Verra_15m_v3

Strategy: Verra_15m_v3
Downloaded: 20231019
Stoploss: -0.99
Uploaded by: smidelis

Private 15m Spot v3 Unbiased Recursive Analysis

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Recursive Analysis
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Strategy	Buys	Avg Prof%	Cum Prof%	Tot Prof%	Tot Profit%	Avg Duration	Win	Draw	Loss	Win%	DD Stake	DD%	Time	Stake	Exchange	Stoploss	Sharpe	Sortino	Calmar	Month
Verra_15m_v3	109	0.13	13.95	41.9049	3.22	4:18:00	64	0	45	58.7	72.815	5.45	43	USDT	binance	4.2	4.2	5.81	40.37	202302
Verra_15m_v3	112	0.13	14.95	44.886	3.45	4:44:00	60	0	52	53.6	84.915	6.53	45.7	USDT	binance	5.17	5.17	8	32.58	202303
Verra_15m_v3	105	-0.16	-16.84	-50.5813	-3.89	4:43:00	57	0	48	54.3	96.876	7.24	43.5	USDT	binance	-6.85	-6.85	-6.65	-34.24	202304
Verra_15m_v3	101	-0.11	-11.08	-33.2373	-2.56	4:18:00	62	0	39	61.4	70.116	5.38	42.7	USDT	binance	-5.15	-5.15	-4.86	-29.26	202305
Verra_15m_v3	87	-0.33	-28.94	-86.8766	-6.68	5:01:00	49	0	38	56.3	135.93	10.43	42.6	USDT	binance	-8.48	-8.48	-8.32	-40.79	202306
Verra_15m_v3	102	-0.1	-9.91	-29.7457	-2.29	4:36:00	54	0	48	52.9	67.334	5.13	42	USDT	binance	-4.74	-4.74	-5.51	-27.48	202307
Verra_15m_v3	115	-0.21	-23.94	-71.8614	-5.53	4:20:00	66	1	48	57.4	87.264	6.63	42.9	USDT	binance	-9.27	-9.27	-7.99	-51.35	202308
Verra_15m_v3	95	-0.38	-36.25	-108.849	-8.37	5:22:00	44	0	51	46.3	128.919	9.83	45.3	USDT	binance	-8.94	-8.94	-7.16	-54.27	202309
Verra_15m_v3	96	0	-0.14	-0.430263	-0.03	5:00:00	60	0	36	62.5	105.319	8.05	49.7	USDT	binance	-0.05	-0.05	-0.04	-0.26	202310
Verra_15m_v3	118	0.42	49.89	149.804	11.52	4:33:00	76	0	42	64.4	37.676	2.63	53.6	USDT	binance	16.84	16.84	30.6	288.42	202311
Verra_15m_v3	99	-0.01	-1.25	-3.74264	-0.37	4:36:00	58	0	41	58.6	52.374	5.07	51.4	USDT	binance	-0.42	-0.42	-0.51	-4.7	202312
Verra_15m_v3	70	-0.33	-23.19	-69.6463	-6.96	4:19:00	31	0	39	44.3	82.299	8.13	56.1	USDT	binance	-7.99	-7.99	-9.41	-54.57	202401
Verra_15m_v3	84	-0.03	-2.8	-8.41067	-0.84	4:52:00	50	0	34	59.5	50.582	5.05	38.9	USDT	binance	-1.1	-1.1	-1.14	-10.98	202402
Verra_15m_v3	84	0.4	33.22	99.7036	9.97	4:27:00	53	0	31	63.1	60.331	5.69	27.2	USDT	binance	8.29	8.29	8.67	111.51	202403
Verra_15m_v3	54	-1.22	-66.14	-198.628	-19.86	4:57:00	29	0	25	53.7	187.507	18.98	25.8	USDT	binance	-9.78	-9.78	-8.02	-68.95	202404
Verra_15m_v3	112	0.12	13.52	40.5823	3.12	4:07:00	67	0	45	59.8	37.045	2.78	37.8	BUSD	binance	5.24	5.24	6.34	76.71	202302
Verra_15m_v3	94	-0.18	-16.81	-50.4727	-3.88	4:26:00	47	0	47	50	112.903	8.67	38.1	BUSD	binance	-5.12	-5.12	-6.84	-27.59	202303
Verra_15m_v3	101	-0.19	-18.95	-56.8732	-4.37	4:39:00	53	0	48	52.5	75.439	5.73	38.3	BUSD	binance	-9.39	-9.39	-10.46	-48.62	202304
Verra_15m_v3	98	-0.46	-45.22	-135.771	-10.44	4:36:00	46	0	52	46.9	137.773	10.6	38.9	BUSD	binance	-13.42	-13.42	-11.25	-60.75	202305
Verra_15m_v3	82	-0.1	-8.14	-24.4789	-1.88	4:56:00	48	0	34	58.5	84.353	6.41	36.9	BUSD	binance	-2.64	-2.64	-2.83	-18.71	202306
Verra_15m_v3	99	0.04	3.96	11.9014	0.92	4:25:00	57	0	42	57.6	43.096	3.28	37.1	BUSD	binance	2.61	2.61	3.2	17.22	202307
Verra_15m_v3	126	-0.06	-8.13	-24.394	-1.88	4:54:00	63	1	62	50	73.61	5.46	41.8	BUSD	binance	-2.88	-2.88	-3.57	-21.2	202308
Verra_15m_v3	112	-0.01	-0.59	-1.77611	-0.14	4:52:00	64	0	48	57.1	52.502	3.98	39.8	BUSD	binance	-0.28	-0.28	-0.29	-2.19	202309
Verra_15m_v3	101	0.07	6.99	20.9918	1.61	4:56:00	61	0	40	60.4	87.343	6.63	39.7	BUSD	binance	2.53	2.53	2.61	15.02	202310
Verra_15m_v3	50	-0.24	-11.94	-35.8892	-2.76	4:21:00	34	0	16	68	86.891	6.43	26	BUSD	binance	-2.08	-2.08	-1.43	-28.28	202311
Verra_15m_v3	115	0.14	16.33	49.0401	3.77	4:32:00	66	0	49	57.4	68.4	4.83	43.1	USDT	kucoin	4.89	4.89	6.63	53.34	202302
