Verra_15m_v6

Strategy: Verra_15m_v6
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_v6	27	0.18	4.86	14.6061	1.12	5:01:00	14	13	51.9	14.868	1.12	35.8	USDT	binance	2.39	2.39	4.21	68.23	202302
Verra_15m_v6	25	0.19	4.83	14.4709	1.11	4:31:00	15	10	60	29.346	2.25	34.9	USDT	binance	1.74	1.74	2.28	30.5	202303
Verra_15m_v6	32	0.29	9.2	27.6091	2.12	4:02:00	16	16	50	34.668	2.65	34.7	USDT	binance	3.15	3.15	6.11	51.11	202304
Verra_15m_v6	38	-0.14	-5.31	-15.9443	-1.23	3:59:00	21	17	55.3	31.252	2.4	35.8	USDT	binance	-2.45	-2.45	-2.37	-31.48	202305
Verra_15m_v6	36	-1.14	-40.95	-122.973	-9.46	4:02:00	24	12	66.7	168.399	12.94	34.8	USDT	binance	-5.25	-5.25	-3.78	-46.55	202306
Verra_15m_v6	26	0.05	1.32	3.96635	0.31	4:05:00	15	11	57.7	15.995	1.23	33.8	USDT	binance	0.75	0.75	0.93	15.27	202307
Verra_15m_v6	26	-0.08	-2.05	-6.16051	-0.47	4:12:00	14	12	53.8	16.905	1.3	34.4	USDT	binance	-0.96	-0.96	-1.1	-22.53	202308
Verra_15m_v6	26	-0.42	-10.88	-32.6833	-2.51	4:26:00	17	9	65.4	60.792	4.62	39.2	USDT	binance	-1.86	-1.86	-1.28	-34.65	202309
Verra_15m_v6	23	0.03	0.75	2.26143	0.17	3:42:00	16	7	69.6	14.954	1.15	40.5	USDT	binance	0.46	0.46	0.51	9.67	202310
Verra_15m_v6	34	1.22	41.38	124.225	9.56	3:05:00	29	5	85.3	5.882	0.42	42.8	USDT	binance	19.8	19.8	61.61	1499.2	202311
Verra_15m_v6	26	0.49	12.71	38.1623	2.94	3:50:00	19	7	73.1	8.02	0.6	43.3	USDT	binance	7.69	7.69	19.15	312.03	202312
Verra_15m_v6	31	-0.24	-7.42	-22.2627	-1.71	4:10:00	16	15	51.6	49.047	3.79	42.9	USDT	binance	-1.87	-1.87	-2.41	-28.79	202401
Verra_15m_v6	25	0.03	0.73	2.17495	0.17	4:31:00	13	12	52	35.678	2.72	33.2	USDT	binance	0.27	0.27	0.31	4.05	202402
Verra_15m_v6	24	1.73	41.56	124.728	9.59	3:47:00	19	5	79.2	33.809	2.44	23.4	USDT	binance	8.9	8.9	8.79	250.2	202403
Verra_15m_v6	14	-3.31	-46.4	-139.332	-10.72	4:48:00	7	7	50	148.107	11.37	23.1	USDT	binance	-4.73	-4.73	-4.47	-62.12	202404
Verra_15m_v6	27	0	-0.02	-0.0635691	0	5:07:00	14	13	51.9	18.041	1.37	30.3	BUSD	binance	-0.01	-0.01	-0.02	-0.24	202302
Verra_15m_v6	33	1.14	37.64	113.025	8.69	4:04:00	24	9	72.7	6.223	0.47	30.7	BUSD	binance	14.15	14.15	63.35	1133.21	202303
Verra_15m_v6	29	-0.05	-1.32	-3.98687	-0.31	4:23:00	12	17	41.4	45.855	3.53	30.3	BUSD	binance	-0.45	-0.45	-0.64	-5.54	202304
Verra_15m_v6	37	-0.38	-14.17	-42.5388	-3.27	4:10:00	17	20	45.9	44.019	3.38	30.8	BUSD	binance	-5.84	-5.84	-5.64	-59.62	202305
Verra_15m_v6	29	-0.25	-7.34	-22.0651	-1.7	4:03:00	20	9	69	89.517	6.86	29.8	BUSD	binance	-1.28	-1.28	-0.99	-15.76	202306
