Verra_15m_v4

Strategy: Verra_15m_v4
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	Loss	Win%	DD Stake	DD%	Time	Stake	Exchange	Stoploss	Sharpe	Sortino	Calmar	Month
Verra_15m_v4	30	0.06	1.73	5.22752	0.4	4:32:00	13	17	43.3	30.957	2.37	33.3	USDT	binance	0.42	0.42	0.76	11.58	202302
Verra_15m_v4	25	-0.19	-4.82	-14.4814	-1.11	4:44:00	14	11	56	27.265	2.12	33	USDT	binance	-1.56	-1.56	-1.75	-32.36	202303
Verra_15m_v4	35	0.01	0.44	1.3097	0.1	4:27:00	19	16	54.3	17.395	1.32	33.7	USDT	binance	0.27	0.27	0.36	4.84	202304
Verra_15m_v4	31	-0.03	-1.04	-3.12524	-0.24	4:04:00	18	13	58.1	22.438	1.7	32.4	USDT	binance	-0.6	-0.6	-0.55	-8.71	202305
Verra_15m_v4	29	-1.33	-38.5	-115.59	-8.89	5:10:00	12	17	41.4	134.168	10.3	33.8	USDT	binance	-7.79	-7.79	-7.07	-54.98	202306
Verra_15m_v4	33	-0.23	-7.5	-22.5176	-1.73	4:46:00	16	17	48.5	40.608	3.11	33.5	USDT	binance	-3.17	-3.17	-4.48	-34.3	202307
Verra_15m_v4	36	0.18	6.33	19.0182	1.46	4:26:00	21	15	58.3	30.535	2.26	33.3	USDT	binance	1.76	1.76	2.63	39.85	202308
Verra_15m_v4	29	-0.27	-7.95	-23.8767	-1.84	4:28:00	16	13	55.2	49.758	3.77	32.5	USDT	binance	-3.21	-3.21	-2.87	-31.04	202309
Verra_15m_v4	25	-0.61	-15.21	-45.6743	-3.51	5:25:00	11	14	44	55.002	4.25	37.3	USDT	binance	-6.42	-6.42	-7.57	-52.63	202310
Verra_15m_v4	15	0.32	4.74	14.2366	1.1	3:47:00	11	4	73.3	12.748	0.99	37.2	USDT	binance	1.87	1.87	4.8	73.16	202311
Verra_15m_v4	31	0.42	12.93	38.8417	2.99	4:41:00	18	13	58.1	35.293	2.57	41.9	USDT	binance	3.45	3.45	4.99	73.94	202312
Verra_15m_v4	18	-0.71	-12.78	-38.3732	-2.95	4:02:00	7	11	38.9	46.18	3.59	39.5	USDT	binance	-3.16	-3.16	-3.81	-52.42	202401
Verra_15m_v4	18	0.81	14.51	43.5782	3.35	3:28:00	11	7	61.1	7.93	0.6	30.9	USDT	binance	4.7	4.7	21.77	365.38	202402
Verra_15m_v4	20	-0.26	-5.13	-15.4119	-1.19	4:24:00	10	10	50	46.311	3.49	22.2	USDT	binance	-1.24	-1.24	-1.53	-21.62	202403
Verra_15m_v4	20	-0.36	-7.16	-21.4439	-1.65	4:30:00	10	10	50	39.622	3.06	23	USDT	binance	-1.07	-1.07	-1.74	-35.53	202404
Verra_15m_v4	23	0.26	5.97	17.9473	1.38	3:55:00	13	10	56.5	31.518	2.35	29.1	BUSD	binance	2.29	2.29	3.56	40.14	202302
Verra_15m_v4	25	0.28	7.06	21.1802	1.63	4:11:00	14	11	56	29.223	2.21	29.4	BUSD	binance	1.98	1.98	2.59	45.35	202303
Verra_15m_v4	41	0.02	0.93	2.80061	0.22	4:33:00	27	14	65.9	32.091	2.41	30	BUSD	binance	0.49	0.49	0.53	5.7	202304
Verra_15m_v4	30	-0.13	-3.92	-11.7722	-0.91	4:58:00	12	18	40	21.197	1.62	29.9	BUSD	binance	-1.9	-1.9	-2.57	-34.48	202305
Verra_15m_v4	35	-0.38	-13.44	-40.3693	-3.11	4:59:00	16	19	45.7	66.538	5.11	29.5	BUSD	binance	-3.57	-3.57	-3.91	-38.71	202306
