diff --git a/docs/docs/quick_trade/trading_sys.md b/docs/docs/quick_trade/trading_sys.md index 48608dbe..eb0942df 100644 --- a/docs/docs/quick_trade/trading_sys.md +++ b/docs/docs/quick_trade/trading_sys.md @@ -359,13 +359,9 @@ The strategy issues its verdict based on the last change to the dataframe. If yo ### deposit_history_update -### update_identifier - ### correct_sl_tp -### save - -### load +### trailing_stop ## ExampleStrategies diff --git a/examples/bot_portfolio_backtest.py b/examples/bot_portfolio_backtest.py new file mode 100644 index 00000000..f2ac2db1 --- /dev/null +++ b/examples/bot_portfolio_backtest.py @@ -0,0 +1,50 @@ +from quick_trade.trading_sys import ExampleStrategies +from quick_trade.plots import make_trader_figure, TraderGraph +from custom_client import BinanceTradingClient + +class Portfolio(ExampleStrategies): + def DP2(self, sl=400, tp=3000): + self.DP_2_strategy(tp=sl, + sl=tp) + self.inverse_strategy() + + def DP2I(self, sl=400, tp=3000): + self.DP_2_strategy(tp=tp, + sl=sl) + + def BB(self, window=80, dev=1): + self.strategy_bollinger_breakout(window=window, + window_dev=dev) + + def SMA3(self, s=1500, m=400, f=60): + self.strategy_3_sma(fast=f, + slow=s, + mid=m) + + +timeframe = '15m' + +figure = make_trader_figure(height=700, width=1400, row_heights=[1, 20, 1]) +graph = TraderGraph(figure=figure) +client = BinanceTradingClient() + +trader = Portfolio(interval=timeframe) + +trader.connect_graph(graph) +trader.log_deposit() +trader.log_data() +trader.set_client(client) + +config = { + 'BTC/USDT': [ + {'DP2': {}}, + ], + 'ETH/USDT': [ + {'DP2': {}}, + ], + 'SOL/USDT': [ + {'DP2': dict(sl=1000)}, + {'DP2': dict(sl=700)}, + ] +} +trader.multi_backtest(test_config=config, deposit=300, commission=0.075) diff --git a/examples/dataframes/BNBBTC1h.csv b/examples/dataframes/BNBBTC1h.csv new file mode 100644 index 00000000..37272e0d --- /dev/null +++ b/examples/dataframes/BNBBTC1h.csv @@ -0,0 +1,3 @@ +version https://git-lfs.github.com/spec/v1 +oid sha256:3bf1d0a50a9129944e281199e3d32431f4af0cbbf866dd4f1b3facf4bb9e868a +size 5370781 diff --git a/examples/dataframes/DASHUSDT15m.csv b/examples/dataframes/DASHUSDT15m.csv new file mode 100644 index 00000000..78f516c9 --- /dev/null +++ b/examples/dataframes/DASHUSDT15m.csv @@ -0,0 +1,3 @@ +version https://git-lfs.github.com/spec/v1 +oid sha256:9853d2471b178a11450c2d0d6560ba15b2a253695850c582ca2d4fddb13abeb7 +size 12305981 diff --git a/examples/dataframes/DOTUSDT15m.csv b/examples/dataframes/DOTUSDT15m.csv new file mode 100644 index 00000000..3b1114c9 --- /dev/null +++ b/examples/dataframes/DOTUSDT15m.csv @@ -0,0 +1,3 @@ +version https://git-lfs.github.com/spec/v1 +oid sha256:8e541f27ef0172ec228951d7b3a243c206b5f389ed82dd2a7e28cb7a5ddb12d3 +size 6854142 diff --git a/examples/dataframes/KAVAUSDT1d.csv b/examples/dataframes/KAVAUSDT1d.csv new file mode 100644 index 00000000..e44ad9dd --- /dev/null +++ b/examples/dataframes/KAVAUSDT1d.csv @@ -0,0 +1,3 @@ +version https://git-lfs.github.com/spec/v1 +oid sha256:ea81625976467fc21fade239b963c257f217daf7873eaf0fc8164a301143a357 +size 103515 diff --git a/examples/dataframes/MATICUSDT15m.csv b/examples/dataframes/MATICUSDT15m.csv new file mode 100644 index 00000000..bd4b3bb8 --- /dev/null +++ b/examples/dataframes/MATICUSDT15m.csv @@ -0,0 +1,3 @@ +version https://git-lfs.github.com/spec/v1 +oid sha256:381bd4a08e8aa417c257af9fb6ea9d82784a224c1a6355c2248e99b4489df22e +size 12495940 diff --git a/examples/dataframes/OMGUSDT1d.csv b/examples/dataframes/OMGUSDT1d.csv new file mode 100644 index 00000000..e53630d8 --- /dev/null +++ b/examples/dataframes/OMGUSDT1d.csv @@ -0,0 +1,3 @@ +version https://git-lfs.github.com/spec/v1 +oid sha256:71ff88d27ec7732607cb4a90f9cf1f6cc908f9d11db95131aa6bdd689a30895b +size 126783 diff --git a/examples/dataframes/SOLBTC1h.csv b/examples/dataframes/SOLBTC1h.csv new file mode 100644 index 00000000..6df513c0 --- /dev/null +++ b/examples/dataframes/SOLBTC1h.csv @@ -0,0 +1,3 @@ +version https://git-lfs.github.com/spec/v1 +oid sha256:96891d6afa600722ce8e52a34b0eea74602d9be704313a2f05a4473701a21e40 +size 2213126 diff --git a/examples/price_channel_test.py b/examples/price_channel_test.py new file mode 100644 index 00000000..99fe9d4c --- /dev/null +++ b/examples/price_channel_test.py @@ -0,0 +1,19 @@ +from quick_trade.trading_sys import ExampleStrategies +from quick_trade.plots import make_trader_figure, TraderGraph +from custom_client import BinanceTradingClient + +ticker = 'SOL/BTC' +timeframe = '1h' + +figure = make_trader_figure(height=600, width=900) +graph = TraderGraph(figure=figure) +client = BinanceTradingClient() + +df = client.get_data_historical(ticker=ticker, interval=timeframe) + +trader = ExampleStrategies(ticker=ticker, interval=timeframe, df=df) + +trader.connect_graph(graph) + +trader.strategy_price_channel(100, 100, 1) +trader.backtest(deposit=300, commission=0.075) diff --git a/examples/pump_detector_backtest.py b/examples/pump_detector_backtest.py index e18d16e1..91829ffe 100644 --- a/examples/pump_detector_backtest.py +++ b/examples/pump_detector_backtest.py @@ -32,4 +32,4 @@ def get_data_historical(self, test_config={ticker: config for ticker in tickers}, commission=0.1, limit=100_000 -) \ No newline at end of file +) diff --git a/examples/volatility_validation/volatility_tuner_global.json b/examples/volatility_validation/volatility_tuner_global.json index e63a1847..4c370213 100644 --- a/examples/volatility_validation/volatility_tuner_global.json +++ b/examples/volatility_validation/volatility_tuner_global.json @@ -13,32 +13,6 @@ "max drawdown": 44.243439427924656, "profit/deviation ratio": 11.466166391554038 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=90, window_dev=1)": { - "winrate": 39.54305799648506, - "trades": 569, - "losses": 344, - "profits": 225, - "percentage year profit": 132.94275790729566, - "mean deviation": 17.56852871900646, - "Sharpe ratio": 1.581576797096593, - "Sortino ratio": 2.0185873570938884, - "calmar ratio": 3.010915714208401, - "max drawdown": 44.153596621766475, - "profit/deviation ratio": 7.56709682601207 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=120, window_dev=1)": { - "winrate": 37.67441860465116, - "trades": 430, - "losses": 268, - "profits": 162, - "percentage year profit": 117.50731815164444, - "mean deviation": 15.708040317942812, - "Sharpe ratio": 1.1600612226324662, - "Sortino ratio": 1.4633287164919944, - "calmar ratio": 1.698863364752517, - "max drawdown": 69.16819833169008, - "profit/deviation ratio": 7.480711519273314 - }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=130, window_dev=1)": { "winrate": 38.669950738916256, "trades": 406, @@ -52,18 +26,18 @@ "max drawdown": 50.390731204164005, "profit/deviation ratio": 8.782278795596037 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=70, window_dev=1)": { - "winrate": 36.64021164021164, - "trades": 756, - "losses": 479, - "profits": 277, - "percentage year profit": 107.36234134395941, - "mean deviation": 19.407620550759255, - "Sharpe ratio": 1.2676357565483423, - "Sortino ratio": 1.6167683491547973, - "calmar ratio": 1.8263763493556724, - "max drawdown": 58.78434714829493, - "profit/deviation ratio": 5.531968283446228 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=110, window_dev=1)": { + "winrate": 36.78646934460888, + "trades": 473, + "losses": 299, + "profits": 174, + "percentage year profit": 97.71255544095234, + "mean deviation": 11.216825183702946, + "Sharpe ratio": 1.3128001744741447, + "Sortino ratio": 1.657614716429779, + "calmar ratio": 1.7048428565711113, + "max drawdown": 57.314699160882235, + "profit/deviation ratio": 8.711248846324184 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=100, window_dev=1)": { "winrate": 38.4180790960452, @@ -78,18 +52,31 @@ "max drawdown": 47.80444685317442, "profit/deviation ratio": 8.268475980115008 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=110, window_dev=1)": { - "winrate": 36.78646934460888, - "trades": 473, - "losses": 299, - "profits": 174, - "percentage year profit": 97.71255544095234, - "mean deviation": 11.216825183702946, - "Sharpe ratio": 1.3128001744741447, - "Sortino ratio": 1.657614716429779, - "calmar ratio": 1.7048428565711113, - "max drawdown": 57.314699160882235, - "profit/deviation ratio": 8.711248846324184 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=90, window_dev=1)": { + "winrate": 39.54305799648506, + "trades": 569, + "losses": 344, + "profits": 225, + "percentage year profit": 132.94275790729566, + "mean deviation": 17.56852871900646, + "Sharpe ratio": 1.581576797096593, + "Sortino ratio": 2.0185873570938884, + "calmar ratio": 3.010915714208401, + "max drawdown": 44.153596621766475, + "profit/deviation ratio": 7.56709682601207 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=120, window_dev=1)": { + "winrate": 37.67441860465116, + "trades": 430, + "losses": 268, + "profits": 162, + "percentage year profit": 117.50731815164444, + "mean deviation": 15.708040317942812, + "Sharpe ratio": 1.1600612226324662, + "Sortino ratio": 1.4633287164919944, + "calmar ratio": 1.698863364752517, + "max drawdown": 69.16819833169008, + "profit/deviation ratio": 7.480711519273314 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=100, window_dev=0.5)": { "winrate": 32.65044814340589, @@ -104,44 +91,31 @@ "max drawdown": 44.32182048619412, "profit/deviation ratio": 7.186211805873237 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=90, window_dev=1.5)": { - "winrate": 40.22727272727273, - "trades": 440, - "losses": 263, - "profits": 177, - "percentage year profit": 93.31906968672692, - "mean deviation": 15.494325996832089, - "Sharpe ratio": 1.1699376431550965, - "Sortino ratio": 1.4797133907804165, - "calmar ratio": 1.4692573769435373, - "max drawdown": 63.5144469247835, - "profit/deviation ratio": 6.022789871970332 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=70, window_dev=1.5)": { - "winrate": 41.42335766423358, - "trades": 548, - "losses": 321, - "profits": 227, - "percentage year profit": 90.60645942745782, - "mean deviation": 16.575550347520192, - "Sharpe ratio": 1.2964059009153746, - "Sortino ratio": 1.656271706444698, - "calmar ratio": 1.5417523446291848, - "max drawdown": 58.76849141374264, - "profit/deviation ratio": 5.4662715582781916 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=140, window_dev=0.5)": { + "winrate": 32.3943661971831, + "trades": 568, + "losses": 384, + "profits": 184, + "percentage year profit": 77.73037609297462, + "mean deviation": 11.146224383622085, + "Sharpe ratio": 1.1678128098906486, + "Sortino ratio": 1.4896615215877453, + "calmar ratio": 1.7458242141849207, + "max drawdown": 44.52359834478804, + "profit/deviation ratio": 6.973695613663512 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=100, window_dev=1.5)": { - "winrate": 39.698492462311556, - "trades": 398, - "losses": 240, - "profits": 158, - "percentage year profit": 89.17039337073174, - "mean deviation": 20.613793692612216, - "Sharpe ratio": 1.0559547360099044, - "Sortino ratio": 1.3409702894941669, - "calmar ratio": 1.267163071917706, - "max drawdown": 70.37010101295216, - "profit/deviation ratio": 4.325763355373521 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=150, window_dev=0.5)": { + "winrate": 33.33333333333333, + "trades": 534, + "losses": 356, + "profits": 178, + "percentage year profit": 85.11749988745238, + "mean deviation": 13.488658950089643, + "Sharpe ratio": 1.2419774437115099, + "Sortino ratio": 1.5853040407220003, + "calmar ratio": 1.9732770156804174, + "max drawdown": 43.13509923395247, + "profit/deviation ratio": 6.310301135376153 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=110, window_dev=0.5)": { "winrate": 33.05898491083676, @@ -156,6 +130,45 @@ "max drawdown": 40.97975998565918, "profit/deviation ratio": 6.280925811434732 }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=90, window_dev=1.5)": { + "winrate": 40.22727272727273, + "trades": 440, + "losses": 263, + "profits": 177, + "percentage year profit": 93.31906968672692, + "mean deviation": 15.494325996832089, + "Sharpe ratio": 1.1699376431550965, + "Sortino ratio": 1.4797133907804165, + "calmar ratio": 1.4692573769435373, + "max drawdown": 63.5144469247835, + "profit/deviation ratio": 6.022789871970332 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=130, window_dev=0.5)": { + "winrate": 33.387096774193544, + "trades": 620, + "losses": 413, + "profits": 207, + "percentage year profit": 57.850485692290945, + "mean deviation": 10.395702809493725, + "Sharpe ratio": 1.109881538103933, + "Sortino ratio": 1.4124941899434882, + "calmar ratio": 1.2107054727979285, + "max drawdown": 47.78245988976909, + "profit/deviation ratio": 5.564846047682301 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=70, window_dev=1)": { + "winrate": 36.64021164021164, + "trades": 756, + "losses": 479, + "profits": 277, + "percentage year profit": 107.36234134395941, + "mean deviation": 19.407620550759255, + "Sharpe ratio": 1.2676357565483423, + "Sortino ratio": 1.6167683491547973, + "calmar ratio": 1.8263763493556724, + "max drawdown": 58.78434714829493, + "profit/deviation ratio": 5.531968283446228 + }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=80, window_dev=1.5)": { "winrate": 40.480961923847694, "trades": 499, @@ -169,6 +182,45 @@ "max drawdown": 59.036307827734966, "profit/deviation ratio": 5.477643875726247 }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=70, window_dev=1.5)": { + "winrate": 41.42335766423358, + "trades": 548, + "losses": 321, + "profits": 227, + "percentage year profit": 90.60645942745782, + "mean deviation": 16.575550347520192, + "Sharpe ratio": 1.2964059009153746, + "Sortino ratio": 1.656271706444698, + "calmar ratio": 1.5417523446291848, + "max drawdown": 58.76849141374264, + "profit/deviation ratio": 5.4662715582781916 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=110, window_dev=1.5)": { + "winrate": 40.48913043478261, + "trades": 368, + "losses": 219, + "profits": 149, + "percentage year profit": 76.92887956872045, + "mean deviation": 14.162028121097872, + "Sharpe ratio": 1.0638473667739576, + "Sortino ratio": 1.359868325540262, + "calmar ratio": 1.2197284700023205, + "max drawdown": 63.07049598389229, + "profit/deviation ratio": 5.432052451168043 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=50, window_dev=1)": { + "winrate": 36.59695817490494, + "trades": 1052, + "losses": 667, + "profits": 385, + "percentage year profit": 73.28341339896465, + "mean deviation": 13.66341770845621, + "Sharpe ratio": 1.0557024542338893, + "Sortino ratio": 1.3384807632624824, + "calmar ratio": 1.5848009381559984, + "max drawdown": 46.24139955661174, + "profit/deviation ratio": 5.363476032326083 + }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=140, window_dev=1)": { "winrate": 38.297872340425535, "trades": 376, @@ -182,31 +234,57 @@ "max drawdown": 49.36477137212538, "profit/deviation ratio": 5.201043046387038 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=150, window_dev=0.5)": { - "winrate": 33.33333333333333, - "trades": 534, - "losses": 356, - "profits": 178, - "percentage year profit": 85.11749988745238, - "mean deviation": 13.488658950089643, - "Sharpe ratio": 1.2419774437115099, - "Sortino ratio": 1.5853040407220003, - "calmar ratio": 1.9732770156804174, - "max drawdown": 43.13509923395247, - "profit/deviation ratio": 6.310301135376153 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=190, window_dev=0.5)": { + "winrate": 31.11111111111111, + "trades": 450, + "losses": 310, + "profits": 140, + "percentage year profit": 76.66648234996798, + "mean deviation": 14.86316370316847, + "Sharpe ratio": 1.1690986176369176, + "Sortino ratio": 1.5059022727380988, + "calmar ratio": 1.4685124295831664, + "max drawdown": 52.20690053793386, + "profit/deviation ratio": 5.158153666411177 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=150, window_dev=1)": { - "winrate": 38.63636363636363, - "trades": 352, - "losses": 216, - "profits": 136, - "percentage year profit": 83.6138504306555, - "mean deviation": 19.26344250248471, - "Sharpe ratio": 1.2321992885069195, - "Sortino ratio": 1.5752253637939617, - "calmar ratio": 1.7456278326517016, - "max drawdown": 47.89901310386511, - "profit/deviation ratio": 4.340545591467906 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=70, window_dev=0.5)": { + "winrate": 31.141868512110726, + "trades": 1156, + "losses": 796, + "profits": 360, + "percentage year profit": 75.09331574646933, + "mean deviation": 15.563866348561245, + "Sharpe ratio": 1.1168324456718894, + "Sortino ratio": 1.4364691265565017, + "calmar ratio": 1.3419343857338577, + "max drawdown": 55.95900704593942, + "profit/deviation ratio": 4.824849691247259 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=50, window_dev=1.5)": { + "winrate": 39.15343915343915, + "trades": 756, + "losses": 460, + "profits": 296, + "percentage year profit": 76.06270594319737, + "mean deviation": 16.168496777150263, + "Sharpe ratio": 1.2968550424865533, + "Sortino ratio": 1.6645766707342973, + "calmar ratio": 1.4149499239656658, + "max drawdown": 53.756464914332234, + "profit/deviation ratio": 4.704377097733114 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=40, window_dev=1.5)": { + "winrate": 38.16631130063966, + "trades": 938, + "losses": 580, + "profits": 358, + "percentage year profit": 64.27426349464665, + "mean deviation": 13.741221282103968, + "Sharpe ratio": 1.0261887299923504, + "Sortino ratio": 1.3038143599910694, + "calmar ratio": 1.2176558600718954, + "max drawdown": 52.78524548869796, + "profit/deviation ratio": 4.677478236840196 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=180, window_dev=0.5)": { "winrate": 31.914893617021278, @@ -221,96 +299,70 @@ "max drawdown": 54.204692823741105, "profit/deviation ratio": 4.584599471228359 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=140, window_dev=0.5)": { - "winrate": 32.3943661971831, - "trades": 568, - "losses": 384, - "profits": 184, - "percentage year profit": 77.73037609297462, - "mean deviation": 11.146224383622085, - "Sharpe ratio": 1.1678128098906486, - "Sortino ratio": 1.4896615215877453, - "calmar ratio": 1.7458242141849207, - "max drawdown": 44.52359834478804, - "profit/deviation ratio": 6.973695613663512 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=110, window_dev=1.5)": { - "winrate": 40.48913043478261, - "trades": 368, - "losses": 219, - "profits": 149, - "percentage year profit": 76.92887956872045, - "mean deviation": 14.162028121097872, - "Sharpe ratio": 1.0638473667739576, - "Sortino ratio": 1.359868325540262, - "calmar ratio": 1.2197284700023205, - "max drawdown": 63.07049598389229, - "profit/deviation ratio": 5.432052451168043 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=190, window_dev=0.5)": { - "winrate": 31.11111111111111, - "trades": 450, - "losses": 310, - "profits": 140, - "percentage year profit": 76.66648234996798, - "mean deviation": 14.86316370316847, - "Sharpe ratio": 1.1690986176369176, - "Sortino ratio": 1.5059022727380988, - "calmar ratio": 1.4685124295831664, - "max drawdown": 52.20690053793386, - "profit/deviation ratio": 5.158153666411177 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=60, window_dev=0.5)": { + "winrate": 31.56297420333839, + "trades": 1318, + "losses": 902, + "profits": 416, + "percentage year profit": 57.17943367987528, + "mean deviation": 12.903209010957445, + "Sharpe ratio": 1.0805551975633756, + "Sortino ratio": 1.3908613179488478, + "calmar ratio": 1.1461251681565485, + "max drawdown": 49.889344784081366, + "profit/deviation ratio": 4.431411878341142 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=50, window_dev=1.5)": { - "winrate": 39.15343915343915, - "trades": 756, - "losses": 460, - "profits": 296, - "percentage year profit": 76.06270594319737, - "mean deviation": 16.168496777150263, - "Sharpe ratio": 1.2968550424865533, - "Sortino ratio": 1.6645766707342973, - "calmar ratio": 1.4149499239656658, - "max drawdown": 53.756464914332234, - "profit/deviation ratio": 4.704377097733114 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=120, window_dev=0.5)": { + "winrate": 32.73001508295626, + "trades": 663, + "losses": 446, + "profits": 217, + "percentage year profit": 59.250766589846336, + "mean deviation": 13.454553558909607, + "Sharpe ratio": 1.1022042367679088, + "Sortino ratio": 1.3963494075318805, + "calmar ratio": 1.2422497318485017, + "max drawdown": 47.69634081681754, + "profit/deviation ratio": 4.4037705398712745 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=70, window_dev=0.5)": { - "winrate": 31.141868512110726, - "trades": 1156, - "losses": 796, - "profits": 360, - "percentage year profit": 75.09331574646933, - "mean deviation": 15.563866348561245, - "Sharpe ratio": 1.1168324456718894, - "Sortino ratio": 1.4364691265565017, - "calmar ratio": 1.3419343857338577, - "max drawdown": 55.95900704593942, - "profit/deviation ratio": 4.824849691247259 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=150, window_dev=1)": { + "winrate": 38.63636363636363, + "trades": 352, + "losses": 216, + "profits": 136, + "percentage year profit": 83.6138504306555, + "mean deviation": 19.26344250248471, + "Sharpe ratio": 1.2321992885069195, + "Sortino ratio": 1.5752253637939617, + "calmar ratio": 1.7456278326517016, + "max drawdown": 47.89901310386511, + "profit/deviation ratio": 4.340545591467906 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=50, window_dev=1)": { - "winrate": 36.59695817490494, - "trades": 1052, - "losses": 667, - "profits": 385, - "percentage year profit": 73.28341339896465, - "mean deviation": 13.66341770845621, - "Sharpe ratio": 1.0557024542338893, - "Sortino ratio": 1.3384807632624824, - "calmar ratio": 1.5848009381559984, - "max drawdown": 46.24139955661174, - "profit/deviation ratio": 5.363476032326083 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=100, window_dev=1.5)": { + "winrate": 39.698492462311556, + "trades": 398, + "losses": 240, + "profits": 158, + "percentage year profit": 89.17039337073174, + "mean deviation": 20.613793692612216, + "Sharpe ratio": 1.0559547360099044, + "Sortino ratio": 1.3409702894941669, + "calmar ratio": 1.267163071917706, + "max drawdown": 70.37010101295216, + "profit/deviation ratio": 4.325763355373521 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=160, window_dev=1)": { - "winrate": 38.23529411764706, - "trades": 340, - "losses": 210, - "profits": 130, - "percentage year profit": 71.64286655989498, - "mean deviation": 17.14171565196144, - "Sharpe ratio": 1.0801256355833135, - "Sortino ratio": 1.3754595589560352, - "calmar ratio": 1.4476208845121215, - "max drawdown": 49.490075285864734, - "profit/deviation ratio": 4.179445512602308 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=60, window_dev=1.5)": { + "winrate": 38.497652582159624, + "trades": 639, + "losses": 393, + "profits": 246, + "percentage year profit": 63.808501034387064, + "mean deviation": 14.78705716860188, + "Sharpe ratio": 1.1409190178610895, + "Sortino ratio": 1.4530657620487486, + "calmar ratio": 1.1427221949618642, + "max drawdown": 55.83903184493282, + "profit/deviation ratio": 4.315158878933325 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=120, window_dev=1.5)": { "winrate": 40.476190476190474, @@ -325,31 +377,18 @@ "max drawdown": 56.47466182633413, "profit/deviation ratio": 4.214791030416055 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=170, window_dev=1)": { - "winrate": 35.97560975609756, - "trades": 328, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=160, window_dev=1)": { + "winrate": 38.23529411764706, + "trades": 340, "losses": 210, - "profits": 118, - "percentage year profit": 70.47749798222031, - "mean deviation": 18.854834101014873, - "Sharpe ratio": 0.9042456540501143, - "Sortino ratio": 1.1430808156470869, - "calmar ratio": 1.1041384114934034, - "max drawdown": 63.83031080939926, - "profit/deviation ratio": 3.7379007210902384 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=180, window_dev=1)": { - "winrate": 35.333333333333336, - "trades": 300, - "losses": 194, - "profits": 106, - "percentage year profit": 68.64194810545132, - "mean deviation": 20.99542818802968, - "Sharpe ratio": 0.933777376264279, - "Sortino ratio": 1.1781494877779648, - "calmar ratio": 0.9910532333120314, - "max drawdown": 69.26161562084276, - "profit/deviation ratio": 3.2693759560753706 + "profits": 130, + "percentage year profit": 71.64286655989498, + "mean deviation": 17.14171565196144, + "Sharpe ratio": 1.0801256355833135, + "Sortino ratio": 1.3754595589560352, + "calmar ratio": 1.4476208845121215, + "max drawdown": 49.490075285864734, + "profit/deviation ratio": 4.179445512602308 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=200, window_dev=0.5)": { "winrate": 29.398148148148145, @@ -364,6 +403,19 @@ "max drawdown": 60.09791003994805, "profit/deviation ratio": 4.088815407471999 }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=60, window_dev=1)": { + "winrate": 35.66666666666667, + "trades": 900, + "losses": 579, + "profits": 321, + "percentage year profit": 58.30050925112107, + "mean deviation": 14.567951754111855, + "Sharpe ratio": 1.1522835416083548, + "Sortino ratio": 1.4891030720888934, + "calmar ratio": 1.0791108594758376, + "max drawdown": 54.02643179722952, + "profit/deviation ratio": 4.001970231310352 + }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=160, window_dev=0.5)": { "winrate": 32.0, "trades": 500, @@ -377,6 +429,19 @@ "max drawdown": 41.047852031348974, "profit/deviation ratio": 3.80135741755745 }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=170, window_dev=1)": { + "winrate": 35.97560975609756, + "trades": 328, + "losses": 210, + "profits": 118, + "percentage year profit": 70.47749798222031, + "mean deviation": 18.854834101014873, + "Sharpe ratio": 0.9042456540501143, + "Sortino ratio": 1.1430808156470869, + "calmar ratio": 1.1041384114934034, + "max drawdown": 63.83031080939926, + "profit/deviation ratio": 3.7379007210902384 + }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=170, window_dev=0.5)": { "winrate": 32.708333333333336, "trades": 480, @@ -390,45 +455,6 @@ "max drawdown": 46.65393198889962, "profit/deviation ratio": 3.6045472647527705 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=40, window_dev=1.5)": { - "winrate": 38.16631130063966, - "trades": 938, - "losses": 580, - "profits": 358, - "percentage year profit": 64.27426349464665, - "mean deviation": 13.741221282103968, - "Sharpe ratio": 1.0261887299923504, - "Sortino ratio": 1.3038143599910694, - "calmar ratio": 1.2176558600718954, - "max drawdown": 52.78524548869796, - "profit/deviation ratio": 4.677478236840196 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=60, window_dev=1.5)": { - "winrate": 38.497652582159624, - "trades": 639, - "losses": 393, - "profits": 246, - "percentage year profit": 63.808501034387064, - "mean deviation": 14.78705716860188, - "Sharpe ratio": 1.1409190178610895, - "Sortino ratio": 1.4530657620487486, - "calmar ratio": 1.1427221949618642, - "max drawdown": 55.83903184493282, - "profit/deviation ratio": 4.315158878933325 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=200, window_dev=1)": { - "winrate": 36.594202898550726, - "trades": 276, - "losses": 175, - "profits": 101, - "percentage year profit": 61.34027300354408, - "mean deviation": 23.129846599628955, - "Sharpe ratio": 0.8127584182543014, - "Sortino ratio": 1.018656983020599, - "calmar ratio": 0.9062879647883922, - "max drawdown": 67.68298309893845, - "profit/deviation ratio": 2.6519965335406974 - }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=90, window_dev=0.5)": { "winrate": 32.27571115973742, "trades": 914, @@ -442,70 +468,57 @@ "max drawdown": 69.36016504827255, "profit/deviation ratio": 3.408113854306674 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=120, window_dev=0.5)": { - "winrate": 32.73001508295626, - "trades": 663, - "losses": 446, - "profits": 217, - "percentage year profit": 59.250766589846336, - "mean deviation": 13.454553558909607, - "Sharpe ratio": 1.1022042367679088, - "Sortino ratio": 1.3963494075318805, - "calmar ratio": 1.2422497318485017, - "max drawdown": 47.69634081681754, - "profit/deviation ratio": 4.4037705398712745 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=60, window_dev=1)": { - "winrate": 35.66666666666667, - "trades": 900, - "losses": 579, - "profits": 321, - "percentage year profit": 58.30050925112107, - "mean deviation": 14.567951754111855, - "Sharpe ratio": 1.1522835416083548, - "Sortino ratio": 1.4891030720888934, - "calmar ratio": 1.0791108594758376, - "max drawdown": 54.02643179722952, - "profit/deviation ratio": 4.001970231310352 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=180, window_dev=1)": { + "winrate": 35.333333333333336, + "trades": 300, + "losses": 194, + "profits": 106, + "percentage year profit": 68.64194810545132, + "mean deviation": 20.99542818802968, + "Sharpe ratio": 0.933777376264279, + "Sortino ratio": 1.1781494877779648, + "calmar ratio": 0.9910532333120314, + "max drawdown": 69.26161562084276, + "profit/deviation ratio": 3.2693759560753706 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=130, window_dev=0.5)": { - "winrate": 33.387096774193544, - "trades": 620, - "losses": 413, - "profits": 207, - "percentage year profit": 57.850485692290945, - "mean deviation": 10.395702809493725, - "Sharpe ratio": 1.109881538103933, - "Sortino ratio": 1.4124941899434882, - "calmar ratio": 1.2107054727979285, - "max drawdown": 47.78245988976909, - "profit/deviation ratio": 5.564846047682301 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=130, window_dev=1.5)": { + "winrate": 38.75, + "trades": 320, + "losses": 196, + "profits": 124, + "percentage year profit": 46.62233984776525, + "mean deviation": 15.678334977255012, + "Sharpe ratio": 0.9197226843331163, + "Sortino ratio": 1.1707548678037996, + "calmar ratio": 0.8650427105204268, + "max drawdown": 53.89599759729358, + "profit/deviation ratio": 2.9736792787883117 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=20, window_dev=1)": { - "winrate": 35.57377049180328, - "trades": 2440, - "losses": 1571, - "profits": 868, - "percentage year profit": 57.76197401668712, - "mean deviation": 31.60296696929958, - "Sharpe ratio": 1.0019256564191352, - "Sortino ratio": 1.3473379128181073, - "calmar ratio": 0.7716002119271521, - "max drawdown": 74.8599768686177, - "profit/deviation ratio": 1.8277389611171468 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=80, window_dev=0.5)": { + "winrate": 30.717054263565892, + "trades": 1032, + "losses": 715, + "profits": 317, + "percentage year profit": 50.25952982162223, + "mean deviation": 17.433086444091412, + "Sharpe ratio": 0.8649620905234564, + "Sortino ratio": 1.1031376656602825, + "calmar ratio": 0.7060032245146054, + "max drawdown": 71.18881058394159, + "profit/deviation ratio": 2.8829966502378395 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=60, window_dev=0.5)": { - "winrate": 31.56297420333839, - "trades": 1318, - "losses": 902, - "profits": 416, - "percentage year profit": 57.17943367987528, - "mean deviation": 12.903209010957445, - "Sharpe ratio": 1.0805551975633756, - "Sortino ratio": 1.3908613179488478, - "calmar ratio": 1.1461251681565485, - "max drawdown": 49.889344784081366, - "profit/deviation ratio": 4.431411878341142 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=200, window_dev=1)": { + "winrate": 36.594202898550726, + "trades": 276, + "losses": 175, + "profits": 101, + "percentage year profit": 61.34027300354408, + "mean deviation": 23.129846599628955, + "Sharpe ratio": 0.8127584182543014, + "Sortino ratio": 1.018656983020599, + "calmar ratio": 0.9062879647883922, + "max drawdown": 67.68298309893845, + "profit/deviation ratio": 2.6519965335406974 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=190, window_dev=1)": { "winrate": 36.45833333333333, @@ -520,32 +533,6 @@ "max drawdown": 72.73479019754006, "profit/deviation ratio": 2.334525429287636 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=80, window_dev=0.5)": { - "winrate": 30.717054263565892, - "trades": 1032, - "losses": 715, - "profits": 317, - "percentage year profit": 50.25952982162223, - "mean deviation": 17.433086444091412, - "Sharpe ratio": 0.8649620905234564, - "Sortino ratio": 1.1031376656602825, - "calmar ratio": 0.7060032245146054, - "max drawdown": 71.18881058394159, - "profit/deviation ratio": 2.8829966502378395 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=130, window_dev=1.5)": { - "winrate": 38.75, - "trades": 320, - "losses": 196, - "profits": 124, - "percentage year profit": 46.62233984776525, - "mean deviation": 15.678334977255012, - "Sharpe ratio": 0.9197226843331163, - "Sortino ratio": 1.1707548678037996, - "calmar ratio": 0.8650427105204268, - "max drawdown": 53.89599759729358, - "profit/deviation ratio": 2.9736792787883117 - }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=140, window_dev=1.5)": { "winrate": 37.74834437086093, "trades": 302, @@ -559,6 +546,19 @@ "max drawdown": 58.5643734888406, "profit/deviation ratio": 1.8394495856101267 }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=20, window_dev=1)": { + "winrate": 35.57377049180328, + "trades": 2440, + "losses": 1571, + "profits": 868, + "percentage year profit": 57.76197401668712, + "mean deviation": 31.60296696929958, + "Sharpe ratio": 1.0019256564191352, + "Sortino ratio": 1.3473379128181073, + "calmar ratio": 0.7716002119271521, + "max drawdown": 74.8599768686177, + "profit/deviation ratio": 1.8277389611171468 + }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=50, window_dev=0.5)": { "winrate": 30.79896907216495, "trades": 1552, @@ -585,19 +585,6 @@ "max drawdown": 66.00440400470383, "profit/deviation ratio": 1.4619710150126897 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=160, window_dev=1.5)": { - "winrate": 36.46616541353384, - "trades": 266, - "losses": 169, - "profits": 97, - "percentage year profit": 15.450300747782597, - "mean deviation": 17.53294441138561, - "Sharpe ratio": 0.5578058265498227, - "Sortino ratio": 0.6963029597080604, - "calmar ratio": 0.22381446463401772, - "max drawdown": 69.03173471404982, - "profit/deviation ratio": 0.8812154071366028 - }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=20, window_dev=1.5)": { "winrate": 35.559174809989145, "trades": 1842, @@ -611,18 +598,18 @@ "max drawdown": 69.78520302167, "profit/deviation ratio": 0.9847686311522987 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=170, window_dev=1.5)": { - "winrate": 36.11111111111111, - "trades": 252, - "losses": 161, - "profits": 91, - "percentage year profit": 13.846383030770216, - "mean deviation": 19.984534895844305, - "Sharpe ratio": 0.42704146825297906, - "Sortino ratio": 0.5280020495912519, - "calmar ratio": 0.19741387216718315, - "max drawdown": 70.13885538420614, - "profit/deviation ratio": 0.6928549052021976 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=160, window_dev=1.5)": { + "winrate": 36.46616541353384, + "trades": 266, + "losses": 169, + "profits": 97, + "percentage year profit": 15.450300747782597, + "mean deviation": 17.53294441138561, + "Sharpe ratio": 0.5578058265498227, + "Sortino ratio": 0.6963029597080604, + "calmar ratio": 0.22381446463401772, + "max drawdown": 69.03173471404982, + "profit/deviation ratio": 0.8812154071366028 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=150, window_dev=1.5)": { "winrate": 36.267605633802816, @@ -637,6 +624,19 @@ "max drawdown": 63.440320902282025, "profit/deviation ratio": 0.744683773595542 }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=170, window_dev=1.5)": { + "winrate": 36.11111111111111, + "trades": 252, + "losses": 161, + "profits": 91, + "percentage year profit": 13.846383030770216, + "mean deviation": 19.984534895844305, + "Sharpe ratio": 0.42704146825297906, + "Sortino ratio": 0.5280020495912519, + "calmar ratio": 0.19741387216718315, + "max drawdown": 70.13885538420614, + "profit/deviation ratio": 0.6928549052021976 + }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=200, window_dev=1.5)": { "winrate": 34.68468468468468, "trades": 222, @@ -782,6 +782,19 @@ } }, "ADA/USDT XRP/USDT": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=180, window_dev=1.5)": { + "winrate": 41.23711340206185, + "trades": 194, + "losses": 114, + "profits": 80, + "percentage year profit": 112.56754284755507, + "mean deviation": 15.613761448358785, + "Sharpe ratio": 1.5869741186726247, + "Sortino ratio": 1.9751772892393715, + "calmar ratio": 2.094777295272175, + "max drawdown": 53.73723646022675, + "profit/deviation ratio": 7.209508305853324 + }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=200, window_dev=1)": { "winrate": 38.362068965517246, "trades": 232, @@ -808,97 +821,6 @@ "max drawdown": 49.29579495728286, "profit/deviation ratio": 6.368745463819448 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=170, window_dev=1.5)": { - "winrate": 40.86538461538461, - "trades": 208, - "losses": 123, - "profits": 85, - "percentage year profit": 113.81451679360764, - "mean deviation": 19.30463652029042, - "Sharpe ratio": 1.615553022161129, - "Sortino ratio": 2.02317739777518, - "calmar ratio": 1.9696592769246768, - "max drawdown": 57.78386045088554, - "profit/deviation ratio": 5.895708871492153 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=180, window_dev=1.5)": { - "winrate": 41.23711340206185, - "trades": 194, - "losses": 114, - "profits": 80, - "percentage year profit": 112.56754284755507, - "mean deviation": 15.613761448358785, - "Sharpe ratio": 1.5869741186726247, - "Sortino ratio": 1.9751772892393715, - "calmar ratio": 2.094777295272175, - "max drawdown": 53.73723646022675, - "profit/deviation ratio": 7.209508305853324 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=170, window_dev=1)": { - "winrate": 37.6865671641791, - "trades": 268, - "losses": 167, - "profits": 101, - "percentage year profit": 109.16048063471932, - "mean deviation": 24.172323301212653, - "Sharpe ratio": 1.65914183147197, - "Sortino ratio": 2.094055988615436, - "calmar ratio": 2.2264002947206283, - "max drawdown": 49.03003332040833, - "profit/deviation ratio": 4.515928372894262 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=150, window_dev=1)": { - "winrate": 38.435374149659864, - "trades": 294, - "losses": 181, - "profits": 113, - "percentage year profit": 108.8572761827479, - "mean deviation": 22.5408680768998, - "Sharpe ratio": 1.7462186763358576, - "Sortino ratio": 2.204723652554285, - "calmar ratio": 2.358512757766198, - "max drawdown": 46.155050815094654, - "profit/deviation ratio": 4.8293293679450775 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=160, window_dev=1)": { - "winrate": 38.028169014084504, - "trades": 284, - "losses": 176, - "profits": 108, - "percentage year profit": 104.80881627569461, - "mean deviation": 23.97979580049658, - "Sharpe ratio": 1.7359031684752841, - "Sortino ratio": 2.190351092578414, - "calmar ratio": 2.2433135936389568, - "max drawdown": 46.720537232460934, - "profit/deviation ratio": 4.370713460100616 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=130, window_dev=1.5)": { - "winrate": 39.849624060150376, - "trades": 266, - "losses": 160, - "profits": 106, - "percentage year profit": 101.86500440766157, - "mean deviation": 21.91075737563766, - "Sharpe ratio": 1.6257550974130486, - "Sortino ratio": 2.0504434806725156, - "calmar ratio": 2.048730201203522, - "max drawdown": 49.72104396558474, - "profit/deviation ratio": 4.649086412728215 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=190, window_dev=0.5)": { - "winrate": 31.16531165311653, - "trades": 369, - "losses": 254, - "profits": 115, - "percentage year profit": 101.01937701448716, - "mean deviation": 18.81208609470565, - "Sharpe ratio": 1.5415070278925944, - "Sortino ratio": 1.9292687059006555, - "calmar ratio": 2.159928670134326, - "max drawdown": 46.769774581585956, - "profit/deviation ratio": 5.369918918397753 - }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=200, window_dev=1.5)": { "winrate": 40.0, "trades": 180, @@ -912,19 +834,6 @@ "max drawdown": 47.66430243087233, "profit/deviation ratio": 6.038968226401236 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=180, window_dev=1)": { - "winrate": 38.671875, - "trades": 256, - "losses": 157, - "profits": 99, - "percentage year profit": 98.04302589171758, - "mean deviation": 20.59726883344325, - "Sharpe ratio": 1.5513342436321247, - "Sortino ratio": 1.9553573175063172, - "calmar ratio": 1.880522131355806, - "max drawdown": 52.13606596644049, - "profit/deviation ratio": 4.760001274175131 - }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=190, window_dev=1.5)": { "winrate": 41.578947368421055, "trades": 190, @@ -938,31 +847,31 @@ "max drawdown": 54.25312902740753, "profit/deviation ratio": 5.988543391999829 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=200, window_dev=0.5)": { - "winrate": 31.62393162393162, - "trades": 351, - "losses": 240, - "profits": 111, - "percentage year profit": 93.2038579563032, - "mean deviation": 18.125168846704405, - "Sharpe ratio": 1.5165685880862707, - "Sortino ratio": 1.9000197192160961, - "calmar ratio": 2.02031807731502, - "max drawdown": 46.133259412384255, - "profit/deviation ratio": 5.142233914871912 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=170, window_dev=1.5)": { + "winrate": 40.86538461538461, + "trades": 208, + "losses": 123, + "profits": 85, + "percentage year profit": 113.81451679360764, + "mean deviation": 19.30463652029042, + "Sharpe ratio": 1.615553022161129, + "Sortino ratio": 2.02317739777518, + "calmar ratio": 1.9696592769246768, + "max drawdown": 57.78386045088554, + "profit/deviation ratio": 5.895708871492153 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=140, window_dev=1.5)": { - "winrate": 40.8, - "trades": 250, - "losses": 148, - "profits": 102, - "percentage year profit": 91.05184322799207, - "mean deviation": 22.409104887587905, - "Sharpe ratio": 1.5228480149036465, - "Sortino ratio": 1.9186934170870178, - "calmar ratio": 1.7181576205754299, - "max drawdown": 52.99388259704474, - "profit/deviation ratio": 4.063162883334284 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=190, window_dev=0.5)": { + "winrate": 31.16531165311653, + "trades": 369, + "losses": 254, + "profits": 115, + "percentage year profit": 101.01937701448716, + "mean deviation": 18.81208609470565, + "Sharpe ratio": 1.5415070278925944, + "Sortino ratio": 1.9292687059006555, + "calmar ratio": 2.159928670134326, + "max drawdown": 46.769774581585956, + "profit/deviation ratio": 5.369918918397753 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=180, window_dev=0.5)": { "winrate": 29.63917525773196, @@ -977,6 +886,71 @@ "max drawdown": 44.879209621096194, "profit/deviation ratio": 5.3406504249617965 }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=200, window_dev=0.5)": { + "winrate": 31.62393162393162, + "trades": 351, + "losses": 240, + "profits": 111, + "percentage year profit": 93.2038579563032, + "mean deviation": 18.125168846704405, + "Sharpe ratio": 1.5165685880862707, + "Sortino ratio": 1.9000197192160961, + "calmar ratio": 2.02031807731502, + "max drawdown": 46.133259412384255, + "profit/deviation ratio": 5.142233914871912 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=150, window_dev=1)": { + "winrate": 38.435374149659864, + "trades": 294, + "losses": 181, + "profits": 113, + "percentage year profit": 108.8572761827479, + "mean deviation": 22.5408680768998, + "Sharpe ratio": 1.7462186763358576, + "Sortino ratio": 2.204723652554285, + "calmar ratio": 2.358512757766198, + "max drawdown": 46.155050815094654, + "profit/deviation ratio": 4.8293293679450775 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=180, window_dev=1)": { + "winrate": 38.671875, + "trades": 256, + "losses": 157, + "profits": 99, + "percentage year profit": 98.04302589171758, + "mean deviation": 20.59726883344325, + "Sharpe ratio": 1.5513342436321247, + "Sortino ratio": 1.9553573175063172, + "calmar ratio": 1.880522131355806, + "max drawdown": 52.13606596644049, + "profit/deviation ratio": 4.760001274175131 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=130, window_dev=1.5)": { + "winrate": 39.849624060150376, + "trades": 266, + "losses": 160, + "profits": 106, + "percentage year profit": 101.86500440766157, + "mean deviation": 21.91075737563766, + "Sharpe ratio": 1.6257550974130486, + "Sortino ratio": 2.0504434806725156, + "calmar ratio": 2.048730201203522, + "max drawdown": 49.72104396558474, + "profit/deviation ratio": 4.649086412728215 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=170, window_dev=1)": { + "winrate": 37.6865671641791, + "trades": 268, + "losses": 167, + "profits": 101, + "percentage year profit": 109.16048063471932, + "mean deviation": 24.172323301212653, + "Sharpe ratio": 1.65914183147197, + "Sortino ratio": 2.094055988615436, + "calmar ratio": 2.2264002947206283, + "max drawdown": 49.03003332040833, + "profit/deviation ratio": 4.515928372894262 + }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=120, window_dev=1)": { "winrate": 35.79234972677596, "trades": 366, @@ -990,18 +964,18 @@ "max drawdown": 47.28854925653453, "profit/deviation ratio": 4.509753190545225 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=120, window_dev=1.5)": { - "winrate": 40.42553191489361, - "trades": 282, - "losses": 168, - "profits": 114, - "percentage year profit": 82.446278147465, - "mean deviation": 20.81231825281424, - "Sharpe ratio": 1.4823847995705373, - "Sortino ratio": 1.8502754411555342, - "calmar ratio": 1.476656075149324, - "max drawdown": 55.83309447267724, - "profit/deviation ratio": 3.9614173272752358 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=160, window_dev=1)": { + "winrate": 38.028169014084504, + "trades": 284, + "losses": 176, + "profits": 108, + "percentage year profit": 104.80881627569461, + "mean deviation": 23.97979580049658, + "Sharpe ratio": 1.7359031684752841, + "Sortino ratio": 2.190351092578414, + "calmar ratio": 2.2433135936389568, + "max drawdown": 46.720537232460934, + "profit/deviation ratio": 4.370713460100616 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=90, window_dev=1.5)": { "winrate": 39.61748633879781, @@ -1016,19 +990,6 @@ "max drawdown": 57.69999494251641, "profit/deviation ratio": 4.286105335774985 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=150, window_dev=1.5)": { - "winrate": 40.0, - "trades": 240, - "losses": 144, - "profits": 96, - "percentage year profit": 79.86697520494013, - "mean deviation": 19.743153601536687, - "Sharpe ratio": 1.3842913995497481, - "Sortino ratio": 1.735489724633463, - "calmar ratio": 1.4958219881284813, - "max drawdown": 53.3933688893468, - "profit/deviation ratio": 4.045299794391701 - }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=100, window_dev=1)": { "winrate": 36.61327231121281, "trades": 437, @@ -1042,19 +1003,71 @@ "max drawdown": 57.287100163595916, "profit/deviation ratio": 4.230835890881325 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=160, window_dev=1.5)": { - "winrate": 39.473684210526315, - "trades": 228, - "losses": 138, - "profits": 90, - "percentage year profit": 76.6771275060008, - "mean deviation": 19.230100298366484, - "Sharpe ratio": 1.3288232006697878, - "Sortino ratio": 1.6662663625787089, - "calmar ratio": 1.3812744481394672, - "max drawdown": 55.51186993235302, - "profit/deviation ratio": 3.9873493282047106 - }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=140, window_dev=1.5)": { + "winrate": 40.8, + "trades": 250, + "losses": 148, + "profits": 102, + "percentage year profit": 91.05184322799207, + "mean deviation": 22.409104887587905, + "Sharpe ratio": 1.5228480149036465, + "Sortino ratio": 1.9186934170870178, + "calmar ratio": 1.7181576205754299, + "max drawdown": 52.99388259704474, + "profit/deviation ratio": 4.063162883334284 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=150, window_dev=1.5)": { + "winrate": 40.0, + "trades": 240, + "losses": 144, + "profits": 96, + "percentage year profit": 79.86697520494013, + "mean deviation": 19.743153601536687, + "Sharpe ratio": 1.3842913995497481, + "Sortino ratio": 1.735489724633463, + "calmar ratio": 1.4958219881284813, + "max drawdown": 53.3933688893468, + "profit/deviation ratio": 4.045299794391701 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=130, window_dev=0.5)": { + "winrate": 29.79127134724858, + "trades": 527, + "losses": 370, + "profits": 157, + "percentage year profit": 65.26377121571565, + "mean deviation": 16.23761961382988, + "Sharpe ratio": 1.3019657659336767, + "Sortino ratio": 1.638607832794444, + "calmar ratio": 1.164121770103136, + "max drawdown": 56.062667060966966, + "profit/deviation ratio": 4.019294254197782 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=160, window_dev=1.5)": { + "winrate": 39.473684210526315, + "trades": 228, + "losses": 138, + "profits": 90, + "percentage year profit": 76.6771275060008, + "mean deviation": 19.230100298366484, + "Sharpe ratio": 1.3288232006697878, + "Sortino ratio": 1.6662663625787089, + "calmar ratio": 1.3812744481394672, + "max drawdown": 55.51186993235302, + "profit/deviation ratio": 3.9873493282047106 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=120, window_dev=1.5)": { + "winrate": 40.42553191489361, + "trades": 282, + "losses": 168, + "profits": 114, + "percentage year profit": 82.446278147465, + "mean deviation": 20.81231825281424, + "Sharpe ratio": 1.4823847995705373, + "Sortino ratio": 1.8502754411555342, + "calmar ratio": 1.476656075149324, + "max drawdown": 55.83309447267724, + "profit/deviation ratio": 3.9614173272752358 + }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=170, window_dev=0.5)": { "winrate": 30.26634382566586, "trades": 413, @@ -1081,31 +1094,31 @@ "max drawdown": 53.155548459853854, "profit/deviation ratio": 3.9199553496215933 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=90, window_dev=1)": { - "winrate": 35.52361396303901, - "trades": 487, - "losses": 314, - "profits": 173, - "percentage year profit": 68.28656697362318, - "mean deviation": 19.11438340156188, - "Sharpe ratio": 