Verra_15m_v6	23	-0.22	-5.02	-15.0836	-1.16	4:16:00	9	14	39.1	18.552	1.43	29.2	BUSD	binance	-3.33	-3.33	-3.61	-50.1	202307
Verra_15m_v6	28	0.09	2.5	7.50556	0.58	4:22:00	14	14	50	14.579	1.11	29.6	BUSD	binance	1.07	1.07	1.43	32.15	202308
Verra_15m_v6	16	0.49	7.83	23.5074	1.81	3:02:00	13	3	81.2	7.661	0.58	27.6	BUSD	binance	5.04	5.04	5.02	197.62	202309
Verra_15m_v6	21	-0.59	-12.37	-37.1336	-2.86	3:29:00	11	10	52.4	37.015	2.85	28.5	BUSD	binance	-3.19	-3.19	-2.87	-61.82	202310
Verra_15m_v6	11	1.67	18.4	55.1977	4.25	2:44:00	11	0	100	0	0	22.7	BUSD	binance	9.22	9.22	0	0	202311
Verra_15m_v6	34	-0.01	-0.18	-0.534662	-0.04	4:59:00	16	18	47.1	26.09	1.99	34.1	USDT	kucoin	-0.06	-0.06	-0.1	-1.41	202302
Verra_15m_v6	28	0.56	15.81	47.4706	3.65	4:12:00	19	9	67.9	11.899	0.91	36.5	USDT	kucoin	7.05	7.05	17.72	246.66	202303
Verra_15m_v6	30	-0.07	-1.97	-5.91077	-0.45	4:08:00	11	19	36.7	38.528	2.97	33.2	USDT	kucoin	-0.73	-0.73	-1.67	-9.76	202304
Verra_15m_v6	37	-0.34	-12.68	-38.0854	-2.93	3:55:00	21	16	56.8	41.111	3.16	34	USDT	kucoin	-5.86	-5.86	-5.57	-57.12	202305
Verra_15m_v6	39	-1.05	-40.83	-122.612	-9.43	4:20:00	20	19	51.3	147.582	11.36	34.2	USDT	kucoin	-5.76	-5.76	-4.58	-52.87	202306
Verra_15m_v6	29	-0.38	-11.07	-33.242	-2.56	4:31:00	15	14	51.7	41.2	3.15	33.3	USDT	kucoin	-2.71	-2.71	-2.52	-50.02	202307
Verra_15m_v6	28	-0.18	-4.91	-14.7561	-1.14	4:38:00	15	13	53.6	29.406	2.25	32.7	USDT	kucoin	-1.42	-1.42	-1.4	-31.13	202308
Verra_15m_v6	21	-0.24	-5.05	-15.1635	-1.17	4:36:00	13	8	61.9	34.321	2.6	33.4	USDT	kucoin	-1.89	-1.89	-2.16	-28.52	202309
Verra_15m_v6	28	-0.28	-7.86	-23.6068	-1.82	3:29:00	17	11	60.7	28.554	2.21	41.3	USDT	kucoin	-2.36	-2.36	-2.02	-50.74	202310
Verra_15m_v6	28	1.17	32.79	98.4779	7.58	3:16:00	26	2	92.9	10.989	0.82	40.2	USDT	kucoin	15.88	15.88	16.32	591.18	202311
Verra_15m_v6	28	0.6	16.82	50.5216	3.89	3:43:00	22	6	78.6	10.498	0.78	41.7	USDT	kucoin	6.29	6.29	7.62	306.21	202312
Verra_15m_v6	33	-0.55	-18.21	-54.6892	-4.21	4:28:00	16	17	48.5	54.198	4.19	44.9	USDT	kucoin	-5.42	-5.42	-7.42	-61.93	202401
Verra_15m_v6	26	0.33	8.51	25.5468	1.97	4:31:00	16	10	61.5	25.996	1.95	31.6	USDT	kucoin	2.71	2.71	3	66.45	202402
Verra_15m_v6	28	0.45	12.58	37.7922	2.91	4:37:00	18	10	64.3	31.467	2.36	37.4	USDT	kucoin	2.94	2.94	3.81	78.47	202403
Verra_15m_v6	21	-1.32	-27.74	-83.3044	-6.41	4:43:00	11	10	52.4	106.719	8.13	37	USDT	kucoin	-3.91	-3.91	-3.9	-50.17	202404
Verra_15m_v6	42	-0.04	-1.49	-0.00014858	-0.17	4:34:00	17	25	40.5	0.00100137	1.11	38.8	BTC	binance	-0.72	-0.72	-1.06	-10.14	202302