Verra_15m_v3	106	-0.19	-19.64	-58.9701	-4.54	5:07:00	52	0	54	49.1	124.285	9.55	43.9	USDT	kucoin	-5.56	-5.56	-6.72	-29.26	202303
Verra_15m_v3	122	-0.26	-31.41	-94.3235	-7.26	4:57:00	59	0	63	48.4	116.401	8.8	45.1	USDT	kucoin	-12.32	-12.32	-13.3	-52.48	202304
Verra_15m_v3	159	0.06	8.85	26.5782	2.04	4:14:00	84	0	75	52.8	102.289	7.86	51.3	USDT	kucoin	3.54	3.54	4.85	16.04	202305
Verra_15m_v3	120	-0.05	-6.13	-18.42	-1.42	4:31:00	73	0	47	60.8	88.434	6.7	44.2	USDT	kucoin	-2.08	-2.08	-2.11	-13.47	202306
Verra_15m_v3	145	-0.01	-1.68	-5.05447	-0.39	4:19:00	88	0	57	60.7	51.572	3.83	45.8	USDT	kucoin	-0.67	-0.67	-0.67	-6.25	202307
Verra_15m_v3	137	-0.45	-61.6	-184.973	-14.23	5:39:00	67	0	70	48.9	185.263	14.25	49.4	USDT	kucoin	-20.57	-20.57	-18.45	-61.55	202308
Verra_15m_v3	142	-0.09	-13.18	-39.5656	-3.04	5:01:00	71	0	71	50	75	5.75	47.3	USDT	kucoin	-4.97	-4.97	-6.68	-33.71	202309
Verra_15m_v3	135	-0.08	-11.28	-33.8668	-2.61	5:24:00	76	0	59	56.3	113.279	8.66	54.6	USDT	kucoin	-3.44	-3.44	-4.35	-18.54	202310
Verra_15m_v3	148	0.52	77.49	232.693	17.9	4:34:00	101	0	47	68.2	42.364	2.98	56.8	USDT	kucoin	24.36	24.36	33.83	382.67	202311
Verra_15m_v3	139	0.34	46.76	140.415	10.8	4:34:00	79	0	60	56.8	63.223	4.61	56.7	USDT	kucoin	13.06	13.06	22.67	144.49	202312
Verra_15m_v3	103	-0.36	-37.21	-111.734	-8.59	4:37:00	48	0	55	46.6	131.378	9.96	54.4	USDT	kucoin	-9.67	-9.67	-13.24	-53.21	202401
Verra_15m_v3	114	-0.18	-20.17	-60.5595	-4.66	4:44:00	68	0	46	59.6	110.926	8.46	41.8	USDT	kucoin	-4.05	-4.05	-3.22	-37.59	202402
Verra_15m_v3	94	-0.37	-34.76	-104.38	-8.03	5:14:00	54	0	40	57.4	209.595	15.03	40.7	USDT	kucoin	-5.17	-5.17	-5.44	-34.01	202403
Verra_15m_v3	107	-0.29	-30.75	-92.3476	-7.1	5:03:00	61	0	46	57	138.03	10.45	43	USDT	kucoin	-6.9	-6.9	-6.79	-43.3	202404
Verra_15m_v3	159	-0.13	-21.24	-0.00212391	-2.36	4:31:00	81	0	78	50.9	0.00359867	3.98	50.9	BTC	binance	-9.4	-9.4	-11.38	-40.42	202302
Verra_15m_v3	130	-0.49	-63.53	-0.00635692	-7.06	4:51:00	60	0	70	46.2	0.00736112	8.11	48.3	BTC	binance	-21.55	-21.55	-24.17	-53.67	202303
Verra_15m_v3	182	-0.23	-41.16	-0.00411883	-4.58	4:41:00	92	0	90	50.5	0.0042621	4.73	54.7	BTC	binance	-21.69	-21.69	-21.28	-61.64	202304
Verra_15m_v3	193	-0.18	-35.68	-0.00357028	-3.97	4:45:00	98	0	95	50.8	0.00364444	4.05	57.3	BTC	binance	-17.17	-17.17	-17.1	-60.42	202305
Verra_15m_v3	166	-0.07	-11.54	-0.0011536	-1.28	4:54:00	83	0	83	50	0.0030396	3.37	53.4	BTC	binance	-3.87	-3.87	-3.84	-24.25	202306
Verra_15m_v3	215	0.08	17.15	0.00171753	1.91	4:32:00	133	0	82	61.9	0.0018432	1.98	57.2	BTC	binance	7.88	7.88	7.16	59.44	202307
Verra_15m_v3	183	-0.29	-52.96	-0.00529748	-5.89	5:05:00	97	0	86	53	0.00557017	6.17	56	BTC	binance	-23.37	-23.37	-24.07	-58.79	202308
Verra_15m_v3	162	0.16	25.56	0.00255967	2.84	4:55:00	85	0	77	52.5	0.00358012	3.93	53.3	BTC	binance	4.42	4.42	11.71	46.13	202309
Verra_15m_v3	169	-0.08	-13.1	-0.0013105	-1.46	5:17:00	94	0	75	55.6	0.00268385	2.97	63.7	BTC	binance	-5.14	-5.14	-5.19	-30.23	202310
Verra_15m_v3	149	0.23	33.77	0.00337983	3.76	4:42:00	87	0	62	58.4	0.00211296	2.23	75.7	BTC	binance	12.73	12.73	16.58	107.11	202311
Verra_15m_v3	165	0.23	37.67	0.00376856	4.19	4:28:00	97	0	68	58.8	0.00139458	1.5	61.8	BTC	binance	16.86	16.86	26.12	178.25	202312
Verra_15m_v3	143	0.19	27.83	0.00278736	3.1	4:16:00	82	0	61	57.3	0.00423727	4.71	58.9	BTC	binance	6.38	6.38	9.54	41.86	202401
Verra_15m_v3	159	0.05	7.7	0.00077146	0.86	5:06:00	96	0	63	60.4	0.00244419	2.62	34.3	BTC	binance	3.51	3.51	4.26	22.31	202402
Verra_15m_v3	118	0.47	55	0.00550436	6.12	4:24:00	76	0	42	64.4	0.00118261	1.29	29.8	BTC	binance	16.69	16.69	27.81	302.58	202403
Verra_15m_v3	135	-0.39	-52.21	-0.00522567	-5.81	4:51:00	74	0	61	54.8	0.00606039	6.68	32.8	BTC	binance	-13.65	-13.65	-12.43	-57.3	202404