1.51203955854327, - "Sortino ratio": 1.9133008159335532, - "calmar ratio": 1.233082789992355, - "max drawdown": 55.37873655186327, - "profit/deviation ratio": 3.5725226149875873 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=140, window_dev=0.5)": { + "winrate": 29.34131736526946, + "trades": 501, + "losses": 354, + "profits": 147, + "percentage year profit": 56.25778380921646, + "mean deviation": 14.675862517421855, + "Sharpe ratio": 1.175425933905522, + "Sortino ratio": 1.4605127661042325, + "calmar ratio": 1.0124525938762687, + "max drawdown": 55.56584490917083, + "profit/deviation ratio": 3.8333545127199384 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=110, window_dev=1.5)": { - "winrate": 40.849673202614376, - "trades": 306, - "losses": 181, - "profits": 125, - "percentage year profit": 67.82822942645916, - "mean deviation": 18.939257973859196, - "Sharpe ratio": 1.3580815143376148, - "Sortino ratio": 1.6952923562043218, - "calmar ratio": 1.2635184996091053, - "max drawdown": 53.68202321330726, - "profit/deviation ratio": 3.58135622420259 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=110, window_dev=1)": { + "winrate": 35.98014888337469, + "trades": 403, + "losses": 258, + "profits": 145, + "percentage year profit": 59.41484384932962, + "mean deviation": 15.808017118744894, + "Sharpe ratio": 1.3112005444710688, + "Sortino ratio": 1.637277991635854, + "calmar ratio": 1.0201682782291661, + "max drawdown": 58.24023851482954, + "profit/deviation ratio": 3.7585260316346982 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=140, window_dev=1)": { "winrate": 36.36363636363637, @@ -1120,6 +1133,45 @@ "max drawdown": 51.65286238034068, "profit/deviation ratio": 3.58364373987135 }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=110, window_dev=1.5)": { + "winrate": 40.849673202614376, + "trades": 306, + "losses": 181, + "profits": 125, + "percentage year profit": 67.82822942645916, + "mean deviation": 18.939257973859196, + "Sharpe ratio": 1.3580815143376148, + "Sortino ratio": 1.6952923562043218, + "calmar ratio": 1.2635184996091053, + "max drawdown": 53.68202321330726, + "profit/deviation ratio": 3.58135622420259 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=90, window_dev=1)": { + "winrate": 35.52361396303901, + "trades": 487, + "losses": 314, + "profits": 173, + "percentage year profit": 68.28656697362318, + "mean deviation": 19.11438340156188, + "Sharpe ratio": 1.51203955854327, + "Sortino ratio": 1.9133008159335532, + "calmar ratio": 1.233082789992355, + "max drawdown": 55.37873655186327, + "profit/deviation ratio": 3.5725226149875873 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=80, window_dev=1.5)": { + "winrate": 38.18615751789976, + "trades": 419, + "losses": 259, + "profits": 160, + "percentage year profit": 62.30740091257352, + "mean deviation": 18.2827311556459, + "Sharpe ratio": 1.4559882185561497, + "Sortino ratio": 1.8370136220377178, + "calmar ratio": 1.1386274377366008, + "max drawdown": 54.72149962979122, + "profit/deviation ratio": 3.40799196696235 + }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=160, window_dev=0.5)": { "winrate": 29.931972789115648, "trades": 441, @@ -1133,19 +1185,6 @@ "max drawdown": 55.06002919396666, "profit/deviation ratio": 3.380446325328492 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=130, window_dev=0.5)": { - "winrate": 29.79127134724858, - "trades": 527, - "losses": 370, - "profits": 157, - "percentage year profit": 65.26377121571565, - "mean deviation": 16.23761961382988, - "Sharpe ratio": 1.3019657659336767, - "Sortino ratio": 1.638607832794444, - "calmar ratio": 1.164121770103136, - "max drawdown": 56.062667060966966, - "profit/deviation ratio": 4.019294254197782 - }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=100, window_dev=1.5)": { "winrate": 39.52095808383233, "trades": 334, @@ -1159,19 +1198,6 @@ "max drawdown": 56.168829612015834, "profit/deviation ratio": 3.1109007738324657 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=80, window_dev=1.5)": { - "winrate": 38.18615751789976, - "trades": 419, - "losses": 259, - "profits": 160, - "percentage year profit": 62.30740091257352, - "mean deviation": 18.2827311556459, - "Sharpe ratio": 1.4559882185561497, - "Sortino ratio": 1.8370136220377178, - "calmar ratio": 1.1386274377366008, - "max drawdown": 54.72149962979122, - "profit/deviation ratio": 3.40799196696235 - }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=70, window_dev=0.5)": { "winrate": 30.268595041322317, "trades": 968, @@ -1185,32 +1211,6 @@ "max drawdown": 60.798737030938874, "profit/deviation ratio": 2.9685399919364492 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=110, window_dev=1)": { - "winrate": 35.98014888337469, - "trades": 403, - "losses": 258, - "profits": 145, - "percentage year profit": 59.41484384932962, - "mean deviation": 15.808017118744894, - "Sharpe ratio": 1.3112005444710688, - "Sortino ratio": 1.637277991635854, - "calmar ratio": 1.0201682782291661, - "max drawdown": 58.24023851482954, - "profit/deviation ratio": 3.7585260316346982 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=140, window_dev=0.5)": { - "winrate": 29.34131736526946, - "trades": 501, - "losses": 354, - "profits": 147, - "percentage year profit": 56.25778380921646, - "mean deviation": 14.675862517421855, - "Sharpe ratio": 1.175425933905522, - "Sortino ratio": 1.4605127661042325, - "calmar ratio": 1.0124525938762687, - "max drawdown": 55.56584490917083, - "profit/deviation ratio": 3.8333545127199384 - }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=120, window_dev=0.5)": { "winrate": 29.525483304042176, "trades": 569, @@ -1224,19 +1224,6 @@ "max drawdown": 57.28495550336439, "profit/deviation ratio": 2.677779547487773 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=100, window_dev=0.5)": { - "winrate": 30.04484304932735, - "trades": 669, - "losses": 468, - "profits": 201, - "percentage year profit": 47.434651613434006, - "mean deviation": 22.334513399182896, - "Sharpe ratio": 1.2931805241958432, - "Sortino ratio": 1.647339583860852, - "calmar ratio": 0.8068177431185194, - "max drawdown": 58.792276221007675, - "profit/deviation ratio": 2.1238274040557066 - }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=80, window_dev=1)": { "winrate": 34.29084380610413, "trades": 557, @@ -1263,6 +1250,32 @@ "max drawdown": 55.219542629727705, "profit/deviation ratio": 2.137118540487456 }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=100, window_dev=0.5)": { + "winrate": 30.04484304932735, + "trades": 669, + "losses": 468, + "profits": 201, + "percentage year profit": 47.434651613434006, + "mean deviation": 22.334513399182896, + "Sharpe ratio": 1.2931805241958432, + "Sortino ratio": 1.647339583860852, + "calmar ratio": 0.8068177431185194, + "max drawdown": 58.792276221007675, + "profit/deviation ratio": 2.1238274040557066 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=80, window_dev=0.5)": { + "winrate": 28.870779976717113, + "trades": 859, + "losses": 611, + "profits": 248, + "percentage year profit": 31.461576112965272, + "mean deviation": 17.13830527732723, + "Sharpe ratio": 1.1744698897097077, + "Sortino ratio": 1.5166115993926912, + "calmar ratio": 0.5404266710430854, + "max drawdown": 58.2161795461368, + "profit/deviation ratio": 1.8357460439560918 + }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=110, window_dev=0.5)": { "winrate": 30.273752012882447, "trades": 621, @@ -1276,19 +1289,6 @@ "max drawdown": 65.40691886397217, "profit/deviation ratio": 1.6864408895910348 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=70, window_dev=1.5)": { - "winrate": 36.907216494845365, - "trades": 485, - "losses": 306, - "profits": 179, - "percentage year profit": 34.62960302088505, - "mean deviation": 23.12246329519871, - "Sharpe ratio": 1.3331800466533505, - "Sortino ratio": 1.6923939321375803, - "calmar ratio": 0.5477686968513483, - "max drawdown": 63.219390264432576, - "profit/deviation ratio": 1.497660633245583 - }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=60, window_dev=1)": { "winrate": 33.33333333333333, "trades": 771, @@ -1302,18 +1302,18 @@ "max drawdown": 66.91409050894218, "profit/deviation ratio": 1.6488697445211715 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=80, window_dev=0.5)": { - "winrate": 28.870779976717113, - "trades": 859, - "losses": 611, - "profits": 248, - "percentage year profit": 31.461576112965272, - "mean deviation": 17.13830527732723, - "Sharpe ratio": 1.1744698897097077, - "Sortino ratio": 1.5166115993926912, - "calmar ratio": 0.5404266710430854, - "max drawdown": 58.2161795461368, - "profit/deviation ratio": 1.8357460439560918 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=70, window_dev=1.5)": { + "winrate": 36.907216494845365, + "trades": 485, + "losses": 306, + "profits": 179, + "percentage year profit": 34.62960302088505, + "mean deviation": 23.12246329519871, + "Sharpe ratio": 1.3331800466533505, + "Sortino ratio": 1.6923939321375803, + "calmar ratio": 0.5477686968513483, + "max drawdown": 63.219390264432576, + "profit/deviation ratio": 1.497660633245583 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=90, window_dev=0.5)": { "winrate": 28.874172185430464, @@ -1419,19 +1419,6 @@ "max drawdown": 73.11282086663256, "profit/deviation ratio": -0.2412464615103595 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=20, window_dev=0.5)": { - "winrate": 31.25, - "trades": 3024, - "losses": 2078, - "profits": 945, - "percentage year profit": -10.251879673979424, - "mean deviation": 15.54626254095769, - "Sharpe ratio": 0.3617035174742505, - "Sortino ratio": 0.4938411710298857, - "calmar ratio": -0.15658210447938775, - "max drawdown": 65.47286938098962, - "profit/deviation ratio": -0.6594433644080143 - }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=40, window_dev=1)": { "winrate": 32.95652173913044, "trades": 1150, @@ -1445,18 +1432,18 @@ "max drawdown": 75.37755124284047, "profit/deviation ratio": -0.5213597099373471 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=20, window_dev=1.5)": { - "winrate": 34.72750316856781, - "trades": 1578, - "losses": 1030, - "profits": 548, - "percentage year profit": -19.132685423777374, - "mean deviation": 16.857515695229562, - "Sharpe ratio": 0.25953738444790436, - "Sortino ratio": 0.3418331169616585, - "calmar ratio": -0.2548427706892681, - "max drawdown": 75.07642995730107, - "profit/deviation ratio": -1.1349647106774845 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=20, window_dev=0.5)": { + "winrate": 31.25, + "trades": 3024, + "losses": 2078, + "profits": 945, + "percentage year profit": -10.251879673979424, + "mean deviation": 15.54626254095769, + "Sharpe ratio": 0.3617035174742505, + "Sortino ratio": 0.4938411710298857, + "calmar ratio": -0.15658210447938775, + "max drawdown": 65.47286938098962, + "profit/deviation ratio": -0.6594433644080143 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=40, window_dev=1.5)": { "winrate": 33.373349339735896, @@ -1471,18 +1458,18 @@ "max drawdown": 82.29655145978195, "profit/deviation ratio": -0.8128612317507385 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=30, window_dev=1.5)": { - "winrate": 32.43478260869565, - "trades": 1150, - "losses": 777, - "profits": 373, - "percentage year profit": -47.73331271695487, - "mean deviation": 17.38322097218399, - "Sharpe ratio": -0.010962868369720416, - "Sortino ratio": -0.014270945609452962, - "calmar ratio": -0.5423156095966396, - "max drawdown": 88.01758952219295, - "profit/deviation ratio": -2.745941778761025 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=20, window_dev=1.5)": { + "winrate": 34.72750316856781, + "trades": 1578, + "losses": 1030, + "profits": 548, + "percentage year profit": -19.132685423777374, + "mean deviation": 16.857515695229562, + "Sharpe ratio": 0.25953738444790436, + "Sortino ratio": 0.3418331169616585, + "calmar ratio": -0.2548427706892681, + "max drawdown": 75.07642995730107, + "profit/deviation ratio": -1.1349647106774845 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=40, window_dev=0.5)": { "winrate": 27.05677867902665, @@ -1497,6 +1484,19 @@ "max drawdown": 90.497874977909, "profit/deviation ratio": -2.6481895518764866 }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=30, window_dev=1.5)": { + "winrate": 32.43478260869565, + "trades": 1150, + "losses": 777, + "profits": 373, + "percentage year profit": -47.73331271695487, + "mean deviation": 17.38322097218399, + "Sharpe ratio": -0.010962868369720416, + "Sortino ratio": -0.014270945609452962, + "calmar ratio": -0.5423156095966396, + "max drawdown": 88.01758952219295, + "profit/deviation ratio": -2.745941778761025 + }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=30, window_dev=1)": { "winrate": 31.123737373737377, "trades": 1584, @@ -1523,6 +1523,19 @@ "max drawdown": 94.71505326092021, "profit/deviation ratio": -3.522095151006961 }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=10, window_dev=0.5)": { + "winrate": 30.095880681818183, + "trades": 5632, + "losses": 3931, + "profits": 1695, + "percentage year profit": -90.66239306237314, + "mean deviation": 22.87544295935338, + "Sharpe ratio": -2.130094543412743, + "Sortino ratio": -2.9540882811819955, + "calmar ratio": -0.9084684963729646, + "max drawdown": 99.7969587545856, + "profit/deviation ratio": -3.963306556444313 + }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=10, window_dev=1.5)": { "winrate": 33.91833810888252, "trades": 2792, @@ -1548,22 +1561,35 @@ "calmar ratio": -0.8025692922908954, "max drawdown": 99.03343771627037, "profit/deviation ratio": -7.892285434207881 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=10, window_dev=0.5)": { - "winrate": 30.095880681818183, - "trades": 5632, - "losses": 3931, - "profits": 1695, - "percentage year profit": -90.66239306237314, - "mean deviation": 22.87544295935338, - "Sharpe ratio": -2.130094543412743, - "Sortino ratio": -2.9540882811819955, - "calmar ratio": -0.9084684963729646, - "max drawdown": 99.7969587545856, - "profit/deviation ratio": -3.963306556444313 } }, "ETH/USDT XMR/USDT": { + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=70, window_dev=1.5)": { + "winrate": 36.86635944700461, + "trades": 434, + "losses": 274, + "profits": 160, + "percentage year profit": 111.43265001680467, + "mean deviation": 11.36043922534876, + "Sharpe ratio": 1.54527398653289, + "Sortino ratio": 2.023991576918593, + "calmar ratio": 2.76153120506133, + "max drawdown": 40.3517620270128, + "profit/deviation ratio": 9.808832898657908 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=80, window_dev=1.5)": { + "winrate": 39.53488372093023, + "trades": 387, + "losses": 234, + "profits": 153, + "percentage year profit": 92.06634911733562, + "mean deviation": 10.45804023968891, + "Sharpe ratio": 1.4109782928865064, + "Sortino ratio": 1.8393039473332002, + "calmar ratio": 2.184476001257177, + "max drawdown": 42.145736123606284, + "profit/deviation ratio": 8.803403602133614 + }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=100, window_dev=0.5)": { "winrate": 29.402756508422666, "trades": 653, @@ -1577,6 +1603,32 @@ "max drawdown": 34.45076101605251, "profit/deviation ratio": 7.640172155874396 }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=90, window_dev=1.5)": { + "winrate": 37.67313019390582, + "trades": 361, + "losses": 225, + "profits": 136, + "percentage year profit": 86.97170350547346, + "mean deviation": 11.421734358020167, + "Sharpe ratio": 1.3295623116018356, + "Sortino ratio": 1.7409189634951714, + "calmar ratio": 2.0851757267982993, + "max drawdown": 41.70953190550271, + "profit/deviation ratio": 7.614579430697691 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=100, window_dev=1.5)": { + "winrate": 38.15384615384615, + "trades": 325, + "losses": 201, + "profits": 124, + "percentage year profit": 93.82380601807509, + "mean deviation": 12.681217832009272, + "Sharpe ratio": 1.367193469568456, + "Sortino ratio": 1.7993993266661958, + "calmar ratio": 2.476878155626898, + "max drawdown": 37.87986332913832, + "profit/deviation ratio": 7.398643195076257 + }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=180, window_dev=0.5)": { "winrate": 30.22670025188917, "trades": 397, @@ -1590,19 +1642,6 @@ "max drawdown": 37.214277112655424, "profit/deviation ratio": 7.108913178601333 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=70, window_dev=1.5)": { - "winrate": 36.86635944700461, - "trades": 434, - "losses": 274, - "profits": 160, - "percentage year profit": 111.43265001680467, - "mean deviation": 11.36043922534876, - "Sharpe ratio": 1.54527398653289, - "Sortino ratio": 2.023991576918593, - "calmar ratio": 2.76153120506133, - "max drawdown": 40.3517620270128, - "profit/deviation ratio": 9.808832898657908 - }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=190, window_dev=0.5)": { "winrate": 31.03448275862069, "trades": 377, @@ -1616,18 +1655,18 @@ "max drawdown": 36.74248090863027, "profit/deviation ratio": 6.596415141782945 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=200, window_dev=0.5)": { - "winrate": 31.932773109243694, - "trades": 357, - "losses": 243, - "profits": 114, - "percentage year profit": 100.76206194241722, - "mean deviation": 16.831805805533474, - "Sharpe ratio": 1.0773492439938843, - "Sortino ratio": 1.4000227753386065, - "calmar ratio": 2.536115361811647, - "max drawdown": 39.730866923355926, - "profit/deviation ratio": 5.9864082978720905 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=120, window_dev=0.5)": { + "winrate": 29.043478260869566, + "trades": 575, + "losses": 408, + "profits": 167, + "percentage year profit": 78.30537096898105, + "mean deviation": 12.228008196469029, + "Sharpe ratio": 1.2104917621555067, + "Sortino ratio": 1.6008866053504425, + "calmar ratio": 1.844445052357507, + "max drawdown": 42.454705207343416, + "profit/deviation ratio": 6.403771547323021 }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=170, window_dev=0.5)": { "winrate": 29.397590361445786, @@ -1642,57 +1681,18 @@ "max drawdown": 35.75187956354184, "profit/deviation ratio": 6.395071793799549 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=100, window_dev=1.5)": { - "winrate": 38.15384615384615, - "trades": 325, - "losses": 201, - "profits": 124, - "percentage year profit": 93.82380601807509, - "mean deviation": 12.681217832009272, - "Sharpe ratio": 1.367193469568456, - "Sortino ratio": 1.7993993266661958, - "calmar ratio": 2.476878155626898, - "max drawdown": 37.87986332913832, - "profit/deviation ratio": 7.398643195076257 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=190, window_dev=1.5)": { - "winrate": 37.096774193548384, - "trades": 186, - "losses": 117, - "profits": 69, - "percentage year profit": 93.3787955502638, - "mean deviation": 18.25498063385319, - "Sharpe ratio": 0.9937261756979925, - "Sortino ratio": 1.278514599916013, - "calmar ratio": 1.922940887915323, - "max drawdown": 48.56040876612519, - "profit/deviation ratio": 5.115250321169679 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=80, window_dev=1.5)": { - "winrate": 39.53488372093023, - "trades": 387, - "losses": 234, - "profits": 153, - "percentage year profit": 92.06634911733562, - "mean deviation": 10.45804023968891, - "Sharpe ratio": 1.4109782928865064, - "Sortino ratio": 1.8393039473332002, - "calmar ratio": 2.184476001257177, - "max drawdown": 42.145736123606284, - "profit/deviation ratio": 8.803403602133614 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=160, window_dev=0.5)": { - "winrate": 28.701594533029613, - "trades": 439, - "losses": 313, - "profits": 126, - "percentage year profit": 91.41442601566474, - "mean deviation": 16.64026392295047, - "Sharpe ratio": 1.0398581744087996, - "Sortino ratio": 1.3694413855036411, - "calmar ratio": 2.363249286605926, - "max drawdown": 38.68166872355358, - "profit/deviation ratio": 5.493568277458915 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=140, window_dev=1)": { + "winrate": 34.24242424242424, + "trades": 330, + "losses": 217, + "profits": 113, + "percentage year profit": 85.55746709477907, + "mean deviation": 13.599949659518595, + "Sharpe ratio": 1.140032339056729, + "Sortino ratio": 1.4960707756366651, + "calmar ratio": 2.1271696847378103, + "max drawdown": 40.2212704085827, + "profit/deviation ratio": 6.291013513781462 }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=90, window_dev=1)": { "winrate": 35.908141962421716, @@ -1733,44 +1733,31 @@ "max drawdown": 41.05537588922571, "profit/deviation ratio": 6.077086428203739 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=90, window_dev=1.5)": { - "winrate": 37.67313019390582, - "trades": 361, - "losses": 225, - "profits": 136, - "percentage year profit": 86.97170350547346, - "mean deviation": 11.421734358020167, - "Sharpe ratio": 1.3295623116018356, - "Sortino ratio": 1.7409189634951714, - "calmar ratio": 2.0851757267982993, - "max drawdown": 41.70953190550271, - "profit/deviation ratio": 7.614579430697691 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=140, window_dev=1)": { - "winrate": 34.24242424242424, - "trades": 330, - "losses": 217, - "profits": 113, - "percentage year profit": 85.55746709477907, - "mean deviation": 13.599949659518595, - "Sharpe ratio": 1.140032339056729, - "Sortino ratio": 1.4960707756366651, - "calmar ratio": 2.1271696847378103, - "max drawdown": 40.2212704085827, - "profit/deviation ratio": 6.291013513781462 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=110, window_dev=1.5)": { + "winrate": 37.58389261744966, + "trades": 298, + "losses": 186, + "profits": 112, + "percentage year profit": 74.6001055555295, + "mean deviation": 12.298801685929554, + "Sharpe ratio": 1.2212893316808608, + "Sortino ratio": 1.6033842495768074, + "calmar ratio": 1.7632093067272498, + "max drawdown": 42.309273930726455, + "profit/deviation ratio": 6.065640170527813 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=80, window_dev=0.5)": { - "winrate": 29.71014492753623, - "trades": 828, - "losses": 581, - "profits": 246, - "percentage year profit": 84.37385412629763, - "mean deviation": 14.856278320648963, - "Sharpe ratio": 1.04034238536562, - "Sortino ratio": 1.3809515033413273, - "calmar ratio": 2.062749646636899, - "max drawdown": 40.90358433165194, - "profit/deviation ratio": 5.679339892887248 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=200, window_dev=0.5)": { + "winrate": 31.932773109243694, + "trades": 357, + "losses": 243, + "profits": 114, + "percentage year profit": 100.76206194241722, + "mean deviation": 16.831805805533474, + "Sharpe ratio": 1.0773492439938843, + "Sortino ratio": 1.4000227753386065, + "calmar ratio": 2.536115361811647, + "max drawdown": 39.730866923355926, + "profit/deviation ratio": 5.9864082978720905 }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=110, window_dev=0.5)": { "winrate": 29.75206611570248, @@ -1785,58 +1772,6 @@ "max drawdown": 46.123482407002555, "profit/deviation ratio": 5.81094485561463 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=80, window_dev=1)": { - "winrate": 35.0844277673546, - "trades": 533, - "losses": 346, - "profits": 187, - "percentage year profit": 80.12285564048436, - "mean deviation": 16.91027064182455, - "Sharpe ratio": 1.4516363064734488, - "Sortino ratio": 1.9357833693940518, - "calmar ratio": 2.0441507430678807, - "max drawdown": 39.19615806818396, - "profit/deviation ratio": 4.738117877446308 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=120, window_dev=0.5)": { - "winrate": 29.043478260869566, - "trades": 575, - "losses": 408, - "profits": 167, - "percentage year profit": 78.30537096898105, - "mean deviation": 12.228008196469029, - "Sharpe ratio": 1.2104917621555067, - "Sortino ratio": 1.6008866053504425, - "calmar ratio": 1.844445052357507, - "max drawdown": 42.454705207343416, - "profit/deviation ratio": 6.403771547323021 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=110, window_dev=1.5)": { - "winrate": 37.58389261744966, - "trades": 298, - "losses": 186, - "profits": 112, - "percentage year profit": 74.6001055555295, - "mean deviation": 12.298801685929554, - "Sharpe ratio": 1.2212893316808608, - "Sortino ratio": 1.6033842495768074, - "calmar ratio": 1.7632093067272498, - "max drawdown": 42.309273930726455, - "profit/deviation ratio": 6.065640170527813 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=200, window_dev=1.5)": { - "winrate": 36.81318681318682, - "trades": 182, - "losses": 115, - "profits": 67, - "percentage year profit": 74.45938597832729, - "mean deviation": 19.307953164462038, - "Sharpe ratio": 0.8215985789311514, - "Sortino ratio": 1.0513084662066614, - "calmar ratio": 1.2914639624027515, - "max drawdown": 57.655024178759575, - "profit/deviation ratio": 3.8564101199176433 - }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=50, window_dev=1)": { "winrate": 34.106728538283065, "trades": 862, @@ -1850,6 +1785,45 @@ "max drawdown": 34.55397178108638, "profit/deviation ratio": 5.77689445431672 }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=80, window_dev=0.5)": { + "winrate": 29.71014492753623, + "trades": 828, + "losses": 581, + "profits": 246, + "percentage year profit": 84.37385412629763, + "mean deviation": 14.856278320648963, + "Sharpe ratio": 1.04034238536562, + "Sortino ratio": 1.3809515033413273, + "calmar ratio": 2.062749646636899, + "max drawdown": 40.90358433165194, + "profit/deviation ratio": 5.679339892887248 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=160, window_dev=0.5)": { + "winrate": 28.701594533029613, + "trades": 439, + "losses": 313, + "profits": 126, + "percentage year profit": 91.41442601566474, + "mean deviation": 16.64026392295047, + "Sharpe ratio": 1.0398581744087996, + "Sortino ratio": 1.3694413855036411, + "calmar ratio": 2.363249286605926, + "max drawdown": 38.68166872355358, + "profit/deviation ratio": 5.493568277458915 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=70, window_dev=1)": { + "winrate": 34.76190476190476, + "trades": 630, + "losses": 411, + "profits": 219, + "percentage year profit": 70.43187279786113, + "mean deviation": 12.868067612291451, + "Sharpe ratio": 1.18940240387903, + "Sortino ratio": 1.5760876491118962, + "calmar ratio": 1.7053721212683588, + "max drawdown": 41.30000245663563, + "profit/deviation ratio": 5.473383799334821 + }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=130, window_dev=1)": { "winrate": 33.81502890173411, "trades": 346, @@ -1863,6 +1837,19 @@ "max drawdown": 45.82202564702564, "profit/deviation ratio": 5.135282926809997 }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=190, window_dev=1.5)": { + "winrate": 37.096774193548384, + "trades": 186, + "losses": 117, + "profits": 69, + "percentage year profit": 93.3787955502638, + "mean deviation": 18.25498063385319, + "Sharpe ratio": 0.9937261756979925, + "Sortino ratio": 1.278514599916013, + "calmar ratio": 1.922940887915323, + "max drawdown": 48.56040876612519, + "profit/deviation ratio": 5.115250321169679 + }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=130, window_dev=0.5)": { "winrate": 27.027027027027028, "trades": 555, @@ -1876,6 +1863,97 @@ "max drawdown": 42.82213174358853, "profit/deviation ratio": 5.101829127040195 }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=80, window_dev=1)": { + "winrate": 35.0844277673546, + "trades": 533, + "losses": 346, + "profits": 187, + "percentage year profit": 80.12285564048436, + "mean deviation": 16.91027064182455, + "Sharpe ratio": 1.4516363064734488, + "Sortino ratio": 1.9357833693940518, + "calmar ratio": 2.0441507430678807, + "max drawdown": 39.19615806818396, + "profit/deviation ratio": 4.738117877446308 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=150, window_dev=1)": { + "winrate": 34.810126582278485, + "trades": 316, + "losses": 206, + "profits": 110, + "percentage year profit": 65.20148234235259, + "mean deviation": 14.3445179814737, + "Sharpe ratio": 0.9733575115892208, + "Sortino ratio": 1.280743141249893, + "calmar ratio": 1.5080132475542283, + "max drawdown": 43.236677428464, + "profit/deviation ratio": 4.5453937473926915 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=120, window_dev=1.5)": { + "winrate": 35.91549295774648, + "trades": 284, + "losses": 182, + "profits": 102, + "percentage year profit": 51.66001875625239, + "mean deviation": 12.625600628696757, + "Sharpe ratio": 0.9454035599222794, + "Sortino ratio": 1.2347048112788739, + "calmar ratio": 1.2263637280105455, + "max drawdown": 42.1245488400552, + "profit/deviation ratio": 4.091688013545606 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=140, window_dev=0.5)": { + "winrate": 28.429423459244536, + "trades": 503, + "losses": 360, + "profits": 143, + "percentage year profit": 61.29315598346841, + "mean deviation": 15.368220996554353, + "Sharpe ratio": 0.9496962857984562, + "Sortino ratio": 1.2512466709500203, + "calmar ratio": 1.2473432741784183, + "max drawdown": 49.138963789931914, + "profit/deviation ratio": 3.988305217449092 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=120, window_dev=1)": { + "winrate": 34.11458333333333, + "trades": 384, + "losses": 253, + "profits": 131, + "percentage year profit": 53.07267315523958, + "mean deviation": 13.74062627329162, + "Sharpe ratio": 0.9845095087756688, + "Sortino ratio": 1.2986226299445573, + "calmar ratio": 1.100935995703339, + "max drawdown": 48.20686521502443, + "profit/deviation ratio": 3.8624639153747844 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=200, window_dev=1.5)": { + "winrate": 36.81318681318682, + "trades": 182, + "losses": 115, + "profits": 67, + "percentage year profit": 74.45938597832729, + "mean deviation": 19.307953164462038, + "Sharpe ratio": 0.8215985789311514, + "Sortino ratio": 1.0513084662066614, + "calmar ratio": 1.2914639624027515, + "max drawdown": 57.655024178759575, + "profit/deviation ratio": 3.8564101199176433 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=50, window_dev=1.5)": { + "winrate": 36.217948717948715, + "trades": 624, + "losses": 398, + "profits": 226, + "percentage year profit": 39.99986274373164, + "mean deviation": 10.406498210865209, + "Sharpe ratio": 0.7331695373006074, + "Sortino ratio": 0.9692319917528731, + "calmar ratio": 0.8988430608786379, + "max drawdown": 44.50149807534915, + "profit/deviation ratio": 3.8437389728245583 + }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=190, window_dev=1)": { "winrate": 34.387351778656125, "trades": 253, @@ -1889,31 +1967,31 @@ "max drawdown": 53.391162709898985, "profit/deviation ratio": 3.8207390659542275 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=70, window_dev=1)": { - "winrate": 34.76190476190476, - "trades": 630, - "losses": 411, - "profits": 219, - "percentage year profit": 70.43187279786113, - "mean deviation": 12.868067612291451, - "Sharpe ratio": 1.18940240387903, - "Sortino ratio": 1.5760876491118962, - "calmar ratio": 1.7053721212683588, - "max drawdown": 41.30000245663563, - "profit/deviation ratio": 5.473383799334821 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=170, window_dev=1)": { + "winrate": 33.79790940766551, + "trades": 287, + "losses": 190, + "profits": 97, + "percentage year profit": 58.97768680489217, + "mean deviation": 15.600981284047895, + "Sharpe ratio": 0.7857442407558293, + "Sortino ratio": 1.0208585340427392, + "calmar ratio": 1.3903114531929364, + "max drawdown": 42.42048547427719, + "profit/deviation ratio": 3.780383152257047 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=150, window_dev=1)": { - "winrate": 34.810126582278485, - "trades": 316, - "losses": 206, - "profits": 110, - "percentage year profit": 65.20148234235259, - "mean deviation": 14.3445179814737, - "Sharpe ratio": 0.9733575115892208, - "Sortino ratio": 1.280743141249893, - "calmar ratio": 1.5080132475542283, - "max drawdown": 43.236677428464, - "profit/deviation ratio": 4.5453937473926915 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=100, window_dev=1)": { + "winrate": 33.554083885209714, + "trades": 453, + "losses": 301, + "profits": 152, + "percentage year profit": 48.22085317109111, + "mean deviation": 13.470397979726153, + "Sharpe ratio": 1.034063822206861, + "Sortino ratio": 1.3600617773614867, + "calmar ratio": 1.0064592689281417, + "max drawdown": 47.91138067856966, + "profit/deviation ratio": 3.579764550658912 }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=180, window_dev=1.5)": { "winrate": 37.0, @@ -1941,31 +2019,18 @@ "max drawdown": 55.725047837450084, "profit/deviation ratio": 3.356659124813813 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=140, window_dev=0.5)": { - "winrate": 28.429423459244536, - "trades": 503, - "losses": 360, - "profits": 143, - "percentage year profit": 61.29315598346841, - "mean deviation": 15.368220996554353, - "Sharpe ratio": 0.9496962857984562, - "Sortino ratio": 1.2512466709500203, - "calmar ratio": 1.2473432741784183, - "max drawdown": 49.138963789931914, - "profit/deviation ratio": 3.988305217449092 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=170, window_dev=1)": { - "winrate": 33.79790940766551, - "trades": 287, - "losses": 190, - "profits": 97, - "percentage year profit": 58.97768680489217, - "mean deviation": 15.600981284047895, - "Sharpe ratio": 0.7857442407558293, - "Sortino ratio": 1.0208585340427392, - "calmar ratio": 1.3903114531929364, - "max drawdown": 42.42048547427719, - "profit/deviation ratio": 3.780383152257047 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=180, window_dev=1)": { + "winrate": 31.768953068592058, + "trades": 277, + "losses": 189, + "profits": 88, + "percentage year profit": 58.64032343830243, + "mean deviation": 17.55149599790733, + "Sharpe ratio": 0.7035739325672643, + "Sortino ratio": 0.9088508595417296, + "calmar ratio": 1.1314197321384183, + "max drawdown": 51.82897360952899, + "profit/deviation ratio": 3.34104417340232 }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=160, window_dev=1)": { "winrate": 33.98692810457516, @@ -1980,18 +2045,18 @@ "max drawdown": 52.4684425637169, "profit/deviation ratio": 3.319758658676046 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=180, window_dev=1)": { - "winrate": 31.768953068592058, - "trades": 277, - "losses": 189, - "profits": 88, - "percentage year profit": 58.64032343830243, - "mean deviation": 17.55149599790733, - "Sharpe ratio": 0.7035739325672643, - "Sortino ratio": 0.9088508595417296, - "calmar ratio": 1.1314197321384183, - "max drawdown": 51.82897360952899, - "profit/deviation ratio": 3.34104417340232 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=110, window_dev=1)": { + "winrate": 32.93556085918855, + "trades": 419, + "losses": 281, + "profits": 138, + "percentage year profit": 43.37252239568961, + "mean deviation": 13.354149803671028, + "Sharpe ratio": 0.872977877071623, + "Sortino ratio": 1.1451108409223245, + "calmar ratio": 0.9046081595508872, + "max drawdown": 47.94619851452905, + "profit/deviation ratio": 3.247868492816113 }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=170, window_dev=1.5)": { "winrate": 36.05769230769231, @@ -2006,32 +2071,6 @@ "max drawdown": 53.49534775364423, "profit/deviation ratio": 3.1722906032650235 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=120, window_dev=1)": { - "winrate": 34.11458333333333, - "trades": 384, - "losses": 253, - "profits": 131, - "percentage year profit": 53.07267315523958, - "mean deviation": 13.74062627329162, - "Sharpe ratio": 0.9845095087756688, - "Sortino ratio": 1.2986226299445573, - "calmar ratio": 1.100935995703339, - "max drawdown": 48.20686521502443, - "profit/deviation ratio": 3.8624639153747844 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=120, window_dev=1.5)": { - "winrate": 35.91549295774648, - "trades": 284, - "losses": 182, - "profits": 102, - "percentage year profit": 51.66001875625239, - "mean deviation": 12.625600628696757, - "Sharpe ratio": 0.9454035599222794, - "Sortino ratio": 1.2347048112788739, - "calmar ratio": 1.2263637280105455, - "max drawdown": 42.1245488400552, - "profit/deviation ratio": 4.091688013545606 - }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=160, window_dev=1.5)": { "winrate": 35.18518518518518, "trades": 216, @@ -2045,58 +2084,6 @@ "max drawdown": 56.56580041291941, "profit/deviation ratio": 2.8934053058491593 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=100, window_dev=1)": { - "winrate": 33.554083885209714, - "trades": 453, - "losses": 301, - "profits": 152, - "percentage year profit": 48.22085317109111, - "mean deviation": 13.470397979726153, - "Sharpe ratio": 1.034063822206861, - "Sortino ratio": 1.3600617773614867, - "calmar ratio": 1.0064592689281417, - "max drawdown": 47.91138067856966, - "profit/deviation ratio": 3.579764550658912 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=110, window_dev=1)": { - "winrate": 32.93556085918855, - "trades": 419, - "losses": 281, - "profits": 138, - "percentage year profit": 43.37252239568961, - "mean deviation": 13.354149803671028, - "Sharpe ratio": 0.872977877071623, - "Sortino ratio": 1.1451108409223245, - "calmar ratio": 0.9046081595508872, - "max drawdown": 47.94619851452905, - "profit/deviation ratio": 3.247868492816113 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=60, window_dev=0.5)": { - "winrate": 29.757462686567166, - "trades": 1072, - "losses": 753, - "profits": 319, - "percentage year profit": 42.301427193446585, - "mean deviation": 15.325533402068023, - "Sharpe ratio": 0.2961033650456524, - "Sortino ratio": 0.3984456732051192, - "calmar ratio": 0.6496006489661945, - "max drawdown": 65.11912705254697, - "profit/deviation ratio": 2.760192815718795 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=50, window_dev=1.5)": { - "winrate": 36.217948717948715, - "trades": 624, - "losses": 398, - "profits": 226, - "percentage year profit": 39.99986274373164, - "mean deviation": 10.406498210865209, - "Sharpe ratio": 0.7331695373006074, - "Sortino ratio": 0.9692319917528731, - "calmar ratio": 0.8988430608786379, - "max drawdown": 44.50149807534915, - "profit/deviation ratio": 3.8437389728245583 - }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=60, window_dev=1.5)": { "winrate": 37.31060606060606, "trades": 528, @@ -2110,31 +2097,18 @@ "max drawdown": 53.11349253656006, "profit/deviation ratio": 2.7885526041449245 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=150, window_dev=1.5)": { - "winrate": 35.8974358974359, - "trades": 234, - "losses": 150, - "profits": 84, - "percentage year profit": 32.50796835908325, - "mean deviation": 16.681503286284087, - "Sharpe ratio": 0.5505140899237649, - "Sortino ratio": 0.7109298667269249, - "calmar ratio": 0.5663198043474849, - "max drawdown": 57.40213940873746, - "profit/deviation ratio": 1.9487433357287436 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=130, window_dev=1.5)": { - "winrate": 34.701492537313435, - "trades": 268, - "losses": 175, - "profits": 93, - "percentage year profit": 29.970230097750438, - "mean deviation": 12.872571659617227, - "Sharpe ratio": 0.8531506905853468, - "Sortino ratio": 1.113470752342687, - "calmar ratio": 0.6527408155043735, - "max drawdown": 45.91444166792667, - "profit/deviation ratio": 2.328223985869939 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=60, window_dev=0.5)": { + "winrate": 29.757462686567166, + "trades": 1072, + "losses": 753, + "profits": 319, + "percentage year profit": 42.301427193446585, + "mean deviation": 15.325533402068023, + "Sharpe ratio": 0.2961033650456524, + "Sortino ratio": 0.3984456732051192, + "calmar ratio": 0.6496006489661945, + "max drawdown": 65.11912705254697, + "profit/deviation ratio": 2.760192815718795 }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=40, window_dev=1.5)": { "winrate": 36.38676844783715, @@ -2162,6 +2136,19 @@ "max drawdown": 46.10112220185286, "profit/deviation ratio": 2.333371310678763 }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=130, window_dev=1.5)": { + "winrate": 34.701492537313435, + "trades": 268, + "losses": 175, + "profits": 93, + "percentage year profit": 29.970230097750438, + "mean deviation": 12.872571659617227, + "Sharpe ratio": 0.8531506905853468, + "Sortino ratio": 1.113470752342687, + "calmar ratio": 0.6527408155043735, + "max drawdown": 45.91444166792667, + "profit/deviation ratio": 2.328223985869939 + }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=60, window_dev=1)": { "winrate": 33.92370572207085, "trades": 734, @@ -2175,6 +2162,19 @@ "max drawdown": 49.00085597531033, "profit/deviation ratio": 2.0152211819832315 }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=150, window_dev=1.5)": { + "winrate": 35.8974358974359, + "trades": 234, + "losses": 150, + "profits": 84, + "percentage year profit": 32.50796835908325, + "mean deviation": 16.681503286284087, + "Sharpe ratio": 0.5505140899237649, + "Sortino ratio": 0.7109298667269249, + "calmar ratio": 0.5663198043474849, + "max drawdown": 57.40213940873746, + "profit/deviation ratio": 1.9487433357287436 + }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=40, window_dev=1)": { "winrate": 33.733826247689464, "trades": 1082, @@ -2279,19 +2279,6 @@ "max drawdown": 86.8671068226884, "profit/deviation ratio": -4.151986043421512 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=30, window_dev=0.5)": { - "winrate": 27.782805429864254, - "trades": 2210, - "losses": 1596, - "profits": 614, - "percentage year profit": -60.45555997937133, - "mean deviation": 11.111422143366202, - "Sharpe ratio": -1.2372239658876947, - "Sortino ratio": -1.6956901248489191, - "calmar ratio": -0.6684635684826032, - "max drawdown": 90.43957341849466, - "profit/deviation ratio": -5.440848093010742 - }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=20, window_dev=0.5)": { "winrate": 30.66260987153482, "trades": 2958, @@ -2305,6 +2292,19 @@ "max drawdown": 90.48893050015124, "profit/deviation ratio": -5.147023810382178 }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=30, window_dev=0.5)": { + "winrate": 27.782805429864254, + "trades": 2210, + "losses": 1596, + "profits": 614, + "percentage year profit": -60.45555997937133, + "mean deviation": 11.111422143366202, + "Sharpe ratio": -1.2372239658876947, + "Sortino ratio": -1.6956901248489191, + "calmar ratio": -0.6684635684826032, + "max drawdown": 90.43957341849466, + "profit/deviation ratio": -5.440848093010742 + }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=10, window_dev=1.5)": { "winrate": 33.81818181818182, "trades": 2750, diff --git a/examples/volatility_validation2/volatility_tuner_global.json b/examples/volatility_validation2/volatility_tuner_global.json index 8f772bfa..d9aacda8 100644 --- a/examples/volatility_validation2/volatility_tuner_global.json +++ b/examples/volatility_validation2/volatility_tuner_global.json @@ -1,43 +1,108 @@ { "LTC/USDT BNB/USDT": { - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.012100000000000001, plot=False, step=0.010834705943388393)": { - "winrate": 39.84674329501915, - "trades": 522, - "losses": 314, - "profits": 208, - "percentage year profit": 315.45915743750567, - "mean deviation": 11.564773081217535, - "Sharpe ratio": 2.0370679038584507, - "Sortino ratio": 2.858427881901915, - "calmar ratio": 5.400585314479393, - "max drawdown": 58.41203111665229, - "profit/deviation ratio": 27.277591632977742 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=71, multiplier=14.420993610649951, plot=False)": { + "winrate": 42.857142857142854, + "trades": 56, + "losses": 32, + "profits": 24, + "percentage year profit": 15528.556660445627, + "mean deviation": 87753.35119634336, + "Sharpe ratio": -0.5757126244350417, + "Sortino ratio": -0.418683089460146, + "calmar ratio": 147.88656861555936, + "max drawdown": 105.00315752685498, + "profit/deviation ratio": 0.1769568506358387 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.012100000000000001, plot=False, step=0.011918176537727233)": { - "winrate": 39.39393939393939, - "trades": 528, - "losses": 320, - "profits": 208, - "percentage year profit": 292.8146017390651, - "mean deviation": 10.853501063563021, - "Sharpe ratio": 1.9930191133231645, - "Sortino ratio": 2.7961400819571898, - "calmar ratio": 5.058475314154434, - "max drawdown": 57.885940635061, - "profit/deviation ratio": 26.97881540935133 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.012100000000000001, plot=False, step=0.002143588810000001)": { + "winrate": 47.593582887700535, + "trades": 374, + "losses": 196, + "profits": 178, + "percentage year profit": 432.5508288934442, + "mean deviation": 19.3186275240678, + "Sharpe ratio": 2.2273747689806958, + "Sortino ratio": 3.0816748561301432, + "calmar ratio": 9.95593040632061, + "max drawdown": 43.446550070180834, + "profit/deviation ratio": 22.390349850399968 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.011000000000000001, plot=False, step=0.010834705943388393)": { - "winrate": 40.50632911392405, - "trades": 474, - "losses": 282, - "profits": 192, - "percentage year profit": 369.0091858882937, - "mean deviation": 13.83877945037888, - "Sharpe ratio": 2.0089672584410017, - "Sortino ratio": 2.800605884455416, - "calmar ratio": 6.124719318805697, - "max drawdown": 60.24915864393431, - "profit/deviation ratio": 26.66486500572064 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.011000000000000001, plot=False, step=0.005559917313492239)": { + "winrate": 42.081447963800905, + "trades": 442, + "losses": 256, + "profits": 186, + "percentage year profit": 432.42573465333123, + "mean deviation": 19.465319665775095, + "Sharpe ratio": 2.1542414565950243, + "Sortino ratio": 3.014175031149367, + "calmar ratio": 8.1346029390643, + "max drawdown": 53.158800483883475, + "profit/deviation ratio": 22.215187938251223 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.011000000000000001, plot=False, step=0.006115909044841464)": { + "winrate": 41.92825112107623, + "trades": 446, + "losses": 259, + "profits": 187, + "percentage year profit": 417.7419102807514, + "mean deviation": 19.03202121291465, + "Sharpe ratio": 2.1065200118786853, + "Sortino ratio": 2.9461172497267314, + "calmar ratio": 7.916964711420649, + "max drawdown": 52.76541269384922, + "profit/deviation ratio": 21.94942437313396 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.011000000000000001, plot=False, step=0.006727499949325611)": { + "winrate": 41.517857142857146, + "trades": 448, + "losses": 262, + "profits": 186, + "percentage year profit": 414.6380956371679, + "mean deviation": 17.879670251575025, + "Sharpe ratio": 2.113297616968616, + "Sortino ratio": 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strategy_parabolic_SAR(max_step=0.011000000000000001, plot=False, step=0.007400249944258173)": { - "winrate": 42.0353982300885, - "trades": 452, - "losses": 262, - "profits": 190, - "percentage year profit": 410.3397154093759, - "mean deviation": 17.661670874003057, - "Sharpe ratio": 2.1030104266743783, - "Sortino ratio": 2.9407068403913765, - "calmar ratio": 7.724402120224163, - "max drawdown": 53.12252120264653, - "profit/deviation ratio": 23.233346286243613 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.011000000000000001, plot=False, step=0.006727499949325611)": { - "winrate": 41.517857142857146, - "trades": 448, - "losses": 262, - "profits": 186, - "percentage year profit": 414.6380956371679, - "mean deviation": 17.879670251575025, - "Sharpe ratio": 2.113297616968616, - "Sortino ratio": 2.95316747214836, - "calmar ratio": 7.856002446232977, - "max drawdown": 52.77978188970531, - "profit/deviation ratio": 23.19047777744348 - }, 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plot=False, step=0.004594972986357222)": { - "winrate": 43.56223175965665, - "trades": 466, - "losses": 263, - "profits": 203, - "percentage year profit": 350.5128920671038, - "mean deviation": 15.706807853303511, - "Sharpe ratio": 2.0168304767005445, - "Sortino ratio": 2.823194259549861, - "calmar ratio": 5.623839929099848, - "max drawdown": 62.32625687893768, - "profit/deviation ratio": 22.315985230148637 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.011000000000000001, plot=False, step=0.010834705943388393)": { + "winrate": 40.50632911392405, + "trades": 474, + "losses": 282, + "profits": 192, + "percentage year profit": 369.0091858882937, + "mean deviation": 13.83877945037888, + "Sharpe ratio": 2.0089672584410017, + "Sortino ratio": 2.800605884455416, + "calmar ratio": 6.124719318805697, + "max drawdown": 60.24915864393431, + "profit/deviation ratio": 26.66486500572064 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.012100000000000001, plot=False, step=0.0023579476910000016)": { - "winrate": 46.41025641025641, - "trades": 390, - "losses": 209, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.012100000000000001, plot=False, step=0.002593742460100002)": { + "winrate": 45.25, + "trades": 400, + "losses": 219, "profits": 181, - "percentage year profit": 412.5719517296356, - "mean deviation": 18.55616128230528, - "Sharpe ratio": 2.3096828045668247, - "Sortino ratio": 3.213798112418928, - "calmar ratio": 10.233523725919929, - "max drawdown": 40.315727288016625, - "profit/deviation ratio": 22.23369076464401 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.011000000000000001, plot=False, step=0.005559917313492239)": { - "winrate": 42.081447963800905, - "trades": 442, - "losses": 256, - "profits": 186, - "percentage year profit": 432.42573465333123, - "mean deviation": 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strategy_parabolic_SAR(max_step=0.011000000000000001, plot=False, step=0.004177248169415656)": { + "winrate": 42.95774647887324, + "trades": 426, + "losses": 243, + "profits": 183, + "percentage year profit": 356.4626814040449, + "mean deviation": 19.32221309482972, + "Sharpe ratio": 1.8527949370470354, + "Sortino ratio": 2.551517531227338, + "calmar ratio": 5.991593819442308, + "max drawdown": 59.49379950412328, + "profit/deviation ratio": 18.448336101801296 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0895430243255239, plot=False, step=0.011918176537727233)": { "winrate": 42.810810810810814, @@ -286,122 +221,57 @@ "max drawdown": 51.2929991058384, "profit/deviation ratio": 21.22364649889137 