Verra_15m_v2_lo

Strategy: Verra_15m_v2_lo
Downloaded: 20230912
Stoploss: -0.99
Uploaded by: smidelis

Private 15m Spot v3 Unbiased Recursive Analysis

Backtests
Info
Recursive Analysis
Quantstats

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
Verra_15m_v2_lo	23	-0.27	-6.29	-18.8996	-1.45	3:16:00	13	10	56.5	36.468	2.77	28.4	USDT	binance	-2.19	-2.19	-2.44	-32.35	202301
Verra_15m_v2_lo	30	-0.51	-15.31	-45.9665	-3.54	4:14:00	13	17	43.3	75.493	5.7	27.7	USDT	binance	-4.67	-4.67	-5.53	-42.31	202302
Verra_15m_v2_lo	45	0.23	10.38	31.1337	2.39	3:26:00	30	15	66.7	50.749	3.82	30.5	USDT	binance	3.63	3.63	3.83	38.61	202303
Verra_15m_v2_lo	26	0.66	17.24	51.7488	3.98	2:54:00	21	5	80.8	17.651	1.34	28.1	USDT	binance	4.99	4.99	6.07	189.21	202304
Verra_15m_v2_lo	35	0.13	4.45	13.3567	1.03	3:17:00	22	13	62.9	16.375	1.26	28.3	USDT	binance	2.9	2.9	6.12	50.37	202305
Verra_15m_v2_lo	26	-2.01	-52.28	-156.964	-12.07	3:54:00	11	15	42.3	185.931	14.29	27.6	USDT	binance	-6.01	-6.01	-5.27	-53.82	202306
Verra_15m_v2_lo	27	-0.24	-6.56	-19.6842	-1.51	3:19:00	14	13	51.9	35.117	2.71	27.9	USDT	binance	-3.37	-3.37	-3.65	-34.49	202307
Verra_15m_v2_lo	36	0.46	16.51	49.5728	3.81	2:55:00	27	9	75	11.271	0.86	28.9	USDT	binance	7.94	7.94	9.17	273.73	202308
Verra_15m_v2_lo	22	0.04	0.82	2.44791	0.19	3:09:00	15	7	68.2	16.063	1.23	26.6	USDT	binance	0.45	0.45	0.4	10.12	202309
Verra_15m_v2_lo	20	-0.03	-0.64	-1.91387	-0.15	2:56:00	11	9	55	14.203	1.09	29.5	USDT	binance	-0.4	-0.4	-0.57	-8.64	202310
Verra_15m_v2_lo	47	0.77	36.03	108.144	8.32	2:49:00	36	11	76.6	5.258	0.38	31.1	USDT	binance	23.91	23.91	49.55	1435.93	202311
Verra_15m_v2_lo	43	0.49	21.17	63.5632	4.89	2:46:00	32	11	74.4	3.934	0.29	31.4	USDT	binance	13.37	13.37	32	1061.67	202312
Verra_15m_v2_lo	48	-0.12	-5.67	-17.0422	-1.31	2:55:00	29	19	60.4	34.624	2.65	35.1	USDT	binance	-2.03	-2.03	-2.6	-31.45	202401
Verra_15m_v2_lo	37	0.38	13.89	41.7154	3.21	3:06:00	26	11	70.3	21.875	1.67	25.4	USDT	binance	7.41	7.41	10.47	126.69	202402
Verra_15m_v2_lo	56	0.99	55.37	166.197	12.78	2:23:00	44	12	78.6	19.493	1.45	20	USDT	binance	18.5	18.5	21.89	563.29	202403
Verra_15m_v2_lo	24	-1.39	-33.42	-100.322	-7.72	3:30:00	10	14	41.7	112.692	8.63	19.1	USDT	binance	-6.15	-6.15	-6.02	-58.89	202404
Verra_15m_v2_lo	28	-0.37	-10.41	-31.2479	-2.4	3:32:00	11	17	39.3	32.981	2.54	19.5	USDT	binance	-4.56	-4.56	-5.69	-60.24	202405
Verra_15m_v2_lo	46	-0.6	-27.57	-82.7603	-6.37	3:39:00	23	23	50	91.295	7.01	20.4	USDT	binance	-9.37	-9.37	-8.83	-59.85	202406
Verra_15m_v2_lo	29	-0.73	-21.08	-63.3068	-4.87	4:13:00	14	15	48.3	82.397	6.32	20.6	USDT	binance	-4.9	-4.9	-5.18	-49.09	202407
Verra_15m_v2_lo	30	-1.98	-59.42	-178.416	-13.72	4:04:00	8	22	26.7	186.596	14.32	22	USDT	binance	-14.57	-14.57	-16.43	-61.02	202408
Verra_15m_v2_lo	30	0.34	10.07	30.2386	2.33	2:40:00	23	7	76.7	18.754	1.45	19.9	USDT	binance	4.74	4.74	8.44	109.67	202409
Verra_15m_v2_lo	41	0.67	27.33	82.0633	6.31	2:45:00	31	10	75.6	2.679	0.2	18.8	USDT	binance	17.28	17.28	49.97	1983.37	202410
Verra_15m_v2_lo	26	-0.16	-4.06	-12.1884	-0.94	3:20:00	17	9	65.4	38.516	2.91	27.1	BUSD	binance	-1.36	-1.36	-1.36	-19.86	202301
Verra_15m_v2_lo	30	-0.14	-4.34	-13.0314	-1	3:48:00	11	19	36.7	21.069	1.62	26.8	BUSD	binance	-1.54	-1.54	-3.33	-42.32	202302
