uptheroof_futures

Strategy: uptheroof_futures
Downloaded: 20221107
Stoploss: -0.08

Private 1m Futures v3 Unbiased Recursive Analysis 1X

Backtests
Info
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
uptheroof_futures	5	0.44	2.18	6.58491	0.33	0:32:00	2	3	40	4.294	0.21	46.2	USDT	binance	1.30352	1.30352	4.72469	104.937	202202
uptheroof_futures	7	1.95	13.64	40.6082	2.03	0:22:00	6	1	85.7	6.489	0.32	60.7	USDT	binance	4.46	4.46	0	394.74	202203
uptheroof_futures	6	1.99	11.96	35.7711	1.79	0:14:00	5	1	83.3	0.236	0.01	45	USDT	binance	5.60321	5.60321	-100	9807.06	202204
uptheroof_futures	5	1.12	5.62	16.872	0.84	0:17:00	4	1	80	9.727	0.48	45.6	USDT	binance	1.54736	1.54736	-100	107.464	202205
uptheroof_futures	4	-0.75	-3.01	-9.0233	-0.45	0:32:00	2	2	50	21.275	1.06	43.5	USDT	binance	-0.584422	-0.584422	-0.821048	-27.1187	202206
uptheroof_futures	15	0	0.02	-0.0961507	0	0:23:00	11	4	73.3	47.956	2.41	60	USDT	binance	-0.01	-0.01	-0.01	-0.12	202207
uptheroof_futures	0	0	0	0	0	0:00	0	0	0	0	0	41.1	USDT	binance	0	0	0	0	202208
uptheroof_futures	6	0.84	5.04	15.1367	0.76	0:28:00	5	1	83.3	0	0	70.7	USDT	binance	7.05	7.05	0	0	202209
uptheroof_futures	2	-0.09	-0.17	-0.516965	-0.03	0:48:00	1	1	50	0	0	508.7	USDT	binance	3.97	3.97	0	0	202210
uptheroof_futures	23	-0.3	-6.99	-20.9651	-1.05	0:15:00	11	12	47.8	146.624	7.27	62.2	USDT	binance	-2.3	-2.3	-2.43	-10.42	202211
uptheroof_futures	5	0.3	1.5	4.50628	0.23	0:25:00	3	2	60	14.835	0.74	63.4	USDT	binance	11.22	11.22	0	0	202212
uptheroof_futures	18	0.26	4.66	13.9861	0.7	0:28:00	8	10	44.4	38.263	1.91	63.7	USDT	binance	0.94	0.94	1.41	8.56	202301
uptheroof_futures	23	0.85	19.65	58.878	2.94	0:24:00	15	8	65.2	48.051	2.29	58.6	USDT	binance	4.1	4.1	5.63	87.79	202302
uptheroof_futures	10	-0.37	-3.67	-10.9471	-0.55	0:31:00	4	6	40	22.155	1.1	62.4	USDT	binance	-1.12	-1.12	-1.49	-30.62	202303
uptheroof_futures	7	2.07	14.48	42.5419	2.13	0:18:00	6	1	85.7	5.981	0.29	63.1	USDT	binance	4.54	4.54	-4.79	463.96	202304
uptheroof_futures	2	-4.1	-8.19	-24.5668	-1.23	0:16:00	0	2	0	0.492	0.02	62.8	USDT	binance	-1.33	-1.33	-1.33	-3143.54	202305
uptheroof_futures	28	0.55	15.41	45.8828	2.29	0:19:00	20	8	71.4	29.912	1.48	57.9	USDT	binance	3.16	3.16	3.17	98.87	202306
uptheroof_futures	8	-0.77	-6.12	-18.3815	-0.92	0:23:00	5	3	62.5	13.282	0.67	37.4	USDT	binance	-1.19	-1.19	-1.37	-85.07	202307
uptheroof_futures	9	3.6	32.42	97.2152	4.86	0:15:00	6	3	66.7	3.503	0.17	37.9	USDT	binance	4.54	4.54	61.98	1777.98	202308