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.012100000000000001, plot=False, step=0.006115909044841464)": { - "winrate": 40.688259109311744, - "trades": 494, - "losses": 293, - "profits": 201, - 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strategy_parabolic_SAR(max_step=0.011000000000000001, plot=False, step=0.005054470284992944)": { - "winrate": 43.11926605504588, - "trades": 436, - "losses": 248, - "profits": 188, - "percentage year profit": 401.1008375981482, - "mean deviation": 20.011168883647834, - "Sharpe ratio": 2.0097074923082423, - "Sortino ratio": 2.786836878349343, - "calmar ratio": 7.04776526505671, - "max drawdown": 56.91177593368963, - "profit/deviation ratio": 20.043848509314643 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.07400249944258172, plot=False, step=0.011918176537727233)": { - "winrate": 42.45594713656388, - "trades": 1816, - "losses": 1045, - "profits": 771, - "percentage year profit": 270.6396251936476, - "mean deviation": 13.573643293652864, - "Sharpe ratio": 1.7407443275390588, - "Sortino ratio": 2.490330594139589, - "calmar ratio": 5.260308485349915, - "max drawdown": 51.449382854139714, - "profit/deviation ratio": 19.938613336052573 + 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step=0.00895430243255239)": { + "winrate": 37.58949880668258, + "trades": 838, + "losses": 523, + "profits": 315, + "percentage year profit": 166.9989236242809, + "mean deviation": 15.131599255112057, + "Sharpe ratio": 1.5132573643404401, + "Sortino ratio": 2.1168695956552304, + "calmar ratio": 2.9608865605618804, + "max drawdown": 56.401662207751016, + "profit/deviation ratio": 11.036435792988769 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=70, slow=200)": { + "winrate": 32.45614035087719, + "trades": 912, + "losses": 616, + "profits": 296, + "percentage year profit": 166.97013003068716, + "mean deviation": 14.437180829453139, + "Sharpe ratio": 1.704610523403767, + "Sortino ratio": 2.3944569568345715, + "calmar ratio": 3.744992754885421, + "max drawdown": 44.584900681816045, + "profit/deviation ratio": 11.56528632584924 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=80, slow=180)": { + "winrate": 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"trades": 464, + "losses": 275, + "profits": 189, + "percentage year profit": 157.4986209607573, + "mean deviation": 12.428705730311979, + "Sharpe ratio": 1.6579052485589671, + "Sortino ratio": 2.2207945184879168, + "calmar ratio": 3.780327894569113, + "max drawdown": 41.662687828487755, + "profit/deviation ratio": 12.672165901928057 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.768014904921995, plot=False, step=0.0023579476910000016)": { - "winrate": 42.96028880866426, - "trades": 554, - "losses": 316, - "profits": 238, - "percentage year profit": 155.75804162081357, - "mean deviation": 15.66142571221165, - "Sharpe ratio": 1.5555028662556212, - "Sortino ratio": 2.180148893070407, - "calmar ratio": 3.399729628492969, - "max drawdown": 45.8148319546981, - "profit/deviation ratio": 9.945329657910053 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=70, window_dev=1.5)": { + "winrate": 41.71270718232044, + "trades": 362, + "losses": 211, + "profits": 151, + "percentage year profit": 157.46021253826888, + "mean deviation": 12.391816156095702, + "Sharpe ratio": 1.3471665512544553, + "Sortino ratio": 1.8106949287176801, + "calmar ratio": 3.2037516962491415, + "max drawdown": 49.148694239512594, + "profit/deviation ratio": 12.706790558768262 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.5476369923749307, plot=False, step=0.0023579476910000016)": { - "winrate": 42.96028880866426, - "trades": 554, - "losses": 316, - "profits": 238, - "percentage year profit": 155.75804162081357, - "mean deviation": 15.66142571221165, - "Sharpe ratio": 1.5555028662556212, - "Sortino ratio": 2.180148893070407, - "calmar ratio": 3.399729628492969, - "max drawdown": 45.8148319546981, - "profit/deviation ratio": 9.945329657910053 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.014641000000000003, plot=False, step=0.004177248169415656)": { + "winrate": 41.36029411764706, + "trades": 544, + "losses": 319, + "profits": 225, + "percentage year profit": 157.1993697041767, + "mean deviation": 14.6375278869068, + "Sharpe ratio": 1.507724940867786, + "Sortino ratio": 2.139605489251734, + "calmar ratio": 2.62258807173894, + "max drawdown": 59.94054933680213, + "profit/deviation ratio": 10.739475334820082 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.3740434344477362, plot=False, step=0.0023579476910000016)": { - "winrate": 42.96028880866426, - "trades": 554, - "losses": 316, - "profits": 238, - "percentage year profit": 155.75804162081357, - "mean deviation": 15.66142571221165, - "Sharpe ratio": 1.5555028662556212, - "Sortino ratio": 2.180148893070407, - "calmar ratio": 3.399729628492969, - "max drawdown": 45.8148319546981, - "profit/deviation ratio": 9.945329657910053 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.050544702849929436, plot=False, step=0.007400249944258173)": { + "winrate": 40.19138755980861, + "trades": 1254, + "losses": 750, + "profits": 504, + "percentage year profit": 157.0321668334488, + "mean deviation": 19.181796817377865, + "Sharpe ratio": 1.580595843437862, + "Sortino ratio": 2.266819128339722, + "calmar ratio": 3.4381860668364306, + "max drawdown": 45.67296934512285, + "profit/deviation ratio": 8.186520185178093 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.718719477011626, plot=False, step=0.0023579476910000016)": { - "winrate": 42.96028880866426, - "trades": 554, - "losses": 316, - "profits": 238, - "percentage year profit": 155.75804162081357, - "mean deviation": 15.66142571221165, - "Sharpe ratio": 1.5555028662556212, - "Sortino ratio": 2.180148893070407, - "calmar ratio": 3.399729628492969, - "max drawdown": 45.8148319546981, - "profit/deviation ratio": 9.945329657910053 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=70, window_dev=1)": { + "winrate": 37.254901960784316, + "trades": 510, + "losses": 320, + "profits": 190, + "percentage year profit": 156.77165405962782, + "mean deviation": 13.899906236798392, + "Sharpe ratio": 1.320266859070181, + "Sortino ratio": 1.7808338407045392, + "calmar ratio": 2.6841880965133567, + "max drawdown": 58.40561407125953, + "profit/deviation ratio": 11.278612343772005 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.903707252978516, plot=False, step=0.0023579476910000016)": { - "winrate": 42.96028880866426, - "trades": 554, - "losses": 316, - "profits": 238, - "percentage year profit": 155.75804162081357, - "mean deviation": 15.66142571221165, - "Sharpe ratio": 1.5555028662556212, - "Sortino ratio": 2.180148893070407, - "calmar ratio": 3.399729628492969, - "max drawdown": 45.8148319546981, - "profit/deviation ratio": 9.945329657910053 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=90, slow=170)": { + "winrate": 31.126596980255517, + "trades": 861, + "losses": 593, + "profits": 268, + "percentage year profit": 156.18888549498794, + "mean deviation": 15.467808066560512, + "Sharpe ratio": 1.7437104132047159, + "Sortino ratio": 2.454167373270989, + "calmar ratio": 4.171034282016107, + "max drawdown": 37.44608050056415, + "profit/deviation ratio": 10.097674138629182 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.933485776104006, plot=False, step=0.0023579476910000016)": { - "winrate": 42.96028880866426, - "trades": 554, - "losses": 316, - "profits": 238, - "percentage year profit": 155.75804162081357, - "mean deviation": 15.66142571221165, - "Sharpe ratio": 1.5555028662556212, - "Sortino ratio": 2.180148893070407, - "calmar ratio": 3.399729628492969, - "max drawdown": 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"calmar ratio": 3.399729628492969, - "max drawdown": 45.8148319546981, - "profit/deviation ratio": 9.945329657910053 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.017715610000000007, plot=False, step=0.002593742460100002)": { + "winrate": 43.798449612403104, + "trades": 516, + "losses": 290, + "profits": 226, + "percentage year profit": 155.8697381555561, + "mean deviation": 13.718657931921399, + "Sharpe ratio": 1.6597688695418926, + "Sortino ratio": 2.337895921793361, + "calmar ratio": 3.046954497713344, + "max drawdown": 51.155912657222835, + "profit/deviation ratio": 11.36187948770623 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.41144777789250986, plot=False, step=0.0023579476910000016)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.11918176537727232, plot=False, step=0.0023579476910000016)": { "winrate": 42.96028880866426, "trades": 554, "losses": 316, @@ -7033,7 +9464,7 @@ "max drawdown": 45.8148319546981, "profit/deviation ratio": 9.945329657910053 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.179517789085849, plot=False, step=0.0023579476910000016)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.13109994191499957, plot=False, step=0.0023579476910000016)": { "winrate": 42.96028880866426, "trades": 554, "losses": 316, @@ -7046,7 +9477,7 @@ "max drawdown": 45.8148319546981, "profit/deviation ratio": 9.945329657910053 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.0671895716335977, plot=False, step=0.0023579476910000016)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.23225154419887867, plot=False, step=0.0023579476910000016)": { "winrate": 42.96028880866426, "trades": 554, "losses": 316, @@ -7059,7 +9490,7 @@ "max drawdown": 45.8148319546981, "profit/deviation ratio": 9.945329657910053 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.5624722518287508, plot=False, step=0.0023579476910000016)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.25547669861876654, plot=False, step=0.0023579476910000016)": { "winrate": 42.96028880866426, "trades": 554, "losses": 316, @@ -7072,7 +9503,7 @@ "max drawdown": 45.8148319546981, "profit/deviation ratio": 9.945329657910053 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.2876156239024747, plot=False, step=0.0023579476910000016)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.2810243684806432, plot=False, step=0.0023579476910000016)": { "winrate": 42.96028880866426, "trades": 554, "losses": 316, @@ -7085,7 +9516,7 @@ "max drawdown": 45.8148319546981, "profit/deviation ratio": 9.945329657910053 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.4525925556817609, plot=False, step=0.0023579476910000016)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.30912680532870757, plot=False, step=0.0023579476910000016)": { "winrate": 42.96028880866426, "trades": 554, "losses": 316, @@ -7098,7 +9529,7 @@ "max drawdown": 45.8148319546981, "profit/deviation ratio": 9.945329657910053 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.497851811249937, plot=False, step=0.0023579476910000016)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.728904836851033, plot=False, step=0.0023579476910000016)": { "winrate": 42.96028880866426, "trades": 554, "losses": 316, @@ -7111,7 +9542,7 @@ "max drawdown": 45.8148319546981, "profit/deviation ratio": 9.945329657910053 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8017953205361363, plot=False, step=0.0023579476910000016)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.2912993816766534, plot=False, step=0.0023579476910000016)": { "winrate": 42.96028880866426, "trades": 554, "losses": 316, @@ -7124,7 +9555,7 @@ "max drawdown": 45.8148319546981, "profit/deviation ratio": 9.945329657910053 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.6842278384511764, plot=False, step=0.0023579476910000016)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.0796505671840677, plot=False, step=0.0023579476910000016)": { "winrate": 42.96028880866426, "trades": 554, "losses": 316, @@ -7133,1712 +9564,945 @@ "mean deviation": 15.66142571221165, "Sharpe ratio": 1.5555028662556212, "Sortino ratio": 2.180148893070407, - "calmar ratio": 3.399729628492969, - 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window_dev=1.5)": { + "winrate": 40.963855421686745, + "trades": 332, + "losses": 196, + "profits": 136, + "percentage year profit": 130.8388517527098, + "mean deviation": 11.870370949957227, + "Sharpe ratio": 1.276377681007285, + "Sortino ratio": 1.7248897341592953, + "calmar ratio": 2.6433131365054536, + "max drawdown": 49.498052253348625, + "profit/deviation ratio": 11.022305225699897 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03797498335832414, plot=False, step=0.01586309297171495)": { - "winrate": 39.44954128440367, - "trades": 1526, - "losses": 924, - "profits": 602, - "percentage year profit": 188.07756025311213, - "mean deviation": 22.34897114007806, - "Sharpe ratio": 1.8243817854251867, - "Sortino ratio": 2.643618928377203, - "calmar ratio": 3.561665672439761, - "max drawdown": 52.806068157508435, - "profit/deviation ratio": 8.415490765739797 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: 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24.181874347202136, + "Sharpe ratio": 2.0391151013124107, + "Sortino ratio": 2.8637512325788768, + "calmar ratio": 2.70290369212566, + "max drawdown": 45.527831111369196, + "profit/deviation ratio": 5.088825664981223 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.19194342495775094, plot=False, step=0.0016105100000000005)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04177248169415655, plot=False, step=0.0016105100000000005)": { "winrate": 43.127962085308056, "trades": 422, "losses": 240, "profits": 182, - "percentage year profit": 120.55069819705028, - "mean deviation": 14.342445582519128, - "Sharpe ratio": 1.2721379732767661, - "Sortino ratio": 1.7784081457210557, - "calmar ratio": 2.1515295820733864, + "percentage year profit": 123.04369389063083, + "mean deviation": 14.210992668201067, + "Sharpe ratio": 1.2831607030883303, + "Sortino ratio": 1.7912720818653134, + "calmar ratio": 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1.0666828865216238, + "Sortino ratio": 1.4109838365550287, + "calmar ratio": 1.9433355101050902, + "max drawdown": 63.267018067729175, + "profit/deviation ratio": 7.472617651376912 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.768014904921995, plot=False, step=0.0016105100000000005)": { - "winrate": 43.127962085308056, - "trades": 422, - "losses": 240, - "profits": 182, - "percentage year profit": 120.55069819705028, - "mean deviation": 14.342445582519128, - "Sharpe ratio": 1.2721379732767661, - "Sortino ratio": 1.7784081457210557, - "calmar ratio": 2.1515295820733864, - "max drawdown": 56.03023040049394, - "profit/deviation ratio": 8.40517033887024 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=81, multiplier=6.115909044841463, plot=False)": { + "winrate": 45.22821576763486, + "trades": 241, + "losses": 132, + "profits": 109, + "percentage year profit": 122.67747835449421, + "mean deviation": 11.310270485910827, + "Sharpe ratio": 1.3852544635699917, + "Sortino ratio": 1.8247793538325827, + "calmar ratio": 3.221877205604949, + "max drawdown": 38.07639786552943, + "profit/deviation ratio": 10.846555659947585 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.5476369923749307, plot=False, step=0.0016105100000000005)": { - "winrate": 43.127962085308056, - "trades": 422, - "losses": 240, - "profits": 182, - "percentage year profit": 120.55069819705028, - "mean deviation": 14.342445582519128, - "Sharpe ratio": 1.2721379732767661, - "Sortino ratio": 1.7784081457210557, - "calmar ratio": 2.1515295820733864, - "max drawdown": 56.03023040049394, - "profit/deviation ratio": 8.40517033887024 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.025937424601000018, plot=False, step=0.0013310000000000002)": { + "winrate": 45.47872340425532, + "trades": 376, + "losses": 205, + "profits": 171, + "percentage year profit": 122.64773313722372, + "mean deviation": 17.061990090799576, + "Sharpe ratio": 1.3223368139663805, + "Sortino ratio": 1.8482151946423615, + "calmar ratio": 2.813190205943184, + "max drawdown": 43.59738380935511, + "profit/deviation ratio": 7.188360354479381 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.3740434344477362, plot=False, step=0.0016105100000000005)": { - "winrate": 43.127962085308056, - "trades": 422, - "losses": 240, - "profits": 182, - "percentage year profit": 120.55069819705028, - "mean deviation": 14.342445582519128, - "Sharpe ratio": 1.2721379732767661, - "Sortino ratio": 1.7784081457210557, - "calmar ratio": 2.1515295820733864, - "max drawdown": 56.03023040049394, - "profit/deviation ratio": 8.40517033887024 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0895430243255239, plot=False, step=0.014420993610649954)": { + "winrate": 40.563380281690144, + "trades": 2130, + "losses": 1266, + "profits": 864, + "percentage year profit": 122.4749692328301, + "mean deviation": 15.74712211081139, + "Sharpe ratio": 0.9748481777133801, + "Sortino ratio": 1.3789604538718028, + "calmar ratio": 2.3319843318896067, + "max drawdown": 52.51963641350397, + "profit/deviation ratio": 7.777609671848759 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.718719477011626, plot=False, step=0.0016105100000000005)": { - "winrate": 43.127962085308056, - "trades": 422, - "losses": 240, - "profits": 182, - "percentage year profit": 120.55069819705028, - "mean deviation": 14.342445582519128, - "Sharpe ratio": 1.2721379732767661, - "Sortino ratio": 1.7784081457210557, - "calmar ratio": 2.1515295820733864, - "max drawdown": 56.03023040049394, - "profit/deviation ratio": 8.40517033887024 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.016105100000000004, plot=False, step=0.00895430243255239)": { + "winrate": 39.2128279883382, + "trades": 686, + "losses": 417, + "profits": 269, + "percentage year profit": 122.39272522339743, + "mean deviation": 12.393363286159307, + "Sharpe ratio": 1.218317351508243, + "Sortino ratio": 1.724641569116343, + "calmar ratio": 2.2023685078244464, + "max drawdown": 55.57322709100121, + "profit/deviation ratio": 9.875666709462434 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.903707252978516, plot=False, step=0.0016105100000000005)": { - "winrate": 43.127962085308056, - "trades": 422, - "losses": 240, - "profits": 182, - "percentage year profit": 120.55069819705028, - "mean deviation": 14.342445582519128, - "Sharpe ratio": 1.2721379732767661, - "Sortino ratio": 1.7784081457210557, - "calmar ratio": 2.1515295820733864, - "max drawdown": 56.03023040049394, - "profit/deviation ratio": 8.40517033887024 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=130, slow=160)": { + "winrate": 31.866666666666667, + "trades": 750, + "losses": 510, + "profits": 239, + "percentage year profit": 122.23670756361913, + "mean deviation": 11.266551516377554, + "Sharpe ratio": 1.6968552869507758, + "Sortino ratio": 2.4085950144493484, + "calmar ratio": 3.247592868083251, + "max drawdown": 37.63917231280409, + "profit/deviation ratio": 10.84952280082601 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.933485776104006, plot=False, step=0.0016105100000000005)": { - "winrate": 43.127962085308056, - "trades": 422, - "losses": 240, - "profits": 182, - "percentage year profit": 120.55069819705028, - "mean deviation": 14.342445582519128, - "Sharpe ratio": 1.2721379732767661, - "Sortino ratio": 1.7784081457210557, - "calmar ratio": 2.1515295820733864, - "max drawdown": 56.03023040049394, - "profit/deviation ratio": 8.40517033887024 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=110, window_dev=1)": { + "winrate": 36.19631901840491, + "trades": 326, + "losses": 208, + "profits": 118, + "percentage year profit": 121.92025730012813, + "mean deviation": 10.02679730950308, + "Sharpe ratio": 1.2930928786798572, + "Sortino ratio": 1.7123121806381845, + "calmar ratio": 2.597398190513052, + "max drawdown": 46.939378700362376, + "profit/deviation ratio": 12.159441697756868 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0895430243255239, plot=False, step=0.0016105100000000005)": { - "winrate": 43.127962085308056, - "trades": 422, - "losses": 240, - "profits": 182, - "percentage year profit": 120.55069819705028, - "mean deviation": 14.342445582519128, - "Sharpe ratio": 1.2721379732767661, - "Sortino ratio": 1.7784081457210557, - "calmar ratio": 2.1515295820733864, - "max drawdown": 56.03023040049394, - "profit/deviation ratio": 8.40517033887024 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=90, slow=100)": { + "winrate": 32.83283283283283, + "trades": 999, + "losses": 670, + "profits": 328, + "percentage year profit": 121.38194628015269, + "mean deviation": 17.115291296350318, + "Sharpe ratio": 1.6141319465418305, + "Sortino ratio": 2.272717495450042, + "calmar ratio": 2.993794340390381, + "max drawdown": 40.54451725108308, + "profit/deviation ratio": 7.092017551932424 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=11, multiplier=3.4522712143931042, plot=False)": { + "winrate": 38.9948006932409, + "trades": 577, + "losses": 352, + "profits": 225, + "percentage year profit": 121.07908333689194, + "mean deviation": 10.80992409488697, + "Sharpe ratio": 1.3758117880850897, + "Sortino ratio": 1.8289662237275683, + "calmar ratio": 2.4300086978415085, + "max drawdown": 49.82660491892158, + "profit/deviation ratio": 11.200733906555516 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.41144777789250986, plot=False, step=0.0016105100000000005)": { - "winrate": 43.127962085308056, - "trades": 422, - "losses": 240, - "profits": 182, - "percentage year profit": 120.55069819705028, - "mean deviation": 14.342445582519128, - "Sharpe ratio": 1.2721379732767661, - "Sortino ratio": 1.7784081457210557, - "calmar ratio": 2.1515295820733864, - "max drawdown": 56.03023040049394, - "profit/deviation ratio": 8.40517033887024 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03797498335832414, plot=False, step=0.037404343444773634)": { + "winrate": 37.0391061452514, + "trades": 1790, + "losses": 1127, + "profits": 663, + "percentage year profit": 120.97368820952012, + "mean deviation": 24.174884589246897, + "Sharpe ratio": 1.2965505600588083, + "Sortino ratio": 1.8754099306512775, + "calmar ratio": 1.9392781880248184, + "max drawdown": 62.380781136270855, + "profit/deviation ratio": 5.004106131837742 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.179517789085849, plot=False, step=0.0016105100000000005)": { - "winrate": 43.127962085308056, - "trades": 422, - "losses": 240, - "profits": 182, - "percentage year profit": 120.55069819705028, - "mean deviation": 14.342445582519128, - "Sharpe ratio": 1.2721379732767661, - "Sortino ratio": 1.7784081457210557, - "calmar ratio": 2.1515295820733864, - "max drawdown": 56.03023040049394, - "profit/deviation ratio": 8.40517033887024 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=40, slow=110)": { + "winrate": 33.7173579109063, + "trades": 1302, + "losses": 863, + "profits": 439, + "percentage year profit": 120.63721155493118, + "mean deviation": 19.246973591879595, + "Sharpe ratio": 1.5865138036358306, + "Sortino ratio": 2.249895292920113, + "calmar ratio": 2.1693677130199567, + "max drawdown": 55.60938831665068, + "profit/deviation ratio": 6.267853539624988 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.0671895716335977, plot=False, step=0.0016105100000000005)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0672749994932561, plot=False, step=0.0016105100000000005)": { "winrate": 43.127962085308056, "trades": 422, "losses": 240, @@ -12389,7 +14131,7 @@ "max drawdown": 56.03023040049394, "profit/deviation ratio": 8.40517033887024 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.5624722518287508, plot=False, step=0.0016105100000000005)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.11918176537727232, plot=False, step=0.0016105100000000005)": { "winrate": 43.127962085308056, "trades": 422, "losses": 240, @@ -12402,7 +14144,7 @@ "max drawdown": 56.03023040049394, "profit/deviation ratio": 8.40517033887024 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.2876156239024747, plot=False, step=0.0016105100000000005)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.13109994191499957, plot=False, step=0.0016105100000000005)": { "winrate": 43.127962085308056, "trades": 422, "losses": 240, @@ -12415,7 +14157,7 @@ "max drawdown": 56.03023040049394, "profit/deviation ratio": 8.40517033887024 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.4525925556817609, plot=False, step=0.0016105100000000005)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.23225154419887867, plot=False, step=0.0016105100000000005)": { "winrate": 43.127962085308056, "trades": 422, "losses": 240, @@ -12428,7 +14170,7 @@ "max drawdown": 56.03023040049394, "profit/deviation ratio": 8.40517033887024 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.497851811249937, plot=False, step=0.0016105100000000005)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.25547669861876654, plot=False, step=0.0016105100000000005)": { "winrate": 43.127962085308056, "trades": 422, "losses": 240, @@ -12441,7 +14183,7 @@ "max drawdown": 56.03023040049394, "profit/deviation ratio": 8.40517033887024 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8017953205361363, plot=False, step=0.0016105100000000005)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.2810243684806432, plot=False, step=0.0016105100000000005)": { "winrate": 43.127962085308056, "trades": 422, "losses": 240, @@ -12454,7 +14196,7 @@ "max drawdown": 56.03023040049394, "profit/deviation ratio": 8.40517033887024 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.6842278384511764, plot=False, step=0.0016105100000000005)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.30912680532870757, plot=False, step=0.0016105100000000005)": { "winrate": 43.127962085308056, "trades": 422, "losses": 240, @@ -12465,2763 +14207,1840 @@ "Sortino ratio": 1.7784081457210557, "calmar ratio": 2.1515295820733864, "max drawdown": 56.03023040049394, - "profit/deviation ratio": 8.40517033887024 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=20, slow=40)": { - "winrate": 37.11938134364427, - "trades": 2069, - "losses": 1300, - "profits": 768, - "percentage year profit": 162.75493359816653, - "mean deviation": 19.373496711592043, - "Sharpe ratio": 1.9383679206474667, - "Sortino ratio": 2.6707964437215264, - "calmar ratio": 4.505335084293646, - "max drawdown": 36.12493422865649, - "profit/deviation ratio": 8.400906455920415 - }, - "ticker: LTC/USDT 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strategy_parabolic_SAR(max_step=0.04594972986357221, plot=False, step=0.017449402268886447)": { - "winrate": 39.35079726651481, - "trades": 1756, - "losses": 1065, - "profits": 691, - "percentage year profit": 197.41786893296037, - "mean deviation": 23.548501026278313, - "Sharpe ratio": 1.7401566433370244, - "Sortino ratio": 2.5351129343094088, - "calmar ratio": 3.0061158325819295, - "max drawdown": 65.67207650258763, - "profit/deviation ratio": 8.38345798370169 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.031384283767210024, plot=False, step=0.0014641000000000003)": { - "winrate": 45.45454545454545, - "trades": 396, - "losses": 216, - "profits": 180, - "percentage year profit": 183.21538308010196, - "mean deviation": 21.92932377920095, - "Sharpe ratio": 1.4569105351375455, - "Sortino ratio": 2.0284442457624117, - "calmar ratio": 3.6361545920460014, - "max drawdown": 50.387126961235666, - "profit/deviation ratio": 8.354812256175183 - 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strategy_parabolic_SAR(max_step=0.03797498335832414, plot=False, step=0.011918176537727233)": { - "winrate": 40.563380281690144, - "trades": 1420, - "losses": 844, - "profits": 576, - "percentage year profit": 192.44848605795673, - "mean deviation": 23.417920702071093, - "Sharpe ratio": 1.8648108120437539, - "Sortino ratio": 2.69878064475418, - "calmar ratio": 4.262996244181519, - "max drawdown": 45.143949240074036, - "profit/deviation ratio": 8.218000586232085 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.05559917313492239, plot=False, step=0.0028531167061100022)": { - "winrate": 41.566265060240966, - "trades": 664, - "losses": 388, - "profits": 276, - "percentage year profit": 105.42653199475316, - "mean deviation": 12.828977592966814, - "Sharpe ratio": 1.2345157295990832, - "Sortino ratio": 1.7318695951442835, - "calmar ratio": 2.2736300359889943, - "max drawdown": 46.369255475152194, - "profit/deviation ratio": 8.217843645821846 - 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plot=False, step=0.021113776745352607)": { - "winrate": 38.40725806451613, - "trades": 1984, - "losses": 1222, - "profits": 762, - "percentage year profit": 151.35831081138744, - "mean deviation": 18.779741011166713, - "Sharpe ratio": 1.2009712246972981, - "Sortino ratio": 1.6881207157761307, - "calmar ratio": 2.6128933708230475, - "max drawdown": 57.92747323772741, - "profit/deviation ratio": 8.059659114648468 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.02853116706110002, plot=False, step=0.017449402268886447)": { - "winrate": 36.37096774193548, - "trades": 1240, - "losses": 788, - "profits": 451, - "percentage year profit": 133.19971920863344, - "mean deviation": 16.54052429427534, - "Sharpe ratio": 1.4820018408039282, - "Sortino ratio": 2.1186029089321052, - "calmar ratio": 2.7656543604798816, - "max drawdown": 48.16209903594798, - "profit/deviation ratio": 8.052932110183093 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=40, slow=100)": { - "winrate": 34.1723874904653, - "trades": 1311, - "losses": 863, - "profits": 448, - "percentage year profit": 145.58755840587406, - "mean deviation": 18.08778569776096, - "Sharpe ratio": 1.55439316689663, - "Sortino ratio": 2.177698803870448, - "calmar ratio": 2.642920562855796, - "max drawdown": 55.08586237966989, - "profit/deviation ratio": 8.048943128726695 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.025937424601000018, plot=False, step=0.005054470284992944)": { - "winrate": 41.52334152334152, - "trades": 814, - "losses": 476, - "profits": 338, - "percentage year profit": 99.77151618726366, - "mean deviation": 12.41000770470027, - "Sharpe ratio": 1.0563119524833258, - "Sortino ratio": 1.4688283324871771, - "calmar ratio": 1.5842183655355089, - "max drawdown": 62.978386286752944, - "profit/deviation ratio": 8.039601470148593 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=20, slow=50)": { - "winrate": 35.933568193256164, - "trades": 1987, - "losses": 1273, - "profits": 714, - "percentage year profit": 141.19483311922644, - "mean deviation": 17.58238201840661, - "Sharpe ratio": 1.7555406565314837, - "Sortino ratio": 2.4338089579986963, - "calmar ratio": 2.9424473256899843, - "max drawdown": 47.98550916663128, - "profit/deviation ratio": 8.030472376917569 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.019487171000000008, plot=False, step=0.0017715610000000007)": { - "winrate": 44.95412844036697, - "trades": 436, - "losses": 240, - "profits": 196, - "percentage year profit": 130.14385045450956, - "mean deviation": 16.216626048357735, - "Sharpe ratio": 1.2354524571019683, - "Sortino ratio": 1.7200761482374731, - "calmar ratio": 2.2407988103593572, - "max drawdown": 58.07922150478042, - "profit/deviation ratio": 8.025334620556862 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 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step=0.00984973267580763)": { - "winrate": 37.43386243386244, - "trades": 756, - "losses": 473, - "profits": 283, - "percentage year profit": 126.8055840431003, - "mean deviation": 16.084554002058656, - "Sharpe ratio": 1.2434066877952326, - "Sortino ratio": 1.7412931841432804, - "calmar ratio": 2.4112680290394715, - "max drawdown": 52.58875517609434, - "profit/deviation ratio": 7.883686673989872 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=90, window_dev=1.5)": { - "winrate": 39.59731543624161, - "trades": 298, - "losses": 180, - "profits": 118, - "percentage year profit": 104.74887338692503, - "mean deviation": 13.321284234096392, - "Sharpe ratio": 1.172071679181849, - "Sortino ratio": 1.5749162848590135, - "calmar ratio": 2.018611214656456, - "max drawdown": 51.89155426581341, - "profit/deviation ratio": 7.86327140433021 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.02853116706110002, plot=False, step=0.019194342495775094)": { - "winrate": 36.4, - "trades": 1250, - "losses": 795, - "profits": 455, - "percentage year profit": 133.9004027934365, - "mean deviation": 17.05071240121597, - "Sharpe ratio": 1.5350514026577984, - "Sortino ratio": 2.1980963509491196, - "calmar ratio": 2.8772213066004433, - "max drawdown": 46.538096491314185, - "profit/deviation ratio": 7.853067933037648 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=91, multiplier=5.054470284992944, plot=False)": { - "winrate": 44.44444444444444, - "trades": 324, - "losses": 180, - "profits": 144, - "percentage year profit": 129.11311100726954, - "mean deviation": 16.45120538071223, - "Sharpe ratio": 1.060949268129444, - "Sortino ratio": 1.3952038183022621, - "calmar ratio": 2.012323654241243, - "max drawdown": 64.16120524903948, - "profit/deviation ratio": 7.848246254261994 - }, - "ticker: LTC/USDT BNB/USDT, 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strategy_parabolic_SAR(max_step=0.23225154419887867, plot=False, step=0.0028531167061100022)": { - "winrate": 41.44144144144144, - "trades": 666, - "losses": 390, - "profits": 276, - "percentage year profit": 97.27785311822824, - "mean deviation": 12.79768100754313, - "Sharpe ratio": 1.1650117120297963, - "Sortino ratio": 1.6337014694554601, - "calmar ratio": 2.0978955154963947, - "max drawdown": 46.369255475152094, - "profit/deviation ratio": 7.6012093957406295 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.457915684525924, plot=False, step=0.004594972986357222)": { + "winrate": 40.65817409766454, + "trades": 942, + "losses": 559, + "profits": 383, + "percentage year profit": 117.07717156536587, + "mean deviation": 19.114971237285157, + "Sharpe ratio": 1.3358975424870019, + "Sortino ratio": 1.8877859796119854, + "calmar ratio": 2.0204464823802804, + "max drawdown": 57.94618792745141, + "profit/deviation ratio": 6.12489394370619 }, - 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step=0.0013310000000000002)": { - "winrate": 44.97354497354497, - "trades": 378, - "losses": 208, - "profits": 170, - "percentage year profit": 140.78899787905198, - "mean deviation": 18.94968082318136, - "Sharpe ratio": 1.4180952889906984, - "Sortino ratio": 1.9881662369539104, - "calmar ratio": 3.2324945430779626, - "max drawdown": 43.55428787359793, - "profit/deviation ratio": 7.429623706739334 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.2810243684806432, plot=False, step=0.0013310000000000002)": { - "winrate": 44.97354497354497, - "trades": 378, - "losses": 208, - "profits": 170, - "percentage year profit": 140.78899787905198, - "mean deviation": 18.94968082318136, - "Sharpe ratio": 1.4180952889906984, - "Sortino ratio": 1.9881662369539104, - "calmar ratio": 3.2324945430779626, - "max drawdown": 43.55428787359793, - "profit/deviation ratio": 7.429623706739334 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: 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step=0.0013310000000000002)": { - "winrate": 44.97354497354497, - "trades": 378, - "losses": 208, - "profits": 170, - "percentage year profit": 140.78899787905198, - "mean deviation": 18.94968082318136, - "Sharpe ratio": 1.4180952889906984, - "Sortino ratio": 1.9881662369539104, - "calmar ratio": 3.2324945430779626, - "max drawdown": 43.55428787359793, - "profit/deviation ratio": 7.429623706739334 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.019487171000000008, plot=False, step=0.006115909044841464)": { + "winrate": 39.07103825136612, + "trades": 732, + "losses": 446, + "profits": 286, + "percentage year profit": 106.07308209810813, + "mean deviation": 14.463324763257937, + "Sharpe ratio": 1.2166772258451886, + "Sortino ratio": 1.7050495824273177, + "calmar ratio": 2.1189456210641584, + "max drawdown": 50.05936964292507, + "profit/deviation ratio": 7.333934889408833 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.3740434344477362, plot=False, step=0.0013310000000000002)": { - "winrate": 44.97354497354497, - "trades": 378, - "losses": 208, - "profits": 170, - "percentage year profit": 140.78899787905198, - "mean deviation": 18.94968082318136, - "Sharpe ratio": 1.4180952889906984, - "Sortino ratio": 1.9881662369539104, - "calmar ratio": 3.2324945430779626, - "max drawdown": 43.55428787359793, - "profit/deviation ratio": 7.429623706739334 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=80, slow=110)": { + "winrate": 32.838773491592484, + "trades": 1011, + "losses": 679, + "profits": 332, + "percentage year profit": 105.81911391196459, + "mean deviation": 18.26903338740669, + "Sharpe ratio": 1.528567031331874, + "Sortino ratio": 2.157224426888246, + "calmar ratio": 2.497374373277977, + "max drawdown": 42.37214694129725, + "profit/deviation ratio": 5.7922667099020355 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.718719477011626, plot=False, step=0.0013310000000000002)": { - "winrate": 44.97354497354497, - "trades": 378, - "losses": 208, - "profits": 170, - "percentage year profit": 140.78899787905198, - "mean deviation": 18.94968082318136, - "Sharpe ratio": 1.4180952889906984, - "Sortino ratio": 1.9881662369539104, - "calmar ratio": 3.2324945430779626, - "max drawdown": 43.55428787359793, - "profit/deviation ratio": 7.429623706739334 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.23225154419887867, plot=False, step=0.010834705943388393)": { + "winrate": 40.848214285714285, + "trades": 1792, + "losses": 1060, + "profits": 732, + "percentage year profit": 105.68965102515135, + "mean deviation": 16.144187944240592, + "Sharpe ratio": 1.4270287549722271, + "Sortino ratio": 2.0462700842720243, + "calmar ratio": 2.9114267972369126, + "max drawdown": 36.30166869572542, + "profit/deviation ratio": 6.546606827806159 }, - 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plot=False, step=0.010834705943388393)": { + "winrate": 40.848214285714285, + "trades": 1792, + "losses": 1060, + "profits": 732, + "percentage year profit": 105.68965102515135, + "mean deviation": 16.144187944240592, + "Sharpe ratio": 1.4270287549722271, + "Sortino ratio": 2.0462700842720243, + "calmar ratio": 2.9114267972369126, + "max drawdown": 36.30166869572542, + "profit/deviation ratio": 6.546606827806159 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.2876156239024747, plot=False, step=0.0013310000000000002)": { - "winrate": 44.97354497354497, - "trades": 378, - "losses": 208, - "profits": 170, - "percentage year profit": 140.78899787905198, - "mean deviation": 18.94968082318136, - "Sharpe ratio": 1.4180952889906984, - "Sortino ratio": 1.9881662369539104, - "calmar ratio": 3.2324945430779626, - "max drawdown": 43.55428787359793, - "profit/deviation ratio": 7.429623706739334 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 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plot=False, step=0.00895430243255239)": { - "winrate": 40.91580502215657, - "trades": 1354, - "losses": 800, - "profits": 554, - "percentage year profit": 181.3628549706163, - "mean deviation": 24.50999356106367, - "Sharpe ratio": 1.8014538421839685, - "Sortino ratio": 2.60852663078143, - "calmar ratio": 3.7544028402424012, - "max drawdown": 48.30671152989717, - "profit/deviation ratio": 7.399547230348013 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.9701723378487251, plot=False, step=0.010834705943388393)": { + "winrate": 40.848214285714285, + "trades": 1792, + "losses": 1060, + "profits": 732, + "percentage year profit": 105.68965102515135, + "mean deviation": 16.144187944240592, + "Sharpe ratio": 1.4270287549722271, + "Sortino ratio": 2.0462700842720243, + "calmar ratio": 2.9114267972369126, + "max drawdown": 36.30166869572542, + "profit/deviation ratio": 6.546606827806159 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.021435888100000012, plot=False, step=0.004594972986357222)": { - "winrate": 39.859154929577464, - "trades": 710, - "losses": 427, - "profits": 283, - "percentage year profit": 92.39493029387728, - "mean deviation": 12.502345968628251, - "Sharpe ratio": 1.2352403711539965, - "Sortino ratio": 1.7300293023562856, - "calmar ratio": 1.6119907304230097, - "max drawdown": 57.317283871496905, - "profit/deviation ratio": 7.390207447923855 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.897469567994435, plot=False, step=0.010834705943388393)": { + "winrate": 40.848214285714285, + "trades": 1792, + "losses": 1060, + "profits": 732, + "percentage year profit": 105.68965102515135, + "mean deviation": 16.144187944240592, + "Sharpe ratio": 1.4270287549722271, + "Sortino ratio": 2.0462700842720243, + "calmar ratio": 2.9114267972369126, + "max drawdown": 36.30166869572542, + "profit/deviation ratio": 6.546606827806159 }, - 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"profit/deviation ratio": 6.546606827806159 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.019487171000000008, plot=False, step=0.00984973267580763)": { - "winrate": 36.60933660933661, - "trades": 814, - "losses": 516, - "profits": 298, - "percentage year profit": 104.88471351298459, - "mean deviation": 14.280882610970064, - "Sharpe ratio": 1.215450235857197, - "Sortino ratio": 1.7177974474655118, - "calmar ratio": 1.876554856892417, - "max drawdown": 55.89216490408073, - "profit/deviation ratio": 7.344413953267559 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.5163771862927224, plot=False, step=0.010834705943388393)": { + "winrate": 40.848214285714285, + "trades": 1792, + "losses": 1060, + "profits": 732, + "percentage year profit": 105.68965102515135, + "mean deviation": 16.144187944240592, + "Sharpe ratio": 1.4270287549722271, + "Sortino ratio": 2.0462700842720243, + "calmar ratio": 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"Sortino ratio": 2.0462700842720243, + "calmar ratio": 2.9114267972369126, + "max drawdown": 36.30166869572542, + "profit/deviation ratio": 6.546606827806159 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.019487171000000008, plot=False, step=0.006115909044841464)": { - "winrate": 39.07103825136612, - "trades": 732, - "losses": 446, - "profits": 286, - "percentage year profit": 106.07308209810813, - "mean deviation": 14.463324763257937, - "Sharpe ratio": 1.2166772258451886, - "Sortino ratio": 1.7050495824273177, - "calmar ratio": 2.1189456210641584, - "max drawdown": 50.05936964292507, - "profit/deviation ratio": 7.333934889408833 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.34003948586157834, plot=False, step=0.010834705943388393)": { + "winrate": 40.848214285714285, + "trades": 1792, + "losses": 1060, + "profits": 732, + "percentage year profit": 105.68965102515135, + "mean deviation": 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strategy_parabolic_SAR(max_step=0.21113776745352605, plot=False, step=0.010834705943388393)": { + "winrate": 40.848214285714285, + "trades": 1792, + "losses": 1060, + "profits": 732, + "percentage year profit": 105.68965102515135, + "mean deviation": 16.144187944240592, + "Sharpe ratio": 1.4270287549722271, + "Sortino ratio": 2.0462700842720243, + "calmar ratio": 2.9114267972369126, + "max drawdown": 36.30166869572542, + "profit/deviation ratio": 6.546606827806159 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04594972986357221, plot=False, step=0.01586309297171495)": { - "winrate": 39.593023255813954, - "trades": 1720, - "losses": 1038, - "profits": 681, - "percentage year profit": 177.5842559688769, - "mean deviation": 24.495021828565832, - "Sharpe ratio": 1.7829436845778857, - "Sortino ratio": 2.5860833441520685, - "calmar ratio": 2.99713692852256, - "max drawdown": 59.25129889091092, - "profit/deviation ratio": 7.2498100720931 + 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"profits": 732, + "percentage year profit": 105.68965102515135, + "mean deviation": 16.144187944240592, + "Sharpe ratio": 1.4270287549722271, + "Sortino ratio": 2.0462700842720243, + "calmar ratio": 2.9114267972369126, + "max drawdown": 36.30166869572542, + "profit/deviation ratio": 6.546606827806159 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.050544702849929436, plot=False, step=0.0452592555681761)": { - "winrate": 36.212765957446805, - "trades": 2350, - "losses": 1499, - "profits": 851, - "percentage year profit": 131.32549562165775, - "mean deviation": 18.215061727840435, - "Sharpe ratio": 1.0917911239751485, - "Sortino ratio": 1.5419017022650692, - "calmar ratio": 1.9406695785955472, - "max drawdown": 67.67019850782499, - "profit/deviation ratio": 7.209720042888244 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.179517789085849, plot=False, step=0.010834705943388393)": { + "winrate": 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plot=False, step=0.010834705943388393)": { + "winrate": 40.848214285714285, + "trades": 1792, + "losses": 1060, + "profits": 732, + "percentage year profit": 105.68965102515135, + "mean deviation": 16.144187944240592, + "Sharpe ratio": 1.4270287549722271, + "Sortino ratio": 2.0462700842720243, + "calmar ratio": 2.9114267972369126, + "max drawdown": 36.30166869572542, + "profit/deviation ratio": 6.546606827806159 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.025937424601000018, plot=False, step=0.0013310000000000002)": { - "winrate": 45.47872340425532, - "trades": 376, - "losses": 205, - "profits": 171, - "percentage year profit": 122.64773313722372, - "mean deviation": 17.061990090799576, - "Sharpe ratio": 1.3223368139663805, - "Sortino ratio": 1.8482151946423615, - "calmar ratio": 2.813190205943184, - "max drawdown": 43.59738380935511, - "profit/deviation ratio": 7.188360354479381 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.5624722518287508, plot=False, step=0.010834705943388393)": { + "winrate": 40.848214285714285, + "trades": 1792, + "losses": 1060, + "profits": 732, + "percentage year profit": 105.68965102515135, + "mean deviation": 16.144187944240592, + "Sharpe ratio": 1.4270287549722271, + "Sortino ratio": 2.0462700842720243, + "calmar ratio": 2.9114267972369126, + "max drawdown": 36.30166869572542, + "profit/deviation ratio": 6.546606827806159 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=70, slow=160)": { - "winrate": 32.142857142857146, - "trades": 980, - "losses": 665, - "profits": 315, - "percentage year profit": 111.19951629495995, - "mean deviation": 15.480692905717591, - "Sharpe ratio": 1.6048748945834863, - "Sortino ratio": 2.2642831476553207, - "calmar ratio": 2.54765780916767, - "max drawdown": 43.64774417302506, - "profit/deviation ratio": 7.183109759505006 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.2876156239024747, plot=False, step=0.010834705943388393)": { + "winrate": 40.848214285714285, + "trades": 1792, + "losses": 1060, + "profits": 732, + "percentage year profit": 105.68965102515135, + "mean deviation": 16.144187944240592, + "Sharpe ratio": 1.4270287549722271, + "Sortino ratio": 2.0462700842720243, + "calmar ratio": 2.9114267972369126, + "max drawdown": 36.30166869572542, + "profit/deviation ratio": 6.546606827806159 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=40, window_dev=1.5)": { - "winrate": 37.69716088328076, - "trades": 634, - "losses": 395, - "profits": 239, - "percentage year profit": 76.22054523395332, - "mean deviation": 10.621150920079792, - "Sharpe ratio": 1.0850868317675486, - "Sortino ratio": 1.449605187828688, - "calmar ratio": 1.5601760247327883, - "max drawdown": 48.85381138132002, - "profit/deviation ratio": 7.176298106248989 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.4525925556817609, plot=False, step=0.010834705943388393)": { + "winrate": 40.848214285714285, + "trades": 1792, + "losses": 1060, + "profits": 732, + "percentage year profit": 105.68965102515135, + "mean deviation": 16.144187944240592, + "Sharpe ratio": 1.4270287549722271, + "Sortino ratio": 2.0462700842720243, + "calmar ratio": 2.9114267972369126, + "max drawdown": 36.30166869572542, + "profit/deviation ratio": 6.546606827806159 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.019487171000000008, plot=False, step=0.011918176537727233)": { - "winrate": 36.0381861575179, - "trades": 838, - "losses": 536, - "profits": 302, - "percentage year profit": 88.52042459588006, - "mean deviation": 12.356322661831314, - "Sharpe ratio": 1.0275938010112324, - "Sortino ratio": 1.4464931014166322, - "calmar ratio": 1.5635736637339983, - "max drawdown": 56.61416960968941, - "profit/deviation 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step=0.003797498335832414)": { "winrate": 41.81585677749361, @@ -17108,57 +17706,18 @@ "max drawdown": 48.2080480731599, "profit/deviation ratio": 6.603806533274706 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=100, slow=180)": { - "winrate": 31.386861313868614, - "trades": 822, - "losses": 564, - "profits": 258, - "percentage year profit": 86.4178770554958, - "mean deviation": 13.140298400577006, - "Sharpe ratio": 1.34263829534869, - "Sortino ratio": 1.8942387198087811, - "calmar ratio": 2.050621929496509, - "max drawdown": 42.14227684413482, - "profit/deviation ratio": 6.57655362314307 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04594972986357221, plot=False, step=0.037404343444773634)": { - "winrate": 38.030888030888036, - "trades": 2072, - "losses": 1283, - "profits": 788, - "percentage year profit": 146.9904366544772, - "mean deviation": 22.35987399393863, - "Sharpe ratio": 1.5366220982901901, 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strategy_parabolic_SAR(max_step=0.10834705943388392, plot=False, step=0.014420993610649954)": { - "winrate": 39.881494986326345, - "trades": 2194, - "losses": 1319, - "profits": 875, - "percentage year profit": 90.04586031646997, - "mean deviation": 13.729108907028706, - "Sharpe ratio": 0.8497115396324012, - "Sortino ratio": 1.2062982488223897, - "calmar ratio": 1.838312275221401, - "max drawdown": 48.98289672010437, - "profit/deviation ratio": 6.558754899989934 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=130, window_dev=1)": { + "winrate": 37.5886524822695, + "trades": 282, + "losses": 176, + "profits": 106, + "percentage year profit": 103.51257838386579, + "mean deviation": 