ckNSJT_sleep2

Strategy: ckNSJT_sleep2
Downloaded: 20240605
Stoploss: -0.99
Uploaded by: ckalib

Backtests
Info
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
ckNSJT_sleep2	33	-0.46	-15.08	-45.2777	-3.48	3:28:00	19	14	57.6	64.46	4.91	44	USDT	binance	-3.5	-3.5	-3.41	-43.71	202310
ckNSJT_sleep2	127	0.78	98.8	296.66	22.82	2:10:00	84	43	66.1	120.893	8.93	51.9	USDT	binance	15.54	15.54	16.12	162.67	202311
ckNSJT_sleep2	182	1.31	237.81	714.044	54.93	2:09:00	128	54	70.3	60.89	2.97	62.8	USDT	binance	41.42	41.42	47.66	1139.54	202312
ckNSJT_sleep2	97	0.22	21.46	64.4813	4.96	2:03:00	59	38	60.8	157.56	11.83	48.1	USDT	binance	3.3	3.3	3.04	25.84	202401
ckNSJT_sleep2	99	0.98	96.69	290.271	22.33	2:50:00	76	23	76.8	30.423	2.1	49.9	USDT	binance	21.08	21.08	23.01	700.49	202402
ckNSJT_sleep2	165	0.33	54.93	164.972	12.69	2:36:00	99	66	60	110.566	8.09	60	USDT	binance	9.75	9.75	11.39	96.69	202403
ckNSJT_sleep2	107	-0.56	-59.55	-178.73	-13.75	2:24:00	59	48	55.1	257.019	18.65	51.4	USDT	binance	-9.16	-9.16	-9.6	-46.95	202404
ckNSJT_sleep2	39	0.52	20.47	61.4864	4.73	2:11:00	25	14	64.1	35.313	2.54	41.8	USDT	binance	4.72	4.72	6.28	114.6	202405
ckNSJT_sleep2	64	-0.16	-10.2	-30.6503	-2.36	1:56:00	36	28	56.2	85.309	6.33	42.6	USDT	binance	-1.52	-1.52	-1.63	-24.54	202406
ckNSJT_sleep2	57	-0.22	-12.81	-38.4793	-2.96	2:45:00	31	26	54.4	51.999	3.98	44.9	USDT	binance	-3.11	-3.11	-2.98	-47.4	202407
ckNSJT_sleep2	61	-0.29	-17.68	-53.0548	-4.08	2:07:00	33	28	54.1	88.428	6.78	42.1	USDT	binance	-4.2	-4.2	-4.8	-38.33	202408
ckNSJT_sleep2	65	0.65	42.01	126.16	9.7	2:30:00	43	22	66.2	65.67	4.55	56.5	USDT	kucoin	6.14	6.14	6.16	131.38	202310
ckNSJT_sleep2	182	1.03	187.56	563.234	43.33	2:27:00	126	56	69.2	68.008	4.84	70.8	USDT	kucoin	35.16	35.16	42.4	569.65	202311
ckNSJT_sleep2	166	0.69	114.02	342.408	26.34	2:40:00	108	58	65.1	165.819	9.51	70.3	USDT	kucoin	18.75	18.75	22.63	170.6	202312
ckNSJT_sleep2	130	0.07	9.38	28.1732	2.17	2:04:00	83	47	63.8	140.631	10.58	62.8	USDT	kucoin	1.52	1.52	1.71	12.63	202401
ckNSJT_sleep2	87	0.58	50.16	150.626	11.59	2:42:00	57	30	65.5	42.304	3.05	58.9	USDT	kucoin	11.17	11.17	13.71	249.9	202402
ckNSJT_sleep2	209	0.54	112.86	338.909	26.07	2:09:00	138	71	66	119.49	8.59	72.1	USDT	kucoin	17.98	17.98	18.26	187.07	202403
ckNSJT_sleep2	90	0.14	12.8	38.4425	2.96	2:01:00	53	37	58.9	153.263	10.9	57.4	USDT	kucoin	2.11	2.11	2.01	17.27	202404
ckNSJT_sleep2	78	-0.02	-1.27	-3.82802	-0.29	2:35:00	48	30	61.5	118.63	8.41	58.7	USDT	kucoin	-0.22	-0.22	-0.25	-2.16	202405
ckNSJT_sleep2	95	-0.04	-4.25	-12.777	-0.98	1:59:00	53	42	55.8	117.235	8.67	59.7	USDT	kucoin	-0.72	-0.72	-0.7	-7.22	202406