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
120.75	-0.03	-2.05	56	6.25	45.95
Sharpe	Sortino	Calmar
-3.7	-3.75	-24.75


Prof.Factor	Expectancy	Cagr
0.85	-0.15	-0.2
Trades/Day	Rejected Signals
4.07	41.5
Ninja Score: 58

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

stoploss: -0.99
timeframe: 15m
hash(sha256): 338618cb2636bf032e7c462749d8e248efb0ce32d2f42d1d281596539d22253e
indicators:
zscore_volatility_8 zscore_pct_change_16 zscore_volatility_48 zscore_pct_change_8 zscore_pct_change_mean
close zscore_pct_change_4 zscore_volatility_2 volatility_t exit_long
exit_tag zscore_pct_change_t pPF_2 pSL_1 pSL_2
const_2 volume zscore_pct_change_6 zscore_pct_change_mean_30m open
zscore_volatility_t const_3 zscore_volatility_6 zscore_volatility_16 returns
closeopen const_0 high pHSL leverage
pPF_1 pct_change_t highlow zscore_pct_change_48 zscore_volatility_4
mid_price zscore_highlow enter

Similar Strategies: (based on used indicators)

Strategy: Verra_15m_v4, Similarity Score: 82.05%

last change: 2024-05-02 11:06:07