Verra_15m_v5

Strategy: Verra_15m_v5
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_v5	56	0.11	6.42	19.2816	1.48	4:24:00	30	26	53.6	75.95	5.74	38.3	USDT	binance	1.71	1.71	2.76	17.64	202302
Verra_15m_v5	59	0.11	6.21	18.626	1.43	4:37:00	34	25	57.6	87.729	6.72	39.6	USDT	binance	1.72	1.72	1.72	13.14	202303
Verra_15m_v5	47	-0.5	-23.71	-71.1885	-5.48	4:50:00	19	28	40.4	89.544	6.84	38.4	USDT	binance	-10.55	-10.55	-11.23	-51	202304
Verra_15m_v5	64	-0.03	-2.03	-6.07605	-0.47	4:16:00	37	27	57.8	62.127	4.77	38.9	USDT	binance	-0.76	-0.76	-0.79	-6.04	202305
Verra_15m_v5	63	-0.78	-49.41	-148.402	-11.42	4:28:00	37	26	58.7	192.366	14.71	39.5	USDT	binance	-7.82	-7.82	-6.02	-49.42	202306
Verra_15m_v5	53	0	0.1	0.31904	0.02	4:24:00	28	25	52.8	39.163	2.99	38.2	USDT	binance	0.05	0.05	0.06	0.51	202307
Verra_15m_v5	60	0.62	36.99	111.068	8.54	4:12:00	40	20	66.7	13.067	1	37.4	USDT	binance	8.05	8.05	23.88	527.84	202308
Verra_15m_v5	51	-0.44	-22.34	-67.0824	-5.16	4:57:00	27	24	52.9	96.046	7.25	39.7	USDT	binance	-4.99	-4.99	-3.96	-45.31	202309
Verra_15m_v5	62	0.17	10.63	31.907	2.45	4:02:00	41	21	66.1	53.027	4.07	46.5	USDT	binance	4.66	4.66	6.45	37.19	202310
Verra_15m_v5	64	0.88	56.4	169.336	13.03	3:47:00	47	17	73.4	29.116	2.03	49.7	USDT	binance	17.17	17.17	32.18	422.54	202311
Verra_15m_v5	55	0.45	24.81	74.4664	5.73	4:07:00	37	18	67.3	26.912	2.06	46.2	USDT	binance	9.23	9.23	12.06	177.04	202312
Verra_15m_v5	56	-0.11	-6.09	-18.2367	-1.4	3:38:00	30	26	53.6	61.935	4.8	50.8	USDT	binance	-1.82	-1.82	-2.06	-18.63	202401
Verra_15m_v5	62	0.35	21.95	65.8884	5.07	4:15:00	40	22	64.5	31.534	2.42	35.9	USDT	binance	7.73	7.73	9.3	138.04	202402
Verra_15m_v5	39	0.18	7	20.9438	1.61	4:18:00	26	13	66.7	101.725	7.51	25.1	USDT	binance	1.27	1.27	1.21	13.67	202403
Verra_15m_v5	41	-1.67	-68.67	-206.097	-15.85	4:36:00	19	22	46.3	194.119	15.07	25.3	USDT	binance	-10.99	-10.99	-10.38	-69.3	202404
Verra_15m_v5	55	-0.26	-14.49	-43.52	-3.35	4:54:00	28	27	50.9	53.757	4.1	27.9	USDT	binance	-5.89	-5.89	-7.19	-51.96	202405
Verra_15m_v5	47	-1.35	-63.6	-190.934	-14.69	4:55:00	23	24	48.9	203.592	15.55	25.4	USDT	binance	-11.82	-11.82	-10.07	-62.22	202406
Verra_15m_v5	60	0.14	8.58	25.7712	1.98	4:14:00	35	25	58.3	27.933	2.1	33.5	BUSD	binance	3.67	3.67	4.8	64.52	202302
Verra_15m_v5	57	0.26	14.98	44.9834	3.46	4:03:00	32	25	56.1	49.129	3.76	33.3	BUSD	binance	5.02	5.02	7.87	56.66	202303
Verra_15m_v5	52	-0.39	-20.16	-60.5287	-4.66	4:37:00	23	29	44.2	83.525	6.35	34.7	BUSD	binance	-8.85	-8.85	-9.31	-46.71	202304
Verra_15m_v5	76	0.3	22.52	67.6069	5.2	4:16:00	39	37	51.3	45.132	3.47	35.4	BUSD	binance	5.02	5.02	11	92.45	202305
Verra_15m_v5	66	-0.34	-22.31	-66.9813	-5.15	4:36:00	35	31	53	119.265	9.11	34.6	BUSD	binance	-5.36	-5.36	-4.77	-36.02	202306
Verra_15m_v5	51	0.03	1.76	5.275	0.41	4:21:00	28	23	54.9	23.009	1.75	32.6	BUSD	binance	1.1	1.1	1.55	14.26	202307
Verra_15m_v5	60	0.47	28	84.0312	6.46	4:10:00	35	25	58.3	26.052	1.85	33	BUSD	binance	6.48	6.48	17.06	215.61	202308
Verra_15m_v5	43	0.04	1.68	5.0388	0.39	4:38:00	28	15	65.1	36.034	2.72	31.8	BUSD	binance	0.9	0.9	0.82	9.06	202309
Verra_15m_v5	54	0.09	4.69	14.0611	1.08	4:14:00	36	18	66.7	42.634	3.27	32.6	BUSD	binance	1.56	1.56	1.35	20.4	202310
Verra_15m_v5	23	0.72	16.55	49.6635	3.82	3:34:00	19	4	82.6	9.287	0.71	24.3	BUSD	binance	7.77	7.77	11.58	354.52	202311
Verra_15m_v5	63	0.01	0.41	1.22166	0.09	4:30:00	32	31	50.8	54.273	4.15	37.4	USDT	kucoin	0.13	0.13	0.2	1.55	202302
Verra_15m_v5	67	-0.09	-6.18	-18.5488	-1.43	4:49:00	33	34	49.3	126.637	9.73	40	USDT	kucoin	-1.65	-1.65	-1.7	-9.04	202303
Verra_15m_v5	61	-0.39	-23.69	-71.1418	-5.47	4:44:00	21	40	34.4	79.272	6.07	37.4	USDT	kucoin	-10.53	-10.53	-13.14	-57.37	202304
Verra_15m_v5	97	0.15	14.44	43.3593	3.34	4:07:00	60	37	61.9	59.966	4.58	40.4	USDT	kucoin	5.37	5.37	5.93	44.84	202305