11.677182480755686, + "Sharpe ratio": 1.0697501326779844, + "Sortino ratio": 1.399767951513988, + "calmar ratio": 2.1378366979667733, + "max drawdown": 48.41931026926108, + "profit/deviation ratio": 8.864516637849698 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.23225154419887867, plot=False, step=0.010834705943388393)": { - "winrate": 40.848214285714285, - "trades": 1792, - "losses": 1060, - "profits": 732, - "percentage year profit": 105.68965102515135, - "mean deviation": 16.144187944240592, - "Sharpe ratio": 1.4270287549722271, - "Sortino ratio": 2.0462700842720243, - "calmar ratio": 2.9114267972369126, - "max drawdown": 36.30166869572542, - "profit/deviation ratio": 6.546606827806159 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=20, slow=90)": { + "winrate": 34.58731049971926, + "trades": 1781, + "losses": 1164, + "profits": 616, + "percentage year profit": 103.41612718832818, + "mean deviation": 23.95579587461458, + "Sharpe ratio": 2.009119139684623, + "Sortino ratio": 2.8280863695188017, + "calmar ratio": 2.002750236126703, + "max drawdown": 51.6370565449708, + "profit/deviation ratio": 4.31695643633013 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.25547669861876654, plot=False, step=0.010834705943388393)": { - "winrate": 40.848214285714285, - "trades": 1792, - "losses": 1060, - "profits": 732, - "percentage year profit": 105.68965102515135, - "mean deviation": 16.144187944240592, - "Sharpe ratio": 1.4270287549722271, - "Sortino ratio": 2.0462700842720243, - "calmar ratio": 2.9114267972369126, - "max drawdown": 36.30166869572542, - "profit/deviation ratio": 6.546606827806159 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=56, multiplier=5.054470284992944, plot=False)": { + "winrate": 45.56962025316456, + "trades": 316, + "losses": 172, + "profits": 144, + "percentage year profit": 103.36868812399342, + "mean deviation": 15.591477525981723, + "Sharpe ratio": 1.21604822242465, + "Sortino ratio": 1.6010763210471999, + "calmar ratio": 2.197930920249313, + "max drawdown": 47.029998609905455, + "profit/deviation ratio": 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732, - "percentage year profit": 105.68965102515135, - "mean deviation": 16.144187944240592, - "Sharpe ratio": 1.4270287549722271, - "Sortino ratio": 2.0462700842720243, - "calmar ratio": 2.9114267972369126, - "max drawdown": 36.30166869572542, - "profit/deviation ratio": 6.546606827806159 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=6.526834353714407, plot=False, step=0.008140274938683991)": { + "winrate": 41.11111111111111, + "trades": 1440, + "losses": 848, + "profits": 592, + "percentage year profit": 99.53547198341815, + "mean deviation": 11.125043089657263, + "Sharpe ratio": 0.9769529607720792, + "Sortino ratio": 1.3487920493718342, + "calmar ratio": 1.8976735169866374, + "max drawdown": 52.45131530394806, + "profit/deviation ratio": 8.946974063943568 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.3740434344477362, plot=False, step=0.010834705943388393)": { - "winrate": 40.848214285714285, - "trades": 1792, - "losses": 1060, - "profits": 732, - "percentage year profit": 105.68965102515135, - "mean deviation": 16.144187944240592, - "Sharpe ratio": 1.4270287549722271, - "Sortino ratio": 2.0462700842720243, - "calmar ratio": 2.9114267972369126, - "max drawdown": 36.30166869572542, - "profit/deviation ratio": 6.546606827806159 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6024006916124238, plot=False, step=0.008140274938683991)": { + "winrate": 41.11111111111111, + "trades": 1440, + "losses": 848, + "profits": 592, + "percentage year profit": 99.53547198341815, + "mean deviation": 11.125043089657263, + "Sharpe ratio": 0.9769529607720792, + "Sortino ratio": 1.3487920493718342, + "calmar ratio": 1.8976735169866374, + "max drawdown": 52.45131530394806, + "profit/deviation ratio": 8.946974063943568 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.718719477011626, plot=False, step=0.010834705943388393)": { - "winrate": 40.848214285714285, - "trades": 1792, - "losses": 1060, - "profits": 732, - "percentage year profit": 105.68965102515135, - "mean deviation": 16.144187944240592, - "Sharpe ratio": 1.4270287549722271, - "Sortino ratio": 2.0462700842720243, - "calmar ratio": 2.9114267972369126, - "max drawdown": 36.30166869572542, - "profit/deviation ratio": 6.546606827806159 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.0448163954141947, plot=False, step=0.008140274938683991)": { + "winrate": 41.11111111111111, + "trades": 1440, + "losses": 848, + "profits": 592, + "percentage year profit": 99.53547198341815, + "mean deviation": 11.125043089657263, + "Sharpe ratio": 0.9769529607720792, + "Sortino ratio": 1.3487920493718342, + "calmar ratio": 1.8976735169866374, + "max drawdown": 52.45131530394806, + "profit/deviation ratio": 8.946974063943568 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.903707252978516, plot=False, step=0.010834705943388393)": { - "winrate": 40.848214285714285, - "trades": 1792, - "losses": 1060, - "profits": 732, - "percentage year profit": 105.68965102515135, - "mean deviation": 16.144187944240592, - "Sharpe ratio": 1.4270287549722271, - "Sortino ratio": 2.0462700842720243, - "calmar ratio": 2.9114267972369126, - "max drawdown": 36.30166869572542, - "profit/deviation ratio": 6.546606827806159 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.3492980349556145, plot=False, step=0.008140274938683991)": { + "winrate": 41.11111111111111, + "trades": 1440, + "losses": 848, + "profits": 592, + "percentage year profit": 99.53547198341815, + "mean deviation": 11.125043089657263, + "Sharpe ratio": 0.9769529607720792, + "Sortino ratio": 1.3487920493718342, + "calmar ratio": 1.8976735169866374, + "max drawdown": 52.45131530394806, + "profit/deviation ratio": 8.946974063943568 }, - 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step=0.008140274938683991)": { + "winrate": 41.11111111111111, + "trades": 1440, + "losses": 848, + "profits": 592, + "percentage year profit": 99.53547198341815, + "mean deviation": 11.125043089657263, + "Sharpe ratio": 0.9769529607720792, + "Sortino ratio": 1.3487920493718342, + "calmar ratio": 1.8976735169866374, + "max drawdown": 52.45131530394806, + "profit/deviation ratio": 8.946974063943568 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.497851811249937, plot=False, step=0.010834705943388393)": { - "winrate": 40.848214285714285, - "trades": 1792, - "losses": 1060, - "profits": 732, - "percentage year profit": 105.68965102515135, - "mean deviation": 16.144187944240592, - "Sharpe ratio": 1.4270287549722271, - "Sortino ratio": 2.0462700842720243, - "calmar ratio": 2.9114267972369126, - "max drawdown": 36.30166869572542, - "profit/deviation ratio": 6.546606827806159 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=8.687216524793879, plot=False, step=0.008140274938683991)": { + "winrate": 41.11111111111111, + "trades": 1440, + "losses": 848, + "profits": 592, + "percentage year profit": 99.53547198341815, + "mean deviation": 11.125043089657263, + "Sharpe ratio": 0.9769529607720792, + "Sortino ratio": 1.3487920493718342, + "calmar ratio": 1.8976735169866374, + "max drawdown": 52.45131530394806, + "profit/deviation ratio": 8.946974063943568 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8017953205361363, plot=False, step=0.010834705943388393)": { - "winrate": 40.848214285714285, - "trades": 1792, - "losses": 1060, - "profits": 732, - "percentage year profit": 105.68965102515135, - "mean deviation": 16.144187944240592, - "Sharpe ratio": 1.4270287549722271, - "Sortino ratio": 2.0462700842720243, - "calmar ratio": 2.9114267972369126, - "max drawdown": 36.30166869572542, - "profit/deviation ratio": 6.546606827806159 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.5163771862927224, plot=False, step=0.008140274938683991)": { + "winrate": 41.11111111111111, + "trades": 1440, + "losses": 848, + "profits": 592, + "percentage year profit": 99.53547198341815, + "mean deviation": 11.125043089657263, + "Sharpe ratio": 0.9769529607720792, + "Sortino ratio": 1.3487920493718342, + "calmar ratio": 1.8976735169866374, + "max drawdown": 52.45131530394806, + "profit/deviation ratio": 8.946974063943568 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.6842278384511764, plot=False, step=0.010834705943388393)": { - "winrate": 40.848214285714285, - "trades": 1792, - "losses": 1060, - "profits": 732, - "percentage year profit": 105.68965102515135, - "mean deviation": 16.144187944240592, - "Sharpe ratio": 1.4270287549722271, - "Sortino ratio": 2.0462700842720243, - "calmar ratio": 2.9114267972369126, - "max drawdown": 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strategy_parabolic_SAR(max_step=0.021435888100000012, plot=False, step=0.003797498335832414)": { - "winrate": 40.27355623100304, - "trades": 658, - "losses": 393, - "profits": 265, - "percentage year profit": 81.14070281810875, - "mean deviation": 13.738011048161958, - "Sharpe ratio": 1.1567213000460903, - "Sortino ratio": 1.6204847966898879, - "calmar ratio": 1.6772416905159477, - "max drawdown": 48.37746597698064, - "profit/deviation ratio": 5.906291859400183 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=70, window_dev=0.5)": { - "winrate": 31.10236220472441, - "trades": 762, - "losses": 525, - "profits": 237, - "percentage year profit": 81.7903281032917, - "mean deviation": 13.930989208512104, - "Sharpe ratio": 1.2470443176811359, - "Sortino ratio": 1.6942925196514218, - "calmar ratio": 1.65453337324349, - "max drawdown": 49.434075749679664, - "profit/deviation ratio": 5.871106988821456 - }, - "ticker: LTC/USDT 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limit: 1000 :: strategy_supertrend(length=46, multiplier=6.115909044841463, plot=False)": { - "winrate": 44.62809917355372, - "trades": 242, - "losses": 134, - "profits": 108, - "percentage year profit": 101.86470524333618, - "mean deviation": 17.67917809875662, - "Sharpe ratio": 1.0933724334762183, - "Sortino ratio": 1.390599254110214, - "calmar ratio": 1.7346481145643438, - "max drawdown": 58.72355573909551, - "profit/deviation ratio": 5.761846205424015 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=11, multiplier=3.1384283767210035, plot=False)": { - "winrate": 36.46888567293777, - "trades": 691, - "losses": 439, - "profits": 252, - "percentage year profit": 63.3725682346572, - "mean deviation": 11.013128398578083, - "Sharpe ratio": 0.7284128020251782, - "Sortino ratio": 0.9543706223871943, - "calmar ratio": 0.960156267395362, - "max drawdown": 66.00234814544244, - "profit/deviation ratio": 5.7542748927579295 - }, - "ticker: LTC/USDT 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strategy_supertrend(length=16, multiplier=4.594972986357222, plot=False)": { - "winrate": 40.909090909090914, - "trades": 374, - "losses": 221, - "profits": 153, - "percentage year profit": 80.88665135518906, - "mean deviation": 14.356947264468293, - "Sharpe ratio": 0.9750561440951409, - "Sortino ratio": 1.2780878168820908, - "calmar ratio": 1.3723596915891012, - "max drawdown": 58.93983323098604, - "profit/deviation ratio": 5.633972867990797 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=51, multiplier=5.054470284992944, plot=False)": { + "winrate": 45.85987261146497, + "trades": 314, + "losses": 170, + "profits": 144, + "percentage year profit": 93.62392019820014, + "mean deviation": 13.149177855908215, + "Sharpe ratio": 1.1580164059529485, + "Sortino ratio": 1.5279410914010898, + "calmar ratio": 1.9609860713470921, + "max drawdown": 47.74328668937742, + "profit/deviation ratio": 7.120134903045124 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=120, slow=160)": { - "winrate": 31.679389312977097, - "trades": 786, - "losses": 537, - "profits": 249, - "percentage year profit": 81.95975151167477, - "mean deviation": 14.558626222364254, - "Sharpe ratio": 1.4185285072794065, - "Sortino ratio": 2.0033282039677234, - "calmar ratio": 1.7594385380263766, - "max drawdown": 46.58290115869115, - "profit/deviation ratio": 5.629634984774332 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.019487171000000008, plot=False, step=0.002593742460100002)": { + "winrate": 44.21641791044777, + "trades": 536, + "losses": 299, + "profits": 237, + "percentage year profit": 93.59327356026002, + "mean deviation": 13.983809407455494, + "Sharpe ratio": 1.3704169416947536, + "Sortino ratio": 1.9322315990429613, + "calmar ratio": 1.84609126055691, + "max drawdown": 50.69807520351174, + "profit/deviation ratio": 6.6929740554358945 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 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strategy_macd(fast=60, slow=160)": { - "winrate": 31.949806949806952, - "trades": 1036, - "losses": 703, - "profits": 331, - "percentage year profit": 85.47745067732716, - "mean deviation": 15.287900233210165, - "Sharpe ratio": 1.4241054927649315, - "Sortino ratio": 2.0011369173099594, - "calmar ratio": 1.7268477171324037, - "max drawdown": 49.4991248094943, - "profit/deviation ratio": 5.591183182347242 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.017715610000000007, plot=False, step=0.004177248169415656)": { + "winrate": 40.45307443365696, + "trades": 618, + "losses": 368, + "profits": 250, + "percentage year profit": 93.42504511318144, + "mean deviation": 11.380033102765854, + "Sharpe ratio": 1.1027576100019818, + "Sortino ratio": 1.5428696484554076, + "calmar ratio": 1.5491534479952123, + "max drawdown": 60.30716016808051, + "profit/deviation ratio": 8.209558291221052 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04177248169415655, plot=False, step=0.003797498335832414)": { - "winrate": 42.17171717171717, - "trades": 792, - "losses": 458, - "profits": 334, - "percentage year profit": 91.05546763046758, - "mean deviation": 16.31213983770835, - "Sharpe ratio": 1.452748861818424, - "Sortino ratio": 2.038649204733286, - "calmar ratio": 1.890025753149631, - "max drawdown": 48.176839642914025, - "profit/deviation ratio": 5.582067621807472 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03452271214393103, plot=False, step=0.0034522712143931033)": { + "winrate": 43.802816901408455, + "trades": 710, + "losses": 399, + "profits": 311, + "percentage year profit": 93.08582153636806, + "mean deviation": 20.787558170563408, + "Sharpe ratio": 1.4741555260625727, + "Sortino ratio": 2.0708495424047504, + "calmar ratio": 1.9731892837408198, + "max drawdown": 47.17531273020788, + "profit/deviation ratio": 4.477958439013962 }, - 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step=0.007400249944258173)": { - "winrate": 39.15929203539823, - "trades": 1356, - "losses": 825, - "profits": 531, - "percentage year profit": 72.41103716355444, - "mean deviation": 14.1991833610339, - "Sharpe ratio": 0.6958704767290763, - "Sortino ratio": 0.9677067211583592, - "calmar ratio": 1.3739326066943467, - "max drawdown": 52.70348546263407, - "profit/deviation ratio": 5.099662094812325 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=21, multiplier=4.594972986357222, plot=False)": { + "winrate": 40.65040650406504, + "trades": 369, + "losses": 219, + "profits": 150, + "percentage year profit": 73.0879931796033, + "mean deviation": 10.846378840036541, + "Sharpe ratio": 1.0815101342429034, + "Sortino ratio": 1.4240317287345607, + "calmar ratio": 1.281361596744705, + "max drawdown": 57.03931924078505, + "profit/deviation ratio": 6.738469516648109 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.19194342495775094, plot=False, step=0.007400249944258173)": { - "winrate": 39.15929203539823, - "trades": 1356, - "losses": 825, - "profits": 531, - "percentage year profit": 72.41103716355444, - "mean deviation": 14.1991833610339, - "Sharpe ratio": 0.6958704767290763, - "Sortino ratio": 0.9677067211583592, - "calmar ratio": 1.3739326066943467, - "max drawdown": 52.70348546263407, - "profit/deviation ratio": 5.099662094812325 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.05559917313492239, plot=False, step=0.0017715610000000007)": { + "winrate": 41.88034188034188, + "trades": 468, + "losses": 272, + "profits": 196, + "percentage year profit": 72.60280558327572, + "mean deviation": 17.19371717527417, + "Sharpe ratio": 0.8883620558761939, + "Sortino ratio": 1.2425907940435286, + "calmar ratio": 1.2529259044910532, + "max drawdown": 57.946607475377775, + "profit/deviation ratio": 4.222635794410059 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.21113776745352605, plot=False, step=0.007400249944258173)": { - "winrate": 39.15929203539823, - "trades": 1356, - "losses": 825, - "profits": 531, - "percentage year profit": 72.41103716355444, - "mean deviation": 14.1991833610339, - "Sharpe ratio": 0.6958704767290763, - "Sortino ratio": 0.9677067211583592, - "calmar ratio": 1.3739326066943467, - "max drawdown": 52.70348546263407, - "profit/deviation ratio": 5.099662094812325 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.050544702849929436, plot=False, step=0.0017715610000000007)": { + "winrate": 41.88034188034188, + "trades": 468, + "losses": 272, + "profits": 196, + "percentage year profit": 72.50527995292262, + "mean deviation": 17.192245899540822, + "Sharpe ratio": 0.886934438044861, + "Sortino ratio": 1.2404589665185382, + "calmar ratio": 1.2512428787782097, + "max drawdown": 57.946607475377775, + "profit/deviation ratio": 4.217324506442705 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.768014904921995, plot=False, step=0.007400249944258173)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.23225154419887867, plot=False, step=0.007400249944258173)": { "winrate": 39.15929203539823, "trades": 1356, "losses": 825, @@ -24466,7 +24726,7 @@ "max drawdown": 52.70348546263407, "profit/deviation ratio": 5.099662094812325 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.5476369923749307, plot=False, step=0.007400249944258173)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.25547669861876654, plot=False, step=0.007400249944258173)": { "winrate": 39.15929203539823, "trades": 1356, "losses": 825, @@ -24479,7 +24739,7 @@ "max drawdown": 52.70348546263407, "profit/deviation ratio": 5.099662094812325 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.3740434344477362, plot=False, step=0.007400249944258173)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.2810243684806432, plot=False, step=0.007400249944258173)": { "winrate": 39.15929203539823, "trades": 1356, "losses": 825, @@ -24492,7 +24752,7 @@ "max drawdown": 52.70348546263407, "profit/deviation ratio": 5.099662094812325 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.718719477011626, plot=False, step=0.007400249944258173)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.30912680532870757, plot=False, step=0.007400249944258173)": { "winrate": 39.15929203539823, "trades": 1356, "losses": 825, @@ -24505,7 +24765,7 @@ "max drawdown": 52.70348546263407, "profit/deviation ratio": 5.099662094812325 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.903707252978516, plot=False, step=0.007400249944258173)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.728904836851033, plot=False, step=0.007400249944258173)": { "winrate": 39.15929203539823, "trades": 1356, "losses": 825, @@ -24518,7 +24778,7 @@ "max drawdown": 52.70348546263407, "profit/deviation ratio": 5.099662094812325 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.933485776104006, plot=False, step=0.007400249944258173)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.2912993816766534, plot=False, step=0.007400249944258173)": { "winrate": 39.15929203539823, "trades": 1356, "losses": 825, @@ -24531,7 +24791,7 @@ "max drawdown": 52.70348546263407, "profit/deviation ratio": 5.099662094812325 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.41144777789250986, plot=False, step=0.007400249944258173)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.0796505671840677, plot=False, step=0.007400249944258173)": { "winrate": 39.15929203539823, "trades": 1356, "losses": 825, @@ -24544,7 +24804,7 @@ "max drawdown": 52.70348546263407, "profit/deviation ratio": 5.099662094812325 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.179517789085849, plot=False, step=0.007400249944258173)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.052650622296294, plot=False, step=0.007400249944258173)": { "winrate": 39.15929203539823, "trades": 1356, "losses": 825, @@ -24557,7 +24817,7 @@ "max drawdown": 52.70348546263407, "profit/deviation ratio": 5.099662094812325 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.0671895716335977, plot=False, step=0.007400249944258173)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.394077978276369, plot=False, step=0.007400249944258173)": { "winrate": 39.15929203539823, "trades": 1356, "losses": 825, @@ -24570,7 +24830,7 @@ "max drawdown": 52.70348546263407, "profit/deviation ratio": 5.099662094812325 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.5624722518287508, plot=False, step=0.007400249944258173)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=6.526834353714407, plot=False, step=0.007400249944258173)": { "winrate": 39.15929203539823, "trades": 1356, "losses": 825, @@ -24583,7 +24843,7 @@ "max drawdown": 52.70348546263407, "profit/deviation ratio": 5.099662094812325 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.2876156239024747, plot=False, step=0.007400249944258173)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6024006916124238, plot=False, step=0.007400249944258173)": { "winrate": 39.15929203539823, "trades": 1356, "losses": 825, @@ -24596,7 +24856,7 @@ "max drawdown": 52.70348546263407, "profit/deviation ratio": 5.099662094812325 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.4525925556817609, plot=False, step=0.007400249944258173)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.0448163954141947, plot=False, step=0.007400249944258173)": { "winrate": 39.15929203539823, "trades": 1356, "losses": 825, @@ -24609,7 +24869,7 @@ "max drawdown": 52.70348546263407, "profit/deviation ratio": 5.099662094812325 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.497851811249937, plot=False, step=0.007400249944258173)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.3492980349556145, plot=False, step=0.007400249944258173)": { "winrate": 39.15929203539823, "trades": 1356, "losses": 825, @@ -24622,7 +24882,7 @@ "max drawdown": 52.70348546263407, "profit/deviation ratio": 5.099662094812325 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8017953205361363, plot=False, step=0.007400249944258173)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.457915684525924, plot=False, step=0.007400249944258173)": { "winrate": 39.15929203539823, "trades": 1356, "losses": 825, @@ -24635,1084 +24895,382 @@ "max drawdown": 52.70348546263407, "profit/deviation ratio": 5.099662094812325 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.6842278384511764, plot=False, step=0.007400249944258173)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: 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51.6370565449708, - "profit/deviation ratio": 4.31695643633013 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8017953205361363, plot=False, step=0.007400249944258173)": { + "winrate": 39.15929203539823, + "trades": 1356, + "losses": 825, + "profits": 531, + "percentage year profit": 72.41103716355444, + "mean deviation": 14.1991833610339, + "Sharpe ratio": 0.6958704767290763, + "Sortino ratio": 0.9677067211583592, + "calmar ratio": 1.3739326066943467, + "max drawdown": 52.70348546263407, + "profit/deviation ratio": 5.099662094812325 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.6842278384511764, plot=False, step=0.007400249944258173)": { + "winrate": 39.15929203539823, + "trades": 1356, + "losses": 825, + "profits": 531, + "percentage year profit": 72.41103716355444, + "mean deviation": 14.1991833610339, + "Sharpe ratio": 0.6958704767290763, + "Sortino ratio": 0.9677067211583592, + "calmar ratio": 1.3739326066943467, + "max drawdown": 52.70348546263407, + "profit/deviation ratio": 5.099662094812325 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=50, slow=140)": { "winrate": 33.21708805579773, @@ -25727,109 +25285,18 @@ "max drawdown": 55.022769580179556, "profit/deviation ratio": 4.304420545332554 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=140, slow=190)": { - "winrate": 29.49061662198391, - "trades": 746, - "losses": 526, - "profits": 220, - "percentage year profit": 46.01575499787223, - "mean deviation": 10.726898993772819, - "Sharpe ratio": 1.109309717734507, - "Sortino ratio": 1.569155020609351, - "calmar ratio": 1.115352712642371, - "max drawdown": 41.25668452346053, - "profit/deviation ratio": 4.28975373261045 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=16, multiplier=5.054470284992944, plot=False)": { - "winrate": 41.66666666666667, - "trades": 324, - "losses": 189, - "profits": 135, - "percentage year profit": 66.34673712019976, - "mean deviation": 15.499124566056688, - "Sharpe ratio": 1.036153835026348, - "Sortino ratio": 1.3663237338937269, - "calmar ratio": 1.2494164254203173, - "max drawdown": 53.10218096250816, - "profit/deviation ratio": 4.280676423847841 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04594972986357221, plot=False, step=0.0034522712143931033)": { - "winrate": 42.99191374663073, - "trades": 742, - "losses": 423, - "profits": 319, - "percentage year profit": 85.97344909207874, - "mean deviation": 20.127287232918626, - "Sharpe ratio": 1.3930788162878482, - "Sortino ratio": 1.9556873625772526, - "calmar ratio": 1.7931348185954514, - "max drawdown": 47.94589241171563, - "profit/deviation ratio": 4.2714871655166355 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04594972986357221, plot=False, step=0.004594972986357222)": { - "winrate": 39.740820734341256, - "trades": 926, - "losses": 558, - "profits": 368, - "percentage year profit": 99.25755288366251, - "mean deviation": 23.44711454544997, - "Sharpe ratio": 1.3396399031177588, - "Sortino ratio": 1.8952127139122386, - "calmar ratio": 1.712926362091891, - "max drawdown": 57.946187927451476, - "profit/deviation ratio": 4.2332523556901345 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.05559917313492239, plot=False, step=0.0017715610000000007)": { - "winrate": 41.88034188034188, - "trades": 468, - "losses": 272, - "profits": 196, - "percentage year profit": 72.60280558327572, - "mean deviation": 17.19371717527417, - "Sharpe ratio": 0.8883620558761939, - "Sortino ratio": 1.2425907940435286, - "calmar ratio": 1.2529259044910532, - "max drawdown": 57.946607475377775, - "profit/deviation ratio": 4.222635794410059 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.02853116706110002, plot=False, step=0.003797498335832414)": { - "winrate": 41.59891598915989, - "trades": 738, - "losses": 431, - "profits": 307, - "percentage year profit": 83.42684960249048, - "mean deviation": 19.7582502693993, - "Sharpe ratio": 1.2957182949819153, - "Sortino ratio": 1.819722187868459, - "calmar ratio": 1.909502507055965, - "max drawdown": 43.690358768429384, - "profit/deviation ratio": 4.222380446901124 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=36, multiplier=3.797498335832415, plot=False)": { - "winrate": 39.603960396039604, - "trades": 505, - "losses": 305, - "profits": 200, - "percentage year profit": 35.05915695235979, - "mean deviation": 8.306969921577222, - "Sharpe ratio": 0.6349775328028028, - "Sortino ratio": 0.8531019255899943, - "calmar ratio": 0.5333520459648154, - "max drawdown": 65.73361294403396, - "profit/deviation ratio": 4.220450691809319 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.050544702849929436, plot=False, step=0.0017715610000000007)": { - "winrate": 41.88034188034188, - "trades": 468, - "losses": 272, - "profits": 196, - "percentage year profit": 72.50527995292262, - "mean deviation": 17.192245899540822, - "Sharpe ratio": 0.886934438044861, - "Sortino ratio": 1.2404589665185382, - "calmar ratio": 1.2512428787782097, - "max drawdown": 57.946607475377775, - "profit/deviation ratio": 4.217324506442705 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.1586309297171495, plot=False, step=0.007400249944258173)": { + "winrate": 39.15929203539823, + "trades": 1356, + "losses": 825, + "profits": 531, + "percentage year profit": 72.35518865863615, + "mean deviation": 14.207624193110838, + "Sharpe ratio": 0.6955263638792849, + "Sortino ratio": 0.9672216334646171, + "calmar ratio": 1.3728729328525118, + "max drawdown": 52.70348546263407, + "profit/deviation ratio": 5.092701473179492 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04594972986357221, plot=False, step=0.0017715610000000007)": { "winrate": 41.88034188034188, @@ -25844,57 +25311,135 @@ "max drawdown": 57.946607475377775, "profit/deviation ratio": 4.212710178323513 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=50, slow=180)": { - "winrate": 32.313231323132314, - "trades": 1111, - "losses": 751, - "profits": 359, - "percentage year profit": 63.75845735766153, - "mean deviation": 15.145961823288337, - "Sharpe ratio": 1.1405152875725624, - "Sortino ratio": 1.5956593754625417, - "calmar ratio": 1.317967884725425, - "max drawdown": 48.37633609785906, - "profit/deviation ratio": 4.20960108717737 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.14420993610649954, plot=False, step=0.007400249944258173)": { + "winrate": 39.15929203539823, + "trades": 1356, + "losses": 825, + "profits": 531, + "percentage year profit": 72.24130869680512, + "mean deviation": 14.21553544659983, + "Sharpe ratio": 0.6948889415609409, + "Sortino ratio": 0.9663134353197402, + "calmar ratio": 1.3707121656692527, + "max drawdown": 52.70348546263407, + "profit/deviation ratio": 5.081856323187903 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=31, multiplier=4.177248169415656, plot=False)": { - "winrate": 41.27358490566038, - "trades": 424, - "losses": 249, - "profits": 175, - "percentage year profit": 40.30012835511383, - "mean deviation": 9.622597951535026, - "Sharpe ratio": 0.7245648289611774, - "Sortino ratio": 0.9391522628390861, - "calmar ratio": 0.7537644315185228, - "max drawdown": 53.46514994601932, - "profit/deviation ratio": 4.188071512297261 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.019487171000000008, plot=False, step=0.003138428376721003)": { + "winrate": 40.4040404040404, + "trades": 594, + "losses": 354, + "profits": 240, + "percentage year profit": 72.18695007549012, + "mean deviation": 13.848970482465282, + "Sharpe ratio": 1.0116114126162887, + "Sortino ratio": 1.4200752627086854, + "calmar ratio": 1.3058907656607615, + "max drawdown": 55.27793899282578, + "profit/deviation ratio": 5.21244161556188 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.02853116706110002, plot=False, step=0.0034522712143931033)": { - "winrate": 42.19653179190752, - "trades": 692, - "losses": 400, - "profits": 292, - "percentage year profit": 90.01163485710319, - "mean deviation": 21.549880492633573, - "Sharpe ratio": 1.293715823892294, - "Sortino ratio": 1.814517173461589, - "calmar ratio": 2.035048905029034, - "max drawdown": 44.230698650369284, - "profit/deviation ratio": 4.176897170630343 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=6, multiplier=3.4522712143931042, plot=False)": { + "winrate": 38.08724832214765, + "trades": 596, + "losses": 369, + "profits": 227, + "percentage year profit": 72.13334904533058, + "mean deviation": 10.144396703365729, + "Sharpe ratio": 1.200081532585125, + "Sortino ratio": 1.62365527309706, + "calmar ratio": 1.3396057127142784, + "max drawdown": 53.84670157846344, + "profit/deviation ratio": 7.110659327961615 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0672749994932561, plot=False, step=0.019194342495775094)": { - "winrate": 39.63093145869948, - "trades": 2276, - "losses": 1374, - "profits": 902, - "percentage year profit": 101.30096692845613, - "mean deviation": 24.375267184603565, - "Sharpe ratio": 0.3691957672500267, - "Sortino ratio": 0.5112728705546565, - "calmar ratio": 1.3234982214827118, - "max drawdown": 76.54031209423833, - "profit/deviation ratio": 4.155891550285941 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04177248169415655, plot=False, step=0.0034522712143931033)": { + "winrate": 42.934782608695656, + "trades": 736, + "losses": 420, + "profits": 316, + "percentage year profit": 72.11959514189378, + "mean deviation": 22.019105152260003, + "Sharpe ratio": 1.2898834918268967, + "Sortino ratio": 1.8026081719881553, + "calmar ratio": 1.5041871475161297, + "max drawdown": 47.94589241171563, + "profit/deviation ratio": 3.275319076011204 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.09849732675807629, plot=False, step=0.007400249944258173)": { + "winrate": 39.27514792899408, + "trades": 1352, + "losses": 821, + "profits": 531, + "percentage year profit": 71.53917637416404, + "mean deviation": 14.044276178752446, + "Sharpe ratio": 0.7161153723145749, + "Sortino ratio": 0.9954264000039207, + "calmar ratio": 1.3080938508199909, + "max drawdown": 54.68963586161577, + "profit/deviation ratio": 5.093831498585559 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=60, slow=190)": { + "winrate": 31.804878048780488, + "trades": 1025, + "losses": 699, + "profits": 326, + "percentage year profit": 71.53581866990748, + "mean deviation": 15.692531536651314, + "Sharpe ratio": 1.3781695105149911, + "Sortino ratio": 1.9447957775876925, + "calmar ratio": 1.5641652459811133, + "max drawdown": 45.73418240413408, + "profit/deviation ratio": 4.558590084896702 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=20, slow=200)": { + "winrate": 31.8448883666275, + "trades": 1702, + "losses": 1160, + "profits": 542, + "percentage year profit": 71.44000968398736, + "mean deviation": 19.631847015866466, + "Sharpe ratio": 1.4560941442278896, + "Sortino ratio": 2.030898326940383, + "calmar ratio": 1.5375549222619973, + "max drawdown": 46.46338719327652, + "profit/deviation ratio": 3.638985655616077 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.11918176537727232, plot=False, step=0.007400249944258173)": { + "winrate": 39.21713441654357, + "trades": 1354, + "losses": 823, + "profits": 531, + "percentage year profit": 71.43043345573021, + "mean deviation": 14.099396367925799, + "Sharpe ratio": 0.6988503426790191, + "Sortino ratio": 0.9715524606829747, + "calmar ratio": 1.355326556274409, + "max drawdown": 52.70348546263407, + "profit/deviation ratio": 5.066205076568008 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.13109994191499957, plot=False, step=0.007400249944258173)": { + "winrate": 39.15929203539823, + "trades": 1356, + "losses": 825, + "profits": 531, + "percentage year profit": 71.22975068868284, + "mean deviation": 14.378570422622088, + "Sharpe ratio": 0.6830568854182563, + "Sortino ratio": 0.949707975425389, + "calmar ratio": 1.3515187859668902, + "max drawdown": 52.70348546263407, + "profit/deviation ratio": 4.953882659754246 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03797498335832414, plot=False, step=0.003138428376721003)": { + "winrate": 41.133720930232556, + "trades": 688, + "losses": 405, + "profits": 283, + "percentage year profit": 70.54221794144617, + "mean deviation": 19.32183909550268, + "Sharpe ratio": 1.097306492303873, + "Sortino ratio": 1.538977494577933, + "calmar ratio": 1.3969430168549013, + "max drawdown": 50.49756295733951, + "profit/deviation ratio": 3.65090598222948 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=26, multiplier=6.115909044841463, plot=False)": { "winrate": 43.08943089430895, @@ -25904,179 +25449,114 @@ "percentage year profit": 70.35410680692192, "mean deviation": 16.99204905012811, "Sharpe ratio": 0.8046499822003315, - "Sortino ratio": 1.0467892969964445, - "calmar ratio": 1.2306182189239288, - "max drawdown": 57.16972634164365, - "profit/deviation ratio": 4.140413354467777 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=160, slow=170)": { - "winrate": 30.136986301369863, - "trades": 730, - "losses": 510, - "profits": 220, - "percentage year profit": 50.08244184353914, - "mean deviation": 12.096219477587807, - "Sharpe ratio": 1.223132444366124, - "Sortino ratio": 1.7377855815300216, - "calmar ratio": 1.2594735009904807, - "max drawdown": 39.76458560196231, - "profit/deviation ratio": 4.140338387240178 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.02853116706110002, plot=False, step=0.006727499949325611)": { - "winrate": 37.970711297071134, - "trades": 956, - "losses": 593, - "profits": 363, - "percentage year profit": 86.08708037363995, - "mean deviation": 20.814149255115893, - "Sharpe ratio": 1.1747482544952828, - "Sortino ratio": 1.6481671647709144, - "calmar ratio": 1.7472935527012168, - "max drawdown": 49.268813612088366, - "profit/deviation ratio": 4.135988423955434 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=60, slow=140)": { - "winrate": 32.31763619575254, - "trades": 1083, - "losses": 733, - "profits": 350, - "percentage year profit": 64.50725185187689, - "mean deviation": 15.600897003136199, - "Sharpe ratio": 1.2013515402417294, - "Sortino ratio": 1.6859678230209647, - "calmar ratio": 1.3810511129786518, - "max drawdown": 46.70880841821098, - "profit/deviation ratio": 4.134842492640597 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=30, window_dev=0.5)": { - "winrate": 31.43203883495146, - "trades": 1648, - "losses": 1129, - "profits": 518, - "percentage year profit": 56.04766360899849, - "mean deviation": 13.594152173051677, - "Sharpe ratio": 1.0222028668709722, - "Sortino ratio": 1.4104268545344825, - "calmar ratio": 1.264281095523715, - "max drawdown": 44.3316472953994, - "profit/deviation ratio": 4.1229245410467295 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=11, multiplier=4.594972986357222, plot=False)": { - "winrate": 39.63254593175853, - "trades": 381, - "losses": 230, - "profits": 151, - "percentage year profit": 77.29737479273983, - "mean deviation": 18.836541438235965, - "Sharpe ratio": 1.0189644641564077, - "Sortino ratio": 1.351305053942848, - "calmar ratio": 1.132138450448311, - "max drawdown": 68.27554948083528, - "profit/deviation ratio": 4.103586374717136 + "Sortino ratio": 1.0467892969964445, + "calmar ratio": 1.2306182189239288, + "max drawdown": 57.16972634164365, + "profit/deviation ratio": 4.140413354467777 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.05559917313492239, plot=False, step=0.003797498335832414)": { - "winrate": 41.56479217603912, - "trades": 818, - "losses": 478, - "profits": 340, - "percentage year profit": 60.42732810860099, - "mean deviation": 14.822374674544145, - "Sharpe ratio": 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plot=False)": { + "winrate": 42.33870967741936, + "trades": 248, + "losses": 143, + "profits": 105, + "percentage year profit": 67.10106988794861, + "mean deviation": 15.285271916474521, + "Sharpe ratio": 0.819946682432307, + "Sortino ratio": 1.0680185217425913, + "calmar ratio": 1.3251313304668935, + "max drawdown": 50.637297862624976, + "profit/deviation ratio": 4.389916663217933 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.13109994191499957, plot=False, step=0.014420993610649954)": { + "winrate": 40.04504504504504, + "trades": 2220, + "losses": 1331, + "profits": 889, + "percentage year profit": 67.06093569921607, + "mean deviation": 13.098377652329074, + "Sharpe ratio": 0.701354791117389, + "Sortino ratio": 0.9940330015089279, + "calmar ratio": 1.2821963453637493, + "max drawdown": 52.301611950228576, + "profit/deviation ratio": 5.119789448679677 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=150, window_dev=0.5)": { + "winrate": 32.01058201058201, + "trades": 378, + "losses": 257, + "profits": 121, + "percentage year profit": 66.99099413295448, + "mean deviation": 8.466704609170668, + "Sharpe ratio": 1.0389825729060662, + "Sortino ratio": 1.3747996022658588, + "calmar ratio": 1.5742082923462686, + "max drawdown": 42.55535589455458, + "profit/deviation ratio": 7.912286683580945 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.031384283767210024, plot=False, step=0.0028531167061100022)": { + "winrate": 40.625, + "trades": 640, + "losses": 380, + "profits": 260, + "percentage year profit": 66.97528433481754, + "mean deviation": 14.205005025732465, + "Sharpe ratio": 0.9359172305501645, + "Sortino ratio": 1.3100956310484606, + "calmar ratio": 1.442891731609444, + "max drawdown": 46.417401158790575, + "profit/deviation ratio": 4.714907471943259 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=30, slow=80)": { + "winrate": 34.804862444017914, + "trades": 1563, + "losses": 1017, + "profits": 544, + "percentage year profit": 66.79567486816956, + "mean deviation": 19.078866373051394, + "Sharpe ratio": 1.4857530249095818, + "Sortino ratio": 2.040065164406343, + "calmar ratio": 1.4464810512769282, + "max drawdown": 46.17805038593731, + "profit/deviation ratio": 3.501029545577059 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0672749994932561, plot=False, step=0.021113776745352607)": { + "winrate": 38.59427609427609, + "trades": 2376, + "losses": 1459, + "profits": 917, + "percentage year profit": 66.37784875585415, + "mean deviation": 26.14720605028065, + "Sharpe ratio": 0.12852197593885212, + "Sortino ratio": 0.17822059895980896, + "calmar ratio": 0.8017521116955462, + "max drawdown": 82.79098712378594, + "profit/deviation ratio": 2.5386210912252203 + }, + "ticker: LTC/USDT 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LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03452271214393103, plot=False, step=0.008140274938683991)": { - "winrate": 39.224137931034484, - "trades": 1160, - "losses": 705, - "profits": 455, - "percentage year profit": 84.62502340045734, - "mean deviation": 21.771045936360075, - "Sharpe ratio": 1.0051343859310837, - "Sortino ratio": 1.42176574939441, - "calmar ratio": 1.5971976638063958, - "max drawdown": 52.9834380040235, - "profit/deviation ratio": 3.8870444556420742 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.07400249944258172, plot=False, step=0.003797498335832414)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0814027493868399, plot=False, step=0.003797498335832414)": { "winrate": 41.28329297820823, "trades": 826, "losses": 485, "profits": 341, - "percentage year profit": 57.477987653323545, - "mean deviation": 14.87337946599584, - "Sharpe 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LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=50, slow=200)": { "winrate": 32.1880650994575, @@ -27573,6 +27885,643 @@ "max drawdown": 53.71745775503201, "profit/deviation ratio": 3.8034568836786646 }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=70, slow=110)": { + "winrate": 32.399626517273575, + "trades": 1071, + "losses": 724, + "profits": 347, + "percentage year profit": 56.14813561409833, + "mean deviation": 14.97415867846668, + "Sharpe ratio": 1.0688360670046793, + "Sortino ratio": 1.4977912644536329, + "calmar ratio": 1.1885419392884218, + "max drawdown": 47.2411900313035, + "profit/deviation ratio": 3.749668800748128 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=30, window_dev=0.5)": { + "winrate": 31.43203883495146, + "trades": 1648, + "losses": 1129, + "profits": 518, + "percentage year profit": 56.04766360899849, + "mean deviation": 13.594152173051677, + 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step=0.003138428376721003)": { - "winrate": 41.133720930232556, - "trades": 688, - "losses": 405, - "profits": 283, - "percentage year profit": 70.54221794144617, - "mean deviation": 19.32183909550268, - "Sharpe ratio": 1.097306492303873, - "Sortino ratio": 1.538977494577933, - "calmar ratio": 1.3969430168549013, - "max drawdown": 50.49756295733951, - "profit/deviation ratio": 3.65090598222948 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=150, window_dev=1)": { - "winrate": 36.47540983606557, - "trades": 244, - "losses": 155, - "profits": 89, - "percentage year profit": 65.71398683575728, - "mean deviation": 18.028958561064343, - "Sharpe ratio": 1.4773797142365315, - "Sortino ratio": 1.979024957384087, - "calmar ratio": 1.3663329296862317, - "max drawdown": 48.095149731074706, - "profit/deviation ratio": 3.644913077656874 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=200, window_dev=0.5)": { - "winrate": 28.37837837837838, - "trades": 296, - "losses": 212, - "profits": 84, - "percentage year profit": 64.57927476180114, - "mean deviation": 17.746230589478262, - "Sharpe ratio": 1.2329397746800221, - "Sortino ratio": 1.644194369198946, - "calmar ratio": 1.1653404866832087, - "max drawdown": 55.41665762047505, - "profit/deviation ratio": 3.639041791787051 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=20, slow=200)": { - "winrate": 31.8448883666275, - "trades": 1702, - "losses": 1160, - "profits": 542, - "percentage year profit": 71.44000968398736, - "mean deviation": 19.631847015866466, - "Sharpe ratio": 1.4560941442278896, - "Sortino ratio": 2.030898326940383, - "calmar ratio": 1.5375549222619973, - "max drawdown": 46.46338719327652, - "profit/deviation ratio": 3.638985655616077 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03452271214393103, plot=False, step=0.004177248169415656)": { - "winrate": 41.32029339853301, - "trades": 818, - "losses": 480, - "profits": 338, - "percentage year profit": 77.67522339247499, - "mean deviation": 21.423729322026528, - "Sharpe ratio": 1.2285636775202557, - "Sortino ratio": 1.7178060836356754, - "calmar ratio": 1.4156130189995753, - "max drawdown": 54.87037936919277, - "profit/deviation ratio": 3.6256630311611633 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04177248169415655, plot=False, step=0.004177248169415656)": { - "winrate": 40.50925925925926, - "trades": 864, - "losses": 514, - "profits": 350, - "percentage year profit": 61.12032337595239, - "mean deviation": 16.958730209991728, - "Sharpe ratio": 1.2369370935280337, - "Sortino ratio": 1.739077355384736, - "calmar ratio": 1.0123087400311255, - "max drawdown": 60.3771566509177, - "profit/deviation ratio": 3.604062486939121 - }, - 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41.57608695652174, - "trades": 368, - "losses": 215, - "profits": 153, - "percentage year profit": 37.53572233425515, - "mean deviation": 11.345451336126013, - "Sharpe ratio": 0.7013652709256827, - "Sortino ratio": 0.9061825882113783, - "calmar ratio": 0.6549172073867723, - "max drawdown": 57.313690816017605, - "profit/deviation ratio": 3.3084380005874667 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=11, multiplier=5.559917313492239, plot=False)": { - "winrate": 41.17647058823529, - "trades": 289, - "losses": 170, - "profits": 119, - "percentage year profit": 62.4305802215517, - "mean deviation": 18.875875374410313, - "Sharpe ratio": 0.9136288071671808, - "Sortino ratio": 1.2027391269967336, - "calmar ratio": 0.9017485078906665, - "max drawdown": 69.23280679175924, - "profit/deviation ratio": 3.307427019050344 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=16, multiplier=6.115909044841463, plot=False)": { - "winrate": 40.725806451612904, - "trades": 248, - "losses": 147, - "profits": 101, - "percentage year profit": 49.531549261467745, - "mean deviation": 15.059224432445417, - "Sharpe ratio": 0.8827744002644979, - "Sortino ratio": 1.1629135703866882, - "calmar ratio": 0.896832780343575, - "max drawdown": 55.229414387030204, - "profit/deviation ratio": 3.289116878738521 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=60, slow=120)": { - "winrate": 31.8942731277533, - "trades": 1135, - "losses": 773, - "profits": 362, - "percentage year profit": 45.80323080642885, - "mean deviation": 13.959153754298848, - "Sharpe ratio": 1.1143551472703572, - "Sortino ratio": 1.565285461908044, - "calmar ratio": 0.9457567656420042, - "max drawdown": 48.43024387495281, - "profit/deviation ratio": 3.2812326314783467 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04177248169415655, plot=False, step=0.0034522712143931033)": { - "winrate": 42.934782608695656, - "trades": 736, - "losses": 420, - "profits": 316, - "percentage year profit": 72.11959514189378, - "mean deviation": 22.019105152260003, - "Sharpe ratio": 1.2898834918268967, - "Sortino ratio": 1.8026081719881553, - "calmar ratio": 1.5041871475161297, - "max drawdown": 47.94589241171563, - "profit/deviation ratio": 3.275319076011204 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.06115909044841463, plot=False, step=0.02810243684806433)": { - "winrate": 37.8302642113691, - "trades": 2498, - "losses": 1553, - "profits": 945, - "percentage year profit": 65.56836216997155, - "mean deviation": 20.055639942804625, - "Sharpe ratio": 0.3938082776726054, - "Sortino ratio": 0.554867700774323, - "calmar ratio": 1.0016716812422155, - "max drawdown": 65.45893569503477, - "profit/deviation ratio": 3.269322861646983 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.06115909044841463, plot=False, step=0.005559917313492239)": { - "winrate": 39.097744360902254, - "trades": 1064, - "losses": 648, - "profits": 416, - "percentage year profit": 54.21595976948106, - "mean deviation": 16.687972520458715, - "Sharpe ratio": 0.7297012895652343, - "Sortino ratio": 1.0167805805063872, - "calmar ratio": 0.8529260289863592, - "max drawdown": 63.56466789261057, - "profit/deviation ratio": 3.2488044729828442 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.031384283767210024, plot=False, step=0.003138428376721003)": { - "winrate": 40.26548672566372, - "trades": 678, - "losses": 405, - "profits": 273, - "percentage year profit": 52.913583224632156, - "mean deviation": 16.328192860278065, - "Sharpe ratio": 1.006038076487395, - "Sortino ratio": 1.4152261782009967, - "calmar ratio": 1.066421211518725, - "max drawdown": 49.61790205698947, - "profit/deviation ratio": 3.2406270355463604 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03452271214393103, plot=False, step=0.007400249944258173)": { - "winrate": 38.16725978647687, - "trades": 1124, - "losses": 695, - "profits": 429, - "percentage year profit": 62.59251629672351, - "mean deviation": 19.46137261443669, - "Sharpe ratio": 0.930979611208172, - "Sortino ratio": 1.3150282172498509, - "calmar ratio": 1.325711061884512, - "max drawdown": 47.2142973656323, - "profit/deviation ratio": 3.2162436605469233 