simple_vwap_v1_lev

Strategy: simple_vwap_v1_lev
Downloaded: 20250821
Stoploss: -1
Uploaded by: frize.

Private DCA 4h 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
simple_vwap_v1_lev	12	0.79	9.52	-1.4476	-0.11	10 days, 9:20:00	6	6	50	19.418	1.48	83.2	USDT	binance	-0.22	-0.22	-0.34	-4.62	202412
simple_vwap_v1_lev	9	2.17	19.56	-9.87325	-0.76	10 days, 3:07:00	4	5	44.4	21.146	1.63	59.2	USDT	binance	-1.26	-1.26	-2.41	-28.8	202501
simple_vwap_v1_lev	6	-4.25	-25.49	-16.213	-1.25	3 days, 14:40:00	3	3	50	15.748	1.21	27.4	USDT	binance	-2.43	-2.43	-3.99	-70.22	202502
simple_vwap_v1_lev	6	-8.92	-53.53	-29.8131	-2.29	5 days, 8:00:00	0	6	0	27.769	2.14	33.4	USDT	binance	-5.12	-5.12	-5.12	-66.06	202503
simple_vwap_v1_lev	10	4.16	41.61	17.1347	1.32	8 days, 23:12:00	5	5	50	4.621	0.36	60.9	USDT	binance	3.03	3.03	16.19	235.87	202504
simple_vwap_v1_lev	17	2.84	48.31	16.4965	1.27	8 days, 22:21:00	9	8	52.9	6.329	0.48	95.5	USDT	binance	2.29	2.29	6.45	161.63	202505
simple_vwap_v1_lev	9	-4.39	-39.5	-29.8634	-2.3	2 days, 6:49:00	4	5	44.4	29.957	2.31	25.1	USDT	binance	-2.1	-2.1	-1.67	-63.46	202506
simple_vwap_v1_lev	10	12.84	128.41	30.9946	3.1	17 days, 2:00:00	7	3	70	3.664	0.37	90.8	USDT	binance	4.34	4.34	20.24	521.08	202507
simple_vwap_v1_lev	9	-0.1	-0.94	-11.2366	-0.86	12 days, 12:27:00	5	4	55.6	24.73	1.9	89	USDT	kucoin	-1.18	-1.18	-1.38	-28.11	202412
simple_vwap_v1_lev	14	1.89	26.45	-3.12112	-0.24	7 days, 6:51:00	7	7	50	20.098	1.54	81.5	USDT	kucoin	-0.52	-0.52	-0.7	-9.6	202501
simple_vwap_v1_lev	9	-5.41	-48.72	-35.3623	-2.72	6 days, 12:00:00	3	6	33.3	31.283	2.41	58.9	USDT	kucoin	-4.89	-4.89	-6.05	-76.89	202502
simple_vwap_v1_lev	4	-9.86	-39.45	-22.7062	-1.75	2 days, 18:00:00	0	4	0	20.661	1.59	36.4	USDT	kucoin	-3.23	-3.23	-3.23	-67.62	202503
simple_vwap_v1_lev	8	-8.64	-69.15	-49.0494	-3.77	3 days, 15:30:00	0	8	0	48.721	3.75	45.8	USDT	kucoin	-5.42	-5.42	-5.42	-64.1	202504
simple_vwap_v1_lev	13	5.58	72.55	27.8711	2.14	11 days, 18:09:00	6	7	46.2	2.733	0.21	110.2	USDT	kucoin	3.62	3.62	19.38	643.03	202505
simple_vwap_v1_lev	20	-1.56	-31.11	-23.3029	-1.79	3 days, 18:24:00	10	10	50	23.257	1.79	67.9	USDT	kucoin	-4.38	-4.38	-3.41	-63.81	202506
simple_vwap_v1_lev	10	13.31	133.08	26.8485	2.68	17 days, 6:48:00	7	3	70	4.638	0.46	107.7	USDT	kucoin	4.24	4.24	28.06	356.27	202507
simple_vwap_v1_lev	4	-6.65	-26.6	-0.0201129	-22.35	7 days, 9:00:00	0	4	0	0.0177424	20.25	31.3	BTC	binance	-3.1	-3.1	-3.1	-68.02	202412
simple_vwap_v1_lev	5	-7.18	-35.88	-0.0259278	-28.81	3 days, 15:12:00	1	4	20	0.0222526	25.78	23.8	BTC	binance	-4.75	-4.75	-8.1	-68.88	202501
simple_vwap_v1_lev	2	1.64	3.27	0.00179766	2	13 days, 22:00:00	1	1	50	0	0	25.9	BTC	binance	0.15	0.15	0	0	202502
simple_vwap_v1_lev	3	-11.01	-33.02	-0.0243548	-27.06	10 days, 5:20:00	0	3	0	0.0110025	14.35	29	BTC	binance	-4.03	-4.03	-4.03	-116.18	202503
simple_vwap_v1_lev	4	-4.39	-17.56	-0.0134462	-14.94	7 days, 7:00:00	0	4	0	0.00865122	10.15	26.6	BTC	binance	-6.4	-6.4	-6.4	-93.71	202504
simple_vwap_v1_lev	3	4.07	12.2	0.00911103	10.12	10 days, 6:40:00	1	2	33.3	0.00281074	3.2	26.9	BTC	binance	0.71	0.71	21.43	194.69	202505
simple_vwap_v1_lev	3	-2.77	-8.31	-0.00702968	-7.81	8 days, 17:20:00	1	2	33.3	0.010861	11.58	25.8	BTC	binance	-0.82	-0.82	-1.1	-42.97	202506
simple_vwap_v1_lev	4	-2.83	-11.33	-0.00810319	-10.13	6 days, 21:00:00	1	3	25	0.00727506	9.19	29	BTC	binance	-1.6	-1.6	-1.76	-67.93	202507

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Average Overall

Not Enough Data! / Avg statistics not populated yet.

startup_candle_count : 50
Recursive Analysis found no issues while using 50 startup_candle_count

stoploss: -1
timeframe: 4h
hash(sha256): 258f2db6e56e43ca0bbd96a6e6914018e0bae5ddebf655bd01938e86a23e68c4
indicators:
vwap high CCI close CEMA
vwap_low IVWAP CCCI low enter_long
EMA VWAP_low vwap_high

No similar strategies found. (based on used indicators)

last change: 2025-08-21 04:21:05