ckNSJT_sleep2	56	0.02	1.18	3.5326	0.27	2:29:00	27	29	48.2	107.892	8.21	56.2	USDT	kucoin	0.22	0.22	0.26	2.04	202407
ckNSJT_sleep2	65	-0.46	-29.87	-89.6868	-6.9	2:34:00	32	33	49.2	116.727	8.83	55.1	USDT	kucoin	-6.73	-6.73	-8.62	-48.17	202408
ckNSJT_sleep2	93	0.84	78.24	0.00783246	8.7	2:38:00	64	29	68.8	0.00555932	5.84	53	BTC	binance	10.49	10.49	9.9	91.83	202310
ckNSJT_sleep2	133	0.56	74.12	0.00741924	8.24	2:16:00	71	62	53.4	0.00269216	2.98	55.4	BTC	binance	12.92	12.92	16.07	176.26	202311
ckNSJT_sleep2	126	0.79	98.91	0.00990044	11	2:55:00	80	46	63.5	0.0015542	1.62	59.8	BTC	binance	20.32	20.32	25.6	417.73	202312
ckNSJT_sleep2	87	0.66	57.25	0.0057296	6.37	1:57:00	56	31	64.4	0.00510961	5.44	51.6	BTC	binance	6.11	6.11	4.79	72.18	202401
ckNSJT_sleep2	112	0.13	14.8	0.00148261	1.65	3:03:00	53	59	47.3	0.00279055	2.98	55.1	BTC	binance	2.95	2.95	4.38	36.41	202402
ckNSJT_sleep2	178	0.49	87.19	0.00872779	9.7	2:27:00	102	76	57.3	0.00332181	3.65	61.6	BTC	binance	14.25	14.25	17.77	163.68	202403
ckNSJT_sleep2	70	0.47	32.65	0.00326825	3.63	2:44:00	34	36	48.6	0.00549522	6.02	49.6	BTC	binance	4.18	4.18	6.2	38.44	202404
ckNSJT_sleep2	25	0.65	16.32	0.00163301	1.81	3:02:00	10	15	40	0.00141077	1.54	43.8	BTC	binance	2.83	2.83	7.41	72.46	202405
ckNSJT_sleep2	78	1.05	81.91	0.00819839	9.11	2:11:00	48	30	61.5	0.0027711	2.93	47	BTC	binance	12.81	12.81	16.47	204.79	202406
ckNSJT_sleep2	53	1.48	78.6	0.00786767	8.74	1:51:00	31	22	58.5	0.00134241	1.48	43.5	BTC	binance	14.4	14.4	20.69	376.07	202407
ckNSJT_sleep2	104	2.33	242.56	0.0242797	26.98	1:41:00	64	40	61.5	0.00131362	1.17	46.2	BTC	binance	37.79	37.79	54.07	1471.08	202408

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
93.5	0.18	3.85	61.5	7.45	58.35
Sharpe	Sortino	Calmar
2.7	2.52	21.5


Prof.Factor	Expectancy	Cagr
1.16	0.55	0.58
Trades/Day	Rejected Signals
3.35	10
Ninja Score: 63

stoploss: -0.99
timeframe: 5m
hash(sha256): 3e12dd9997f3047a02c3ca948371ee7c94a0bd931a3a04806e574061fcdca932
indicators:
ha_high high_offset_trima high_offset_t3 dc_clf rsi_14
bb_width senkou_b volume_mean_12 rsi ewo
dc_width bb_upperband high_offset trend_open_6h bb_middleband3
volume_mean_4 vwap_high mfi low_offset_kama rsi_fast
dc_dist trend_open_30m fastd_rsi vwap_low low_offset_ema
lower trend_open_4h ha_close bb_delta_cluc volume
exit_long exit_tag pump_strength cti trend_close_30m
senkou_span_b rsi_84 bb_middleband dc_chf senkou_span_a
fan_magnitude_gain rsi_112 ema_200 rsi_slow senkou_a
low dc_ch fastk low

No similar strategies found. (based on used indicators)

last change: 2024-09-02 22:17:18