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.05559917313492239, plot=False, step=0.049785181124993715)": { - "winrate": 35.833333333333336, - "trades": 2640, - "losses": 1693, - "profits": 946, - "percentage year profit": 49.7542918917181, - "mean deviation": 15.549268899538058, - "Sharpe ratio": 0.5459402012632949, - "Sortino ratio": 0.7730543595945314, - "calmar ratio": 0.770499500706568, - "max drawdown": 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strategy_parabolic_SAR(max_step=0.0895430243255239, plot=False, step=0.017449402268886447)": { - "winrate": 38.42940685045948, - "trades": 2394, - "losses": 1474, - "profits": 920, - "percentage year profit": 63.690010284661945, - "mean deviation": 20.593170100016295, - "Sharpe ratio": 0.10704182564190616, - "Sortino ratio": 0.14905581705301993, - "calmar ratio": 0.7909320310286153, - "max drawdown": 80.52526359544754, - "profit/deviation ratio": 3.092773476610653 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=20, slow=170)": { - "winrate": 32.32733604178758, - "trades": 1723, - "losses": 1166, - "profits": 557, - "percentage year profit": 62.51364545956935, - "mean deviation": 20.295548209626173, - "Sharpe ratio": 1.4615702237919463, - "Sortino ratio": 2.0432302245372793, - "calmar ratio": 1.3370370799891722, - "max drawdown": 46.755356597945365, - "profit/deviation ratio": 3.0801654044466336 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.031384283767210024, plot=False, step=0.005559917313492239)": { - "winrate": 38.81578947368421, - "trades": 912, - "losses": 558, - "profits": 354, - "percentage year profit": 60.254322391779965, - "mean deviation": 19.823615236030662, - "Sharpe ratio": 1.025632803801803, - "Sortino ratio": 1.4245586708114062, - "calmar ratio": 0.9194789326790974, - "max drawdown": 65.53094394040784, - "profit/deviation ratio": 3.039522391569826 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=10, slow=40)": { - "winrate": 35.83213773314204, - "trades": 2788, - "losses": 1788, - "profits": 999, - "percentage year profit": 49.296660174544456, - "mean deviation": 16.22460515841353, - "Sharpe ratio": 0.9258950321935194, - "Sortino ratio": 1.2692791720923753, - "calmar ratio": 1.0821999387989776, - "max drawdown": 45.55226664423374, - "profit/deviation ratio": 3.038388897185635 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=170, window_dev=0.5)": { - "winrate": 31.176470588235293, - "trades": 340, - "losses": 234, - "profits": 106, - "percentage year profit": 45.28724325447766, - "mean deviation": 14.986925446672403, - "Sharpe ratio": 1.271385563740121, - "Sortino ratio": 1.7081457505975863, - "calmar ratio": 0.9667730133384125, - "max drawdown": 46.843718876775434, - "profit/deviation ratio": 3.021783448221058 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=40, slow=70)": { - "winrate": 34.44130127298444, - "trades": 1414, - "losses": 927, - "profits": 487, - "percentage year profit": 59.69182523457588, - "mean deviation": 19.77181314742152, - "Sharpe ratio": 1.3312258868206293, - "Sortino ratio": 1.830334499902295, - "calmar ratio": 1.1557333002227776, - "max drawdown": 51.64844278785578, - "profit/deviation ratio": 3.019036483376863 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03452271214393103, plot=False, step=0.005559917313492239)": { - "winrate": 38.62212943632568, - "trades": 958, - "losses": 588, - "profits": 370, - "percentage year profit": 58.71127287831581, - "mean deviation": 19.523368836421326, - "Sharpe ratio": 0.9357072076846459, - "Sortino ratio": 1.3013918995896883, - "calmar ratio": 0.9050608240124972, - "max drawdown": 64.86997483553118, - "profit/deviation ratio": 3.0072306357696057 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.1586309297171495, plot=False, step=0.014420993610649954)": { - "winrate": 39.87455197132617, - "trades": 2232, - "losses": 1342, - "profits": 890, - "percentage year profit": 35.47728447243139, - "mean deviation": 11.875708758416833, - "Sharpe ratio": 0.59421615305337, - "Sortino ratio": 0.8419797590738145, - "calmar ratio": 0.7180824801861962, - "max drawdown": 49.40558424880699, - "profit/deviation ratio": 2.9873824959952047 - }, 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"losses": 1344, + "profits": 890, + "percentage year profit": 42.60152337439833, + "mean deviation": 11.571122315632108, + "Sharpe ratio": 0.6367024517274255, + "Sortino ratio": 0.9037002547369868, + "calmar ratio": 0.8685333795789318, + "max drawdown": 49.04995521882154, + "profit/deviation ratio": 3.681710573298965 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=76, multiplier=6.72749994932561, plot=False)": { + "winrate": 39.81900452488688, + "trades": 221, + "losses": 133, + "profits": 88, + "percentage year profit": 42.308285223253606, + "mean deviation": 25.322690725772212, + "Sharpe ratio": 0.5076627786518993, + "Sortino ratio": 0.6588341115329005, + "calmar ratio": 0.5626416778863963, + "max drawdown": 75.19578958705601, + "profit/deviation ratio": 1.670765783992863 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=180, window_dev=1.5)": { "winrate": 36.53846153846153, @@ -29094,58 +29445,6 @@ "max drawdown": 62.78562150662837, "profit/deviation ratio": 2.9525218123337402 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=21, multiplier=6.72749994932561, plot=False)": { - "winrate": 39.08629441624365, - "trades": 197, - "losses": 120, - "profits": 77, - "percentage year profit": 45.972908340837094, - "mean deviation": 15.641300718065754, - "Sharpe ratio": 0.6466294419681904, - "Sortino ratio": 0.8288074267809787, - "calmar ratio": 0.7200005636289135, - "max drawdown": 63.85121160062233, - "profit/deviation ratio": 2.9391998254811527 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.10834705943388392, plot=False, step=0.01586309297171495)": { - "winrate": 39.130434782608695, - "trades": 2346, - "losses": 1428, - "profits": 918, - "percentage year profit": 56.74669115209476, - "mean deviation": 19.3277324451332, - "Sharpe ratio": 0.15229677075220896, - "Sortino ratio": 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interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.07400249944258172, plot=False, step=0.019194342495775094)": { - "winrate": 39.57805907172996, - "trades": 2370, - "losses": 1432, - "profits": 938, - "percentage year profit": 61.4676287256287, - "mean deviation": 22.417090466488258, - "Sharpe ratio": 0.26090725075546173, - "Sortino ratio": 0.36153328283296376, - "calmar ratio": 0.8154302589012535, - "max drawdown": 75.3806080344049, - "profit/deviation ratio": 2.7419985130326276 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.05559917313492239, plot=False, step=0.037404343444773634)": { - "winrate": 37.47967479674797, - "trades": 2460, - "losses": 1537, - "profits": 922, - "percentage year profit": 46.96273215446638, - "mean deviation": 17.179545110476447, - "Sharpe ratio": 0.5256278085138074, - "Sortino ratio": 0.7403374977690771, - "calmar ratio": 0.7032511362701823, - "max drawdown": 66.77946146456527, - 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drawdown": 62.01222496872178, - "profit/deviation ratio": 2.6864286125413797 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.11918176537727232, plot=False, step=0.006115909044841464)": { + "winrate": 38.095238095238095, + "trades": 1176, + "losses": 728, + "profits": 448, + "percentage year profit": 41.7831449998312, + "mean deviation": 16.78724680457877, + "Sharpe ratio": 0.7876631004240913, + "Sortino ratio": 1.11406743853154, + "calmar ratio": 0.7960484561783092, + "max drawdown": 52.488192993206525, + "profit/deviation ratio": 2.488981396784774 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=31, multiplier=7.400249944258172, plot=False)": { - "winrate": 37.19512195121951, - "trades": 164, - "losses": 103, - "profits": 61, - "percentage year profit": 50.870419723512825, - "mean deviation": 18.978890851218516, - "Sharpe ratio": 0.8329987963122844, - "Sortino ratio": 1.0808121622940454, - "calmar 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step=0.006115909044841464)": { - "winrate": 37.826086956521735, - "trades": 920, - "losses": 572, - "profits": 348, - "percentage year profit": 52.00161555604777, - "mean deviation": 19.653554218854765, - "Sharpe ratio": 1.0022473455078242, - "Sortino ratio": 1.4096673677523317, - "calmar ratio": 0.9589654310453389, - "max drawdown": 54.226788445713204, - "profit/deviation ratio": 2.6459140660756253 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=10, slow=100)": { - "winrate": 33.31987075928918, - "trades": 2476, - "losses": 1648, - "profits": 825, - "percentage year profit": 56.616466591840855, - "mean deviation": 21.443221965865234, - "Sharpe ratio": 1.5250980870587727, - "Sortino ratio": 2.1622854597778263, - "calmar ratio": 0.9536542675700798, - "max drawdown": 59.367916148585124, - "profit/deviation ratio": 2.640296625291048 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=170, window_dev=1)": { - "winrate": 33.92857142857143, - "trades": 224, - "losses": 148, - "profits": 76, - "percentage year profit": 53.42891125788003, - "mean deviation": 20.245462453679426, - "Sharpe ratio": 1.0604531706297446, - "Sortino ratio": 1.4049697714926723, - "calmar ratio": 0.8828250233195901, - "max drawdown": 60.520386086222565, - "profit/deviation ratio": 2.639056103565064 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0672749994932561, plot=False, step=0.004177248169415656)": { - "winrate": 40.090090090090094, - "trades": 888, - "losses": 532, - "profits": 356, - "percentage year profit": 45.13972809139013, - "mean deviation": 17.118644842278993, - "Sharpe ratio": 1.1136595724497937, - "Sortino ratio": 1.564232839117056, - "calmar ratio": 0.748867123901236, - "max drawdown": 60.2773531520972, - "profit/deviation ratio": 2.636875086041023 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=10, slow=110)": { - "winrate": 33.15768139440616, - "trades": 2467, - "losses": 1648, - "profits": 818, - "percentage year profit": 58.21262009512667, - "mean deviation": 22.127550916352217, - "Sharpe ratio": 1.499389131934632, - "Sortino ratio": 2.1273712681111574, - "calmar ratio": 1.0713519975892263, - "max drawdown": 54.33566206635882, - "profit/deviation ratio": 2.630775557366706 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=36, multiplier=4.177248169415656, plot=False)": { - "winrate": 41.33016627078385, - "trades": 421, - "losses": 247, - "profits": 174, - "percentage year profit": 33.266983232774194, - "mean deviation": 12.693415198806226, - "Sharpe ratio": 0.495733429763965, - "Sortino ratio": 0.6493328807016931, - "calmar ratio": 0.51153104989043, - "max drawdown": 65.03414258020112, - "profit/deviation ratio": 2.620806356031184 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=80, window_dev=0.5)": { - "winrate": 30.37249283667622, - "trades": 698, - "losses": 486, - "profits": 212, - "percentage year profit": 38.30336354810833, - "mean deviation": 14.666241590614082, - "Sharpe ratio": 0.7312878006580077, - "Sortino ratio": 0.9749047210658778, - "calmar ratio": 0.5705602310774237, - "max drawdown": 67.13290107124668, - "profit/deviation ratio": 2.6116686617668456 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03452271214393103, plot=False, step=0.006727499949325611)": { - "winrate": 37.77777777777778, - "trades": 1080, - "losses": 672, - "profits": 408, - "percentage year profit": 50.631618304695756, - "mean deviation": 19.5620860011959, - "Sharpe ratio": 0.8476313702604948, - "Sortino ratio": 1.192835103523443, - "calmar ratio": 0.9852971773076324, - "max drawdown": 51.38715452636215, - "profit/deviation ratio": 2.588252515687768 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.07400249944258172, plot=False, step=0.004177248169415656)": { - "winrate": 39.438202247191015, - "trades": 890, - "losses": 539, - "profits": 351, - "percentage year profit": 21.897008636135663, - "mean deviation": 8.469027441923473, - "Sharpe ratio": 0.5590808856541714, - "Sortino ratio": 0.7719152792711337, - "calmar ratio": 0.3632709050923848, - "max drawdown": 60.2773531520972, - "profit/deviation ratio": 2.5855399319809558 - }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.09849732675807629, plot=False, step=0.006115909044841464)": { "winrate": 38.01020408163265, "trades": 1176, @@ -29419,96 +29549,31 @@ "max drawdown": 52.488192993206525, "profit/deviation ratio": 2.568394060462045 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04177248169415655, plot=False, step=0.006727499949325611)": { - "winrate": 38.53615520282187, - "trades": 1134, - "losses": 697, 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multiplier=3.4522712143931042, plot=False)": { - "winrate": 37.55458515283843, - "trades": 1145, - "losses": 714, - "profits": 430, - "percentage year profit": 41.8594888062181, - "mean deviation": 16.56719321217244, - "Sharpe ratio": 0.9312186530342671, - "Sortino ratio": 1.2732607421401612, - "calmar ratio": 0.9269806234823856, - "max drawdown": 45.15681099024991, - "profit/deviation ratio": 2.526649401026036 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=6, multiplier=13.109994191499954, plot=False)": { - "winrate": 36.734693877551024, - "trades": 98, - "losses": 62, - "profits": 36, - "percentage year profit": 33.274885875585426, - "mean deviation": 13.191998694588072, - "Sharpe ratio": 0.7449694990436959, - "Sortino ratio": 0.9883777219980052, - "calmar ratio": 0.7119902492292117, - "max drawdown": 46.735030306395686, - "profit/deviation ratio": 2.5223536361655507 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: 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step=0.01586309297171495)": { + "winrate": 38.884083044982695, + "trades": 2312, + "losses": 1413, + "profits": 899, + "percentage year profit": 37.93888214910383, + "mean deviation": 18.88951015719208, + "Sharpe ratio": -0.0005842484357612117, + "Sortino ratio": -0.0008160406840107264, + "calmar ratio": 0.4889081115317602, + "max drawdown": 77.59920781481914, + "profit/deviation ratio": 2.008462995249181 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=130, slow=200)": { + "winrate": 28.55263157894737, + "trades": 760, + "losses": 543, + "profits": 217, + "percentage year profit": 37.876892788531634, + "mean deviation": 11.324158271856149, + "Sharpe ratio": 1.1320631391834706, + "Sortino ratio": 1.6057263537409967, + "calmar ratio": 0.9642902210134324, + "max drawdown": 39.27955709093934, + "profit/deviation ratio": 3.3447865951032147 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=31, 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strategy_supertrend(length=41, multiplier=4.177248169415656, plot=False)": { - "winrate": 40.470588235294116, - "trades": 425, - "losses": 253, - "profits": 172, - "percentage year profit": 29.93645795322124, - "mean deviation": 13.745784373998958, - "Sharpe ratio": 0.32512611995886154, - "Sortino ratio": 0.4266108043023803, - "calmar ratio": 0.42236407667182146, - "max drawdown": 70.87832419157651, - "profit/deviation ratio": 2.1778646557156818 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.06115909044841463, plot=False, step=0.034003948586157844)": { + "winrate": 36.48750946252839, + "trades": 2642, + "losses": 1676, + "profits": 964, + "percentage year profit": 28.43549374970138, + "mean deviation": 14.737538423054938, + "Sharpe ratio": 0.20525467948301557, + "Sortino ratio": 0.2897722445653268, + "calmar ratio": 0.42836732081630574, + "max drawdown": 66.38109950944462, + "profit/deviation ratio": 1.92946019433054 }, - "ticker: LTC/USDT 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"losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=16, multiplier=10.834705943388391, plot=False)": { - "winrate": 40.19607843137255, - "trades": 102, - "losses": 61, - "profits": 41, - "percentage year profit": 25.95167285752924, - "mean deviation": 12.187778759815153, - "Sharpe ratio": 0.9366571062043538, - "Sortino ratio": 1.2017369336331958, - "calmar ratio": 0.5524155294451889, - "max drawdown": 46.97853603716292, - "profit/deviation ratio": 2.129319326266047 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.0796505671840677, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.052650622296294, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.394077978276369, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=6.526834353714407, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6024006916124238, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.0448163954141947, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.3492980349556145, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.457915684525924, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.1739085287969575, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.4204293198443187, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6626407607736663, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.9701723378487251, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.897469567994435, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8819748525897501, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=8.687216524793879, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.5163771862927224, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=9.555938177273267, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.34003948586157834, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.8905914247127888, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.768014904921995, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.5476369923749307, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.3740434344477362, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.718719477011626, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.903707252978516, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.933485776104006, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.41144777789250986, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.179517789085849, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.0671895716335977, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.5624722518287508, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.2876156239024747, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.4525925556817609, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 0.35431475791477623, + "max drawdown": 79.60140637562083, + "profit/deviation ratio": 1.277437494633191 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.497851811249937, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, + "profits": 943, + "percentage year profit": 28.203953029653817, + "mean deviation": 22.078538596326723, + "Sharpe ratio": -0.11090110394892583, + "Sortino ratio": -0.1540895859841496, + "calmar ratio": 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28.143926558112618, + "mean deviation": 22.08577333442726, + "Sharpe ratio": -0.11139067232207504, + "Sortino ratio": -0.15476987996064684, + "calmar ratio": 0.3534838670567996, + "max drawdown": 79.61870167497716, + "profit/deviation ratio": 1.274301159029008 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=86, multiplier=13.109994191499954, plot=False)": { + "winrate": 43.93939393939394, + "trades": 66, + "losses": 37, + "profits": 29, + "percentage year profit": 27.99959059042596, + "mean deviation": 27.932225973258607, + "Sharpe ratio": 0.9506544403142444, + "Sortino ratio": 1.1540730347543209, + "calmar ratio": 0.3836368107909412, + "max drawdown": 72.9846297405596, + "profit/deviation ratio": 1.0024117167472384 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=21, multiplier=7.400249944258172, plot=False)": { + "winrate": 38.12154696132597, + "trades": 181, + "losses": 112, + "profits": 69, + "percentage year profit": 27.9801754178016, + "mean deviation": 24.159534924702964, + "Sharpe ratio": 0.5440975999837818, + "Sortino ratio": 0.7001569639379464, + "calmar ratio": 0.3675489995336524, + "max drawdown": 76.1263816615008, + "profit/deviation ratio": 1.1581421374627563 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.09849732675807629, plot=False, step=0.006727499949325611)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.10834705943388392, plot=False, step=0.006727499949325611)": { "winrate": 38.02250803858521, "trades": 1244, "losses": 771, "profits": 473, - "percentage year profit": 27.05025595591344, - "mean deviation": 12.776324797461559, - "Sharpe ratio": 0.4796487255978277, - "Sortino ratio": 0.6693243226242711, - "calmar ratio": 0.43683581583874415, - "max drawdown": 61.92316420753126, - "profit/deviation ratio": 2.1172173050334373 + "percentage year profit": 27.87535823285998, + "mean deviation": 12.851657428689576, + "Sharpe ratio": 0.5181303197570835, + "Sortino ratio": 0.7239366871926437, + "calmar ratio": 0.4712008903036129, + "max drawdown": 59.15811876946755, + "profit/deviation ratio": 2.1690088136516956 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=26, multiplier=8.140274938683989, plot=False)": { - "winrate": 41.44736842105263, - "trades": 152, - "losses": 89, - "profits": 63, - "percentage year profit": 34.534263428200006, - "mean deviation": 16.57445305535493, - "Sharpe ratio": 0.730085954612468, - "Sortino ratio": 0.9416842667082617, - "calmar ratio": 0.533949779837808, - "max drawdown": 64.67698785958878, - "profit/deviation ratio": 2.083583893408933 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=96, multiplier=4.594972986357222, plot=False)": { + "winrate": 42.14659685863874, + "trades": 382, + "losses": 221, + "profits": 161, + "percentage year profit": 27.685968619516753, + "mean deviation": 17.275544817447607, + "Sharpe ratio": 0.19730214152552097, + "Sortino ratio": 0.25842683050032894, + "calmar ratio": 0.4137398023385995, + "max drawdown": 66.9163770636186, + "profit/deviation ratio": 1.6026104480105912 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=10, slow=130)": { + "winrate": 32.9817444219067, + "trades": 2465, + "losses": 1651, + "profits": 813, + "percentage year profit": 27.679316072947536, + "mean deviation": 21.753783018863537, + "Sharpe ratio": 1.2907036039287703, + "Sortino ratio": 1.8327645095325975, + "calmar ratio": 0.4496472571653555, + "max drawdown": 61.55784480359592, + "profit/deviation ratio": 1.272390923865782 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=140, window_dev=1.5)": { + "winrate": 36.89320388349515, + "trades": 206, + "losses": 130, + "profits": 76, + "percentage year profit": 27.67285224853442, + "mean deviation": 17.4167201821884, + "Sharpe ratio": 1.0669570826716748, + "Sortino ratio": 1.4194420050084107, + "calmar ratio": 0.48166177308934566, + "max drawdown": 57.45287210783334, + "profit/deviation ratio": 1.5888670173868145 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.07400249944258172, plot=False, step=0.006727499949325611)": { + "winrate": 38.10679611650485, + "trades": 1236, + "losses": 765, + "profits": 471, + "percentage year profit": 27.62005216154042, + "mean deviation": 12.091625430130374, + "Sharpe ratio": 0.5512561546600135, + "Sortino ratio": 0.7724135456572602, + "calmar ratio": 0.45110996720634533, + "max drawdown": 61.22687187026072, + "profit/deviation ratio": 2.284229884653532 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.23225154419887867, plot=False, step=0.006727499949325611)": { "winrate": 38.10289389067524, @@ -31785,6 +32552,19 @@ "max drawdown": 61.18587181542949, "profit/deviation ratio": 2.0812550656050988 }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.09849732675807629, plot=False, step=0.006727499949325611)": { + "winrate": 38.02250803858521, + "trades": 1244, + "losses": 771, + "profits": 473, + "percentage year profit": 27.05025595591344, + "mean deviation": 12.776324797461559, + "Sharpe ratio": 0.4796487255978277, + "Sortino ratio": 0.6693243226242711, + "calmar ratio": 0.43683581583874415, + "max drawdown": 61.92316420753126, + "profit/deviation ratio": 2.1172173050334373 + }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.13109994191499957, plot=False, step=0.006727499949325611)": { "winrate": 38.10289389067524, "trades": 1244, @@ -31798,213 +32578,18 @@ "max drawdown": 61.18587181542949, "profit/deviation ratio": 2.074907224850909 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=46, multiplier=4.594972986357222, plot=False)": { - "winrate": 42.81767955801105, - "trades": 362, - "losses": 207, - "profits": 155, - "percentage year profit": 32.605928432109636, - "mean deviation": 15.71590034677201, - "Sharpe ratio": 0.8265666363207687, - "Sortino ratio": 1.0820761395132024, - "calmar ratio": 0.6449424000525937, - "max drawdown": 50.5563418213017, - "profit/deviation ratio": 2.074709543370627 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0814027493868399, plot=False, step=0.019194342495775094)": { - "winrate": 38.78542510121458, - "trades": 2470, - "losses": 1512, - "profits": 958, - "percentage year profit": 50.953984004923655, - "mean deviation": 24.68627717011282, - "Sharpe ratio": 0.1595600768093999, - "Sortino ratio": 0.2235951443365682, - "calmar ratio": 0.6464904136966606, - "max drawdown": 78.81630249328298, - "profit/deviation ratio": 2.0640610835647837 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=200, window_dev=1)": { - "winrate": 37.91208791208791, - "trades": 182, - "losses": 113, - "profits": 69, - "percentage year profit": 48.30451256791992, - "mean deviation": 23.49665548301612, - "Sharpe ratio": 1.0317260323412927, - "Sortino ratio": 1.3488547740573993, - "calmar ratio": 0.7407971598363992, - "max drawdown": 65.20612549133922, - "profit/deviation ratio": 2.0558037548295096 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0672749994932561, plot=False, step=0.02554766986187666)": { - "winrate": 37.897595034910786, - "trades": 2578, - "losses": 1601, - "profits": 977, - "percentage year profit": 55.346910554354054, - "mean deviation": 27.148199294461218, - "Sharpe ratio": 0.05400700270303415, - "Sortino ratio": 0.07572278421409485, - "calmar ratio": 0.6709743335440315, - "max drawdown": 82.48737364068191, - "profit/deviation ratio": 2.0386954565213444 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=46, multiplier=7.400249944258172, plot=False)": { - "winrate": 39.77272727272727, - "trades": 176, - "losses": 106, - "profits": 70, - "percentage year profit": 45.1761347880042, - "mean deviation": 22.206438592039753, - "Sharpe ratio": 0.5801809807794014, - "Sortino ratio": 0.7517655419445138, - "calmar ratio": 0.6720337671516031, - "max drawdown": 67.22301318203402, - "profit/deviation ratio": 2.0343710046417933 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=20, slow=130)": { - "winrate": 32.538330494037474, - "trades": 1761, - "losses": 1187, - "profits": 573, - "percentage year profit": 49.04193414467084, - "mean deviation": 24.15251141494643, - "Sharpe ratio": 1.6024593236895355, - "Sortino ratio": 2.23988102457827, - "calmar ratio": 0.8515224684235215, - "max drawdown": 57.59323560242085, - "profit/deviation ratio": 2.0305107531932247 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0672749994932561, plot=False, step=0.005559917313492239)": { - "winrate": 38.5899814471243, - "trades": 1078, - "losses": 662, - "profits": 416, - "percentage year profit": 37.070038363509795, - "mean deviation": 18.394303648173562, - "Sharpe ratio": 0.6342055235106359, - "Sortino ratio": 0.8859310920637542, - "calmar ratio": 0.5831862195227363, - "max drawdown": 63.56466789261054, - "profit/deviation ratio": 2.0152999033040655 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.09849732675807629, plot=False, step=0.01586309297171495)": { - "winrate": 38.884083044982695, - "trades": 2312, - "losses": 1413, - "profits": 899, - "percentage year profit": 37.93888214910383, - "mean deviation": 18.88951015719208, - "Sharpe ratio": -0.0005842484357612117, - "Sortino ratio": -0.0008160406840107264, - "calmar ratio": 0.4889081115317602, - "max drawdown": 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"profit/deviation ratio": 1.9812593844762516 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=11, multiplier=8.954302432552389, plot=False)": { - "winrate": 36.17021276595745, - "trades": 141, - "losses": 90, - "profits": 51, - "percentage year profit": 32.17025706980221, - "mean deviation": 16.335971153206394, - "Sharpe ratio": 0.7368744167819515, - "Sortino ratio": 0.958255221314759, - "calmar ratio": 0.5557739223437045, - "max drawdown": 57.88371094156397, - "profit/deviation ratio": 1.9692895370648285 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=81, multiplier=4.594972986357222, plot=False)": { - "winrate": 42.35924932975871, - "trades": 373, - "losses": 215, - "profits": 158, - "percentage year profit": 39.216787043035865, - "mean deviation": 19.973501166103, - "Sharpe ratio": 0.571976424693745, - "Sortino ratio": 0.7481813134583654, - "calmar ratio": 0.6613565858604072, - "max drawdown": 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drawdown": 64.10877094887988, - "profit/deviation ratio": 1.947941249426402 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0672749994932561, plot=False, step=0.006115909044841464)": { - "winrate": 37.82161234991423, - "trades": 1166, - "losses": 725, - "profits": 441, - "percentage year profit": 33.407295067558906, - "mean deviation": 17.206182347517263, - "Sharpe ratio": 0.70500433335749, - "Sortino ratio": 0.9956943041713496, - "calmar ratio": 0.5732852230840596, - "max drawdown": 58.27342781982097, - "profit/deviation ratio": 1.9415867153342912 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.06115909044841463, plot=False, step=0.034003948586157844)": { - "winrate": 36.48750946252839, - "trades": 2642, - "losses": 1676, - "profits": 964, - "percentage year profit": 28.43549374970138, - "mean deviation": 14.737538423054938, - "Sharpe ratio": 0.20525467948301557, - "Sortino ratio": 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step=0.054763699237493094)": { - "winrate": 35.064494229463676, - "trades": 2946, - "losses": 1912, - "profits": 1033, - "percentage year profit": 19.605180123783008, - "mean deviation": 11.833441910315088, - "Sharpe ratio": -0.00829828309825501, - "Sortino ratio": -0.011816960163211964, - "calmar ratio": 0.2720319951429035, - "max drawdown": 72.06939063724487, - "profit/deviation ratio": 1.656760583469242 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=86, multiplier=6.72749994932561, plot=False)": { - "winrate": 40.17857142857143, - "trades": 224, - "losses": 134, - "profits": 90, - "percentage year profit": 40.94508454714225, - "mean deviation": 24.79620782711944, - "Sharpe ratio": 0.5269452884397993, - "Sortino ratio": 0.6830470550007591, - "calmar ratio": 0.5430079521966128, - "max drawdown": 75.4042079522195, - "profit/deviation ratio": 1.6512639687735196 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0672749994932561, plot=False, step=0.006727499949325611)": { - "winrate": 37.72357723577236, - "trades": 1230, - "losses": 766, - "profits": 464, - "percentage year profit": 20.62763161948822, - "mean deviation": 12.556885549000278, - "Sharpe ratio": 0.4606507177387667, - "Sortino ratio": 0.646829706533395, - "calmar ratio": 0.35186855885766527, - "max drawdown": 58.623116786721276, - "profit/deviation ratio": 1.6427347003358248 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.11918176537727232, plot=False, step=0.01586309297171495)": { - "winrate": 39.16172734970364, - "trades": 2362, - "losses": 1436, - "profits": 925, - "percentage year profit": 39.0203393634591, - "mean deviation": 23.917524194861244, - "Sharpe ratio": -0.10985131491787142, - "Sortino ratio": -0.15158051745746448, - "calmar ratio": 0.4731253261385087, - "max drawdown": 82.47357984813476, - "profit/deviation ratio": 1.631453951736474 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"profit/deviation ratio": 1.6026104480105912 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=140, window_dev=1.5)": { - "winrate": 36.89320388349515, - "trades": 206, - "losses": 130, - "profits": 76, - "percentage year profit": 27.67285224853442, - "mean deviation": 17.4167201821884, - "Sharpe ratio": 1.0669570826716748, - "Sortino ratio": 1.4194420050084107, - "calmar ratio": 0.48166177308934566, - "max drawdown": 57.45287210783334, - "profit/deviation ratio": 1.5888670173868145 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=41, multiplier=8.140274938683989, plot=False)": { - "winrate": 41.17647058823529, - "trades": 153, - "losses": 90, - "profits": 63, - "percentage year profit": 34.62750728375838, - "mean deviation": 21.959583149262084, - "Sharpe ratio": 0.8056196197995915, - "Sortino ratio": 1.0400749909208173, - "calmar ratio": 0.4912453430956878, - "max drawdown": 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multiplier=6.72749994932561, plot=False)": { "winrate": 39.436619718309856, "trades": 213, @@ -32409,291 +32630,57 @@ "max drawdown": 68.69913472470144, "profit/deviation ratio": 1.54971451066516 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=20, slow=150)": { - "winrate": 32.60494537090282, - "trades": 1739, - "losses": 1172, - "profits": 567, - "percentage year profit": 39.4312715379324, - "mean deviation": 25.514079411680303, - "Sharpe ratio": 1.408597492687825, - "Sortino ratio": 1.9609507912201454, - "calmar ratio": 0.6317349659179099, - "max drawdown": 62.41742766389198, - "profit/deviation ratio": 1.5454710672367364 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.07400249944258172, plot=False, step=0.02322515441988787)": { - "winrate": 39.22018348623853, - "trades": 2616, - "losses": 1590, - "profits": 1026, - "percentage year profit": 45.05085077597401, - "mean deviation": 29.368965220486153, - 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interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.21113776745352605, plot=False, step=0.01586309297171495)": { + "winrate": 39.16112956810631, + "trades": 2408, + "losses": 1464, "profits": 943, - "percentage year profit": 39.51320394464013, - "mean deviation": 25.898663347996116, - "Sharpe ratio": -0.267748165390151, - "Sortino ratio": -0.36843575869748063, - "calmar ratio": 0.46077538939330775, - "max drawdown": 85.75372047683851, - "profit/deviation ratio": 1.525685067746843 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=56, multiplier=6.72749994932561, plot=False)": { - "winrate": 41.2037037037037, - "trades": 216, - "losses": 127, - "profits": 89, - "percentage year profit": 36.06872952411966, - "mean deviation": 23.72614555065584, - "Sharpe ratio": 0.3189894867373765, - "Sortino ratio": 0.4036285081128141, - "calmar ratio": 0.4671063978739876, - "max drawdown": 77.21737421770447, - "profit/deviation ratio": 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"percentage year profit": 25.906162255363085, + "mean deviation": 17.533598682956274, + "Sharpe ratio": 0.8874369019301291, + "Sortino ratio": 1.248409576445502, + "calmar ratio": 0.4044741387827025, + "max drawdown": 64.04899540259797, + "profit/deviation ratio": 1.4775154104870356 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=66, multiplier=6.72749994932561, plot=False)": { + "winrate": 40.090090090090094, + "trades": 222, + "losses": 133, + "profits": 89, + "percentage year profit": 25.478736186954553, + "mean deviation": 26.72825288778474, + "Sharpe ratio": 0.25952486057534757, + "Sortino ratio": 0.32819142492661846, + "calmar ratio": 0.3204210108343468, + "max drawdown": 79.51643408342751, + "profit/deviation ratio": 0.9532510895464762 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.11918176537727232, plot=False, step=0.005559917313492239)": { "winrate": 38.447319778188536, @@ -32734,6 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plot=False)": { - "winrate": 39.735099337748345, - "trades": 151, - "losses": 91, - "profits": 60, - "percentage year profit": 29.50861796716573, - "mean deviation": 20.978286307600726, - "Sharpe ratio": 0.6742940644519616, - "Sortino ratio": 0.8608775701874346, - "calmar ratio": 0.41237005718056513, - "max drawdown": 71.55858543396798, - "profit/deviation ratio": 1.4066267155708685 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04177248169415655, plot=False, step=0.005559917313492239)": { + "winrate": 38.976377952755904, + "trades": 1016, + "losses": 620, + "profits": 396, + "percentage year profit": 25.193949054855345, + "mean deviation": 20.70695268717342, + "Sharpe ratio": 0.7309474714317664, + "Sortino ratio": 1.022794017976107, + "calmar ratio": 0.39455041323671697, + "max drawdown": 63.85482871041837, + "profit/deviation ratio": 1.2166903279042753 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=6, multiplier=2.5937424601000023, plot=False)": { - "winrate": 35.97826086956522, - "trades": 920, - "losses": 589, - "profits": 331, - "percentage year profit": 15.973028336895245, - "mean deviation": 11.364509342696648, - "Sharpe ratio": 0.5680221607317261, - "Sortino ratio": 0.752543201184531, - "calmar ratio": 0.26803796275493863, - "max drawdown": 59.59241061498084, - "profit/deviation ratio": 1.4055185186820442 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0672749994932561, plot=False, step=0.030912680532870763)": { + "winrate": 36.556434219985626, + "trades": 2782, + "losses": 1765, + "profits": 1017, + "percentage year profit": 25.089511628110973, + "mean deviation": 22.84585402169239, + "Sharpe ratio": -0.058219707155295584, + "Sortino ratio": -0.08190859246588877, + "calmar ratio": 0.30050585357716575, + "max drawdown": 83.49092481710454, + "profit/deviation ratio": 1.09820852415008 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=31, multiplier=8.140274938683989, plot=False)": { - "winrate": 39.33333333333333, - "trades": 150, - "losses": 91, - "profits": 59, - "percentage year profit": 29.19060359164245, - "mean deviation": 20.77865571218103, - "Sharpe ratio": 0.6680718772417363, - "Sortino ratio": 0.8610754118849331, - "calmar ratio": 0.4081835388372892, - "max drawdown": 71.51342671679481, - "profit/deviation ratio": 1.4048360007490812 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0672749994932561, plot=False, step=0.034003948586157844)": { + "winrate": 35.995850622406635, + "trades": 2892, + "losses": 1850, + "profits": 1041, + "percentage year profit": 25.082723429187936, + "mean deviation": 16.95989999504425, + "Sharpe ratio": 0.046683950343078755, + "Sortino ratio": 0.06628502714695327, + "calmar ratio": 0.33554435131602983, + "max drawdown": 74.75233402324204, + "profit/deviation 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"winrate": 40.09433962264151, + "trades": 424, + "losses": 254, + "profits": 170, + "percentage year profit": 24.875053711216964, + "mean deviation": 16.987697841901735, + "Sharpe ratio": 0.39619659269776153, + "Sortino ratio": 0.5196326748600422, + "calmar ratio": 0.3710006390864087, + "max drawdown": 67.04854679623176, + "profit/deviation ratio": 1.4642981022337431 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=50, window_dev=0.5)": { - "winrate": 31.190019193857964, - "trades": 1042, - "losses": 717, - "profits": 325, - "percentage year profit": 23.204189118211605, - "mean deviation": 16.769547255292117, - "Sharpe ratio": 0.9163627074290185, - "Sortino ratio": 1.2539406939165925, - "calmar ratio": 0.38589581092854636, - "max drawdown": 60.130710054554505, - "profit/deviation ratio": 1.3837099335456924 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=11, multiplier=8.140274938683989, plot=False)": { + "winrate": 36.477987421383645, + "trades": 159, + "losses": 101, + "profits": 58, + "percentage year profit": 24.820715830106387, + "mean deviation": 23.977978255519382, + "Sharpe ratio": 0.5103536168278815, + "Sortino ratio": 0.6476811648811329, + "calmar ratio": 0.3288577883075201, + "max drawdown": 75.47552988739359, + "profit/deviation ratio": 1.035146314906388 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=21, multiplier=3.4522712143931042, plot=False)": { - "winrate": 38.14262023217247, - "trades": 603, - "losses": 373, - "profits": 230, - "percentage year profit": 10.781243399743424, - "mean deviation": 7.805812286731416, - "Sharpe ratio": 0.5271330569955793, - "Sortino ratio": 0.6881302636518166, - "calmar ratio": 0.20778927851702322, - "max drawdown": 51.885465297768796, - "profit/deviation ratio": 1.3811814842216674 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=6, multiplier=6.115909044841463, plot=False)": { + "winrate": 40.0, + "trades": 280, + "losses": 168, + "profits": 112, + "percentage year profit": 24.586928949828124, + "mean deviation": 22.17941272213622, + "Sharpe ratio": 0.28709187707587375, + "Sortino ratio": 0.37541397926583975, + "calmar ratio": 0.32190491905104895, + "max drawdown": 76.37947572316853, + "profit/deviation ratio": 1.1085473388251204 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0672749994932561, plot=False, step=0.02810243684806433)": { - "winrate": 37.30337078651685, - "trades": 2670, - "losses": 1674, - "profits": 996, - "percentage year profit": 39.77369828451458, - "mean deviation": 29.016329208615105, - "Sharpe ratio": -0.06952059031794985, - "Sortino ratio": -0.09720944790032811, - "calmar ratio": 0.46553654859712434, - "max drawdown": 85.436252866442, - "profit/deviation ratio": 1.3707350091928774 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=11, multiplier=14.420993610649951, plot=False)": { + "winrate": 40.298507462686565, + "trades": 67, + "losses": 40, + "profits": 27, + "percentage year profit": 24.55242445282675, + "mean deviation": 13.605531499911603, + "Sharpe ratio": 1.087174201104908, + "Sortino ratio": 1.3337019578328366, + "calmar ratio": 0.4988130983038408, + "max drawdown": 49.221691523968744, + "profit/deviation ratio": 1.804591349701132 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=11, multiplier=5.054470284992944, plot=False)": { - "winrate": 39.823008849557525, - "trades": 339, - "losses": 204, - "profits": 135, - "percentage year profit": 31.23089319576835, - "mean deviation": 22.95232066385202, - "Sharpe ratio": 0.6783806768254919, - "Sortino ratio": 0.8961179719904439, - "calmar ratio": 0.4207389402296201, - "max drawdown": 74.22867295982624, - "profit/deviation ratio": 1.3606856427792238 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.1586309297171495, plot=False, step=0.01586309297171495)": { + "winrate": 39.143094841930115, + "trades": 2404, + "losses": 1463, + "profits": 941, + "percentage year profit": 24.417777740551607, + "mean deviation": 21.29667195261984, + "Sharpe ratio": -0.13209436303289646, + "Sortino ratio": -0.1832664331953626, + "calmar ratio": 0.30592390418313636, + "max drawdown": 79.81650798341768, + "profit/deviation ratio": 1.1465536866452892 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.06115909044841463, plot=False, step=0.049785181124993715)": { - "winrate": 34.8990953375087, - "trades": 2874, - "losses": 1871, - "profits": 1003, - "percentage year profit": 17.752402809852974, - "mean deviation": 13.058983442023086, - "Sharpe ratio": 0.039836817121959245, - "Sortino ratio": 0.05656234061790917, - "calmar ratio": 0.25155775281678466, - "max drawdown": 70.56988946304692, - "profit/deviation ratio": 1.3594015865528035 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=10, slow=140)": { + "winrate": 32.61312678353037, + "trades": 2453, + "losses": 1652, + "profits": 800, + "percentage year profit": 24.390800710192373, + "mean deviation": 21.254887299905796, + "Sharpe ratio": 1.1376798082357964, + "Sortino ratio": 1.6095180516411693, + "calmar ratio": 0.4002715255473869, + "max drawdown": 60.9356378194452, + "profit/deviation ratio": 1.1475384633208794 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=51, multiplier=4.177248169415656, plot=False)": { + "winrate": 40.18691588785047, + "trades": 428, + "losses": 256, + "profits": 172, + "percentage year profit": 24.26296957322083, + "mean deviation": 16.966086345710494, + "Sharpe ratio": 0.3670690879259838, + "Sortino ratio": 0.48118798316322703, + "calmar ratio": 0.3424083995835452, + "max drawdown": 70.85973826205989, + "profit/deviation ratio": 1.4300864134971938 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.09849732675807629, plot=False, step=0.005559917313492239)": { "winrate": 38.447319778188536, @@ -33475,746 +33514,31 @@ "max drawdown": 63.56466789261057, "profit/deviation ratio": 1.3479334996279935 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.19194342495775094, plot=False, step=0.01586309297171495)": { - "winrate": 39.276807980049874, - "trades": 2406, - "losses": 1461, - "profits": 945, - "percentage year profit": 30.211388835722232, - "mean deviation": 22.426960445676873, - "Sharpe ratio": -0.09377959689006853, - "Sortino ratio": -0.13031241375924119, - "calmar ratio": 0.37770167114899383, - "max drawdown": 79.98743755572264, - "profit/deviation ratio": 1.3471013563742171 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=21, multiplier=2.853116706110003, plot=False)": { - "winrate": 36.40960809102402, - "trades": 791, - "losses": 503, - "profits": 288, - "percentage year profit": 12.91291215467214, - "mean deviation": 9.660759764851113, - "Sharpe ratio": 0.48823182815471783, - "Sortino ratio": 0.6517907684099427, - "calmar ratio": 0.20539199073467576, - "max drawdown": 62.86959928906366, - "profit/deviation ratio": 1.3366352615094914 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0895430243255239, plot=False, step=0.005559917313492239)": { - "winrate": 38.447319778188536, - "trades": 1082, - "losses": 666, - "profits": 416, - "percentage year profit": 23.273600375607263, - "mean deviation": 17.726514531527215, - "Sharpe ratio": 0.4370304528777459, - "Sortino ratio": 0.6089512333165219, - "calmar ratio": 0.36614051716476964, - "max drawdown": 63.56466789261057, - "profit/deviation ratio": 1.3129259186409357 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=36, multiplier=6.72749994932561, plot=False)": { - "winrate": 39.53488372093023, - "trades": 215, - "losses": 130, - "profits": 85, - "percentage year profit": 34.300305732066036, - "mean deviation": 26.374175467746795, - "Sharpe ratio": 0.19895019765572708, - "Sortino ratio": 0.2517114394735766, - "calmar ratio": 0.42468713750716997, - "max drawdown": 80.76605741676588, - "profit/deviation ratio": 1.3005261822881315 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=71, multiplier=6.72749994932561, plot=False)": { - "winrate": 40.54054054054054, - "trades": 222, - "losses": 132, - "profits": 90, - "percentage year profit": 35.909112547769915, - "mean deviation": 27.68784955274744, - "Sharpe ratio": 0.3364579511841812, - "Sortino ratio": 0.4269605472980971, - "calmar ratio": 0.45597716984199793, - "max drawdown": 78.75199664100046, - "profit/deviation ratio": 1.2969267432402198 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.25547669861876654, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.2810243684806432, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.30912680532870757, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.728904836851033, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 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2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.0448163954141947, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.3492980349556145, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.457915684525924, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.1739085287969575, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.4204293198443187, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6626407607736663, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.9701723378487251, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.897469567994435, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8819748525897501, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=8.687216524793879, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.5163771862927224, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=9.555938177273267, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.34003948586157834, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.8905914247127888, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.768014904921995, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.5476369923749307, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.3740434344477362, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.718719477011626, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.903707252978516, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.933485776104006, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.41144777789250986, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.179517789085849, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.0671895716335977, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.5624722518287508, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.2876156239024747, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.4525925556817609, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.497851811249937, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8017953205361363, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.6842278384511764, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 28.203953029653817, - "mean deviation": 22.078538596326723, - "Sharpe ratio": -0.11090110394892583, - "Sortino ratio": -0.1540895859841496, - "calmar ratio": 0.35431475791477623, - "max drawdown": 79.60140637562083, - "profit/deviation ratio": 1.277437494633191 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=76, multiplier=13.109994191499954, plot=False)": { - "winrate": 42.857142857142854, - "trades": 63, - "losses": 36, - "profits": 27, - "percentage year profit": 28.854518815150353, - "mean deviation": 22.602622231525665, - "Sharpe ratio": 0.9522480885966409, - "Sortino ratio": 1.1187197419978137, - "calmar ratio": 0.3851382124994723, - "max drawdown": 74.9199063574869, - "profit/deviation ratio": 1.2766004988087034 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.23225154419887867, plot=False, step=0.01586309297171495)": { - "winrate": 39.202657807308974, - "trades": 2408, - "losses": 1464, - "profits": 944, - "percentage year profit": 28.143926558112618, - "mean deviation": 