Verra_15m_v6	48	-0.07	-3.23	-0.00032314	-0.36	4:31:00	25	23	52.1	0.00187601	2.07	39.5	BTC	binance	-1.16	-1.16	-2.06	-10.71	202303
Verra_15m_v6	34	-0.47	-15.89	-0.00159005	-1.77	4:37:00	14	20	41.2	0.00209832	2.33	37.8	BTC	binance	-7.12	-7.12	-6.78	-48.34	202304
Verra_15m_v6	30	-0.42	-12.66	-0.00126696	-1.41	4:47:00	14	16	46.7	0.00150363	1.67	37.3	BTC	binance	-4.55	-4.55	-4.35	-51.9	202305
Verra_15m_v6	43	-1.02	-43.93	-0.00439516	-4.88	4:27:00	23	20	53.5	0.00603546	6.66	39	BTC	binance	-6.45	-6.45	-5.19	-46.7	202306
Verra_15m_v6	31	-0.17	-5.28	-0.00052861	-0.59	4:16:00	21	10	67.7	0.00112867	1.25	36.7	BTC	binance	-1.56	-1.56	-1.01	-29.06	202307
Verra_15m_v6	21	-0.72	-15.05	-0.00150615	-1.67	5:16:00	6	15	28.6	0.00142061	1.58	36.3	BTC	binance	-6.83	-6.83	-9.76	-65.28	202308
Verra_15m_v6	25	0.07	1.79	0.00018003	0.2	3:43:00	15	10	60	0.00067634	0.75	35.5	BTC	binance	0.82	0.82	0.79	17.02	202309
Verra_15m_v6	28	-0.26	-7.4	-0.00074075	-0.82	4:39:00	14	14	50	0.00111228	1.23	42.9	BTC	binance	-4.53	-4.53	-5.5	-41.21	202310
Verra_15m_v6	27	1.06	28.63	0.00286529	3.18	3:38:00	22	5	81.5	0.00010743	0.12	45.2	BTC	binance	15.48	15.48	56.75	1734.48	202311
Verra_15m_v6	24	-0.09	-2.14	-0.00021431	-0.24	3:34:00	14	10	58.3	0.0007522	0.83	46.7	BTC	binance	-1.15	-1.15	-1.22	-17.65	202312
Verra_15m_v6	17	1.4	23.87	0.00238847	2.65	4:14:00	11	6	64.7	0.00028538	0.31	43.8	BTC	binance	3.64	3.64	13.63	525.19	202401
Verra_15m_v6	27	-0.14	-3.86	-0.00038659	-0.43	4:41:00	15	12	55.6	0.00097297	1.07	35.3	BTC	binance	-1.43	-1.43	-1.87	-27.29	202402
Verra_15m_v6	22	2.1	46.14	0.00461801	5.13	3:09:00	19	3	86.4	0.00007564	0.08	23.8	BTC	binance	21.66	21.66	97.48	4063.44	202403
Verra_15m_v6	18	0.81	14.55	0.00145612	1.62	4:54:00	11	7	61.1	0.0001789	0.2	25.3	BTC	binance	4.6	4.6	19.09	536.86	202404

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
27.25	-0.02	-0.33	55	1.83	35
Sharpe	Sortino	Calmar
-0.56	-0.65	-9.53


Prof.Factor	Expectancy	Cagr
0.88	-0.1	-0.02
Trades/Day	Rejected Signals
0.93	2
Ninja Score: 61

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

stoploss: -0.99
timeframe: 15m
hash(sha256): 58ae5717c138fdfe3ce71b701eb0ef79ebb508d80a452ba7acce6965070fc849
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 zscore_kc_percent_1h 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_volatil

Similar Strategies: (based on used indicators)

Strategy: Verra_15m_v5, Similarity Score: 94.44%
Strategy: Verra_15m_v8, Similarity Score: 88.89%
Strategy: Verra_15m_v9, Similarity Score: 88.89%

last change: 2024-05-02 13:26:13