Verra_15m_v2_lo	53	0.29	15.14	45.4402	3.5	3:21:00	35	18	66	53.41	4.03	29	BUSD	binance	5.2	5.2	5.91	53.47	202303
Verra_15m_v2_lo	32	0.58	18.51	55.5726	4.27	3:06:00	23	9	71.9	17.645	1.35	26.5	BUSD	binance	6.3	6.3	14.59	202.15	202304
Verra_15m_v2_lo	32	-0.26	-8.38	-25.1648	-1.94	3:21:00	15	17	46.9	30.816	2.36	27.1	BUSD	binance	-5.26	-5.26	-5.74	-50.55	202305
Verra_15m_v2_lo	35	-1.04	-36.33	-109.05	-8.39	4:14:00	20	15	57.1	165.267	12.7	28.9	BUSD	binance	-4.97	-4.97	-3.97	-42.06	202306
Verra_15m_v2_lo	28	-0.2	-5.7	-17.0997	-1.32	3:38:00	15	13	53.6	28.352	2.18	27.4	BUSD	binance	-3.5	-3.5	-3.84	-37.13	202307
Verra_15m_v2_lo	36	0.18	6.34	19.0307	1.46	3:10:00	20	16	55.6	13.407	1.03	27.2	BUSD	binance	2.95	2.95	4.34	87.38	202308
Verra_15m_v2_lo	23	-0.1	-2.24	-6.72477	-0.52	4:19:00	15	8	65.2	17.452	1.34	25.9	BUSD	binance	-1.21	-1.21	-1.15	-24.57	202309
Verra_15m_v2_lo	19	-0.16	-3.04	-9.12468	-0.7	3:06:00	12	7	63.2	20.584	1.58	22	BUSD	binance	-1.54	-1.54	-1.5	-27.42	202310
Verra_15m_v2_lo	21	1.42	29.8	89.4595	6.88	2:27:00	21	0	100	0	0	19.7	BUSD	binance	18.19	18.19	0	0	202311
Verra_15m_v2_lo	29	0.24	7.02	21.0945	1.62	2:58:00	21	8	72.4	42.36	3.14	23.6	USDT	kucoin	2.25	2.25	2.86	31.88	202301
Verra_15m_v2_lo	40	-0.48	-19.21	-57.6847	-4.44	4:20:00	17	23	42.5	61.641	4.73	25.3	USDT	kucoin	-6.7	-6.7	-8.71	-64.05	202302
Verra_15m_v2_lo	46	0.31	14.17	42.5653	3.27	3:25:00	30	16	65.2	52.086	3.92	25.7	USDT	kucoin	4.6	4.6	5.84	51.46	202303
Verra_15m_v2_lo	35	1.01	35.44	106.429	8.19	2:46:00	27	8	77.1	4.931	0.36	23.7	USDT	kucoin	13.77	13.77	49.89	1431.68	202304
Verra_15m_v2_lo	41	-0.09	-3.56	-10.6794	-0.82	3:30:00	22	19	53.7	38.416	2.95	24.9	USDT	kucoin	-1.54	-1.54	-1.66	-17.17	202305
Verra_15m_v2_lo	25	-1.94	-48.41	-145.379	-11.18	3:55:00	10	15	40	154.645	11.94	23.8	USDT	kucoin	-6.54	-6.54	-5.77	-59.66	202306
Verra_15m_v2_lo	41	-0.35	-14.26	-42.8364	-3.3	3:26:00	20	21	48.8	57.478	4.38	25.5	USDT	kucoin	-4.14	-4.14	-3.78	-46.42	202307
Verra_15m_v2_lo	43	-0.05	-2.22	-6.66722	-0.51	3:25:00	25	18	58.1	52.76	4.06	24.7	USDT	kucoin	-0.71	-0.71	-0.72	-7.79	202308
Verra_15m_v2_lo	31	0.36	11.1	33.3362	2.56	2:39:00	22	9	71	3.458	0.27	22.8	USDT	kucoin	10.47	10.47	20.59	616.13	202309
Verra_15m_v2_lo	33	-0.2	-6.66	-19.9917	-1.54	3:43:00	16	17	48.5	37.488	2.87	31.4	USDT	kucoin	-2.5	-2.5	-2.64	-32.97	202310
Verra_15m_v2_lo	55	0.81	44.78	134.473	10.34	2:40:00	45	10	81.8	25.476	1.9	33.5	USDT	kucoin	17.5	17.5	17.89	345.87	202311
Verra_15m_v2_lo	42	0.46	19.16	57.5397	4.43	2:48:00	32	10	76.2	16.148	1.18	31.3	USDT	kucoin	8.75	8.75	10.06	230.24	202312
Verra_15m_v2_lo	53	-0.42	-22.06	-66.2406	-5.1	3:14:00	30	23	56.6	68.645	5.3	33.6	USDT	kucoin	-6.43	-6.43	-6.83	-59.22	202401
Verra_15m_v2_lo	35	0.42	14.81	44.4827	3.42	2:49:00	23	12	65.7	9.294	0.71	24.4	USDT	kucoin	10.61	10.61	12.24	330.6	202402
Verra_15m_v2_lo	65	0.33	21.2	63.6558	4.9	2:48:00	43	22	66.2	57.341	4.05	34.5	USDT	kucoin	5.72	5.72	5.4	76.96	202403
Verra_15m_v2_lo	29	-0.49	-14.17	-42.5416	-3.27	3:19:00	17	12	58.6	94.58	7.15	33	USDT	kucoin	-2.55	-2.55	-2.27	-29.16	202404
Verra_15m_v2_lo	38	0.02	0.78	2.33138	0.18	3:50:00	19	19	50	33.616	2.54	34.1	USDT	kucoin	0.27	0.27	0.4	4.36	202405
Verra_15m_v2_lo	41	-0.65	-26.53	-79.6675	-7.97	3:44:00	21	20	51.2	94.123	9.33	34.1	USDT	kucoin	-6.18	-6.18	-9.17	-54.36	202406