22.08577333442726, - "Sharpe ratio": -0.11139067232207504, - "Sortino ratio": -0.15476987996064684, - "calmar ratio": 0.3534838670567996, - "max drawdown": 79.61870167497716, - "profit/deviation ratio": 1.274301159029008 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=10, slow=130)": { - "winrate": 32.9817444219067, - "trades": 2465, - "losses": 1651, - "profits": 813, - "percentage year profit": 27.679316072947536, - "mean deviation": 21.753783018863537, - "Sharpe ratio": 1.2907036039287703, - "Sortino ratio": 1.8327645095325975, - "calmar ratio": 0.4496472571653555, - "max drawdown": 61.55784480359592, - "profit/deviation ratio": 1.272390923865782 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04594972986357221, plot=False, step=0.005054470284992944)": { - "winrate": 39.13934426229508, - "trades": 976, - "losses": 594, - "profits": 382, - "percentage year profit": 27.009777459617457, - "mean deviation": 21.339751132271896, - "Sharpe ratio": 0.9344210549663422, - "Sortino ratio": 1.3080189234265471, - "calmar ratio": 0.42187413033830373, - "max drawdown": 64.02330817952296, - "profit/deviation ratio": 1.2657025516464826 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=51, multiplier=6.72749994932561, plot=False)": { - "winrate": 41.1214953271028, - "trades": 214, - "losses": 126, - "profits": 88, - "percentage year profit": 31.33593437283637, - "mean deviation": 24.894067943622307, - "Sharpe ratio": 0.21884054392980312, - "Sortino ratio": 0.27601641170664276, - "calmar ratio": 0.39455713139744314, - "max drawdown": 79.42052463188462, - "profit/deviation ratio": 1.2587711435432323 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=20, slow=140)": { - "winrate": 33.064979873490515, - "trades": 1739, - "losses": 1164, - "profits": 575, - "percentage year profit": 31.18010494374537, - "mean deviation": 25.26772756751049, - "Sharpe ratio": 1.4119335097608137, - "Sortino ratio": 1.9687970134337718, - "calmar ratio": 0.5157046933727962, - "max drawdown": 60.46116187119064, - "profit/deviation ratio": 1.2339892798209948 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04177248169415655, plot=False, step=0.005559917313492239)": { - "winrate": 38.976377952755904, - "trades": 1016, - "losses": 620, - "profits": 396, - "percentage year profit": 25.193949054855345, - "mean deviation": 20.70695268717342, - "Sharpe ratio": 0.7309474714317664, - "Sortino ratio": 1.022794017976107, - "calmar ratio": 0.39455041323671697, - "max drawdown": 63.85482871041837, - "profit/deviation ratio": 1.2166903279042753 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03452271214393103, plot=False, step=0.005054470284992944)": { - "winrate": 39.130434782608695, - "trades": 920, - "losses": 560, - "profits": 360, - "percentage year profit": 16.838159217926773, - "mean deviation": 13.869855446658224, - "Sharpe ratio": 0.6862232349044842, - "Sortino ratio": 0.9490958532753936, - "calmar ratio": 0.26266682325064367, - "max drawdown": 64.10462885851157, - "profit/deviation ratio": 1.2140111540948846 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=1, multiplier=3.1384283767210035, plot=False)": { - "winrate": 35.8161648177496, - "trades": 1262, - "losses": 809, - "profits": 452, - "percentage year profit": 22.399300989702308, - "mean deviation": 18.45643057842273, - "Sharpe ratio": 0.29081362252445186, - "Sortino ratio": 0.39091963160261217, - "calmar ratio": 0.3587940465347213, - "max drawdown": 62.42941098392689, - "profit/deviation ratio": 1.2136312541325927 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.07400249944258172, plot=False, step=0.005559917313492239)": { - "winrate": 38.425925925925924, - "trades": 1080, - "losses": 665, - "profits": 415, - "percentage year profit": 20.9051252159159, - "mean deviation": 17.277125943476214, - "Sharpe ratio": 0.4511870240041833, - "Sortino ratio": 0.6289741363705792, - "calmar ratio": 0.32887964192991764, - "max drawdown": 63.56466789261057, - "profit/deviation ratio": 1.2099885874716103 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=6, multiplier=5.054470284992944, plot=False)": { - "winrate": 38.44086021505376, - "trades": 372, - "losses": 229, - "profits": 143, - "percentage year profit": 21.928377037336855, - "mean deviation": 18.248302387608714, - "Sharpe ratio": 0.5419179971751309, - "Sortino ratio": 0.7080422119132027, - "calmar ratio": 0.32437538079983946, - "max drawdown": 67.60185370192468, - "profit/deviation ratio": 1.2016666850187143 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.21113776745352605, plot=False, step=0.01586309297171495)": { - "winrate": 39.16112956810631, - "trades": 2408, - "losses": 1464, - "profits": 943, - "percentage year profit": 26.60429577278387, - "mean deviation": 22.59051413780637, - "Sharpe ratio": -0.128645915174946, - "Sortino ratio": -0.17874464279466934, - "calmar ratio": 0.33153856568103407, - "max drawdown": 80.24495044229417, - "profit/deviation ratio": 1.1776755327697581 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=11, multiplier=6.115909044841463, plot=False)": { + "winrate": 39.52569169960474, + "trades": 253, + "losses": 153, + "profits": 100, + "percentage year profit": 23.461549347020494, + "mean deviation": 23.084983338138997, + "Sharpe ratio": 0.4577538834940208, + "Sortino ratio": 0.5986005150546625, + "calmar ratio": 0.3200162571178791, + "max drawdown": 73.31361712157751, + "profit/deviation ratio": 1.0163121629054577 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.13109994191499957, plot=False, step=0.01586309297171495)": { - "winrate": 39.20168067226891, - "trades": 2380, - "losses": 1446, - "profits": 933, - "percentage year profit": 32.37841952045626, - "mean deviation": 27.82487851231969, - "Sharpe ratio": -0.2654696024346635, - "Sortino ratio": -0.3632134520364332, - "calmar ratio": 0.3733822557443636, - "max drawdown": 86.7165459052349, - "profit/deviation ratio": 1.1636499870473993 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=10, slow=200)": { + "winrate": 32.37976782752902, + "trades": 2412, + "losses": 1631, + "profits": 781, + "percentage year profit": 23.451765739565467, + "mean deviation": 25.06876246486216, + "Sharpe ratio": 1.2911180240933384, + "Sortino ratio": 1.8530793835415762, + "calmar ratio": 0.3632308078365265, + "max drawdown": 64.56436302649755, + "profit/deviation ratio": 0.9354975449002251 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03797498335832414, plot=False, step=0.006115909044841464)": { "winrate": 37.592592592592595, @@ -34229,70 +33553,83 @@ "max drawdown": 54.11887752284934, "profit/deviation ratio": 1.1601728889130647 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=21, multiplier=7.400249944258172, plot=False)": { - "winrate": 38.12154696132597, - "trades": 181, - "losses": 112, - "profits": 69, - "percentage year profit": 27.9801754178016, - "mean deviation": 24.159534924702964, - "Sharpe ratio": 0.5440975999837818, - "Sortino ratio": 0.7001569639379464, - "calmar ratio": 0.3675489995336524, - "max drawdown": 76.1263816615008, - "profit/deviation ratio": 1.1581421374627563 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0895430243255239, plot=False, step=0.005559917313492239)": { + "winrate": 38.447319778188536, + "trades": 1082, + "losses": 666, + "profits": 416, + "percentage year profit": 23.273600375607263, + "mean deviation": 17.726514531527215, + "Sharpe ratio": 0.4370304528777459, + "Sortino ratio": 0.6089512333165219, + "calmar ratio": 0.36614051716476964, + "max drawdown": 63.56466789261057, + "profit/deviation ratio": 1.3129259186409357 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=10, slow=140)": { - "winrate": 32.61312678353037, - "trades": 2453, - "losses": 1652, - "profits": 800, - "percentage year profit": 24.390800710192373, - "mean deviation": 21.254887299905796, - "Sharpe ratio": 1.1376798082357964, - "Sortino ratio": 1.6095180516411693, - "calmar ratio": 0.4002715255473869, - "max drawdown": 60.9356378194452, - "profit/deviation ratio": 1.1475384633208794 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=50, window_dev=0.5)": { + "winrate": 31.190019193857964, + "trades": 1042, + "losses": 717, + "profits": 325, + "percentage year profit": 23.204189118211605, + "mean deviation": 16.769547255292117, + "Sharpe ratio": 0.9163627074290185, + "Sortino ratio": 1.2539406939165925, + "calmar ratio": 0.38589581092854636, + "max drawdown": 60.130710054554505, + "profit/deviation ratio": 1.3837099335456924 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.1586309297171495, plot=False, step=0.01586309297171495)": { - "winrate": 39.143094841930115, - "trades": 2404, - "losses": 1463, - "profits": 941, - "percentage year profit": 24.417777740551607, - "mean deviation": 21.29667195261984, - "Sharpe ratio": -0.13209436303289646, - "Sortino ratio": -0.1832664331953626, - "calmar ratio": 0.30592390418313636, - "max drawdown": 79.81650798341768, - "profit/deviation ratio": 1.1465536866452892 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=1, multiplier=10.834705943388391, plot=False)": { + "winrate": 38.21656050955414, + "trades": 314, + "losses": 194, + "profits": 120, + "percentage year profit": 23.076859490354916, + "mean deviation": 15.666580945848487, + "Sharpe ratio": 0.47718977156854303, + "Sortino ratio": 0.630358485234486, + "calmar ratio": 0.3634883739508311, + "max drawdown": 63.4872010885182, + "profit/deviation ratio": 1.4729990908750317 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03797498335832414, plot=False, step=0.005054470284992944)": { - "winrate": 38.771186440677965, - "trades": 944, - "losses": 578, - "profits": 366, - "percentage year profit": 19.88617552983922, - "mean deviation": 17.439806550887305, - "Sharpe ratio": 0.8804396164750707, - "Sortino ratio": 1.2309056493233976, - "calmar ratio": 0.3116006915871251, - "max drawdown": 63.81942038879893, - "profit/deviation ratio": 1.1402750065956122 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=10, slow=190)": { + "winrate": 32.66583229036296, + "trades": 2397, + "losses": 1614, + "profits": 783, + "percentage year profit": 22.607778608690232, + "mean deviation": 23.658578747751633, + "Sharpe ratio": 1.2889322799830139, + "Sortino ratio": 1.8472266042180232, + "calmar ratio": 0.35472229196187005, + "max drawdown": 63.73374079100841, + "profit/deviation ratio": 0.9555848155434415 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=81, multiplier=13.109994191499954, plot=False)": { - "winrate": 43.07692307692308, - "trades": 65, - "losses": 37, - "profits": 28, - "percentage year profit": 26.7593328520638, - "mean deviation": 23.494602531509443, - "Sharpe ratio": 0.6256547544482923, - "Sortino ratio": 0.7284912741395179, - "calmar ratio": 0.3462963740276421, - "max drawdown": 77.27292244165345, - "profit/deviation ratio": 1.1389566099777986 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=1, multiplier=9.849732675807628, plot=False)": { + "winrate": 39.411764705882355, + "trades": 340, + "losses": 206, + "profits": 134, + "percentage year profit": 22.513900978424893, + "mean deviation": 11.954406892967604, + "Sharpe ratio": 0.46953349430402047, + "Sortino ratio": 0.6140783553940334, + "calmar ratio": 0.3855350397953092, + "max drawdown": 58.39651044527139, + "profit/deviation ratio": 1.8833139259856633 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=1, multiplier=3.1384283767210035, plot=False)": { + "winrate": 35.8161648177496, + "trades": 1262, + "losses": 809, + "profits": 452, + "percentage year profit": 22.399300989702308, + "mean deviation": 18.45643057842273, + "Sharpe ratio": 0.29081362252445186, + "Sortino ratio": 0.39091963160261217, + "calmar ratio": 0.3587940465347213, + "max drawdown": 62.42941098392689, + "profit/deviation ratio": 1.2136312541325927 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04594972986357221, plot=False, step=0.006115909044841464)": { "winrate": 37.992831541218635, @@ -34307,57 +33644,70 @@ "max drawdown": 52.73695097482576, "profit/deviation ratio": 1.1298135229254063 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=61, multiplier=6.72749994932561, plot=False)": { - "winrate": 40.825688073394495, - "trades": 218, - "losses": 129, - "profits": 89, - "percentage year profit": 28.842249642661134, - "mean deviation": 25.545414944492904, - "Sharpe ratio": 0.3427274598734205, - "Sortino ratio": 0.4338619035185306, - "calmar ratio": 0.3724331554852853, - "max drawdown": 77.44275507662388, - "profit/deviation ratio": 1.1290577861166808 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=26, multiplier=13.109994191499954, plot=False)": { + "winrate": 40.54054054054054, + "trades": 74, + "losses": 44, + "profits": 30, + "percentage year profit": 22.17895246209607, + "mean deviation": 14.488679462266916, + "Sharpe ratio": 1.2788021410373798, + "Sortino ratio": 1.6402966666421253, + "calmar ratio": 0.45237982915074104, + "max drawdown": 49.02727980540805, + "profit/deviation ratio": 1.5307780477756476 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=21, multiplier=11.91817653772723, plot=False)": { - "winrate": 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2394, - "losses": 1609, - "profits": 785, - "percentage year profit": 25.3699183495943, - "mean deviation": 22.573590443543225, - "Sharpe ratio": 1.2782233757574986, - "Sortino ratio": 1.8338718296320884, - "calmar ratio": 0.4135718630286706, - "max drawdown": 61.34343415871004, - "profit/deviation ratio": 1.1238760804598062 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=46, multiplier=6.72749994932561, plot=False)": { + "winrate": 39.81481481481482, + "trades": 216, + "losses": 130, + "profits": 86, + "percentage year profit": 22.00572815528854, + "mean deviation": 25.636131824077914, + "Sharpe ratio": 0.3228671003361953, + "Sortino ratio": 0.4095640121232162, + "calmar ratio": 0.27451553728082306, + "max drawdown": 80.16204974502841, + "profit/deviation ratio": 0.8583872288650181 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=200, window_dev=1.5)": { - "winrate": 34.285714285714285, - "trades": 140, - "losses": 92, - "profits": 48, - "percentage year profit": 20.217847271303757, - "mean deviation": 18.083955399219626, - "Sharpe ratio": 1.0599970887067447, - "Sortino ratio": 1.3757139171291557, - "calmar ratio": 0.3418405381223689, - "max drawdown": 59.144089177821144, - "profit/deviation ratio": 1.1179991779993117 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=6, multiplier=5.054470284992944, plot=False)": { + "winrate": 38.44086021505376, + "trades": 372, + "losses": 229, + "profits": 143, + "percentage year profit": 21.928377037336855, + "mean deviation": 18.248302387608714, + "Sharpe ratio": 0.5419179971751309, + "Sortino ratio": 0.7080422119132027, + "calmar ratio": 0.32437538079983946, + "max drawdown": 67.60185370192468, + "profit/deviation ratio": 1.2016666850187143 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.07400249944258172, plot=False, step=0.004177248169415656)": { + "winrate": 39.438202247191015, + "trades": 890, + "losses": 539, + "profits": 351, + "percentage year profit": 21.897008636135663, + "mean deviation": 8.469027441923473, + "Sharpe ratio": 0.5590808856541714, + "Sortino ratio": 0.7719152792711337, + "calmar ratio": 0.3632709050923848, + "max drawdown": 60.2773531520972, + "profit/deviation ratio": 2.5855399319809558 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=21, multiplier=9.849732675807628, plot=False)": { "winrate": 40.17094017094017, @@ -34372,70 +33722,44 @@ "max drawdown": 61.77850965559804, "profit/deviation ratio": 1.116586428321326 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=6, multiplier=6.115909044841463, plot=False)": { - "winrate": 40.0, - "trades": 280, - "losses": 168, - "profits": 112, - "percentage year profit": 24.586928949828124, - "mean deviation": 22.17941272213622, - "Sharpe ratio": 0.28709187707587375, - "Sortino ratio": 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ratio": 0.25592545981556825, - "Sortino ratio": 0.3256280263532605, - "calmar ratio": 0.338681272012669, - "max drawdown": 78.60524169073322, - "profit/deviation ratio": 1.1040556002341197 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.07400249944258172, plot=False, step=0.030912680532870763)": { + "winrate": 36.73539518900344, + "trades": 2910, + "losses": 1841, + "profits": 1069, + "percentage year profit": 21.50121037359809, + "mean deviation": 26.830488795569362, + "Sharpe ratio": -0.23671029797170046, + "Sortino ratio": -0.3336649648901692, + "calmar ratio": 0.24532184181472863, + "max drawdown": 87.64490847837423, + "profit/deviation ratio": 0.8013722946839746 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0814027493868399, plot=False, step=0.02322515441988787)": { - "winrate": 38.01470588235294, - "trades": 2720, - "losses": 1686, - "profits": 1034, - "percentage year profit": 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multiplier=13.109994191499954, plot=False)": { - "winrate": 39.130434782608695, - "trades": 69, - "losses": 42, - "profits": 27, - "percentage year profit": 8.80172136868902, - "mean deviation": 10.445064025039303, - "Sharpe ratio": 0.8913986355168773, - "Sortino ratio": 1.128789650722972, - "calmar ratio": 0.15111117622290113, - "max drawdown": 58.24666043036931, - "profit/deviation ratio": 0.842668015015437 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.497851811249937, plot=False, step=0.004177248169415656)": { + "winrate": 39.438202247191015, + "trades": 890, + "losses": 539, + "profits": 351, + "percentage year profit": 20.309521647503214, + "mean deviation": 8.236777979935063, + "Sharpe ratio": 0.5018495888624606, + "Sortino ratio": 0.6925108366049804, + "calmar ratio": 0.3369345298931162, + "max drawdown": 60.2773531520972, + "profit/deviation ratio": 2.4657119199980344 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.06115909044841463, plot=False, step=0.06024006916124241)": { - "winrate": 34.80845442536328, - "trades": 3028, - "losses": 1973, - "profits": 1054, - "percentage year profit": 10.94756320642276, - "mean deviation": 13.289017073829266, - "Sharpe ratio": -0.07194174115059755, - "Sortino ratio": -0.10260918679023924, - "calmar ratio": 0.15649973351598118, - "max drawdown": 69.95259966563991, - "profit/deviation ratio": 0.8238053383182381 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8017953205361363, plot=False, step=0.004177248169415656)": { + "winrate": 39.438202247191015, + "trades": 890, + "losses": 539, + "profits": 351, + "percentage year profit": 20.309521647503214, + "mean deviation": 8.236777979935063, + "Sharpe ratio": 0.5018495888624606, + "Sortino ratio": 0.6925108366049804, + "calmar ratio": 0.3369345298931162, + "max drawdown": 60.2773531520972, + "profit/deviation ratio": 2.4657119199980344 }, 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"profit/deviation ratio": 2.4657119199980344 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=190, window_dev=1.5)": { - "winrate": 33.78378378378378, - "trades": 148, - "losses": 98, - "profits": 50, - "percentage year profit": 12.416309830194816, - "mean deviation": 15.404993524834968, - "Sharpe ratio": 0.9252383066068955, - "Sortino ratio": 1.1982722406451387, - "calmar ratio": 0.20685665240279572, - "max drawdown": 60.02373956056057, - "profit/deviation ratio": 0.8059925380804619 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=200, window_dev=1.5)": { + "winrate": 34.285714285714285, + "trades": 140, + "losses": 92, + "profits": 48, + "percentage year profit": 20.217847271303757, + "mean deviation": 18.083955399219626, + "Sharpe ratio": 1.0599970887067447, + "Sortino ratio": 1.3757139171291557, + "calmar ratio": 0.3418405381223689, + "max drawdown": 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strategy_parabolic_SAR(max_step=0.0672749994932561, plot=False, step=0.037404343444773634)": { - "winrate": 35.49592391304348, - "trades": 2944, - "losses": 1898, - "profits": 1045, - "percentage year profit": 11.379813656448444, - "mean deviation": 14.926201199858841, - "Sharpe ratio": -0.10451677797416258, - "Sortino ratio": -0.14838653213430306, - "calmar ratio": 0.14977333544790294, - "max drawdown": 75.9802378869154, - "profit/deviation ratio": 0.762405216442886 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=150, window_dev=1.5)": { - "winrate": 35.9375, - "trades": 192, - "losses": 123, - "profits": 69, - "percentage year profit": 11.901761644188834, - "mean deviation": 15.962763215799225, - "Sharpe ratio": 0.8098381278316759, - "Sortino ratio": 1.0680350582448719, - "calmar ratio": 0.19693663041543438, - "max drawdown": 60.434473866452755, - "profit/deviation ratio": 0.7455953260278274 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=41, multiplier=6.72749994932561, plot=False)": { - "winrate": 38.009049773755656, - "trades": 221, - "losses": 137, - "profits": 84, - "percentage year profit": 21.15546278313003, - "mean deviation": 28.75708841556698, - "Sharpe ratio": 0.010273106122322033, - "Sortino ratio": 0.012970246166722108, - "calmar ratio": 0.25083924192953233, - "max drawdown": 84.33872874274266, - "profit/deviation ratio": 0.7356608039525313 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.06115909044841463, plot=False, step=0.054763699237493094)": { + "winrate": 35.064494229463676, + "trades": 2946, + "losses": 1912, + "profits": 1033, + "percentage year profit": 19.605180123783008, + "mean deviation": 11.833441910315088, + "Sharpe ratio": -0.00829828309825501, + "Sortino ratio": -0.011816960163211964, + "calmar ratio": 0.2720319951429035, + "max drawdown": 72.06939063724487, + "profit/deviation 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"winrate": 38.78600823045267, + "trades": 972, + "losses": 595, + "profits": 377, + "percentage year profit": 19.169191004496877, + "mean deviation": 19.91414513591663, + "Sharpe ratio": 0.8221364905885076, + "Sortino ratio": 1.1511750270463854, + "calmar ratio": 0.30144829294424436, + "max drawdown": 63.59031201428099, + "profit/deviation ratio": 0.962591709243086 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=6, multiplier=8.954302432552389, plot=False)": { - "winrate": 36.075949367088604, - "trades": 158, - "losses": 101, - "profits": 57, - "percentage year profit": 10.872677634047513, - "mean deviation": 15.70426853952258, - "Sharpe ratio": 0.4613337581175777, - "Sortino ratio": 0.5960867250899363, - "calmar ratio": 0.1688170197996657, - "max drawdown": 64.40510350763249, - "profit/deviation ratio": 0.6923390036718036 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=51, multiplier=7.400249944258172, plot=False)": { + "winrate": 39.325842696629216, + "trades": 178, + "losses": 108, + "profits": 70, + "percentage year profit": 18.32974319887084, + "mean deviation": 34.74134333667998, + "Sharpe ratio": -0.14233572177885265, + "Sortino ratio": -0.17667194838464378, + "calmar ratio": 0.21054773626646167, + "max drawdown": 87.05742233995512, + "profit/deviation ratio": 0.5276060577518964 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=1, multiplier=13.109994191499954, plot=False)": { - "winrate": 39.34426229508197, - "trades": 244, - "losses": 148, - "profits": 96, - "percentage year profit": 16.80414786889375, - "mean deviation": 24.331001802401587, - "Sharpe ratio": 0.3454355611085158, - "Sortino ratio": 0.44169248441952713, - "calmar ratio": 0.2174752328776816, - "max drawdown": 77.26924876243356, - "profit/deviation ratio": 0.6906475945941157 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=6, multiplier=6.72749994932561, plot=False)": { + "winrate": 40.08620689655172, + "trades": 232, + "losses": 139, + "profits": 93, + "percentage year profit": 18.02178836347568, + "mean deviation": 20.536837366823327, + "Sharpe ratio": 0.3248838014476294, + "Sortino ratio": 0.4189018040190575, + "calmar ratio": 0.23617513414686425, + "max drawdown": 76.30688314659292, + "profit/deviation ratio": 0.877534746055367 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.06115909044841463, plot=False, step=0.049785181124993715)": { + "winrate": 34.8990953375087, + "trades": 2874, + "losses": 1871, + "profits": 1003, + "percentage year profit": 17.752402809852974, + "mean deviation": 13.058983442023086, + "Sharpe ratio": 0.039836817121959245, + "Sortino ratio": 0.05656234061790917, + "calmar ratio": 0.25155775281678466, + "max drawdown": 70.56988946304692, + "profit/deviation ratio": 1.3594015865528035 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=66, multiplier=13.109994191499954, plot=False)": { "winrate": 40.625, @@ -34879,45 +34619,6 @@ "max drawdown": 87.95098865217662, "profit/deviation ratio": 0.6767931880273262 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=1, multiplier=2.853116706110003, plot=False)": { - "winrate": 35.39007092198582, - "trades": 1410, - "losses": 911, - "profits": 499, - "percentage year profit": 9.535178062695259, - "mean deviation": 14.2046370805474, - "Sharpe ratio": 0.06689394830672298, - "Sortino ratio": 0.0899999066134403, - "calmar ratio": 0.18022906408838638, - "max drawdown": 52.90588458040874, - "profit/deviation ratio": 0.6712722055921618 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=61, multiplier=7.400249944258172, plot=False)": { - "winrate": 39.010989010989015, - "trades": 182, - "losses": 111, - "profits": 71, - "percentage year profit": 20.643120281513383, - "mean deviation": 31.109161637371013, - "Sharpe ratio": 0.11891177502710913, - "Sortino ratio": 0.14941199176527986, - "calmar ratio": 0.2511607216076827, - "max drawdown": 82.19087821286915, - "profit/deviation ratio": 0.6635704466145138 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=6, multiplier=2.357947691000002, plot=False)": { - "winrate": 35.810810810810814, - "trades": 1036, - "losses": 665, - "profits": 371, - "percentage year profit": 8.034890029265584, - "mean deviation": 12.871336812503248, - "Sharpe ratio": 0.3382847215008904, - "Sortino ratio": 0.44880163780186355, - "calmar ratio": 0.12051152471959398, - "max drawdown": 66.67320862432994, - "profit/deviation ratio": 0.6242467388049757 - }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=101, multiplier=7.400249944258172, plot=False)": { "winrate": 40.74074074074074, "trades": 189, @@ -34931,6 +34632,32 @@ "max drawdown": 79.38404810412875, "profit/deviation ratio": 0.6218149151575758 }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0814027493868399, plot=False, step=0.005559917313492239)": { + "winrate": 38.447319778188536, + "trades": 1082, + "losses": 666, + "profits": 416, + "percentage year profit": 17.373297534973254, + "mean deviation": 17.329757400622896, + "Sharpe ratio": 0.3859512949060351, + "Sortino ratio": 0.537805427299235, + "calmar ratio": 0.27331689303127643, + "max drawdown": 63.56466789261057, + "profit/deviation ratio": 1.0025124491557391 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0672749994932561, plot=False, step=0.005054470284992944)": { + "winrate": 38.75739644970414, + "trades": 1014, + "losses": 620, + "profits": 393, + "percentage year profit": 17.145339626835245, + "mean deviation": 18.288544405664506, + "Sharpe ratio": 0.5918513551561995, + "Sortino ratio": 0.8273499749132797, + "calmar 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strategy_supertrend(length=41, multiplier=13.109994191499954, plot=False)": { - "winrate": 38.80597014925373, - "trades": 67, - "losses": 41, - "profits": 26, - "percentage year profit": 6.765837211168302, - "mean deviation": 11.269107728120947, - "Sharpe ratio": 0.886609073423738, - "Sortino ratio": 1.0949000221325198, - "calmar ratio": 0.10504672222916514, - "max drawdown": 64.40788505907172, - "profit/deviation ratio": 0.6003880142422299 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03452271214393103, plot=False, step=0.005054470284992944)": { + "winrate": 39.130434782608695, + "trades": 920, + "losses": 560, + "profits": 360, + "percentage year profit": 16.838159217926773, + "mean deviation": 13.869855446658224, + "Sharpe ratio": 0.6862232349044842, + "Sortino ratio": 0.9490958532753936, + "calmar ratio": 0.26266682325064367, + "max drawdown": 64.10462885851157, + "profit/deviation ratio": 1.2140111540948846 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=16, multiplier=8.140274938683989, plot=False)": { - "winrate": 37.17948717948718, - "trades": 156, - "losses": 98, - "profits": 58, - "percentage year profit": 13.794194198417653, - "mean deviation": 23.655030443714033, - "Sharpe ratio": 0.2673143551212474, - "Sortino ratio": 0.3341079506695405, - "calmar ratio": 0.1785682108630735, - "max drawdown": 77.24887947158227, - "profit/deviation ratio": 0.5831399892399315 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=1, multiplier=13.109994191499954, plot=False)": { + "winrate": 39.34426229508197, + "trades": 244, + "losses": 148, + "profits": 96, + "percentage year profit": 16.80414786889375, + "mean deviation": 24.331001802401587, + "Sharpe ratio": 0.3454355611085158, + "Sortino ratio": 0.44169248441952713, + "calmar ratio": 0.2174752328776816, + "max drawdown": 77.26924876243356, + "profit/deviation ratio": 0.6906475945941157 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=96, multiplier=7.400249944258172, plot=False)": { "winrate": 41.48936170212766, @@ -34996,18 +34710,83 @@ "max drawdown": 79.97970490821105, "profit/deviation ratio": 0.5804638057554343 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=160, window_dev=1.5)": { - "winrate": 35.55555555555556, - "trades": 180, - "losses": 116, - "profits": 64, - "percentage year profit": 10.406704479187635, - "mean deviation": 18.160196636310747, - "Sharpe ratio": 0.6475762234331301, - "Sortino ratio": 0.842342958867363, - "calmar ratio": 0.15715900994952334, - "max drawdown": 66.21767649548111, - "profit/deviation ratio": 0.5730502090698596 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.07400249944258172, plot=False, step=0.034003948586157844)": { + "winrate": 36.16393442622951, + "trades": 3050, + "losses": 1946, + "profits": 1103, + "percentage year profit": 16.124371239147116, + "mean deviation": 23.206935049638737, + "Sharpe ratio": -0.341624954043602, + "Sortino ratio": -0.4837100634826143, + "calmar ratio": 0.18508884597371833, + "max drawdown": 87.11692568139246, + "profit/deviation ratio": 0.6948083064246834 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=6, multiplier=2.5937424601000023, plot=False)": { + "winrate": 35.97826086956522, + "trades": 920, + "losses": 589, + "profits": 331, + "percentage year profit": 15.973028336895245, + "mean deviation": 11.364509342696648, + "Sharpe ratio": 0.5680221607317261, + "Sortino ratio": 0.752543201184531, + "calmar ratio": 0.26803796275493863, + "max drawdown": 59.59241061498084, + "profit/deviation ratio": 1.4055185186820442 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.050544702849929436, plot=False, step=0.005054470284992944)": { + "winrate": 38.75502008032129, + "trades": 996, + "losses": 609, + "profits": 386, + "percentage year profit": 15.877468738081578, + "mean deviation": 16.951577720372654, + "Sharpe ratio": 0.6658844476920087, + "Sortino ratio": 0.9291000562267177, + "calmar ratio": 0.24762997523861638, + "max drawdown": 64.11771726254885, + "profit/deviation ratio": 0.9366366364235115 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=21, multiplier=8.140274938683989, plot=False)": { + "winrate": 39.0728476821192, + "trades": 151, + "losses": 92, + "profits": 59, + "percentage year profit": 15.818763331205377, + "mean deviation": 16.457925146409426, + "Sharpe ratio": 0.494516734068371, + "Sortino ratio": 0.6214357476063763, + "calmar ratio": 0.2269985142803277, + "max drawdown": 69.68663817627582, + "profit/deviation ratio": 0.9611638885510733 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=31, multiplier=13.109994191499954, plot=False)": { + "winrate": 38.88888888888889, + "trades": 72, + "losses": 44, + "profits": 28, + "percentage year profit": 15.678416339175683, + "mean deviation": 10.80066175402672, + "Sharpe ratio": 0.8659162663440345, + "Sortino ratio": 1.1058882742451603, + "calmar ratio": 0.2672064859343929, + "max drawdown": 58.67528358958023, + "profit/deviation ratio": 1.4516162709502898 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=16, multiplier=11.91817653772723, plot=False)": { + "winrate": 36.95652173913043, + "trades": 92, + "losses": 58, + "profits": 34, + "percentage year profit": 15.525106045586456, + "mean deviation": 16.439164613967268, + "Sharpe ratio": 1.1651393014862403, + "Sortino ratio": 1.4958948136040118, + "calmar ratio": 0.2672589368733409, + "max drawdown": 58.09012872390531, + "profit/deviation ratio": 0.9443975049921821 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=51, multiplier=8.140274938683989, plot=False)": { "winrate": 42.857142857142854, @@ -35022,31 +34801,18 @@ "max drawdown": 77.15646183916544, "profit/deviation ratio": 0.5669547341390434 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=46, multiplier=8.140274938683989, plot=False)": { - "winrate": 41.55844155844156, - "trades": 154, - "losses": 90, - "profits": 64, - "percentage year profit": 13.35223246007551, - "mean deviation": 24.80172861459994, - "Sharpe ratio": 0.3871241912890248, - "Sortino ratio": 0.4875604471030211, - "calmar ratio": 0.18199942568463492, - "max drawdown": 73.36414612215314, - "profit/deviation ratio": 0.5383589453605867 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=51, multiplier=7.400249944258172, plot=False)": { - "winrate": 39.325842696629216, - "trades": 178, - "losses": 108, - "profits": 70, - "percentage year profit": 18.32974319887084, - "mean deviation": 34.74134333667998, - "Sharpe ratio": -0.14233572177885265, - "Sortino ratio": -0.17667194838464378, - "calmar ratio": 0.21054773626646167, - "max drawdown": 87.05742233995512, - "profit/deviation ratio": 0.5276060577518964 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=21, multiplier=11.91817653772723, plot=False)": { + "winrate": 38.20224719101123, + "trades": 89, + "losses": 55, + "profits": 34, + "percentage year profit": 14.896932387036488, + "mean deviation": 13.199387767223532, + "Sharpe ratio": 0.8037128313444422, + "Sortino ratio": 1.029291375066699, + "calmar ratio": 0.23725449173297988, + "max drawdown": 62.7888318498196, + "profit/deviation ratio": 1.12860783013196 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=66, multiplier=7.400249944258172, plot=False)": { "winrate": 39.130434782608695, @@ -35074,44 +34840,70 @@ "max drawdown": 81.79280926858067, "profit/deviation ratio": 0.49739034166107393 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=40, window_dev=1)": { - "winrate": 34.78747203579418, - "trades": 894, - "losses": 583, - "profits": 311, - "percentage year profit": 10.195257115797896, - "mean deviation": 20.927339389909058, - "Sharpe ratio": 0.5272048747240037, - "Sortino ratio": 0.7101173197413075, - "calmar ratio": 0.1429448859567598, - "max drawdown": 71.32299310716101, - "profit/deviation ratio": 0.4871740705229801 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=56, multiplier=4.177248169415656, plot=False)": { + "winrate": 40.09216589861751, + "trades": 434, + "losses": 260, + "profits": 174, + "percentage year profit": 14.462342567359698, + "mean deviation": 14.687679581825597, + "Sharpe ratio": 0.22557731350848018, + "Sortino ratio": 0.2959514877580304, + "calmar ratio": 0.2034470110386625, + "max drawdown": 71.08653252522504, + "profit/deviation ratio": 0.9846580929812271 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=170, window_dev=1.5)": { - "winrate": 36.144578313253014, - "trades": 166, - "losses": 106, - "profits": 60, - "percentage year profit": 9.850066189262652, - "mean deviation": 20.21958605248888, - "Sharpe ratio": 0.5811502617321361, - "Sortino ratio": 0.7464865842152385, - "calmar ratio": 0.1462235977936253, - "max drawdown": 67.36304083534232, - "profit/deviation ratio": 0.48715469068913914 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.11918176537727232, plot=False, step=0.017449402268886447)": { + "winrate": 38.56573705179283, + "trades": 2510, + "losses": 1542, + "profits": 968, + "percentage year profit": 13.868401718609169, + "mean deviation": 32.62240234544681, + "Sharpe ratio": -0.6100709413873119, + "Sortino ratio": -0.8321370566865676, + "calmar ratio": 0.15182052120481032, + "max drawdown": 91.34734625169868, + "profit/deviation ratio": 0.425118958798717 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0672749994932561, plot=False, step=0.0452592555681761)": { - "winrate": 35.255570117955436, - "trades": 3052, - "losses": 1976, - "profits": 1076, - "percentage year profit": 7.5554842648373866, - "mean deviation": 15.573934994791298, - "Sharpe ratio": -0.22409114807652403, - "Sortino ratio": -0.3196713108580404, - "calmar ratio": 0.09667833103295843, - "max drawdown": 78.15075192249296, - "profit/deviation ratio": 0.48513649680471366 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=16, multiplier=8.140274938683989, plot=False)": { + "winrate": 37.17948717948718, + "trades": 156, + "losses": 98, + "profits": 58, + "percentage year profit": 13.794194198417653, + "mean deviation": 23.655030443714033, + "Sharpe ratio": 0.2673143551212474, + "Sortino ratio": 0.3341079506695405, + "calmar ratio": 0.1785682108630735, + "max drawdown": 77.24887947158227, + "profit/deviation ratio": 0.5831399892399315 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=16, multiplier=13.109994191499954, plot=False)": { + "winrate": 40.54054054054054, + "trades": 74, + "losses": 44, + "profits": 30, + "percentage year profit": 13.758834143853015, + "mean deviation": 15.622860171816749, + "Sharpe ratio": 1.1507967322574006, + "Sortino ratio": 1.4616586383967138, + "calmar ratio": 0.2628454224007238, + "max drawdown": 52.34572479210552, + "profit/deviation ratio": 0.8806859942761064 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=46, multiplier=8.140274938683989, plot=False)": { + "winrate": 41.55844155844156, + "trades": 154, + "losses": 90, + "profits": 64, + "percentage year profit": 13.35223246007551, + "mean deviation": 24.80172861459994, + "Sharpe ratio": 0.3871241912890248, + "Sortino ratio": 0.4875604471030211, + "calmar ratio": 0.18199942568463492, + "max drawdown": 73.36414612215314, + "profit/deviation ratio": 0.5383589453605867 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=81, multiplier=7.400249944258172, plot=False)": { "winrate": 40.74074074074074, @@ -35126,6 +34918,45 @@ "max drawdown": 80.64503473449346, "profit/deviation ratio": 0.47817778522302884 }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=21, multiplier=2.853116706110003, plot=False)": { + "winrate": 36.40960809102402, + "trades": 791, + "losses": 503, + "profits": 288, + "percentage year profit": 12.91291215467214, + "mean deviation": 9.660759764851113, + "Sharpe ratio": 0.48823182815471783, + "Sortino ratio": 0.6517907684099427, + "calmar ratio": 0.20539199073467576, + "max drawdown": 62.86959928906366, + "profit/deviation ratio": 1.3366352615094914 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=190, window_dev=1.5)": { + "winrate": 33.78378378378378, + "trades": 148, + "losses": 98, + "profits": 50, + "percentage year profit": 12.416309830194816, + "mean deviation": 15.404993524834968, + "Sharpe ratio": 0.9252383066068955, + "Sortino ratio": 1.1982722406451387, + "calmar ratio": 0.20685665240279572, + "max drawdown": 60.02373956056057, + "profit/deviation ratio": 0.8059925380804619 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=150, window_dev=1.5)": { + "winrate": 35.9375, + "trades": 192, + "losses": 123, + "profits": 69, + "percentage year profit": 11.901761644188834, + "mean deviation": 15.962763215799225, + "Sharpe ratio": 0.8098381278316759, + "Sortino ratio": 1.0680350582448719, + "calmar ratio": 0.19693663041543438, + "max drawdown": 60.434473866452755, + "profit/deviation ratio": 0.7455953260278274 + }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=56, multiplier=8.140274938683989, plot=False)": { "winrate": 42.76315789473684, "trades": 152, @@ -35139,57 +34970,187 @@ "max drawdown": 75.90729024448703, "profit/deviation ratio": 0.4632538322555112 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=11, multiplier=7.400249944258172, plot=False)": { - "winrate": 36.6120218579235, - "trades": 183, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=76, multiplier=7.400249944258172, plot=False)": { + "winrate": 40.21164021164021, + "trades": 189, + "losses": 113, + "profits": 76, + "percentage year profit": 11.462926887682578, + "mean deviation": 27.453510570170923, + "Sharpe ratio": 0.15317855940160852, + "Sortino ratio": 0.194825226495303, + "calmar ratio": 0.14032375213339418, + "max drawdown": 81.68914181246893, + "profit/deviation ratio": 0.4175395659649224 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=71, multiplier=7.400249944258172, plot=False)": { + "winrate": 39.8936170212766, + "trades": 188, + "losses": 113, + "profits": 75, + "percentage year profit": 11.43360022885982, + "mean deviation": 28.572984802840185, + "Sharpe ratio": 0.10858233460214385, + "Sortino ratio": 0.13665035340282602, + "calmar ratio": 0.13960270838826724, + "max drawdown": 81.90099146973816, + "profit/deviation ratio": 0.4001542123706764 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03797498335832414, plot=False, step=0.005559917313492239)": { + "winrate": 38.37675350701403, + "trades": 998, + "losses": 615, + "profits": 383, + "percentage year profit": 11.39048056038019, + "mean deviation": 18.852270012538458, + "Sharpe ratio": 0.6427938145936299, + "Sortino ratio": 0.9000833265792516, + "calmar ratio": 0.1781074765660838, + "max drawdown": 63.9528490324433, + "profit/deviation ratio": 0.6041967653128506 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0672749994932561, plot=False, step=0.037404343444773634)": { + "winrate": 35.49592391304348, + "trades": 2944, + "losses": 1898, + "profits": 1045, + "percentage year profit": 11.379813656448444, + "mean deviation": 14.926201199858841, + "Sharpe ratio": -0.10451677797416258, + "Sortino ratio": -0.14838653213430306, + "calmar ratio": 0.14977333544790294, + "max drawdown": 75.9802378869154, + "profit/deviation ratio": 0.762405216442886 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.06115909044841463, plot=False, step=0.06024006916124241)": { + "winrate": 34.80845442536328, + "trades": 3028, + "losses": 1973, + "profits": 1054, + "percentage year profit": 10.94756320642276, + "mean deviation": 13.289017073829266, + "Sharpe ratio": -0.07194174115059755, + "Sortino ratio": -0.10260918679023924, + "calmar ratio": 0.15649973351598118, + "max drawdown": 69.95259966563991, + "profit/deviation ratio": 0.8238053383182381 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=6, multiplier=8.954302432552389, plot=False)": { + "winrate": 36.075949367088604, + "trades": 158, + "losses": 101, + "profits": 57, + "percentage year profit": 10.872677634047513, + "mean deviation": 15.70426853952258, + "Sharpe ratio": 0.4613337581175777, + "Sortino ratio": 0.5960867250899363, + "calmar ratio": 0.1688170197996657, + "max drawdown": 64.40510350763249, + "profit/deviation ratio": 0.6923390036718036 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=86, multiplier=7.400249944258172, plot=False)": { + "winrate": 41.48936170212766, + "trades": 188, + "losses": 110, + "profits": 78, + "percentage year profit": 10.853933621210366, + "mean deviation": 28.37953713828903, + "Sharpe ratio": 0.2031401429341699, + "Sortino ratio": 0.26001509595225064, + "calmar ratio": 0.13265528358103296, + "max drawdown": 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- "max drawdown": 71.30048211602818, - "profit/deviation ratio": 0.4272591515606134 + "profits": 64, + "percentage year profit": 10.406704479187635, + "mean deviation": 18.160196636310747, + "Sharpe ratio": 0.6475762234331301, + "Sortino ratio": 0.842342958867363, + "calmar ratio": 0.15715900994952334, + "max drawdown": 66.21767649548111, + "profit/deviation ratio": 0.5730502090698596 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=36, multiplier=9.849732675807628, plot=False)": { - "winrate": 40.17094017094017, - "trades": 117, - "losses": 70, - "profits": 47, - "percentage year profit": 7.978784434922481, - "mean deviation": 18.71475813687201, - "Sharpe ratio": 0.5502469769383771, - "Sortino ratio": 0.7015324611868703, - "calmar ratio": 0.12872984758441194, - "max drawdown": 61.98084270775321, - "profit/deviation ratio": 0.4263364974620002 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=40, window_dev=1)": { + "winrate": 34.78747203579418, + "trades": 894, + "losses": 583, + "profits": 311, + "percentage year profit": 10.195257115797896, + "mean deviation": 20.927339389909058, + "Sharpe ratio": 0.5272048747240037, + "Sortino ratio": 0.7101173197413075, + "calmar ratio": 0.1429448859567598, + "max drawdown": 71.32299310716101, + "profit/deviation ratio": 0.4871740705229801 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=46, multiplier=13.109994191499954, plot=False)": { + "winrate": 39.0625, + "trades": 64, + "losses": 39, + "profits": 25, + "percentage year profit": 10.165511352413636, + "mean deviation": 12.972812563780451, + "Sharpe ratio": 0.8228249035251993, + "Sortino ratio": 0.9917046750624076, + "calmar ratio": 0.15077322805073065, + "max drawdown": 67.42252244538565, + "profit/deviation ratio": 0.7836011892128403 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=170, window_dev=1.5)": { + "winrate": 36.144578313253014, + "trades": 166, + "losses": 106, + "profits": 60, + "percentage year profit": 9.850066189262652, + "mean deviation": 20.21958605248888, + "Sharpe ratio": 0.5811502617321361, + "Sortino ratio": 0.7464865842152385, + "calmar ratio": 0.1462235977936253, + "max drawdown": 67.36304083534232, + "profit/deviation ratio": 0.48715469068913914 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.11918176537727232, plot=False, step=0.017449402268886447)": { - "winrate": 38.56573705179283, - "trades": 2510, - "losses": 1542, - "profits": 968, - "percentage year profit": 13.868401718609169, - "mean deviation": 32.62240234544681, - "Sharpe ratio": -0.6100709413873119, - "Sortino ratio": -0.8321370566865676, - "calmar ratio": 0.15182052120481032, - "max drawdown": 91.34734625169868, - "profit/deviation ratio": 0.425118958798717 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=1, multiplier=2.853116706110003, plot=False)": { + "winrate": 35.39007092198582, + "trades": 1410, + "losses": 911, + "profits": 499, + "percentage year profit": 9.535178062695259, + "mean deviation": 14.2046370805474, + "Sharpe ratio": 0.06689394830672298, + "Sortino ratio": 0.0899999066134403, + "calmar ratio": 0.18022906408838638, + "max drawdown": 52.90588458040874, + "profit/deviation ratio": 0.6712722055921618 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=76, multiplier=7.400249944258172, plot=False)": { - "winrate": 40.21164021164021, - "trades": 189, - "losses": 113, - "profits": 76, - "percentage year profit": 11.462926887682578, - "mean deviation": 27.453510570170923, - "Sharpe ratio": 0.15317855940160852, - "Sortino ratio": 0.194825226495303, - "calmar ratio": 0.14032375213339418, - "max drawdown": 81.68914181246893, - "profit/deviation ratio": 0.4175395659649224 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=36, multiplier=13.109994191499954, plot=False)": { + "winrate": 39.130434782608695, + "trades": 69, + "losses": 42, + "profits": 27, + "percentage year profit": 8.80172136868902, + "mean deviation": 10.445064025039303, + "Sharpe ratio": 0.8913986355168773, + "Sortino ratio": 1.128789650722972, + "calmar ratio": 0.15111117622290113, + "max drawdown": 58.24666043036931, + "profit/deviation ratio": 0.842668015015437 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=16, multiplier=7.400249944258172, plot=False)": { "winrate": 35.483870967741936, @@ -35204,44 +35165,18 @@ "max drawdown": 76.53889409719686, "profit/deviation ratio": 0.4119210642591624 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=1, multiplier=5.054470284992944, plot=False)": { - "winrate": 36.666666666666664, - "trades": 750, - "losses": 474, - "profits": 275, - "percentage year profit": 4.4997025250919975, - "mean deviation": 11.122411928571088, - "Sharpe ratio": 0.35935296658967897, - "Sortino ratio": 0.4902383323498593, - "calmar ratio": 0.0849885116553558, - "max drawdown": 52.9448326303104, - "profit/deviation ratio": 0.40456175818603046 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=71, multiplier=7.400249944258172, plot=False)": { - "winrate": 39.8936170212766, - "trades": 188, - "losses": 113, - "profits": 75, - "percentage year profit": 11.43360022885982, - "mean deviation": 28.572984802840185, - "Sharpe ratio": 0.10858233460214385, - "Sortino ratio": 0.13665035340282602, - "calmar ratio": 0.13960270838826724, - "max drawdown": 81.90099146973816, - "profit/deviation ratio": 0.4001542123706764 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=86, multiplier=7.400249944258172, plot=False)": { - "winrate": 41.48936170212766, - "trades": 188, - "losses": 110, - "profits": 78, - "percentage year profit": 10.853933621210366, - "mean deviation": 28.37953713828903, - "Sharpe ratio": 0.2031401429341699, - "Sortino ratio": 0.26001509595225064, - "calmar ratio": 0.13265528358103296, - "max drawdown": 81.82059039194019, - "profit/deviation ratio": 0.38245633000710516 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=101, multiplier=13.109994191499954, plot=False)": { + "winrate": 39.130434782608695, + "trades": 69, + "losses": 42, + "profits": 27, + "percentage year profit": 8.31942352191508, + "mean deviation": 32.15560626471859, + "Sharpe ratio": 0.7236156962790338, + "Sortino ratio": 0.8839694087088267, + "calmar ratio": 0.10771090758560194, + "max drawdown": 77.23844973920882, + "profit/deviation ratio": 0.25872388949615993 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=61, multiplier=14.420993610649951, plot=False)": { "winrate": 42.592592592592595, @@ -35256,31 +35191,44 @@ "max drawdown": 66.98187933138075, "profit/deviation ratio": 0.3816350134948039 