Verra_15m_v5	78	-0.38	-29.64	-88.996	-6.85	4:34:00	39	39	50	128.164	9.74	39.4	USDT	kucoin	-8.84	-8.84	-8.36	-44.76	202306
Verra_15m_v5	70	-0.1	-7.16	-21.4905	-1.65	4:22:00	38	32	54.3	47.445	3.59	38.7	USDT	kucoin	-2.21	-2.21	-2.21	-28.4	202307
Verra_15m_v5	71	0.18	12.49	37.5064	2.89	4:45:00	42	29	59.2	46.494	3.57	39.3	USDT	kucoin	2.71	2.71	3.96	49.85	202308
Verra_15m_v5	59	0.19	11.15	33.4734	2.57	4:05:00	38	21	64.4	26.849	2.01	36.8	USDT	kucoin	6.06	6.06	6.99	81.72	202309
Verra_15m_v5	73	-0.06	-4.37	-13.1093	-1.01	4:14:00	46	27	63	59.829	4.59	46.9	USDT	kucoin	-1.37	-1.37	-1.31	-13.53	202310
Verra_15m_v5	60	0.93	55.7	167.265	12.87	4:24:00	47	13	78.3	28.954	2.07	47	USDT	kucoin	17.24	17.24	22.5	395.53	202311
Verra_15m_v5	77	0.73	55.83	167.653	12.9	4:22:00	53	24	68.8	38.102	2.87	47.2	USDT	kucoin	17.57	17.57	22.37	276.45	202312
Verra_15m_v5	70	-0.27	-19	-57.0557	-4.39	4:13:00	33	37	47.1	68.796	5.26	46.2	USDT	kucoin	-5.12	-5.12	-6.48	-51.47	202401
Verra_15m_v5	61	0.02	1.4	4.20241	0.32	4:27:00	35	26	57.4	38.975	2.91	38	USDT	kucoin	0.41	0.41	0.41	7.31	202402
Verra_15m_v5	46	0.41	18.64	55.975	4.31	3:54:00	32	14	69.6	76.773	5.78	37.9	USDT	kucoin	3.95	3.95	3.56	45.9	202403
Verra_15m_v5	53	-0.82	-43.57	-130.829	-10.06	4:52:00	27	26	50.9	136.348	10.47	38.9	USDT	kucoin	-7.44	-7.44	-7.13	-61.24	202404
Verra_15m_v5	65	-0.06	-3.83	-11.4916	-0.88	4:46:00	32	33	49.2	55.368	4.18	41.3	USDT	kucoin	-1.49	-1.49	-1.66	-13.02	202405
Verra_15m_v5	73	-0.59	-43.07	-129.338	-9.95	4:28:00	35	38	47.9	165.853	12.7	45	USDT	kucoin	-10.66	-10.66	-10	-49.9	202406
Verra_15m_v5	91	0.25	23	0.00230288	2.56	4:09:00	49	42	53.8	0.00102599	1.13	43.5	BTC	binance	9.82	9.82	15.96	154.41	202302
Verra_15m_v5	91	-0.37	-33.75	-0.00337964	-3.76	4:42:00	40	51	44	0.00423755	4.67	45.4	BTC	binance	-11.2	-11.2	-15.78	-49.6	202303
Verra_15m_v5	84	-0.29	-24.59	-0.00246066	-2.73	4:33:00	38	46	45.2	0.00311618	3.44	44	BTC	binance	-11	-11	-10.42	-50.55	202304
Verra_15m_v5	72	-0.24	-17.61	-0.00176219	-1.96	4:36:00	37	35	51.4	0.00226521	2.52	42.9	BTC	binance	-6.86	-6.86	-7.18	-47.87	202305
Verra_15m_v5	98	-0.64	-62.96	-0.00630025	-7	4:36:00	47	51	48	0.00755781	8.37	45.6	BTC	binance	-12.8	-12.8	-10.63	-53.27	202306
Verra_15m_v5	88	0.07	6.45	0.00064566	0.72	4:28:00	55	33	62.5	0.00113714	1.24	44	BTC	binance	2.7	2.7	2.11	35.66	202307
Verra_15m_v5	65	-0.06	-4.12	-0.00041211	-0.46	4:16:00	35	30	53.8	0.00192757	2.11	40.8	BTC	binance	-1.41	-1.41	-1.63	-13.4	202308
Verra_15m_v5	53	0.1	5.24	0.00052545	0.58	4:40:00	24	29	45.3	0.00145104	1.6	40.4	BTC	binance	1.28	1.28	3.2	23.19	202309
Verra_15m_v5	82	-0.15	-12.02	-0.00120288	-1.34	5:13:00	43	39	52.4	0.00252395	2.79	52.5	BTC	binance	-6.28	-6.28	-9.4	-29.47	202310
Verra_15m_v5	55	0.82	44.92	0.00449599	5	4:09:00	44	11	80	0.0002603	0.27	48.1	BTC	binance	23.24	23.24	47.93	1158.09	202311
Verra_15m_v5	62	0.53	32.79	0.00328125	3.65	3:31:00	41	21	66.1	0.00062353	0.68	47	BTC	binance	12.84	12.84	21.72	331.62	202312
Verra_15m_v5	63	1.05	66.07	0.00661185	7.35	4:13:00	41	22	65.1	0.0012398	1.32	52.3	BTC	binance	10	10	32.89	341.78	202401
Verra_15m_v5	58	0.04	2.08	0.00020719	0.23	4:33:00	37	21	63.8	0.00101176	1.12	39.8	BTC	binance	0.83	0.83	1.02	14.07	202402
Verra_15m_v5	42	1.02	43.04	0.00430718	4.79	4:14:00	31	11	73.8	0.00079092	0.84	24.7	BTC	binance	14.02	14.02	14.08	361.4	202403
Verra_15m_v5	49	-0.8	-39.13	-0.0039165	-4.35	4:42:00	24	25	49	0.00460938	5.1	26.6	BTC	binance	-8.19	-8.19	-7.59	-56.26	202404
Verra_15m_v5	43	-0.55	-23.85	-0.00238692	-2.65	4:58:00	21	22	48.8	0.00277956	3.07	26.1	BTC	binance	-7.2	-7.2	-6.5	-54.93	202405
Verra_15m_v5	56	-0.38	-21.49	-0.00215172	-2.39	4:11:00	26	30	46.4	0.00359902	3.94	26.1	BTC	binance	-4.21	-4.21	-4.26	-40.02	202406