Verra_15m_v2_lo	30	-0.43	-12.92	-38.8004	-2.98	3:11:00	17	13	56.7	64.277	4.85	31.8	USDT	kucoin	-2.74	-2.74	-2.66	-37.93	202407
Verra_15m_v2_lo	36	-0.74	-26.65	-80.0266	-6.16	3:42:00	12	24	33.3	69.079	5.36	32.2	USDT	kucoin	-5.33	-5.33	-8.67	-70.79	202408
Verra_15m_v2_lo	33	0.46	15.21	45.6662	3.51	2:28:00	23	10	69.7	12.495	0.96	36.4	USDT	kucoin	7.67	7.67	10.81	240.48	202409
Verra_15m_v2_lo	53	0.29	15.27	45.8429	3.53	2:50:00	36	17	67.9	20.985	1.54	32.2	USDT	kucoin	6.79	6.79	7.52	146.27	202410
Verra_15m_v2_lo	46	-0.05	-2.39	-0.00023884	-0.27	3:56:00	27	19	58.7	0.00195839	2.14	31	BTC	binance	-0.86	-0.86	-1.24	-7.63	202301
Verra_15m_v2_lo	52	0.2	10.36	0.00103698	1.15	3:13:00	29	23	55.8	0.00042549	0.47	30.2	BTC	binance	5.4	5.4	7.23	166.59	202302
Verra_15m_v2_lo	78	0.05	4.15	0.00041547	0.46	3:29:00	45	33	57.7	0.00150306	1.65	33.9	BTC	binance	2.23	2.23	3.35	17.25	202303
Verra_15m_v2_lo	37	-0.3	-11.15	-0.00111625	-1.24	3:13:00	17	20	45.9	0.00171084	1.9	29.7	BTC	binance	-5.2	-5.2	-5.26	-41.62	202304
Verra_15m_v2_lo	52	-0.29	-14.98	-0.00149919	-1.67	3:43:00	25	27	48.1	0.00209309	2.32	30.8	BTC	binance	-6.49	-6.49	-6.14	-44.17	202305
Verra_15m_v2_lo	62	-0.86	-53.04	-0.005307	-5.9	3:50:00	38	24	61.3	0.0074776	8.24	32.7	BTC	binance	-8.25	-8.25	-6.16	-45.59	202306
Verra_15m_v2_lo	33	-0.34	-11.28	-0.00112904	-1.25	3:23:00	16	17	48.5	0.00128133	1.42	30	BTC	binance	-3.56	-3.56	-2.79	-54.4	202307
Verra_15m_v2_lo	44	0.09	3.78	0.00037812	0.42	3:14:00	27	17	61.4	0.00065311	0.72	30.1	BTC	binance	1.62	1.62	2.38	35.82	202308
Verra_15m_v2_lo	38	0.29	10.94	0.00109485	1.22	3:28:00	23	15	60.5	0.00029964	0.33	29.2	BTC	binance	6.55	6.55	10.45	234.06	202309
Verra_15m_v2_lo	59	-0.16	-9.18	-0.0009189	-1.02	3:11:00	32	27	54.2	0.0013561	1.5	32.8	BTC	binance	-4.46	-4.46	-5.67	-41.96	202310
Verra_15m_v2_lo	44	0.38	16.65	0.00166676	1.85	3:06:00	29	15	65.9	0.00112359	1.23	32.5	BTC	binance	5.87	5.87	6.52	95.59	202311
Verra_15m_v2_lo	41	0.34	13.88	0.0013892	1.54	3:18:00	30	11	73.2	0.00077305	0.84	32.8	BTC	binance	6.38	6.38	7.51	116.68	202312
Verra_15m_v2_lo	46	-0.36	-16.46	-0.00164701	-1.83	3:01:00	19	27	41.3	0.00241393	2.66	37.7	BTC	binance	-7.42	-7.42	-8.76	-43.82	202401
Verra_15m_v2_lo	58	0.09	5.45	0.00054589	0.61	3:27:00	36	22	62.1	0.00114805	1.27	21.4	BTC	binance	2.93	2.93	3.96	32.51	202402
Verra_15m_v2_lo	38	0.5	18.84	0.00188611	2.1	3:31:00	25	13	65.8	0.00079569	0.87	20.1	BTC	binance	5.38	5.38	8.82	154.29	202403
Verra_15m_v2_lo	29	-0.88	-25.57	-0.00255966	-2.84	3:23:00	17	12	58.6	0.0036724	4.06	21	BTC	binance	-5.32	-5.32	-4.5	-46.16	202404
Verra_15m_v2_lo	47	0.11	5.27	0.00052799	0.59	3:40:00	26	21	55.3	0.00086231	0.96	21.2	BTC	binance	2.28	2.28	3.56	39.07	202405
Verra_15m_v2_lo	53	-0.14	-7.25	-0.00072509	-0.81	4:18:00	29	24	54.7	0.00322224	3.49	21.4	BTC	binance	-1.74	-1.74	-2	-15.19	202406
Verra_15m_v2_lo	53	-0.1	-5.34	-0.00053486	-0.59	4:50:00	27	26	50.9	0.00244491	2.71	22	BTC	binance	-1.63	-1.63	-2.15	-13.96	202407
Verra_15m_v2_lo	55	0.35	19.09	0.00191071	2.12	3:44:00	35	20	63.6	0.00088609	0.96	25.8	BTC	binance	5.13	5.13	9.43	140.25	202408
Verra_15m_v2_lo	39	0.32	12.61	0.00126171	1.4	4:33:00	24	15	61.5	0.00047942	0.53	21.8	BTC	binance	8.52	8.52	11.83	174.36	202409
Verra_15m_v2_lo	53	0.96	50.71	0.0050757	5.64	5:14:00	35	18	66	0.00018549	0.2	22.4	BTC	binance	11.66	11.66	91.7	1734.81	202410