Verra_15m_v4	33	0.13	4.42	13.2761	1.02	4:03:00	23	10	69.7	32.63	2.47	28.9	BUSD	binance	1.57	1.57	1.89	25.53	202307
Verra_15m_v4	30	0.07	2.17	6.49933	0.5	5:28:00	12	18	40	39.507	2.94	30.1	BUSD	binance	0.46	0.46	0.98	10.5	202308
Verra_15m_v4	24	-0.12	-2.91	-8.7491	-0.67	4:09:00	14	10	58.3	21.894	1.67	27.7	BUSD	binance	-2.04	-2.04	-2.11	-25.64	202309
Verra_15m_v4	25	-0.38	-9.53	-28.6149	-2.2	5:13:00	11	14	44	34.23	2.64	31.2	BUSD	binance	-5.01	-5.01	-6.11	-51.41	202310
Verra_15m_v4	4	1.29	5.17	15.5156	1.19	2:38:00	4	0	100	0	0	20.1	BUSD	binance	4.29	4.29	0	0	202311
Verra_15m_v4	36	0.08	2.9	8.71396	0.67	4:26:00	18	18	50	57.589	4.24	33.8	USDT	kucoin	0.9	0.9	1.5	10.8	202302
Verra_15m_v4	32	-0.1	-3.12	-9.37873	-0.72	4:34:00	19	13	59.4	34.089	2.59	32.5	USDT	kucoin	-0.94	-0.94	-1.08	-17.19	202303
Verra_15m_v4	41	0.19	7.65	22.9705	1.77	4:37:00	26	15	63.4	19.614	1.47	33	USDT	kucoin	4.52	4.52	7.38	76.34	202304
Verra_15m_v4	37	0.08	2.83	8.50718	0.65	4:21:00	19	18	51.4	18.814	1.43	33.6	USDT	kucoin	1.41	1.41	2.1	28.12	202305
Verra_15m_v4	40	-0.4	-15.82	-47.5154	-3.66	4:13:00	24	16	60	77.532	5.92	33.4	USDT	kucoin	-4.52	-4.52	-3.69	-39.32	202306
Verra_15m_v4	37	0	0.04	0.125945	0.01	4:09:00	25	12	67.6	23.271	1.79	33.3	USDT	kucoin	0.02	0.02	0.02	0.33	202307
Verra_15m_v4	40	0.17	6.74	20.2368	1.56	5:32:00	22	18	55	35.126	2.59	38.5	USDT	kucoin	1.77	1.77	2.93	37.02	202308
Verra_15m_v4	38	-0.16	-6.1	-18.3322	-1.41	5:55:00	17	21	44.7	37.891	2.9	33.3	USDT	kucoin	-1.76	-1.76	-2.69	-31	202309
Verra_15m_v4	40	-0.32	-12.71	-38.1684	-2.94	4:56:00	19	21	47.5	42.776	3.3	39.1	USDT	kucoin	-4.9	-4.9	-6.76	-54.88	202310
Verra_15m_v4	24	0.51	12.33	37.0327	2.85	3:51:00	16	8	66.7	13.058	1.01	40.9	USDT	kucoin	5.02	5.02	10	180.2	202311
Verra_15m_v4	33	0.21	6.92	20.7951	1.6	4:55:00	16	17	48.5	29.964	2.22	39.8	USDT	kucoin	1.55	1.55	4.39	44.44	202312
Verra_15m_v4	17	-0.28	-4.73	-14.2094	-1.09	4:17:00	9	8	52.9	37.831	2.94	36	USDT	kucoin	-1.03	-1.03	-1.32	-22.93	202401
Verra_15m_v4	25	0.75	18.81	56.499	4.35	3:38:00	15	10	60	16.448	1.24	33.6	USDT	kucoin	4.91	4.91	11.68	239.79	202402
Verra_15m_v4	35	-0.1	-3.5	-10.5108	-0.81	4:50:00	16	19	45.7	61.92	4.69	36.7	USDT	kucoin	-0.79	-0.79	-0.92	-10.98	202403
Verra_15m_v4	25	-0.9	-22.55	-67.7229	-5.21	4:50:00	14	11	56	71.381	5.52	34.9	USDT	kucoin	-4.64	-4.64	-4.3	-60.14	202404
Verra_15m_v4	47	-0.01	-0.43	-0.00004253	-0.05	4:38:00	23	24	48.9	0.00079483	0.88	37.6	BTC	binance	-0.23	-0.23	-0.33	-3.66	202302