uptheroof_futures	21	-0.71	-14.86	-44.2678	-3.41	0:19:00	10	11	47.6	63.473	4.85	36.9	USDT	binance	-2.81	-2.81	-2.78	-46.24	202309
uptheroof_futures	8	1.15	9.23	27.3765	2.11	0:17:00	5	3	62.5	3.211	0.25	38.8	USDT	binance	3.73	3.73	19.64	526.97	202310
uptheroof_futures	35	0.84	29.53	88.6084	6.82	0:16:00	26	9	74.3	47.544	3.34	41.5	USDT	binance	4.78	4.78	6.6	130.1	202311
uptheroof_futures	33	-1.31	-43.3	-119.379	-9.18	0:13:00	15	18	45.5	143.755	10.85	40.4	USDT	binance	-5.18	-5.18	-7.49	-52.14	202312
uptheroof_futures	25	-0.69	-17.24	-58.616	-2.93	0:09:00	13	12	52	192.355	9.6	46.4	USDT	binance	-1.61	-1.61	-90.34	-18.81	202401
uptheroof_futures	11	3.2	35.25	105.023	5.25	0:10:00	10	1	90.9	2.512	0.12	40.4	USDT	binance	12.22	12.22	0	2785.57	202402
uptheroof_futures	43	1.11	47.72	138.807	6.94	0:10:00	31	12	72.1	161.972	7.71	26.1	USDT	binance	4.79	4.79	14.25	55.51	202403
uptheroof_futures	13	1.01	13.07	39.0621	1.95	0:14:00	7	6	53.8	96.342	4.79	24.9	USDT	binance	1.16	1.16	2.52	25.97	202404
uptheroof_futures	4	0.47	1.87	5.39782	0.27	0:26:00	3	1	75	8.509	0.42	26.2	USDT	binance	0.55	0.55	0	39.37	202405
uptheroof_futures	24	-1.34	-32.17	-103.463	-5.17	0:17:00	11	13	45.8	120.403	6.09	24.1	USDT	binance	-4.56	-4.56	-6.38	-54.07	202406
uptheroof_futures	6	1.38	8.3	24.9044	1.25	0:18:00	4	2	66.7	0.636	0.03	25.7	USDT	binance	3.5	3.5	126.62	2436.21	202407
uptheroof_futures	4	-1.48	-5.9	-17.6991	-0.88	0:22:00	2	2	50	28.137	1.4	30.2	USDT	binance	-0.94	-0.94	-1.13	-40.27	202408
uptheroof_futures	0	0	0	0	0	0:00	0	0	0	0	0	25.5	USDT	binance	0	0	0	0	202409
uptheroof_futures	17	0.48	8.1	24.2025	1.21	0:17:00	12	5	70.6	51.077	2.51	24.9	USDT	binance	1.15	1.15	1.58	29.77	202410

Not Enough Data to display!

Average Overall

Buys	Avgprof	TotProf	Win%	DD%	Time
10	0.52	1.02	66	1.1	41.1
Sharpe	Sortino	Calmar
1.23	0	47.4


Prof.Factor	Expectancy	Cagr
1.59	0.62	0.13
Trades/Day	Rejected Signals
0.46	117
Ninja Score: 54

startup_candle_count : 999
Recursive Analysis found no issues while using 999 startup_candle_count

stoploss: -0.08
timeframe: 1m
hash(sha256): d59b9fcc898d99a4aa2e62294ec61a43573f1743b945395e238f418351a250a7
indicators:
closedataframevolume volume lower vwma_pta_28 ema_12
ema_200 ema_50 close enter_long enter_tag
exit_long exit_tag bb_lowerband ema_26 open
filter ema_200_1h ema_50_1h

Similar Strategies: (based on used indicators)

Strategy: uptheroof, Similarity Score: 94.74%

last change: 2024-11-02 01:06:53