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
33	-0.03	-0.26	60.67	2.4	27.4
Sharpe	Sortino	Calmar
-0.49	-0.47	-8.32


Prof.Factor	Expectancy	Cagr
0.92	0	0
Trades/Day	Rejected Signals
1.31	0
Ninja Score: 57

startup_candle_count : 672
Recursive Analysis found no issues while using 672 startup_candle_count

stoploss: -0.99
timeframe: 15m
hash(sha256): 228373d4ce6bdba580a9f7fc3dbe5239288f03ad05b0c9cbde941828e3edcee5
indicators:
pct_change_mean_upper_30m zscore_pct_change_16 zscore_pct_change_8 pct_change_mean zscore_pct_change_mean
pct_change_mean_30m close zscore_pct_change_4 exit_long exit_tag
zscore_highlow_1h zscore_pct_change_t pct_change_mean_lower_1h pPF_2 pSL_1
pSL_2 const_2 pct_change_mean_upper_1h volume pct_change_mean_lower_30m
pct_change_16 zscore_pct_change_6 zscore_pct_change_mean_30m open zscore_pct_change_mean_1h
const_3 pct_change_6 pct_change_mean_1h const_0 high
pHSL leverage pct_change_8 zscore_hig

Similar Strategies: (based on used indicators)

Strategy: Verra_15m_v2_lotr, Similarity Score: 97.14%
Strategy: Verra_15m_v3_lo, Similarity Score: 94.29%
Strategy: Verra_15m_v2, Similarity Score: 82.86%

last change: 2024-11-01 15:19:44