Verra_15m_v4	29	-0.09	-2.7	-0.00027019	-0.3	4:15:00	17	12	58.6	0.00072646	0.8	35	BTC	binance	-1.43	-1.43	-1.79	-23.02	202303
Verra_15m_v4	48	-0.18	-8.72	-0.000873	-0.97	4:46:00	26	22	54.2	0.0008831	0.98	37.6	BTC	binance	-5.04	-5.04	-6.37	-62.94	202304
Verra_15m_v4	45	-0.2	-8.91	-0.00089151	-0.99	4:56:00	25	20	55.6	0.0012788	1.41	37.2	BTC	binance	-3.84	-3.84	-3.31	-43.15	202305
Verra_15m_v4	42	-0.03	-1.41	-0.00014138	-0.16	4:05:00	22	20	52.4	0.0008402	0.93	35.4	BTC	binance	-0.68	-0.68	-0.78	-10.74	202306
Verra_15m_v4	50	0.06	2.93	0.00029324	0.33	4:43:00	29	21	58	0.00073735	0.81	37.3	BTC	binance	2.04	2.04	2.78	24.75	202307
Verra_15m_v4	37	0.09	3.36	0.00033633	0.37	5:24:00	25	12	67.6	0.00057851	0.64	36.3	BTC	binance	1.77	1.77	1.85	36.15	202308
Verra_15m_v4	41	0.41	16.87	0.00168881	1.88	3:33:00	30	11	73.2	0.00013341	0.15	35	BTC	binance	10.88	10.88	76.43	816.32	202309
Verra_15m_v4	41	0.17	6.84	0.00068435	0.76	5:27:00	23	18	56.1	0.00031636	0.35	42.3	BTC	binance	1.99	1.99	3.55	134.34	202310
Verra_15m_v4	40	0.32	12.74	0.00127521	1.42	4:08:00	24	16	60	0.00089251	0.97	56.3	BTC	binance	4.78	4.78	10.18	93.05	202311
Verra_15m_v4	34	0.73	24.69	0.0024696	2.74	4:34:00	27	7	79.4	0.00020801	0.23	44	BTC	binance	14.43	14.43	23.01	769.74	202312
Verra_15m_v4	29	-0.91	-26.31	-0.00263312	-2.93	4:35:00	15	14	51.7	0.00342936	3.81	45.1	BTC	binance	-5.18	-5.18	-5.91	-48.91	202401
Verra_15m_v4	29	0.23	6.72	0.0006729	0.75	5:40:00	19	10	65.5	0.00087363	0.95	35.7	BTC	binance	2.97	2.97	2.78	53.46	202402
Verra_15m_v4	18	0.49	8.88	0.00088903	0.99	4:13:00	12	6	66.7	0.00034193	0.38	22.7	BTC	binance	3.47	3.47	8.78	165.69	202403
Verra_15m_v4	26	0.3	7.87	0.00078733	0.87	4:35:00	16	10	61.5	0.00036959	0.41	24	BTC	binance	3.82	3.82	6.81	142.15	202404

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
33.25	0.01	-0.09	55.75	2.1	34.1
Sharpe	Sortino	Calmar
0.37	0.39	4.57


Prof.Factor	Expectancy	Cagr
0.97	-0.09	-0.01
Trades/Day	Rejected Signals
1.04	2
Ninja Score: 62

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

stoploss: -0.99
timeframe: 15m
hash(sha256): 3bb22db4a98ff8323134aa5acce2503269dc2331aef41fc954a6f634b9e2d413
indicators:
zscore_candle_ohlc_4h 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_volatility_mean_30m zscore_volatility_mean_2h 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 zscore_candle_ohlc_2h p

Similar Strategies: (based on used indicators)

Strategy: Verra_15m_v3, Similarity Score: 86.11%

last change: 2024-05-02 11:31:33