504
VWAPStrategy_14	547	-0.2	-108.23	-0.0108329	-12.04	0:23:00	26	521	4.8	0.0109942	12.19	323.6	BTC	binance	-261.89	-261.89	-318.71	-62.86	202505
VWAPStrategy_14	506	-0.21	-108.44	-0.0108544	-12.06	0:27:00	14	492	2.8	0.0107696	11.98	323.4	BTC	binance	-269.23	-269.23	-300.04	-66.34	202506

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
78.33	0	-0.7	93.33	6.6	324.23
Sharpe	Sortino	Calmar
1.27	0.17	22


Prof.Factor	Expectancy	Cagr
1.21	-0.03	-0.04
Trades/Day	Rejected Signals
8.34	6
Ninja Score: 54

stoploss: -0.2
timeframe: 5m
hash(sha256): 5daa94a006e30d37cd44305752e542f12ef8b5ed3e8c35d0aadbfe06cad2f9cf
indicators:
high volume lower_band ATR close
rsi VWAP date upper_band open
date_copy low VWAP_signal closei openi
ATR_stoploss ema200

Similar Strategies: (based on used indicators)

Strategy: VWAPStrategy_12, Similarity Score: 94.44%
Strategy: VWAPStrategy_13, Similarity Score: 94.44%

last change: 2025-07-01 21:31:37