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0672749994932561, plot=False, step=0.041144777789251)": { - "winrate": 35.139627659574465, - "trades": 3008, - "losses": 1950, - "profits": 1057, - "percentage year profit": 5.719643858211443, - "mean deviation": 15.049942489805531, - "Sharpe ratio": -0.18587287868144878, - "Sortino ratio": -0.26487663643803805, - "calmar ratio": 0.07461802844558578, - "max drawdown": 76.65230477621662, - "profit/deviation ratio": 0.38004423353018074 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=41, multiplier=3.797498335832415, plot=False)": { + "winrate": 39.1812865497076, + "trades": 513, + "losses": 312, + "profits": 201, + "percentage year profit": 8.183148185582102, + "mean deviation": 10.045496371242876, + "Sharpe ratio": 0.2723797375307326, + "Sortino ratio": 0.3628311493636591, + "calmar ratio": 0.12428853513046083, + "max drawdown": 65.83992785008344, + "profit/deviation ratio": 0.8146086448259444 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=26, multiplier=9.849732675807628, plot=False)": { - "winrate": 37.93103448275862, - "trades": 116, - "losses": 72, - "profits": 44, - "percentage year profit": 7.229364732570653, - "mean deviation": 19.261903490676755, - "Sharpe ratio": 0.4070227043889322, - "Sortino ratio": 0.5019111713918739, - "calmar ratio": 0.11402002766905224, - "max drawdown": 63.40434115271554, - "profit/deviation ratio": 0.37531933103443527 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=6, multiplier=2.357947691000002, plot=False)": { + "winrate": 35.810810810810814, + "trades": 1036, + "losses": 665, + "profits": 371, + "percentage year profit": 8.034890029265584, + "mean deviation": 12.871336812503248, + "Sharpe ratio": 0.3382847215008904, + "Sortino ratio": 0.44880163780186355, + "calmar ratio": 0.12051152471959398, + "max drawdown": 66.67320862432994, + "profit/deviation ratio": 0.6242467388049757 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=36, multiplier=9.849732675807628, plot=False)": { + "winrate": 40.17094017094017, + "trades": 117, + "losses": 70, + "profits": 47, + "percentage year profit": 7.978784434922481, + "mean deviation": 18.71475813687201, + "Sharpe ratio": 0.5502469769383771, + "Sortino ratio": 0.7015324611868703, + "calmar ratio": 0.12872984758441194, + "max drawdown": 61.98084270775321, + "profit/deviation ratio": 0.4263364974620002 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=31, multiplier=9.849732675807628, plot=False)": { "winrate": 39.83050847457627, @@ -35295,18 +35243,57 @@ "max drawdown": 64.243413471463, "profit/deviation ratio": 0.3709683443704854 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=21, multiplier=10.834705943388391, plot=False)": { - "winrate": 41.584158415841586, - "trades": 101, - "losses": 59, - "profits": 42, - "percentage year profit": 4.376922821065721, - "mean deviation": 14.602002452533805, - "Sharpe ratio": 0.7877848731362527, - "Sortino ratio": 1.010924084094615, - "calmar ratio": 0.07338537014653772, - "max drawdown": 59.64298895441657, - "profit/deviation ratio": 0.2997481225806956 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0672749994932561, plot=False, step=0.0452592555681761)": { + "winrate": 35.255570117955436, + "trades": 3052, + "losses": 1976, + "profits": 1076, + "percentage year profit": 7.5554842648373866, + "mean deviation": 15.573934994791298, + "Sharpe ratio": -0.22409114807652403, + "Sortino ratio": -0.3196713108580404, + "calmar ratio": 0.09667833103295843, + "max drawdown": 78.15075192249296, + "profit/deviation ratio": 0.48513649680471366 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=26, multiplier=9.849732675807628, plot=False)": { + "winrate": 37.93103448275862, + "trades": 116, + "losses": 72, + "profits": 44, + "percentage year profit": 7.229364732570653, + "mean deviation": 19.261903490676755, + "Sharpe ratio": 0.4070227043889322, + "Sortino ratio": 0.5019111713918739, + "calmar ratio": 0.11402002766905224, + "max drawdown": 63.40434115271554, + "profit/deviation ratio": 0.37531933103443527 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=41, multiplier=13.109994191499954, plot=False)": { + "winrate": 38.80597014925373, + "trades": 67, + "losses": 41, + "profits": 26, + "percentage year profit": 6.765837211168302, + "mean deviation": 11.269107728120947, + "Sharpe ratio": 0.886609073423738, + "Sortino ratio": 1.0949000221325198, + "calmar ratio": 0.10504672222916514, + "max drawdown": 64.40788505907172, + "profit/deviation ratio": 0.6003880142422299 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=11, multiplier=7.400249944258172, plot=False)": { + "winrate": 36.6120218579235, + "trades": 183, + "losses": 116, + "profits": 67, + "percentage year profit": 6.658579750580795, + "mean deviation": 15.584405216973268, + "Sharpe ratio": 0.512223112799556, + "Sortino ratio": 0.6576012780645667, + "calmar ratio": 0.09338758382790742, + "max drawdown": 71.30048211602818, + "profit/deviation ratio": 0.4272591515606134 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=66, multiplier=14.420993610649951, plot=False)": { "winrate": 42.592592592592595, @@ -35321,18 +35308,31 @@ "max drawdown": 67.58505464097782, "profit/deviation ratio": 0.29871116336160397 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=101, multiplier=13.109994191499954, plot=False)": { - "winrate": 39.130434782608695, - "trades": 69, - "losses": 42, - "profits": 27, - "percentage year profit": 8.31942352191508, - "mean deviation": 32.15560626471859, - "Sharpe ratio": 0.7236156962790338, - "Sortino ratio": 0.8839694087088267, - "calmar ratio": 0.10771090758560194, - "max drawdown": 77.23844973920882, - "profit/deviation ratio": 0.25872388949615993 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=36, multiplier=8.954302432552389, plot=False)": { + "winrate": 36.2962962962963, + "trades": 135, + "losses": 86, + "profits": 49, + "percentage year profit": 5.890266473383354, + "mean deviation": 27.360223848530445, + "Sharpe ratio": 0.32631178742447675, + "Sortino ratio": 0.4114538573717493, + "calmar ratio": 0.07301168306443517, + "max drawdown": 80.67567033326712, + "profit/deviation ratio": 0.215285755920441 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0672749994932561, plot=False, step=0.041144777789251)": { + "winrate": 35.139627659574465, + "trades": 3008, + "losses": 1950, + "profits": 1057, + "percentage year profit": 5.719643858211443, + "mean deviation": 15.049942489805531, + "Sharpe ratio": -0.18587287868144878, + "Sortino ratio": -0.26487663643803805, + "calmar ratio": 0.07461802844558578, + "max drawdown": 76.65230477621662, + "profit/deviation ratio": 0.38004423353018074 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=61, multiplier=13.109994191499954, plot=False)": { "winrate": 41.17647058823529, @@ -35347,32 +35347,6 @@ "max drawdown": 89.12191670249553, "profit/deviation ratio": 0.2520973912866779 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=61, multiplier=4.177248169415656, plot=False)": { - "winrate": 39.726027397260275, - "trades": 438, - "losses": 264, - "profits": 174, - "percentage year profit": 3.7235642551947112, - "mean deviation": 15.457405926439563, - "Sharpe ratio": 0.18811779122995947, - "Sortino ratio": 0.24942949641822196, - "calmar ratio": 0.05888866354811785, - "max drawdown": 63.23057836339233, - "profit/deviation ratio": 0.24089192409870236 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=36, multiplier=8.954302432552389, plot=False)": { - "winrate": 36.2962962962963, - "trades": 135, - "losses": 86, - "profits": 49, - "percentage year profit": 5.890266473383354, - "mean deviation": 27.360223848530445, - "Sharpe ratio": 0.32631178742447675, - "Sortino ratio": 0.4114538573717493, - "calmar ratio": 0.07301168306443517, - "max drawdown": 80.67567033326712, - "profit/deviation ratio": 0.215285755920441 - }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=56, multiplier=13.109994191499954, plot=False)": { "winrate": 40.0, "trades": 70, @@ -35386,31 +35360,31 @@ "max drawdown": 90.46275947110965, "profit/deviation ratio": 0.1951186887795795 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=71, multiplier=14.420993610649951, plot=False)": { - "winrate": 42.857142857142854, - "trades": 56, - "losses": 32, - "profits": 24, - "percentage year profit": 15528.556660445627, - "mean deviation": 87753.35119634336, - "Sharpe ratio": -0.5757126244350417, - "Sortino ratio": -0.418683089460146, - "calmar ratio": 147.88656861555936, - "max drawdown": 105.00315752685498, - "profit/deviation ratio": 0.1769568506358387 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=1, multiplier=5.054470284992944, plot=False)": { + "winrate": 36.666666666666664, + "trades": 750, + "losses": 474, + "profits": 275, + "percentage year profit": 4.4997025250919975, + "mean deviation": 11.122411928571088, + "Sharpe ratio": 0.35935296658967897, + "Sortino ratio": 0.4902383323498593, + "calmar ratio": 0.0849885116553558, + "max drawdown": 52.9448326303104, + "profit/deviation ratio": 0.40456175818603046 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=96, multiplier=14.420993610649951, plot=False)": { - "winrate": 44.827586206896555, - "trades": 58, - "losses": 32, - "profits": 26, - "percentage year profit": 3.1892126540686183, - "mean deviation": 20.909467764998606, - "Sharpe ratio": 0.6660104108268259, - "Sortino ratio": 0.778237398031086, - "calmar ratio": 0.041073706686402194, - "max drawdown": 77.64608824857862, - "profit/deviation ratio": 0.15252481267874257 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=21, multiplier=10.834705943388391, plot=False)": { + "winrate": 41.584158415841586, + "trades": 101, + "losses": 59, + "profits": 42, + "percentage year profit": 4.376922821065721, + "mean deviation": 14.602002452533805, + "Sharpe ratio": 0.7877848731362527, + "Sortino ratio": 1.010924084094615, + "calmar ratio": 0.07338537014653772, + "max drawdown": 59.64298895441657, + "profit/deviation ratio": 0.2997481225806956 }, 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23, - "percentage year profit": 2.9430372413886685, - "mean deviation": 20.886902189359564, - "Sharpe ratio": 0.8891354074172384, - "Sortino ratio": 1.081054238510214, - "calmar ratio": 0.04145685319773131, - "max drawdown": 70.99036743941105, - "profit/deviation ratio": 0.14090348174694584 - }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=66, multiplier=8.140274938683989, plot=False)": { "winrate": 42.2077922077922, "trades": 154, @@ -35464,6 +35412,19 @@ "max drawdown": 85.29773516534524, "profit/deviation ratio": 0.12545008670550084 }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=61, multiplier=4.177248169415656, plot=False)": { + "winrate": 39.726027397260275, + "trades": 438, + "losses": 264, + "profits": 174, + "percentage year profit": 3.7235642551947112, + "mean deviation": 15.457405926439563, + "Sharpe ratio": 0.18811779122995947, + "Sortino ratio": 0.24942949641822196, + "calmar ratio": 0.05888866354811785, + "max drawdown": 63.23057836339233, + "profit/deviation ratio": 0.24089192409870236 + }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=31, multiplier=8.954302432552389, plot=False)": { "winrate": 39.39393939393939, "trades": 132, @@ -35477,6 +35438,32 @@ "max drawdown": 82.48492211346242, "profit/deviation ratio": 0.11219231728779826 }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=96, multiplier=14.420993610649951, plot=False)": { + "winrate": 44.827586206896555, + "trades": 58, + "losses": 32, + "profits": 26, + "percentage year profit": 3.1892126540686183, + "mean deviation": 20.909467764998606, + "Sharpe ratio": 0.6660104108268259, + "Sortino ratio": 0.778237398031086, + "calmar ratio": 0.041073706686402194, + "max drawdown": 77.64608824857862, + "profit/deviation ratio": 0.15252481267874257 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=41, multiplier=14.420993610649951, plot=False)": { + "winrate": 41.81818181818181, + "trades": 55, + "losses": 32, + "profits": 23, + "percentage year profit": 2.9430372413886685, + "mean deviation": 20.886902189359564, + "Sharpe ratio": 0.8891354074172384, + "Sortino ratio": 1.081054238510214, + "calmar ratio": 0.04145685319773131, + "max drawdown": 70.99036743941105, + "profit/deviation ratio": 0.14090348174694584 + }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.07400249944258172, plot=False, step=0.005054470284992944)": { "winrate": 38.551859099804304, "trades": 1022, @@ -35490,6 +35477,19 @@ "max drawdown": 64.04899540259792, "profit/deviation ratio": 0.09886026333254905 }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=26, multiplier=3.4522712143931042, plot=False)": { + "winrate": 37.29096989966555, + "trades": 598, + "losses": 375, + "profits": 223, + "percentage year profit": 1.10177455821594, + "mean deviation": 7.813651990443882, + "Sharpe ratio": 0.1561762773681023, + "Sortino ratio": 0.20360243709204928, + "calmar ratio": 0.01711559558193555, + "max drawdown": 64.3725515096182, + "profit/deviation ratio": 0.14100635139156611 + }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0895430243255239, plot=False, step=0.005054470284992944)": { "winrate": 38.671875, "trades": 1024, @@ -36127,19 +36127,6 @@ "max drawdown": 64.04899540259792, "profit/deviation ratio": 0.02356975241597485 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=86, multiplier=14.420993610649951, plot=False)": { - "winrate": 46.55172413793103, - "trades": 58, - "losses": 31, - "profits": 27, - "percentage year profit": -99.99127471891211, - "mean deviation": 213757.52837860395, - "Sharpe ratio": -0.5991203224615921, - "Sortino ratio": -0.4328041866921395, - "calmar ratio": -0.9604039684657341, - "max drawdown": 104.1137667086594, - "profit/deviation ratio": -0.00046777896187969175 - }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=26, multiplier=8.954302432552389, plot=False)": { "winrate": 38.059701492537314, "trades": 134, @@ -36153,32 +36140,6 @@ "max drawdown": 84.45633973264984, "profit/deviation ratio": -0.00048006468210844095 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0814027493868399, plot=False, step=0.02810243684806433)": { - "winrate": 36.815754339118826, - "trades": 2996, - "losses": 1892, - "profits": 1103, - "percentage year profit": -0.18547056925430905, - "mean deviation": 39.8068712912127, - "Sharpe ratio": -0.5878908287485909, - "Sortino ratio": -0.8238806278895496, - "calmar ratio": -0.0019870702287511826, - "max drawdown": 93.33870870325104, - "profit/deviation ratio": -0.00465926015379288 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=51, multiplier=13.109994191499954, plot=False)": { - "winrate": 40.0, - "trades": 70, - "losses": 42, - "profits": 28, - "percentage year profit": -88.61075374755742, - "mean deviation": 18800.86438147857, - "Sharpe ratio": 0.22309332193207934, - "Sortino ratio": 0.2731269985564788, - "calmar ratio": -0.8517151968834691, - "max drawdown": 104.03800950340572, - "profit/deviation ratio": -0.004713121266639803 - }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.10834705943388392, plot=False, step=0.005054470284992944)": { "winrate": 38.76953125, "trades": 1024, @@ -36205,6 +36166,19 @@ "max drawdown": 64.04899540259792, "profit/deviation ratio": -0.007977278307509324 }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0814027493868399, plot=False, step=0.02810243684806433)": { + "winrate": 36.815754339118826, + "trades": 2996, + "losses": 1892, + "profits": 1103, + "percentage year profit": -0.18547056925430905, + "mean deviation": 39.8068712912127, + "Sharpe ratio": -0.5878908287485909, + "Sortino ratio": -0.8238806278895496, + "calmar ratio": -0.0019870702287511826, + "max drawdown": 93.33870870325104, + "profit/deviation ratio": -0.00465926015379288 + }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=56, multiplier=8.954302432552389, plot=False)": { "winrate": 39.85507246376812, "trades": 138, @@ -36218,19 +36192,6 @@ "max drawdown": 79.83544213262874, "profit/deviation ratio": -0.011671412856622515 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=61, multiplier=8.140274938683989, plot=False)": { - "winrate": 42.30769230769231, - "trades": 156, - "losses": 90, - "profits": 66, - "percentage year profit": -0.6729191009496871, - "mean deviation": 32.888329571477406, - "Sharpe ratio": -0.1159898818101944, - "Sortino ratio": -0.1418554310543437, - "calmar ratio": 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strategy_supertrend(length=61, multiplier=8.140274938683989, plot=False)": { + "winrate": 42.30769230769231, + "trades": 156, + "losses": 90, + "profits": 66, + "percentage year profit": -0.6729191009496871, + "mean deviation": 32.888329571477406, + "Sharpe ratio": -0.1159898818101944, + "Sortino ratio": -0.1418554310543437, + "calmar ratio": -0.007810221632818126, + "max drawdown": 86.15877149018635, + "profit/deviation ratio": -0.020460726030101573 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0895430243255239, plot=False, step=0.021113776745352607)": { - "winrate": 37.611275964391695, - "trades": 2696, - "losses": 1682, - "profits": 1014, - "percentage year profit": -1.7211385310884286, - "mean deviation": 32.98848994575007, - "Sharpe ratio": -0.7590948424070619, - "Sortino ratio": -1.0517407510574361, - "calmar ratio": -0.018421450468532732, - "max drawdown": 93.4312167235937, - "profit/deviation ratio": -0.05217391077672424 + 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131, - "percentage year profit": -1.1554393209328828, - "mean deviation": 18.475485457241938, - "Sharpe ratio": 0.30485954068085047, - "Sortino ratio": 0.40094278497415375, - "calmar ratio": -0.015540426894308101, - "max drawdown": 74.35055219468126, - "profit/deviation ratio": -0.0625390506575284 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0895430243255239, plot=False, step=0.021113776745352607)": { + "winrate": 37.611275964391695, + "trades": 2696, + "losses": 1682, + "profits": 1014, + "percentage year profit": -1.7211385310884286, + "mean deviation": 32.98848994575007, + "Sharpe ratio": -0.7590948424070619, + "Sortino ratio": -1.0517407510574361, + "calmar ratio": -0.018421450468532732, + "max drawdown": 93.4312167235937, + "profit/deviation ratio": -0.05217391077672424 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=81, multiplier=14.420993610649951, plot=False)": { - "winrate": 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plot=False)": { + "winrate": 38.59649122807017, + "trades": 57, + "losses": 35, + "profits": 22, + "percentage year profit": -2.7103687277072797, + "mean deviation": 17.690853489646692, + "Sharpe ratio": 1.1510346312666848, + "Sortino ratio": 1.440270135300192, + "calmar ratio": -0.039876604557879926, + "max drawdown": 67.9688944873239, + "profit/deviation ratio": -0.1532073469091518 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=31, multiplier=10.834705943388391, plot=False)": { "winrate": 38.46153846153847, @@ -36322,6 +36296,19 @@ "max drawdown": 77.19528810748209, "profit/deviation ratio": -0.13164540812219083 }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=46, multiplier=3.797498335832415, plot=False)": { + "winrate": 39.12213740458015, + "trades": 524, + "losses": 319, + "profits": 205, + "percentage year profit": -3.0359962145982022, + "mean deviation": 9.846511302250649, + "Sharpe ratio": 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LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=31, multiplier=3.4522712143931042, plot=False)": { + "winrate": 37.086092715231786, + "trades": 604, + "losses": 380, + "profits": 224, + "percentage year profit": -3.3347864979533237, + "mean deviation": 7.820309985051822, + "Sharpe ratio": -0.022203881685265346, + "Sortino ratio": -0.02916205798860269, + "calmar ratio": -0.052827694140670844, + "max drawdown": 63.1257250992893, + "profit/deviation ratio": -0.4264263826277502 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=1, multiplier=4.177248169415656, plot=False)": { - "winrate": 38.02521008403361, - "trades": 952, - "losses": 588, - "profits": 362, - "percentage year profit": -2.0919601186510817, - "mean deviation": 12.07861023731957, - "Sharpe ratio": 0.5496640615651551, - "Sortino ratio": 0.7510256283362851, - "calmar ratio": -0.03794013545548631, - "max drawdown": 55.13844622683273, - "profit/deviation ratio": 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drawdown": 91.7244238711543, - "profit/deviation ratio": -0.18955710537319484 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=40, window_dev=0.5)": { + "winrate": 29.64396284829721, + "trades": 1292, + "losses": 909, + "profits": 383, + "percentage year profit": -3.7483121119415874, + "mean deviation": 17.100854881730978, + "Sharpe ratio": 0.2775325203428742, + "Sortino ratio": 0.3759084120288302, + "calmar ratio": -0.053133219942384596, + "max drawdown": 70.5455478889873, + "profit/deviation ratio": -0.21918858079697223 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0814027493868399, plot=False, step=0.005054470284992944)": { + "winrate": 38.57421875, + "trades": 1024, + "losses": 628, + "profits": 395, + "percentage year profit": -3.8870783047026514, + "mean deviation": 18.26150172405602, + "Sharpe ratio": 0.31141036435654573, + "Sortino ratio": 0.43402637356415075, + "calmar 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multiplier=14.420993610649951, plot=False)": { + "winrate": 39.0625, + "trades": 64, + "losses": 39, + "profits": 25, + "percentage year profit": -4.969350303952391, + "mean deviation": 15.941873317549998, + "Sharpe ratio": 1.0499424501182604, + "Sortino ratio": 1.3069243859208257, + "calmar ratio": -0.08273038747789563, + "max drawdown": 60.06680804293501, + "profit/deviation ratio": -0.31171683559182223 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=91, multiplier=14.420993610649951, plot=False)": { "winrate": 44.827586206896555, @@ -36413,44 +36413,44 @@ "max drawdown": 88.01269458273462, "profit/deviation ratio": -0.21056846056578413 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0814027493868399, plot=False, step=0.005054470284992944)": { - "winrate": 38.57421875, - "trades": 1024, - "losses": 628, - "profits": 395, - "percentage year profit": -3.8870783047026514, - "mean deviation": 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"mean deviation": 16.7264446188425, + "Sharpe ratio": -0.416884064749673, + "Sortino ratio": -0.594852807037962, + "calmar ratio": -0.09818832024802827, + "max drawdown": 79.81889318001821, + "profit/deviation ratio": -0.4685564221205751 }, "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=56, multiplier=9.849732675807628, plot=False)": { "winrate": 39.83050847457627, @@ -36608,44 +36595,57 @@ "max drawdown": 80.21494515957687, "profit/deviation ratio": -0.32057043977281713 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=81, multiplier=4.177248169415656, plot=False)": { - "winrate": 39.325842696629216, - "trades": 445, - "losses": 270, - "profits": 175, - "percentage year profit": -5.449566458328048, - "mean deviation": 16.178182703329366, - "Sharpe ratio": 0.17092771046620386, - "Sortino ratio": 0.2257522229919815, - "calmar ratio": -0.09168300687393938, - "max drawdown": 59.43922046340598, - "profit/deviation 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plot=False)": { + "winrate": 41.9753086419753, + "trades": 162, + "losses": 94, + "profits": 68, + "percentage year profit": -26.729283174360617, + "mean deviation": 22.702289588291336, + "Sharpe ratio": -0.2837017733970249, + "Sortino ratio": -0.35756396640837496, + "calmar ratio": -0.3273994093693344, + "max drawdown": 81.64120767917363, + "profit/deviation ratio": -1.177382707167395 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=96, multiplier=9.849732675807628, plot=False)": { "winrate": 37.096774193548384, - "trades": 62, - "losses": 39, - "profits": 23, - "percentage year profit": -9.287259455124786, - "mean deviation": 16.622580123176068, - "Sharpe ratio": 1.0252806249704793, - "Sortino ratio": 1.268757145076928, - "calmar ratio": -0.15208711410504916, - "max drawdown": 61.06539340808268, - "profit/deviation ratio": -0.5587134720545582 + "trades": 124, + "losses": 78, + "profits": 46, + "percentage year profit": -26.73531233694145, + 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"losses": 67, + "profits": 39, + "percentage year profit": -26.82329609869447, + "mean deviation": 27.782123638887008, + "Sharpe ratio": 0.20492970677412684, + "Sortino ratio": 0.25726157855204473, + "calmar ratio": -0.31366527103776903, + "max drawdown": 85.51567092508824, + "profit/deviation ratio": -0.9654876080512991 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.09849732675807629, plot=False, step=0.021113776745352607)": { + "winrate": 37.743330930064886, + "trades": 2774, + "losses": 1727, + "profits": 1047, + "percentage year profit": -27.267563840951702, + "mean deviation": 35.25746717841115, + "Sharpe ratio": -1.1709696221040848, + "Sortino ratio": -1.601264833440186, + "calmar ratio": -0.2860284004149319, + "max drawdown": 95.33166567164504, + "profit/deviation ratio": -0.7733840806820116 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=91, multiplier=9.849732675807628, plot=False)": 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step=0.02322515441988787)": { "winrate": 37.42613263296126, @@ -37986,44 +39429,161 @@ "max drawdown": 98.3713295109856, "profit/deviation ratio": -0.9930136838074196 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=86, multiplier=8.140274938683989, plot=False)": { - "winrate": 41.875, - "trades": 160, - "losses": 93, - "profits": 67, - "percentage year profit": -21.81826365805347, - "mean deviation": 21.893018153330353, - "Sharpe ratio": -0.21890107492341151, - "Sortino ratio": -0.275630650961448, - "calmar ratio": -0.27165963037474383, - "max drawdown": 80.31470715010556, - "profit/deviation ratio": -0.9965854641533054 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=61, multiplier=2.5937424601000023, plot=False)": { + "winrate": 35.051546391752574, + "trades": 970, + "losses": 630, + "profits": 340, + "percentage year profit": -52.487775453433436, + "mean deviation": 10.0292479286114, + "Sharpe ratio": 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plot=False)": { + "winrate": 35.39823008849557, + "trades": 1130, + "losses": 730, + "profits": 400, + "percentage year profit": -53.26374729132125, + "mean deviation": 15.37546950439355, + "Sharpe ratio": -1.0677920324019339, + "Sortino ratio": -1.4124777535113677, + "calmar ratio": -0.5911723163620312, + "max drawdown": 90.09851411699526, + "profit/deviation ratio": -3.4642029809952213 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=61, multiplier=3.1384283767210035, plot=False)": { + "winrate": 35.027472527472526, + "trades": 728, + "losses": 473, + "profits": 255, + "percentage year profit": -53.51404882635967, + "mean deviation": 11.379668119412502, + "Sharpe ratio": -0.9795851610695703, + "Sortino ratio": -1.253922532393254, + "calmar ratio": -0.6061110259465164, + "max drawdown": 88.29083540064453, + "profit/deviation ratio": -4.702601891795983 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=10, window_dev=1.5)": { + "winrate": 34.86782133090246, + "trades": 2194, + "losses": 1427, + "profits": 765, + "percentage year profit": -53.620681812927415, + "mean deviation": 13.721423673506926, + "Sharpe ratio": -0.9118310994613418, + "Sortino ratio": -1.251212076065063, + "calmar ratio": -0.5826201507520506, + "max drawdown": 92.03368909179234, + "profit/deviation ratio": -3.907807461441282 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=46, multiplier=2.357947691000002, plot=False)": { + "winrate": 36.01851851851852, + "trades": 1080, + "losses": 691, + "profits": 389, + "percentage year profit": -53.69905349554025, + "mean deviation": 11.914902766677681, + "Sharpe ratio": -0.9682218327465664, + "Sortino ratio": -1.2479043687340767, + "calmar ratio": -0.6119360068218267, + "max drawdown": 87.752727240931, + "profit/deviation ratio": -4.506881386033631 }, "ticker: LTC/USDT BNB/USDT, 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strategy_supertrend(length=81, multiplier=3.1384283767210035, plot=False)": { + "winrate": 34.78854024556617, + "trades": 733, + "losses": 478, + "profits": 255, + "percentage year profit": -53.98318744712605, + "mean deviation": 10.371946453730647, + "Sharpe ratio": -0.77853087037593, + "Sortino ratio": -1.0027188905143367, + "calmar ratio": -0.637957676202246, + "max drawdown": 84.61875992853834, + "profit/deviation ratio": -5.2047306345000495 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=76, multiplier=10.834705943388391, plot=False)": { - "winrate": 34.57943925233645, - "trades": 107, - "losses": 70, - "profits": 37, - "percentage year profit": -34.32221920390142, - "mean deviation": 30.134731876389516, - "Sharpe ratio": 0.09844033203683557, - "Sortino ratio": 0.12156744376124101, - "calmar ratio": -0.38072194755893224, - "max drawdown": 90.15035624808222, - "profit/deviation ratio": -1.1389588380838653 + "ticker: LTC/USDT BNB/USDT, 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"profit/deviation ratio": -1.6439892495317683 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.0796505671840677, plot=False, step=0.019194342495775094)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.768014904921995, plot=False, step=0.019194342495775094)": { "winrate": 36.88320908768193, "trades": 2817, "losses": 1778, @@ -38805,7 +40222,7 @@ "max drawdown": 98.30939198894482, "profit/deviation ratio": -1.6439892495317683 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.052650622296294, plot=False, step=0.019194342495775094)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.5476369923749307, plot=False, step=0.019194342495775094)": { "winrate": 36.88320908768193, "trades": 2817, "losses": 1778, @@ -38818,7 +40235,7 @@ "max drawdown": 98.30939198894482, "profit/deviation ratio": -1.6439892495317683 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.394077978276369, plot=False, step=0.019194342495775094)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.3740434344477362, plot=False, step=0.019194342495775094)": { "winrate": 36.88320908768193, "trades": 2817, "losses": 1778, @@ -38831,7 +40248,7 @@ "max drawdown": 98.30939198894482, "profit/deviation ratio": -1.6439892495317683 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=6.526834353714407, plot=False, step=0.019194342495775094)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.718719477011626, plot=False, step=0.019194342495775094)": { "winrate": 36.88320908768193, "trades": 2817, "losses": 1778, @@ -38844,7 +40261,7 @@ "max drawdown": 98.30939198894482, "profit/deviation ratio": -1.6439892495317683 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6024006916124238, plot=False, step=0.019194342495775094)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.903707252978516, plot=False, step=0.019194342495775094)": { "winrate": 36.88320908768193, "trades": 2817, "losses": 1778, @@ -38857,7 +40274,7 @@ "max drawdown": 98.30939198894482, "profit/deviation ratio": -1.6439892495317683 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.0448163954141947, plot=False, step=0.019194342495775094)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.933485776104006, plot=False, step=0.019194342495775094)": { "winrate": 36.88320908768193, "trades": 2817, "losses": 1778, @@ -38870,7 +40287,7 @@ "max drawdown": 98.30939198894482, "profit/deviation ratio": -1.6439892495317683 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.3492980349556145, plot=False, step=0.019194342495775094)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.41144777789250986, plot=False, step=0.019194342495775094)": { "winrate": 36.88320908768193, "trades": 2817, "losses": 1778, @@ -38883,7 +40300,7 @@ "max drawdown": 98.30939198894482, "profit/deviation ratio": -1.6439892495317683 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.457915684525924, plot=False, step=0.019194342495775094)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.179517789085849, plot=False, step=0.019194342495775094)": { "winrate": 36.88320908768193, "trades": 2817, "losses": 1778, @@ -38896,7 +40313,7 @@ "max drawdown": 98.30939198894482, "profit/deviation ratio": -1.6439892495317683 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.1739085287969575, plot=False, step=0.019194342495775094)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.0671895716335977, plot=False, step=0.019194342495775094)": { "winrate": 36.88320908768193, "trades": 2817, "losses": 1778, @@ -38909,7 +40326,7 @@ "max drawdown": 98.30939198894482, "profit/deviation ratio": -1.6439892495317683 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.4204293198443187, plot=False, step=0.019194342495775094)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.5624722518287508, plot=False, step=0.019194342495775094)": { "winrate": 36.88320908768193, "trades": 2817, "losses": 1778, @@ -38922,7 +40339,7 @@ "max drawdown": 98.30939198894482, "profit/deviation ratio": -1.6439892495317683 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6626407607736663, plot=False, step=0.019194342495775094)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.2876156239024747, plot=False, step=0.019194342495775094)": { "winrate": 36.88320908768193, "trades": 2817, "losses": 1778, @@ -38935,7 +40352,7 @@ "max drawdown": 98.30939198894482, "profit/deviation ratio": -1.6439892495317683 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.9701723378487251, plot=False, step=0.019194342495775094)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.4525925556817609, plot=False, step=0.019194342495775094)": { "winrate": 36.88320908768193, "trades": 2817, "losses": 1778, @@ -38948,7 +40365,7 @@ "max drawdown": 98.30939198894482, "profit/deviation ratio": -1.6439892495317683 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.897469567994435, plot=False, step=0.019194342495775094)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.497851811249937, plot=False, step=0.019194342495775094)": { "winrate": 36.88320908768193, "trades": 2817, "losses": 1778, @@ -38961,7 +40378,7 @@ "max drawdown": 98.30939198894482, "profit/deviation ratio": -1.6439892495317683 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8819748525897501, plot=False, step=0.019194342495775094)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8017953205361363, plot=False, step=0.019194342495775094)": { "winrate": 36.88320908768193, "trades": 2817, "losses": 1778, @@ -38974,7 +40391,7 @@ "max drawdown": 98.30939198894482, "profit/deviation ratio": -1.6439892495317683 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: 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multiplier=1.9487171000000014, plot=False)": { + "winrate": 31.468218442256042, + "trades": 2234, + "losses": 1531, + "profits": 703, + "percentage year profit": -67.17752647910194, + "mean deviation": 13.168423076076637, + "Sharpe ratio": -1.4643409572397712, + "Sortino ratio": -2.0379725651880385, + "calmar ratio": -0.715208146680566, + "max drawdown": 93.92723893161343, + "profit/deviation ratio": -5.101410099827733 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=6, multiplier=1.6105100000000008, plot=False)": { + "winrate": 32.06933911159263, + "trades": 1846, + "losses": 1254, + "profits": 592, + "percentage year profit": -67.87352894241062, + "mean deviation": 17.821936032812875, + "Sharpe ratio": -2.060586066683279, + "Sortino ratio": -2.7021113695420214, + "calmar ratio": -0.6971337533006497, + "max drawdown": 97.36084161906747, + "profit/deviation ratio": -3.8084262460287817 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 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multiplier=1.9487171000000014, plot=False)": { + "winrate": 33.08625336927224, + "trades": 1484, + "losses": 993, + "profits": 491, + "percentage year profit": -75.12601293660923, + "mean deviation": 18.437160234137494, + "Sharpe ratio": -2.0885317570368667, + "Sortino ratio": -2.73331220218914, + "calmar ratio": -0.7685849614622478, + "max drawdown": 97.7458793803102, + "profit/deviation ratio": -4.074706298723215 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.897469567994435, plot=False, step=0.02322515441988787)": { - "winrate": 35.995123437976225, - "trades": 3281, - "losses": 2100, - "profits": 1181, - "percentage year profit": -82.3459818464146, - "mean deviation": 48.88093761251951, - "Sharpe ratio": -2.788456259773112, - "Sortino ratio": -3.8003104004601305, - "calmar ratio": -0.8258001366006278, - "max drawdown": 99.71659993347596, - "profit/deviation ratio": -1.684623615430076 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 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step=0.021113776745352607)": { - "winrate": 36.22331691297209, - "trades": 3045, - "losses": 1942, - "profits": 1103, - "percentage year profit": -73.71326234311782, - "mean deviation": 37.371643779081545, - "Sharpe ratio": -2.231540253635717, - "Sortino ratio": -3.0707636032095103, - "calmar ratio": -0.7428556227974572, - "max drawdown": 99.229594662725, - "profit/deviation ratio": -1.9724383219230561 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.0671895716335977, plot=False, step=0.021113776745352607)": { - "winrate": 36.22331691297209, - "trades": 3045, - "losses": 1942, - "profits": 1103, - "percentage year profit": -73.71326234311782, - "mean deviation": 37.371643779081545, - "Sharpe ratio": -2.231540253635717, - "Sortino ratio": -3.0707636032095103, - "calmar ratio": -0.7428556227974572, - "max drawdown": 99.229594662725, - "profit/deviation ratio": -1.9724383219230561 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.5624722518287508, plot=False, step=0.021113776745352607)": { - "winrate": 36.22331691297209, - "trades": 3045, - "losses": 1942, - "profits": 1103, - "percentage year profit": -73.71326234311782, - "mean deviation": 37.371643779081545, - "Sharpe ratio": -2.231540253635717, - "Sortino ratio": -3.0707636032095103, - "calmar ratio": -0.7428556227974572, - "max drawdown": 99.229594662725, - "profit/deviation ratio": -1.9724383219230561 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.2876156239024747, plot=False, step=0.021113776745352607)": { - "winrate": 36.22331691297209, - "trades": 3045, - "losses": 1942, - "profits": 1103, - "percentage year profit": -73.71326234311782, - "mean deviation": 37.371643779081545, - "Sharpe ratio": -2.231540253635717, - "Sortino ratio": -3.0707636032095103, - "calmar ratio": -0.7428556227974572, - "max drawdown": 99.229594662725, - "profit/deviation ratio": 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strategy_parabolic_SAR(max_step=1.718719477011626, plot=False, step=0.030912680532870763)": { - "winrate": 36.767578125, - "trades": 4096, - "losses": 2590, - "profits": 1506, - "percentage year profit": -85.76579408717437, - "mean deviation": 35.41735001580266, - "Sharpe ratio": -3.1570192994297424, - "Sortino ratio": -4.34651156255216, - "calmar ratio": -0.8589683194506189, - "max drawdown": 99.84744739134112, - "profit/deviation ratio": -2.4215756980380245 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.2810243684806432, plot=False, step=0.02810243684806433)": { + "winrate": 36.44268774703557, + "trades": 3795, + "losses": 2411, + "profits": 1383, + "percentage year profit": -85.70237540621507, + "mean deviation": 42.98591924225063, + "Sharpe ratio": -3.1713633853485343, + "Sortino ratio": -4.345492200818905, + "calmar ratio": -0.8582960860889796, + "max drawdown": 99.85176070968393, + "profit/deviation ratio": -1.9937313640597607 }, - 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strategy_parabolic_SAR(max_step=1.5624722518287508, plot=False, step=0.030912680532870763)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.394077978276369, plot=False, step=0.030912680532870763)": { "winrate": 36.767578125, "trades": 4096, "losses": 2590, @@ -43030,7 +44278,7 @@ "max drawdown": 99.84744739134112, "profit/deviation ratio": -2.4215756980380245 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.2876156239024747, plot=False, step=0.030912680532870763)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=6.526834353714407, plot=False, step=0.030912680532870763)": { "winrate": 36.767578125, "trades": 4096, "losses": 2590, @@ -43043,7 +44291,7 @@ "max drawdown": 99.84744739134112, "profit/deviation ratio": -2.4215756980380245 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.4525925556817609, plot=False, step=0.030912680532870763)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6024006916124238, plot=False, step=0.030912680532870763)": { "winrate": 36.767578125, "trades": 4096, "losses": 2590, @@ -43056,7 +44304,7 @@ "max drawdown": 99.84744739134112, "profit/deviation ratio": -2.4215756980380245 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.497851811249937, plot=False, step=0.030912680532870763)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.0448163954141947, plot=False, step=0.030912680532870763)": { "winrate": 36.767578125, "trades": 4096, "losses": 2590, @@ -43069,7 +44317,7 @@ "max drawdown": 99.84744739134112, "profit/deviation ratio": -2.4215756980380245 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8017953205361363, plot=False, step=0.030912680532870763)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.3492980349556145, plot=False, step=0.030912680532870763)": { "winrate": 36.767578125, "trades": 4096, "losses": 2590, @@ -43082,7 +44330,7 @@ "max drawdown": 99.84744739134112, "profit/deviation ratio": -2.4215756980380245 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.6842278384511764, plot=False, step=0.030912680532870763)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.457915684525924, plot=False, step=0.030912680532870763)": { "winrate": 36.767578125, "trades": 4096, "losses": 2590, @@ -43095,1903 +44343,1188 @@ "max drawdown": 99.84744739134112, "profit/deviation ratio": -2.4215756980380245 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.3740434344477362, plot=False, step=0.030912680532870763)": { + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: 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strategy_parabolic_SAR(max_step=1.2912993816766534, plot=False, step=0.07289048368510333)": { - "winrate": 37.97366299381887, - "trades": 7442, - "losses": 4604, - "profits": 2826, - "percentage year profit": -97.01968681806885, - "mean deviation": 37.46391830244019, - "Sharpe ratio": -4.112486358514333, - "Sortino ratio": -5.796155917166575, - "calmar ratio": -0.9704533143213904, - "max drawdown": 99.97357460303165, - "profit/deviation ratio": -2.5896833864211564 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.0796505671840677, plot=False, step=0.07289048368510333)": { - "winrate": 37.97366299381887, - "trades": 7442, - "losses": 4604, - "profits": 2826, - "percentage year profit": -97.01968681806885, - "mean deviation": 37.46391830244019, - "Sharpe ratio": -4.112486358514333, - "Sortino ratio": -5.796155917166575, - "calmar ratio": -0.9704533143213904, - "max drawdown": 99.97357460303165, - "profit/deviation ratio": 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strategy_parabolic_SAR(max_step=3.0448163954141947, plot=False, step=0.07289048368510333)": { - "winrate": 37.97366299381887, - "trades": 7442, - "losses": 4604, - "profits": 2826, - "percentage year profit": -97.01968681806885, - "mean deviation": 37.46391830244019, - "Sharpe ratio": -4.112486358514333, - "Sortino ratio": -5.796155917166575, - "calmar ratio": -0.9704533143213904, - "max drawdown": 99.97357460303165, - "profit/deviation ratio": -2.5896833864211564 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.4204293198443187, plot=False, step=0.030912680532870763)": { + "winrate": 36.767578125, + "trades": 4096, + "losses": 2590, + "profits": 1506, + "percentage year profit": -85.76579408717437, + "mean deviation": 35.41735001580266, + "Sharpe ratio": -3.1570192994297424, + "Sortino ratio": -4.34651156255216, + "calmar ratio": -0.8589683194506189, + "max drawdown": 99.84744739134112, + "profit/deviation ratio": -2.4215756980380245 }, - 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plot=False, step=0.030912680532870763)": { + "winrate": 36.767578125, + "trades": 4096, + "losses": 2590, + "profits": 1506, + "percentage year profit": -85.76579408717437, + "mean deviation": 35.41735001580266, + "Sharpe ratio": -3.1570192994297424, + "Sortino ratio": -4.34651156255216, + "calmar ratio": -0.8589683194506189, + "max drawdown": 99.84744739134112, + "profit/deviation ratio": -2.4215756980380245 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=8.687216524793879, plot=False, step=0.07289048368510333)": { - "winrate": 37.97366299381887, - "trades": 7442, - "losses": 4604, - "profits": 2826, - "percentage year profit": -97.01968681806885, - "mean deviation": 37.46391830244019, - "Sharpe ratio": -4.112486358514333, - "Sortino ratio": -5.796155917166575, - "calmar ratio": -0.9704533143213904, - "max drawdown": 99.97357460303165, - "profit/deviation ratio": -2.5896833864211564 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.8905914247127888, plot=False, step=0.030912680532870763)": { + "winrate": 36.767578125, + "trades": 4096, + "losses": 2590, + "profits": 1506, + "percentage year profit": -85.76579408717437, + "mean deviation": 35.41735001580266, + "Sharpe ratio": -3.1570192994297424, + "Sortino ratio": -4.34651156255216, + "calmar ratio": -0.8589683194506189, + "max drawdown": 99.84744739134112, + "profit/deviation ratio": -2.4215756980380245 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.5163771862927224, plot=False, step=0.07289048368510333)": { - "winrate": 37.97366299381887, - "trades": 7442, - "losses": 4604, - "profits": 2826, - "percentage year profit": -97.01968681806885, - "mean deviation": 37.46391830244019, - "Sharpe ratio": -4.112486358514333, - "Sortino ratio": -5.796155917166575, - "calmar ratio": -0.9704533143213904, - "max drawdown": 99.97357460303165, - "profit/deviation ratio": -2.5896833864211564 + 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99.97357460303165, - "profit/deviation ratio": -2.5896833864211564 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.5476369923749307, plot=False, step=0.030912680532870763)": { + "winrate": 36.767578125, + "trades": 4096, + "losses": 2590, + "profits": 1506, + "percentage year profit": -85.76579408717437, + "mean deviation": 35.41735001580266, + "Sharpe ratio": -3.1570192994297424, + "Sortino ratio": -4.34651156255216, + "calmar ratio": -0.8589683194506189, + "max drawdown": 99.84744739134112, + "profit/deviation ratio": -2.4215756980380245 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.8905914247127888, plot=False, step=0.07289048368510333)": { - "winrate": 37.97366299381887, - "trades": 7442, - "losses": 4604, - "profits": 2826, - "percentage year profit": -97.01968681806885, - "mean deviation": 37.46391830244019, - "Sharpe ratio": -4.112486358514333, - "Sortino ratio": -5.796155917166575, - "calmar ratio": -0.9704533143213904, - "max drawdown": 99.97357460303165, - "profit/deviation ratio": -2.5896833864211564 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.718719477011626, plot=False, step=0.030912680532870763)": { + "winrate": 36.767578125, + "trades": 4096, + "losses": 2590, + "profits": 1506, + "percentage year profit": -85.76579408717437, + "mean deviation": 35.41735001580266, + "Sharpe ratio": -3.1570192994297424, + "Sortino ratio": -4.34651156255216, + "calmar ratio": -0.8589683194506189, + "max drawdown": 99.84744739134112, + "profit/deviation ratio": -2.4215756980380245 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.768014904921995, plot=False, step=0.07289048368510333)": { - "winrate": 37.97366299381887, - "trades": 7442, - "losses": 4604, - "profits": 2826, - "percentage year profit": -97.01968681806885, - "mean deviation": 37.46391830244019, - "Sharpe ratio": 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"mean deviation": 37.46391830244019, - "Sharpe ratio": -4.112486358514333, - "Sortino ratio": -5.796155917166575, - "calmar ratio": -0.9704533143213904, - "max drawdown": 99.97357460303165, - "profit/deviation ratio": -2.5896833864211564 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.933485776104006, plot=False, step=0.030912680532870763)": { + "winrate": 36.767578125, + "trades": 4096, + "losses": 2590, + "profits": 1506, + "percentage year profit": -85.76579408717437, + "mean deviation": 35.41735001580266, + "Sharpe ratio": -3.1570192994297424, + "Sortino ratio": -4.34651156255216, + "calmar ratio": -0.8589683194506189, + "max drawdown": 99.84744739134112, + "profit/deviation ratio": -2.4215756980380245 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.903707252978516, plot=False, step=0.07289048368510333)": { - "winrate": 37.97366299381887, - "trades": 7442, - "losses": 4604, - "profits": 2826, - "percentage year profit": -97.01968681806885, - "mean deviation": 37.46391830244019, - "Sharpe ratio": -4.112486358514333, - "Sortino ratio": -5.796155917166575, - "calmar ratio": -0.9704533143213904, - "max drawdown": 99.97357460303165, - "profit/deviation ratio": -2.5896833864211564 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.41144777789250986, plot=False, step=0.030912680532870763)": { + "winrate": 36.767578125, + "trades": 4096, + "losses": 2590, + "profits": 1506, + "percentage year profit": -85.76579408717437, + "mean deviation": 35.41735001580266, + "Sharpe ratio": -3.1570192994297424, + "Sortino ratio": -4.34651156255216, + "calmar ratio": -0.8589683194506189, + "max drawdown": 99.84744739134112, + "profit/deviation ratio": -2.4215756980380245 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.933485776104006, plot=False, step=0.07289048368510333)": { - "winrate": 37.97366299381887, - "trades": 7442, - "losses": 4604, - "profits": 2826, - "percentage year profit": -97.01968681806885, - "mean deviation": 37.46391830244019, - "Sharpe ratio": -4.112486358514333, - "Sortino ratio": -5.796155917166575, - "calmar ratio": -0.9704533143213904, - "max drawdown": 99.97357460303165, - "profit/deviation ratio": -2.5896833864211564 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.179517789085849, plot=False, step=0.030912680532870763)": { + "winrate": 