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
60.5	0.03	0.09	55	3.63	38.73
Sharpe	Sortino	Calmar
-0.01	0.08	4.25


Prof.Factor	Expectancy	Cagr
1	0.06	0.03
Trades/Day	Rejected Signals
2.06	8.75
Ninja Score: 55

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

stoploss: -0.99
timeframe: 15m
hash(sha256): 7c128bda929a9e13919077c212431d4a3972447f4d23c99bd8d9f95e43a60829
indicators:
volatility_8 zscore_volatility_8 zscore_pct_change_16 zscore_volatility_48 zscore_pct_change_8
pct_change_mean zscore_pct_change_mean volatility_4 close zscore_pct_change_4
zscore_volatility_2 zscore_kc_percent_30m exit_long exit_tag volatility_t
aroondown kc_width vwap_high volatility_16 zscore_pct_change_t
kc_percent pPF_2 kc_middleband kc_lowerband pSL_1
pSL_2 const_2 volume pct_change_16 zscore_pct_change_6
zscore_kc_percent zscore_pct_change_mean_30m open zscore_volatility_t const_3
zscore_

Similar Strategies: (based on used indicators)

Strategy: Verra_15m_v6, Similarity Score: 91.89%
Strategy: Verra_15m_v8, Similarity Score: 91.89%
Strategy: Verra_15m_v9, Similarity Score: 91.89%

last change: 2024-07-02 16:11:01