36.767578125, + "trades": 4096, + "losses": 2590, + "profits": 1506, + "percentage year profit": -85.76579408717437, + "mean deviation": 35.41735001580266, + "Sharpe ratio": -3.1570192994297424, + "Sortino ratio": -4.34651156255216, + "calmar ratio": -0.8589683194506189, + "max drawdown": 99.84744739134112, + "profit/deviation ratio": -2.4215756980380245 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.179517789085849, plot=False, step=0.07289048368510333)": { - "winrate": 37.97366299381887, - "trades": 7442, - "losses": 4604, - "profits": 2826, - "percentage year profit": -97.01968681806885, - "mean deviation": 37.46391830244019, - "Sharpe ratio": -4.112486358514333, - "Sortino ratio": -5.796155917166575, - "calmar ratio": -0.9704533143213904, - "max drawdown": 99.97357460303165, - "profit/deviation ratio": -2.5896833864211564 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.0671895716335977, plot=False, step=0.030912680532870763)": { + "winrate": 36.767578125, + "trades": 4096, + "losses": 2590, + "profits": 1506, + "percentage year profit": -85.76579408717437, + "mean deviation": 35.41735001580266, + "Sharpe ratio": -3.1570192994297424, + "Sortino ratio": -4.34651156255216, + "calmar ratio": -0.8589683194506189, + "max drawdown": 99.84744739134112, + "profit/deviation ratio": -2.4215756980380245 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.0671895716335977, plot=False, step=0.07289048368510333)": { - "winrate": 37.97366299381887, - "trades": 7442, - "losses": 4604, - "profits": 2826, - "percentage year profit": -97.01968681806885, - "mean deviation": 37.46391830244019, - "Sharpe ratio": -4.112486358514333, - "Sortino ratio": -5.796155917166575, - "calmar ratio": -0.9704533143213904, - "max drawdown": 99.97357460303165, - "profit/deviation ratio": -2.5896833864211564 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.5624722518287508, plot=False, step=0.030912680532870763)": { + "winrate": 36.767578125, + "trades": 4096, + "losses": 2590, + "profits": 1506, + "percentage year profit": -85.76579408717437, + "mean deviation": 35.41735001580266, + "Sharpe ratio": -3.1570192994297424, + "Sortino ratio": -4.34651156255216, + "calmar ratio": -0.8589683194506189, + "max drawdown": 99.84744739134112, + "profit/deviation ratio": -2.4215756980380245 }, - 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"calmar ratio": -0.8589683194506189, + "max drawdown": 99.84744739134112, + "profit/deviation ratio": -2.4215756980380245 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8017953205361363, plot=False, step=0.07289048368510333)": { - "winrate": 37.97366299381887, - "trades": 7442, - "losses": 4604, - "profits": 2826, - "percentage year profit": -97.01968681806885, - "mean deviation": 37.46391830244019, - "Sharpe ratio": -4.112486358514333, - "Sortino ratio": -5.796155917166575, - "calmar ratio": -0.9704533143213904, - "max drawdown": 99.97357460303165, - "profit/deviation ratio": -2.5896833864211564 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.497851811249937, plot=False, step=0.030912680532870763)": { + "winrate": 36.767578125, + "trades": 4096, + "losses": 2590, + "profits": 1506, + "percentage year profit": -85.76579408717437, + "mean deviation": 35.41735001580266, + "Sharpe ratio": 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"mean deviation": 35.41735001580266, + "Sharpe ratio": -3.1570192994297424, + "Sortino ratio": -4.34651156255216, + "calmar ratio": -0.8589683194506189, + "max drawdown": 99.84744739134112, + "profit/deviation ratio": -2.4215756980380245 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.30912680532870757, plot=False, step=0.034003948586157844)": { - "winrate": 36.73190714610833, - "trades": 4394, - "losses": 2779, - "profits": 1614, - "percentage year profit": -88.75175144060223, - "mean deviation": 34.240217906851875, - "Sharpe ratio": -3.296645353536375, - "Sortino ratio": -4.533145923163264, - "calmar ratio": -0.8885422741376184, - "max drawdown": 99.88466955805893, - "profit/deviation ratio": -2.592032319480127 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.6842278384511764, plot=False, step=0.030912680532870763)": { + "winrate": 36.767578125, + "trades": 4096, + "losses": 2590, + "profits": 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30.8827548510522, + "trades": 3659, + "losses": 2529, + "profits": 1130, + "percentage year profit": -96.49038985194312, + "mean deviation": 20.7549578882014, + "Sharpe ratio": -5.400997070728608, + "Sortino ratio": -7.3192881563559435, + "calmar ratio": -0.965232886999682, + "max drawdown": 99.96591615508736, + "profit/deviation ratio": -4.649028457282255 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.41144777789250986, plot=False, step=0.041144777789251)": { - "winrate": 36.99721226602947, - "trades": 5022, - "losses": 3159, - "profits": 1858, - "percentage year profit": -91.60343819338975, - "mean deviation": 25.866072355221398, - "Sharpe ratio": -3.2924112680997393, - "Sortino ratio": -4.631164908676275, - "calmar ratio": -0.9170824768399582, - "max drawdown": 99.88571421518463, - "profit/deviation ratio": -3.5414514014880356 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=21, multiplier=1, plot=False)": { + "winrate": 31.027884089666486, + "trades": 3658, + "losses": 2523, + "profits": 1135, + "percentage year profit": -96.49227547519679, + "mean deviation": 20.918338359506425, + "Sharpe ratio": -5.254755983203969, + "Sortino ratio": -7.129349854814249, + "calmar ratio": -0.965263209478156, + "max drawdown": 99.96472933777595, + "profit/deviation ratio": -4.612807853896554 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=31, multiplier=2.853116706110003, plot=False)": { - "winrate": 34.97536945812808, - "trades": 812, - "losses": 528, - "profits": 284, - "percentage year profit": -26.56571108019028, - "mean deviation": 7.4880326096014596, - "Sharpe ratio": -0.1847066197408802, - "Sortino ratio": -0.23694915065778974, - "calmar ratio": -0.41586367250865397, - "max drawdown": 63.880816806948815, - "profit/deviation ratio": -3.5477557945095812 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=6, multiplier=1, plot=False)": { + "winrate": 30.480397570403095, + "trades": 3622, + "losses": 2518, + "profits": 1104, + "percentage year profit": -96.50414781337157, + "mean deviation": 21.619096487087216, + "Sharpe ratio": -5.4023033715993085, + "Sortino ratio": -7.19889835498052, + "calmar ratio": -0.9654002369059541, + "max drawdown": 99.96283833807746, + "profit/deviation ratio": -4.463838156743144 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.41144777789250986, plot=False, step=0.06626407607736666)": { + "winrate": 38.042857142857144, + "trades": 7000, + "losses": 4332, + "profits": 2663, + "percentage year profit": -96.5507669973529, + "mean deviation": 28.77554557666934, + "Sharpe ratio": -3.866380164814907, + "Sortino ratio": -5.431867313533124, + "calmar ratio": -0.9659159991353209, + "max drawdown": 99.95772622441729, + "profit/deviation ratio": -3.355306217917008 + }, + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 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step=0.06626407607736666)": { + "winrate": 38.06479113384484, + "trades": 7038, + "losses": 4349, + "profits": 2679, + "percentage year profit": -96.67534900037312, + "mean deviation": 31.33186632864291, + "Sharpe ratio": -3.94281486315493, + "Sortino ratio": -5.539190498873168, + "calmar ratio": -0.9671071219728516, + "max drawdown": 99.96343404354224, + "profit/deviation ratio": -3.0855279409894143 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.2912993816766534, plot=False, step=0.1718719477011627)": { - "winrate": 39.67181467181467, - "trades": 13468, - "losses": 8078, - "profits": 5343, - "percentage year profit": -99.81071094405151, - "mean deviation": 27.97543048813892, - "Sharpe ratio": -6.995152007226523, - "Sortino ratio": -9.724421079661537, - "calmar ratio": -0.998107993468018, - "max drawdown": 99.99991142967407, - "profit/deviation ratio": -3.5677989293630157 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.3492980349556145, plot=False, step=0.06626407607736666)": { + "winrate": 38.06479113384484, + "trades": 7038, + "losses": 4349, + "profits": 2679, + "percentage year profit": -96.67534900037312, + "mean deviation": 31.33186632864291, + "Sharpe ratio": -3.94281486315493, + "Sortino ratio": -5.539190498873168, + "calmar ratio": -0.9671071219728516, + "max drawdown": 99.96343404354224, + "profit/deviation ratio": -3.0855279409894143 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.0796505671840677, plot=False, step=0.1718719477011627)": { - "winrate": 39.67181467181467, - "trades": 13468, - "losses": 8078, - "profits": 5343, - "percentage year profit": -99.81071094405151, - "mean deviation": 27.97543048813892, - "Sharpe ratio": -6.995152007226523, - "Sortino ratio": -9.724421079661537, - "calmar ratio": -0.998107993468018, - "max drawdown": 99.99991142967407, - "profit/deviation ratio": -3.5677989293630157 + 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step=0.10671895716335981)": { - "winrate": 38.221302998965875, - "trades": 9670, - "losses": 5951, - "profits": 3696, - "percentage year profit": -99.18486537965947, - "mean deviation": 21.924279625136105, - "Sharpe ratio": -5.588734148509914, - "Sortino ratio": -7.951409307927855, - "calmar ratio": -0.9918681587505461, - "max drawdown": 99.9980335134484, - "profit/deviation ratio": -4.523973743973982 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8819748525897501, plot=False, step=0.10671895716335981)": { - "winrate": 38.221302998965875, - "trades": 9670, - "losses": 5951, - "profits": 3696, - "percentage year profit": -99.18486537965947, - "mean deviation": 21.924279625136105, - "Sharpe ratio": -5.588734148509914, - "Sortino ratio": -7.951409307927855, - "calmar ratio": -0.9918681587505461, - "max drawdown": 99.9980335134484, - "profit/deviation ratio": -4.523973743973982 - }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 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-3.3007680276699607 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.9701723378487251, plot=False, step=0.7897469567994442)": { - "winrate": 49.01594795641075, - "trades": 36431, - "losses": 18335, - "profits": 17857, - "percentage year profit": -99.99990653694759, - "mean deviation": 19.404826738372723, - "Sharpe ratio": -14.556959264082964, - "Sortino ratio": -19.55109408089753, - "calmar ratio": -0.9999990653697651, - "max drawdown": 99.99999999997108, - "profit/deviation ratio": -5.15335219866712 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.052650622296294, plot=False, step=0.33492980349556173)": { + "winrate": 44.61204028215252, + "trades": 22541, + "losses": 12367, + "profits": 10056, + "percentage year profit": -99.99048772204293, + "mean deviation": 30.29309751058969, + "Sharpe ratio": -10.420059854847834, + "Sortino ratio": -14.063476943605993, + "calmar ratio": -0.9999048786199016, + "max drawdown": 99.99999986003945, + "profit/deviation ratio": -3.3007680276699607 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=96, multiplier=1.4641000000000006, plot=False)": { - "winrate": 31.852848811126066, - "trades": 2229, - "losses": 1519, - "profits": 710, - "percentage year profit": -89.6506027577182, - "mean deviation": 17.369466190210265, - "Sharpe ratio": -3.633004772261428, - "Sortino ratio": -4.886463702461576, - "calmar ratio": -0.8995352750786215, - "max drawdown": 99.6632430561242, - "profit/deviation ratio": -5.161390786335556 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.394077978276369, plot=False, step=0.33492980349556173)": { + "winrate": 44.61204028215252, + "trades": 22541, + "losses": 12367, + "profits": 10056, + "percentage year profit": -99.99048772204293, + "mean deviation": 30.29309751058969, + "Sharpe ratio": -10.420059854847834, + "Sortino ratio": 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step=0.33492980349556173)": { + "winrate": 44.61204028215252, + "trades": 22541, + "losses": 12367, + "profits": 10056, + "percentage year profit": -99.99048772204293, + "mean deviation": 30.29309751058969, + "Sharpe ratio": -10.420059854847834, + "Sortino ratio": -14.063476943605993, + "calmar ratio": -0.9999048786199016, + "max drawdown": 99.99999986003945, + "profit/deviation ratio": -3.3007680276699607 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.052650622296294, plot=False, step=0.7897469567994442)": { - "winrate": 49.029885562172396, - "trades": 36439, - "losses": 18334, - "profits": 17866, - "percentage year profit": -99.99990260586068, - "mean deviation": 19.313462307588214, - "Sharpe ratio": -14.553399166991543, - "Sortino ratio": -19.56536540938254, - "calmar ratio": -0.9999990260589052, - "max drawdown": 99.99999999997016, - "profit/deviation ratio": -5.177730487328052 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.1739085287969575, plot=False, step=0.33492980349556173)": { + "winrate": 44.61204028215252, + "trades": 22541, + "losses": 12367, + "profits": 10056, + "percentage year profit": -99.99048772204293, + "mean deviation": 30.29309751058969, + "Sharpe ratio": -10.420059854847834, + "Sortino ratio": -14.063476943605993, + "calmar ratio": -0.9999048786199016, + "max drawdown": 99.99999986003945, + "profit/deviation ratio": -3.3007680276699607 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.394077978276369, plot=False, step=0.7897469567994442)": { - "winrate": 49.029885562172396, - "trades": 36439, - "losses": 18334, - "profits": 17866, - "percentage year profit": -99.99990260586068, - "mean deviation": 19.313462307588214, - "Sharpe ratio": -14.553399166991543, - "Sortino ratio": -19.56536540938254, - "calmar ratio": -0.9999990260589052, - "max drawdown": 99.99999999997016, - "profit/deviation ratio": 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- "losses": 18334, - "profits": 17866, - "percentage year profit": -99.99990260586068, - "mean deviation": 19.313462307588214, - "Sharpe ratio": -14.553399166991543, - "Sortino ratio": -19.56536540938254, - "calmar ratio": -0.9999990260589052, - "max drawdown": 99.99999999997016, - "profit/deviation ratio": -5.177730487328052 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=9.555938177273267, plot=False, step=0.33492980349556173)": { + "winrate": 44.61204028215252, + "trades": 22541, + "losses": 12367, + "profits": 10056, + "percentage year profit": -99.99048772204293, + "mean deviation": 30.29309751058969, + "Sharpe ratio": -10.420059854847834, + "Sortino ratio": -14.063476943605993, + "calmar ratio": -0.9999048786199016, + "max drawdown": 99.99999986003945, + "profit/deviation ratio": -3.3007680276699607 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.1739085287969575, plot=False, step=0.7897469567994442)": { - "winrate": 49.029885562172396, - "trades": 36439, - "losses": 18334, - "profits": 17866, - "percentage year profit": -99.99990260586068, - "mean deviation": 19.313462307588214, - "Sharpe ratio": -14.553399166991543, - "Sortino ratio": -19.56536540938254, - "calmar ratio": -0.9999990260589052, - "max drawdown": 99.99999999997016, - "profit/deviation ratio": -5.177730487328052 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.8905914247127888, plot=False, step=0.33492980349556173)": { + "winrate": 44.61204028215252, + "trades": 22541, + "losses": 12367, + "profits": 10056, + "percentage year profit": -99.99048772204293, + "mean deviation": 30.29309751058969, + "Sharpe ratio": -10.420059854847834, + "Sortino ratio": -14.063476943605993, + "calmar ratio": -0.9999048786199016, + "max drawdown": 99.99999986003945, + "profit/deviation ratio": -3.3007680276699607 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.4204293198443187, plot=False, step=0.7897469567994442)": { - "winrate": 49.029885562172396, - "trades": 36439, - "losses": 18334, - "profits": 17866, - "percentage year profit": -99.99990260586068, - "mean deviation": 19.313462307588214, - "Sharpe ratio": -14.553399166991543, - "Sortino ratio": -19.56536540938254, - "calmar ratio": -0.9999990260589052, - "max drawdown": 99.99999999997016, - "profit/deviation ratio": -5.177730487328052 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.768014904921995, plot=False, step=0.33492980349556173)": { + "winrate": 44.61204028215252, + "trades": 22541, + "losses": 12367, + "profits": 10056, + "percentage year profit": -99.99048772204293, + "mean deviation": 30.29309751058969, + "Sharpe ratio": -10.420059854847834, + "Sortino ratio": -14.063476943605993, + "calmar ratio": -0.9999048786199016, + "max drawdown": 99.99999986003945, + "profit/deviation ratio": -3.3007680276699607 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.897469567994435, plot=False, step=0.7897469567994442)": { - "winrate": 49.029885562172396, - "trades": 36439, - "losses": 18334, - "profits": 17866, - "percentage year profit": -99.99990260586068, - "mean deviation": 19.313462307588214, - "Sharpe ratio": -14.553399166991543, - "Sortino ratio": -19.56536540938254, - "calmar ratio": -0.9999990260589052, - "max drawdown": 99.99999999997016, - "profit/deviation ratio": -5.177730487328052 + "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.718719477011626, plot=False, step=0.33492980349556173)": { + "winrate": 44.61204028215252, + "trades": 22541, + "losses": 12367, + "profits": 10056, + "percentage year profit": -99.99048772204293, + "mean deviation": 30.29309751058969, + "Sharpe ratio": -10.420059854847834, + "Sortino ratio": -14.063476943605993, + "calmar ratio": -0.9999048786199016, 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strategy_parabolic_SAR(max_step=9.555938177273267, plot=False, step=0.44579156845259277)": { + "winrate": 46.194407069347974, + "trades": 27499, + "losses": 14652, + "profits": 12703, + "percentage year profit": -99.99829234785831, + "mean deviation": 38.37351361819088, + "Sharpe ratio": -12.503553690529433, + "Sortino ratio": -16.365004427756077, + "calmar ratio": -0.999982923502655, + "max drawdown": 99.99999999759277, + "profit/deviation ratio": -2.6059196283880124 }, - "ticker: LTC/USDT BNB/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.2876156239024747, plot=False, step=0.9555938177273277)": { - "winrate": 49.80570637708932, - "trades": 37572, - "losses": 18608, - "profits": 18713, - "percentage year profit": -99.99974779747637, - "mean deviation": 18.49957902182765, - "Sharpe ratio": -13.716889925159482, - "Sortino ratio": -19.061092489603254, - "calmar ratio": -0.9999974779765233, - "max drawdown": 99.99999999982404, - "profit/deviation ratio": 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strategy_parabolic_SAR(max_step=0.016105100000000004, plot=False, step=0.001)": { + "winrate": 47.161572052401745, + "trades": 229, + "losses": 121, + "profits": 108, + "percentage year profit": 188.68851894261795, + "mean deviation": 17.579404719131247, + "Sharpe ratio": 2.550325015687406, + "Sortino ratio": 3.7454761546180384, + "calmar ratio": 7.225365305706387, + "max drawdown": 26.114737588921233, + "profit/deviation ratio": 10.73349877071052 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=71, multiplier=11.91817653772723, plot=False)": { + "winrate": 53.84615384615385, + "trades": 65, + "losses": 30, + "profits": 35, + "percentage year profit": 187.2562159075482, + "mean deviation": 10.081914115170193, + "Sharpe ratio": 2.0464488293014327, + "Sortino ratio": 2.6879345708949014, + "calmar ratio": 5.484694376984508, + "max drawdown": 34.141595326320065, + "profit/deviation ratio": 18.57347858436772 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=66, multiplier=11.91817653772723, plot=False)": { + "winrate": 52.38095238095239, + "trades": 63, + "losses": 30, + "profits": 33, + "percentage year profit": 184.52787852652492, + "mean deviation": 9.405051454462471, + "Sharpe ratio": 2.052584373797376, + "Sortino ratio": 2.6833170547413787, + "calmar ratio": 5.808538398506022, + "max drawdown": 31.768384035127696, + "profit/deviation ratio": 19.620081763504956 + }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=66, multiplier=14.420993610649951, plot=False)": { "winrate": 55.319148936170215, "trades": 47, @@ -65340,18 +65392,31 @@ "max drawdown": 36.98731602102651, "profit/deviation ratio": 16.983885798578292 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=96, multiplier=13.109994191499954, plot=False)": { - "winrate": 53.57142857142857, - "trades": 56, - "losses": 26, - "profits": 30, - "percentage 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"percentage year profit": 179.90597516412697, + "mean deviation": 11.929129943384332, + "Sharpe ratio": 1.8612667445650009, + "Sortino ratio": 2.460039075201298, + "calmar ratio": 4.22300553797691, + "max drawdown": 42.60140640268103, + "profit/deviation ratio": 15.081231910286919 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=71, multiplier=14.420993610649951, plot=False)": { "winrate": 53.191489361702125, @@ -65366,31 +65431,44 @@ "max drawdown": 42.66033089119724, "profit/deviation ratio": 15.36684539243139 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=86, multiplier=13.109994191499954, plot=False)": { - "winrate": 50.877192982456144, - "trades": 57, - "losses": 28, - "profits": 29, - "percentage year profit": 179.90597516412697, - "mean deviation": 11.929129943384332, - "Sharpe ratio": 1.8612667445650009, - "Sortino ratio": 2.460039075201298, - "calmar ratio": 4.22300553797691, - "max drawdown": 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drawdown": 33.347400501216626, + "profit/deviation ratio": 12.473742628258902 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=81, multiplier=13.109994191499954, plot=False)": { "winrate": 52.54237288135594, @@ -65405,18 +65483,31 @@ "max drawdown": 41.45985562244873, "profit/deviation ratio": 14.41833986257237 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=76, multiplier=13.109994191499954, plot=False)": { - "winrate": 49.152542372881356, - "trades": 59, - "losses": 30, - "profits": 29, - "percentage year profit": 167.37031235347013, - "mean deviation": 11.82895835395244, - "Sharpe ratio": 1.7863817170234797, - "Sortino ratio": 2.371511769677935, - "calmar ratio": 4.153851272792075, - "max drawdown": 40.29280331959734, - "profit/deviation ratio": 14.14920125215812 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=46, multiplier=10.834705943388391, plot=False)": { + "winrate": 49.31506849315068, + "trades": 73, + "losses": 37, + "profits": 36, + "percentage year profit": 171.04659703669918, + "mean deviation": 12.6005102899156, + "Sharpe ratio": 2.3228906088642396, + "Sortino ratio": 3.121216705821315, + "calmar ratio": 5.493031630450139, + "max drawdown": 31.138833442814594, + "profit/deviation ratio": 13.574576989440708 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=31, multiplier=10.834705943388391, plot=False)": { + "winrate": 50.66666666666667, + "trades": 75, + "losses": 37, + "profits": 38, + "percentage year profit": 169.21697381134484, + "mean deviation": 16.602644896837333, + "Sharpe ratio": 2.178007267110205, + "Sortino ratio": 2.9822924627701175, + "calmar ratio": 6.237074676614931, + "max drawdown": 27.130823757137467, + "profit/deviation ratio": 10.192169673133181 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=46, multiplier=13.109994191499954, plot=False)": { "winrate": 51.85185185185185, @@ -65431,44 +65522,44 @@ "max drawdown": 38.68508396026051, "profit/deviation ratio": 13.978782534069813 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=46, multiplier=10.834705943388391, plot=False)": { - "winrate": 49.31506849315068, - "trades": 73, - "losses": 37, - "profits": 36, - "percentage year profit": 171.04659703669918, - "mean deviation": 12.6005102899156, - "Sharpe ratio": 2.3228906088642396, - "Sortino ratio": 3.121216705821315, - "calmar ratio": 5.493031630450139, - "max drawdown": 31.138833442814594, - "profit/deviation ratio": 13.574576989440708 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=76, multiplier=13.109994191499954, plot=False)": { + "winrate": 49.152542372881356, + "trades": 59, + "losses": 30, + "profits": 29, + "percentage year profit": 167.37031235347013, + "mean deviation": 11.82895835395244, + "Sharpe ratio": 1.7863817170234797, 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strategy_macd(fast=30, slow=40)": { - "winrate": 36.50990099009901, - "trades": 1616, - "losses": 1026, - "profits": 590, - "percentage year profit": 146.58342094529297, - "mean deviation": 11.477256616480615, - "Sharpe ratio": 1.9238773356247496, - "Sortino ratio": 2.847979404037178, - "calmar ratio": 5.015000203798756, - "max drawdown": 29.228996009663, - "profit/deviation ratio": 12.771642722949005 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=66, multiplier=13.109994191499954, plot=False)": { - "winrate": 47.45762711864407, - "trades": 59, - "losses": 31, - "profits": 28, - "percentage year profit": 167.10224950160432, - "mean deviation": 13.167557952009679, - "Sharpe ratio": 1.730933971297595, - "Sortino ratio": 2.321729186504271, - "calmar ratio": 4.538212488208165, - "max drawdown": 36.82116029952175, - "profit/deviation ratio": 12.690451039640239 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=26, multiplier=11.91817653772723, plot=False)": { + "winrate": 46.96969696969697, + "trades": 66, + "losses": 35, + "profits": 31, + "percentage year profit": 166.02059002825, + "mean deviation": 15.721286718556247, + "Sharpe ratio": 2.094580513771085, + "Sortino ratio": 2.8379971814394516, + "calmar ratio": 4.928438724817954, + "max drawdown": 33.68624412275359, + "profit/deviation ratio": 10.560241855540461 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=61, multiplier=13.109994191499954, plot=False)": { "winrate": 50.0, @@ -65535,18 +65600,83 @@ "max drawdown": 36.25356815891253, "profit/deviation ratio": 12.633408063534626 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=31, multiplier=11.91817653772723, plot=False)": { - "winrate": 44.61538461538462, - "trades": 65, - "losses": 36, - "profits": 29, - "percentage year profit": 176.60378743279338, - "mean deviation": 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plot=False, step=0.001)": { - "winrate": 46.61016949152542, - "trades": 236, - "losses": 126, - "profits": 110, - "percentage year profit": 153.87218329183443, - "mean deviation": 14.74207305246082, - "Sharpe ratio": 2.2603210713291424, - "Sortino ratio": 3.286060882840811, - "calmar ratio": 4.392512181319202, - "max drawdown": 35.03056495693588, - "profit/deviation ratio": 10.43762181507772 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=26, multiplier=6.72749994932561, plot=False)": { + "winrate": 44.91017964071856, + "trades": 167, + "losses": 92, + "profits": 75, + "percentage year profit": 151.42503989184473, + "mean deviation": 20.222677776508117, + "Sharpe ratio": 1.9983803505037174, + "Sortino ratio": 2.7545807108090044, + "calmar ratio": 3.8892520384177534, + "max drawdown": 38.934231671303124, + "profit/deviation ratio": 7.487882740620493 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.023579476910000015, plot=False, step=0.001)": { "winrate": 46.186440677966104, @@ -65769,57 +65743,31 @@ "max drawdown": 31.284329019608236, "profit/deviation ratio": 10.232313611509696 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=31, multiplier=10.834705943388391, plot=False)": { - "winrate": 50.66666666666667, - "trades": 75, - "losses": 37, - "profits": 38, - "percentage year profit": 169.21697381134484, - "mean deviation": 16.602644896837333, - "Sharpe ratio": 2.178007267110205, - "Sortino ratio": 2.9822924627701175, - "calmar ratio": 6.237074676614931, - "max drawdown": 27.130823757137467, - "profit/deviation ratio": 10.192169673133181 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=21, multiplier=13.109994191499954, plot=False)": { - "winrate": 45.0, - "trades": 60, - "losses": 33, - "profits": 27, - "percentage year profit": 127.70680533002268, - "mean 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strategy_parabolic_SAR(max_step=0.014641000000000003, plot=False, step=0.001)": { - "winrate": 47.78761061946903, - "trades": 226, - "losses": 118, - "profits": 108, - "percentage year profit": 151.65530807551463, - "mean deviation": 15.425777570153107, - "Sharpe ratio": 2.34163798169606, - "Sortino ratio": 3.4336750103525104, - "calmar ratio": 4.72508279823826, - "max drawdown": 32.095799068761096, - "profit/deviation ratio": 9.831290992354779 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=56, multiplier=14.420993610649951, plot=False)": { + "winrate": 54.166666666666664, + "trades": 48, + "losses": 22, + "profits": 26, + "percentage year profit": 145.56012636061553, + "mean deviation": 11.987015373571136, + "Sharpe ratio": 1.9942828207283152, + "Sortino ratio": 2.683830484215333, + "calmar ratio": 3.2414371664234123, + "max drawdown": 44.90604595653043, + "profit/deviation ratio": 12.143150052309533 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=26, multiplier=10.834705943388391, plot=False)": { - "winrate": 50.0, - "trades": 74, - "losses": 37, - "profits": 37, - "percentage year profit": 160.366288895251, - "mean deviation": 16.532061490199194, - "Sharpe ratio": 2.3641853153366017, - "Sortino ratio": 3.231713359853218, - "calmar ratio": 5.295966221676107, - "max drawdown": 30.28083680724404, - "profit/deviation ratio": 9.700320131903814 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=46, multiplier=6.72749994932561, plot=False)": { + "winrate": 48.75, + "trades": 160, + "losses": 82, + "profits": 78, + "percentage year profit": 144.55486158091873, + "mean deviation": 20.164073937339495, + "Sharpe ratio": 2.2800525708895685, + "Sortino ratio": 3.1585828428004397, + "calmar ratio": 4.54022893250738, + "max drawdown": 31.838672395113587, + "profit/deviation ratio": 7.168931339476714 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=41, multiplier=14.420993610649951, plot=False)": { - "winrate": 46.93877551020408, - "trades": 49, - "losses": 26, - "profits": 23, - "percentage year profit": 114.59367992864901, - "mean deviation": 11.96113872996483, - "Sharpe ratio": 1.5756684397222038, - "Sortino ratio": 2.116479857965539, - "calmar ratio": 2.6285765138908945, - "max drawdown": 43.59533737103363, - "profit/deviation ratio": 9.580499191232603 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=11, multiplier=14.420993610649951, plot=False)": { + "winrate": 43.103448275862064, + "trades": 58, + "losses": 33, + "profits": 25, + "percentage year profit": 144.38401421406834, + "mean deviation": 12.176002735798278, + "Sharpe ratio": 1.9421623342780667, + "Sortino ratio": 2.590494828755898, + "calmar ratio": 3.7154287896354834, + "max drawdown": 38.86065980240028, + "profit/deviation ratio": 11.858079974766227 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=76, multiplier=11.91817653772723, plot=False)": { - "winrate": 50.72463768115942, - "trades": 69, - "losses": 34, - "profits": 35, - "percentage year profit": 104.62859737346761, - "mean deviation": 10.9558016342112, - "Sharpe ratio": 1.6028665011722862, - "Sortino ratio": 2.128699228491216, - "calmar ratio": 2.7708363846655057, - "max drawdown": 37.76065521317251, - "profit/deviation ratio": 9.550063141591437 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=51, multiplier=7.400249944258172, plot=False)": { + "winrate": 49.00662251655629, + "trades": 151, + "losses": 77, + "profits": 74, + "percentage year profit": 139.2134007850145, + "mean deviation": 20.933534847096947, + "Sharpe ratio": 1.8616810688248213, + "Sortino ratio": 2.5404432332425997, + "calmar ratio": 3.5863345772731203, + "max drawdown": 38.81773933397642, + "profit/deviation ratio": 6.650257675154206 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=20, slow=50)": { - "winrate": 36.48498331479422, - "trades": 1798, - "losses": 1142, - "profits": 656, - "percentage year profit": 122.47797975468302, - "mean deviation": 12.948950593932004, - "Sharpe ratio": 1.79855829260069, - "Sortino ratio": 2.6879215695408534, - "calmar ratio": 2.9165559306574917, - "max drawdown": 41.99404457403026, - "profit/deviation ratio": 9.458525528090076 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=41, multiplier=6.72749994932561, plot=False)": { + "winrate": 47.82608695652174, + "trades": 161, + "losses": 84, + "profits": 77, + "percentage year profit": 139.0135314688393, + "mean deviation": 19.158351930604425, + "Sharpe ratio": 1.9946011610709218, + "Sortino ratio": 2.7439165913730768, + "calmar ratio": 4.536385513761359, + "max drawdown": 30.644117667498627, + "profit/deviation ratio": 7.256027656886954 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=81, multiplier=11.91817653772723, plot=False)": { - "winrate": 50.72463768115942, - "trades": 69, - "losses": 34, - "profits": 35, - "percentage year profit": 104.36635157915113, - "mean deviation": 11.1207323650713, - "Sharpe ratio": 1.5934191198361323, - "Sortino ratio": 2.1040169082522104, - "calmar ratio": 2.637988245215539, - "max drawdown": 39.56285694920668, - "profit/deviation ratio": 9.384845184023273 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.013310000000000002, plot=False, step=0.006115909044841464)": { + "winrate": 40.21052631578947, + "trades": 475, + "losses": 284, + "profits": 191, + "percentage year profit": 138.8350016248145, + "mean deviation": 26.51873041002833, + "Sharpe ratio": 1.9313714373325426, + "Sortino ratio": 2.781652115046536, + "calmar ratio": 2.9401627738470113, + "max drawdown": 47.22017531130018, + "profit/deviation ratio": 5.235356273779707 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=36, multiplier=13.109994191499954, plot=False)": { - "winrate": 45.76271186440678, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=101, multiplier=13.109994191499954, plot=False)": { + "winrate": 50.847457627118644, "trades": 59, - "losses": 32, - "profits": 27, - "percentage year profit": 128.55997858620606, - "mean deviation": 13.802357388272569, - "Sharpe ratio": 1.7111047959176726, - "Sortino ratio": 2.2895467061756998, - "calmar ratio": 3.0861206576014384, - "max drawdown": 41.657469959753314, - "profit/deviation ratio": 9.31434935132454 + "losses": 29, + "profits": 30, + "percentage year profit": 137.84798525271208, + "mean deviation": 11.804059462379886, + "Sharpe ratio": 1.6803198157002108, + "Sortino ratio": 2.174764261910841, + "calmar ratio": 4.605814556557687, + "max drawdown": 29.929121887125543, + "profit/deviation ratio": 11.67801515165527 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=31, multiplier=14.420993610649951, plot=False)": { - "winrate": 40.38461538461539, - "trades": 52, - "losses": 31, - "profits": 21, - "percentage year profit": 107.09493019390112, - "mean deviation": 11.529054847781833, - "Sharpe ratio": 1.322083869785637, - "Sortino ratio": 1.7285952731441874, - "calmar ratio": 2.548744740120715, - "max drawdown": 42.01869591257257, - "profit/deviation ratio": 9.289133550657535 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.01, plot=False, step=0.002593742460100002)": { + "winrate": 38.83495145631068, + "trades": 309, + "losses": 189, + "profits": 120, + "percentage year profit": 137.406319988468, + "mean deviation": 22.516129700818922, + "Sharpe ratio": 2.162579962881875, + "Sortino ratio": 3.135864568694272, + "calmar ratio": 3.650065920339832, + "max drawdown": 37.64488723964609, + "profit/deviation ratio": 6.102572769576401 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=46, multiplier=14.420993610649951, plot=False)": { + "winrate": 52.083333333333336, + "trades": 48, + "losses": 23, + "profits": 25, + "percentage year profit": 136.56524436338646, + "mean deviation": 11.44112741474228, + "Sharpe ratio": 1.9811745855511462, + "Sortino ratio": 2.6785880661424346, + "calmar ratio": 3.1079359308096266, + "max drawdown": 43.940817122253485, + "profit/deviation ratio": 11.936345030771838 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=16, multiplier=13.109994191499954, plot=False)": { "winrate": 45.16129032258064, @@ -66731,96 +66744,18 @@ "max drawdown": 40.32012413673621, "profit/deviation ratio": 9.280570722678286 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=26, multiplier=13.109994191499954, plot=False)": { - "winrate": 45.0, - "trades": 60, - "losses": 33, - "profits": 27, - "percentage year profit": 117.66908332179216, - "mean deviation": 12.880675268974025, - "Sharpe ratio": 1.7050665504601792, - "Sortino ratio": 2.2836691984761788, - "calmar ratio": 2.8392737478567986, - "max drawdown": 41.44337382424419, - "profit/deviation ratio": 9.135319450621067 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.019487171000000008, plot=False, step=0.001)": { - "winrate": 45.56962025316456, - "trades": 237, - "losses": 129, - "profits": 108, - "percentage year profit": 132.2775277753798, - "mean deviation": 14.815986333684936, - "Sharpe ratio": 2.1318874427864176, - "Sortino ratio": 3.0937123221273692, - "calmar ratio": 3.847893104916007, - "max drawdown": 34.37661186751372, - "profit/deviation ratio": 8.92802711856178 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=40, slow=50)": { - "winrate": 34.779411764705884, - "trades": 1360, - "losses": 887, - "profits": 473, - "percentage year profit": 101.74078499037282, - "mean deviation": 11.637369623877818, - "Sharpe ratio": 1.498827849089913, - "Sortino ratio": 2.155566106749973, - "calmar ratio": 2.410391003928288, - "max drawdown": 42.2092452322311, - "profit/deviation ratio": 8.742592895014589 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=26, multiplier=14.420993610649951, plot=False)": { - "winrate": 41.509433962264154, - "trades": 53, - "losses": 31, - "profits": 22, - "percentage year profit": 103.77249595963436, - "mean deviation": 11.912231243552158, - "Sharpe ratio": 1.5165918245367174, - "Sortino ratio": 2.009610204152685, - "calmar ratio": 2.5031937053713835, - "max drawdown": 41.45603903403803, - "profit/deviation ratio": 8.71142390018698 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=31, multiplier=6.72749994932561, plot=False)": { - "winrate": 47.59036144578313, - "trades": 166, - "losses": 87, - "profits": 79, - "percentage 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"percentage year profit": 158.84594722839546, - "mean deviation": 19.372662967993502, - "Sharpe ratio": 2.4895281267746623, - "Sortino ratio": 3.505539141135667, - "calmar ratio": 3.676581968190332, - "max drawdown": 43.20478874202328, - "profit/deviation ratio": 8.199489532793319 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=51, multiplier=14.420993610649951, plot=False)": { + "winrate": 46.0, + "trades": 50, + "losses": 27, + "profits": 23, + "percentage year profit": 134.2020506247485, + "mean deviation": 12.44213495018146, + "Sharpe ratio": 1.399442921265737, + "Sortino ratio": 1.8655843365522384, + "calmar ratio": 2.885897341001084, + "max drawdown": 46.502711208083156, + "profit/deviation ratio": 10.78609508433207 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=180, window_dev=1.5)": { "winrate": 44.44444444444444, @@ -66835,135 +66770,109 @@ "max drawdown": 46.99681996773629, 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"max drawdown": 34.37661186751372, + "profit/deviation ratio": 8.92802711856178 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.013310000000000002, plot=False, step=0.001)": { - "winrate": 46.902654867256636, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.012100000000000001, plot=False, step=0.001)": { + "winrate": 46.017699115044245, "trades": 226, - "losses": 120, - "profits": 106, - "percentage year profit": 149.45436657774073, - "mean deviation": 19.954556840452824, - "Sharpe ratio": 2.233390508408269, - "Sortino ratio": 3.2723898448766775, - "calmar ratio": 5.849222745760407, - "max drawdown": 25.551149797820095, - "profit/deviation ratio": 7.489736192725651 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=26, multiplier=6.72749994932561, plot=False)": { - "winrate": 44.91017964071856, - "trades": 167, - "losses": 92, - "profits": 75, - "percentage year profit": 151.42503989184473, - "mean deviation": 20.222677776508117, - "Sharpe ratio": 1.9983803505037174, - "Sortino ratio": 2.7545807108090044, - "calmar ratio": 3.8892520384177534, - "max drawdown": 38.934231671303124, - "profit/deviation ratio": 7.487882740620493 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.05559917313492239, plot=False, step=0.00984973267580763)": { - "winrate": 41.26031507876969, - "trades": 1333, - "losses": 781, - "profits": 550, - "percentage year profit": 111.87169935502439, - "mean deviation": 15.249183370382857, - "Sharpe ratio": 1.3595371895685344, - "Sortino ratio": 2.0482817090253618, - "calmar ratio": 2.702679510425788, - "max drawdown": 41.39288395959304, - "profit/deviation ratio": 7.336241990000784 + "losses": 122, + "profits": 104, + "percentage year profit": 131.47246234862752, + "mean deviation": 24.04894126806701, + "Sharpe ratio": 2.2492694616437956, + "Sortino ratio": 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3.0092231604075965, + "max drawdown": 41.53709381368708, + "profit/deviation ratio": 4.558901451582083 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=200, window_dev=1.5)": { "winrate": 43.96551724137931, @@ -66978,226 +66887,174 @@ "max drawdown": 40.698159563449984, "profit/deviation ratio": 6.929808465949502 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=30, slow=80)": { - "winrate": 34.251675353685776, - "trades": 1343, - "losses": 883, - "profits": 460, - "percentage year profit": 83.86466709218845, - "mean deviation": 12.28226202926417, - "Sharpe ratio": 1.403250277421924, - "Sortino ratio": 2.0194382798854735, - "calmar ratio": 1.964071846699922, - "max drawdown": 42.69938863646957, - "profit/deviation ratio": 6.828112516437884 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.06115909044841463, plot=False, step=0.00984973267580763)": { - "winrate": 41.684981684981686, - "trades": 1365, - "losses": 793, - "profits": 569, - "percentage year profit": 114.53308595399965, - "mean deviation": 16.809334553384517, - "Sharpe ratio": 1.39477133284615, - "Sortino ratio": 2.0964685245142456, - "calmar ratio": 3.153555612017662, - "max drawdown": 36.318714506740776, - "profit/deviation ratio": 6.813659731160429 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=56, multiplier=10.834705943388391, plot=False)": { - "winrate": 45.56962025316456, - "trades": 79, - "losses": 43, - "profits": 36, - "percentage year profit": 91.82325273134401, - "mean deviation": 13.674785212601323, - "Sharpe ratio": 1.8553221054959703, - "Sortino ratio": 2.4801786391109073, - "calmar ratio": 2.077614535656062, - "max drawdown": 44.19648166465508, - "profit/deviation ratio": 6.714785739137521 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=20, slow=100)": { - "winrate": 34.00886637112096, - "trades": 1579, - "losses": 1042, - "profits": 537, - "percentage year profit": 75.5647345474772, - "mean deviation": 11.313137169146191, - "Sharpe ratio": 1.3998333629069166, - "Sortino ratio": 2.0547200057093113, - "calmar ratio": 1.667530680075443, - "max drawdown": 45.31534888704925, - "profit/deviation ratio": 6.67937932844671 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=91, multiplier=11.91817653772723, plot=False)": { - "winrate": 47.82608695652174, - "trades": 69, - "losses": 36, - "profits": 33, - "percentage year profit": 78.69257603509743, - "mean deviation": 11.798053508498377, - "Sharpe ratio": 1.4202515543679501, - "Sortino ratio": 1.8488766075978602, - "calmar ratio": 1.930389391585455, - "max drawdown": 40.765130795951045, - "profit/deviation ratio": 6.669962632260786 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=51, multiplier=7.400249944258172, plot=False)": 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multiplier=11.91817653772723, plot=False)": { - "winrate": 49.275362318840585, - "trades": 69, - "losses": 35, - "profits": 34, - "percentage year profit": 77.84597912169373, - "mean deviation": 11.708036932578906, - "Sharpe ratio": 1.4219180338683988, - "Sortino ratio": 1.8456827171298742, - "calmar ratio": 1.960110574057434, - "max drawdown": 39.71509574613046, - "profit/deviation ratio": 6.648935220308256 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=20, slow=50)": { + "winrate": 36.48498331479422, + "trades": 1798, + "losses": 1142, + "profits": 656, + "percentage year profit": 122.47797975468302, + "mean deviation": 12.948950593932004, + "Sharpe ratio": 1.79855829260069, + "Sortino ratio": 2.6879215695408534, + "calmar ratio": 2.9165559306574917, + "max drawdown": 41.99404457403026, + "profit/deviation ratio": 9.458525528090076 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=26, multiplier=7.400249944258172, plot=False)": { - "winrate": 47.55244755244755, - "trades": 143, - "losses": 75, - "profits": 68, - "percentage year profit": 115.04707447682381, - "mean deviation": 17.935907620039686, - "Sharpe ratio": 1.8904865421955344, - "Sortino ratio": 2.618067841854664, - "calmar ratio": 2.9951757900961726, - "max drawdown": 38.4107920667754, - "profit/deviation ratio": 6.414343612490643 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=36, multiplier=14.420993610649951, plot=False)": { + "winrate": 44.89795918367347, + "trades": 49, + "losses": 27, + "profits": 22, + "percentage year profit": 122.4543272601811, + "mean deviation": 11.219314282725165, + "Sharpe ratio": 1.6840693712491057, + "Sortino ratio": 2.2569649324323597, + "calmar ratio": 2.8877018374853285, + "max drawdown": 42.40546086531458, + "profit/deviation ratio": 10.914599963451334 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=66, multiplier=10.834705943388391, plot=False)": { - "winrate": 45.0, - "trades": 80, - "losses": 44, - "profits": 36, - "percentage year profit": 91.31420363605649, - "mean deviation": 14.373915288869446, - "Sharpe ratio": 1.7077839269692672, - "Sortino ratio": 2.2548633220710106, - "calmar ratio": 2.1298491889025373, - "max drawdown": 42.87355372945848, - "profit/deviation ratio": 6.352771795362281 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=21, multiplier=11.91817653772723, plot=False)": { + "winrate": 45.714285714285715, + "trades": 70, + "losses": 38, + "profits": 32, + "percentage year profit": 121.62065657856837, + "mean deviation": 20.396796758760857, + "Sharpe ratio": 1.8413120853482061, + "Sortino ratio": 2.4834985005682775, + "calmar ratio": 2.7661614274156943, + "max drawdown": 43.967302621305556, + "profit/deviation ratio": 5.962733169184015 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=71, multiplier=10.834705943388391, plot=False)": { - "winrate": 45.0, - "trades": 80, - "losses": 44, - "profits": 36, - "percentage year profit": 94.63940334637053, - "mean deviation": 14.905140435901476, - "Sharpe ratio": 1.690774729945553, - "Sortino ratio": 2.1990960397492563, - "calmar ratio": 2.157881995648364, - "max drawdown": 43.85754343250585, - "profit/deviation ratio": 6.349447276485634 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.011000000000000001, plot=False, step=0.010834705943388393)": { + "winrate": 36.470588235294116, + "trades": 425, + "losses": 270, + "profits": 155, + "percentage year profit": 120.95408552359865, + "mean deviation": 30.05639767404838, + "Sharpe ratio": 2.0219212751011333, + "Sortino ratio": 2.91657405236522, + "calmar ratio": 2.310501680049321, + "max drawdown": 52.34970680524097, + "profit/deviation ratio": 4.0242375961119965 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.01, plot=False, step=0.0011)": { - "winrate": 45.77777777777778, - "trades": 225, - "losses": 122, - "profits": 103, - "percentage year profit": 100.44710092078755, - "mean deviation": 15.819840128979868, - "Sharpe ratio": 1.966615356239225, - "Sortino ratio": 2.845904849850922, - "calmar ratio": 2.908962678238441, - "max drawdown": 34.530213011056766, - "profit/deviation ratio": 6.349438433121815 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.01, plot=False, step=0.003138428376721003)": { + "winrate": 38.940809968847354, + "trades": 321, + "losses": 196, + "profits": 125, + "percentage year profit": 120.80286470659894, + "mean deviation": 27.05978812814458, + "Sharpe ratio": 1.9791217013850835, + "Sortino ratio": 2.868667384658964, + "calmar ratio": 3.1353169144698847, + "max drawdown": 38.529714220938374, + "profit/deviation ratio": 4.4642945515509505 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=21, multiplier=7.400249944258172, plot=False)": { - "winrate": 44.89795918367347, - "trades": 147, - "losses": 81, - "profits": 66, - "percentage year profit": 95.42780015268268, - "mean deviation": 15.078355541134854, - "Sharpe ratio": 1.563564211483929, - "Sortino ratio": 2.1561202702281532, - "calmar ratio": 2.2478884490079385, - "max drawdown": 42.45219561264166, - "profit/deviation ratio": 6.328793606991735 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=180, window_dev=1)": { + "winrate": 41.37931034482759, + "trades": 174, + "losses": 102, + "profits": 72, + "percentage year profit": 120.5353207139221, + "mean deviation": 23.317703039484226, + "Sharpe ratio": 2.1848070979933323, + "Sortino ratio": 3.071702556092584, + "calmar ratio": 2.7036850957178133, + "max drawdown": 44.58186380685753, + "profit/deviation ratio": 5.169262191469622 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=31, multiplier=9.849732675807628, plot=False)": { - "winrate": 47.12643678160919, - "trades": 87, - "losses": 46, - "profits": 41, - "percentage year profit": 132.75142707996412, - "mean deviation": 21.219333566044625, - "Sharpe ratio": 1.93696338896181, - "Sortino ratio": 2.60853435974623, - "calmar ratio": 3.8548126794926754, - "max drawdown": 34.43784124354268, - "profit/deviation ratio": 6.256154401210516 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0814027493868399, plot=False, step=0.007400249944258173)": { + "winrate": 40.61674008810573, + "trades": 1135, + "losses": 673, + "profits": 461, + "percentage year profit": 120.42906743942598, + "mean deviation": 21.74267097491289, + "Sharpe ratio": 1.462241388393356, + "Sortino ratio": 2.1752674979011597, + "calmar ratio": 3.1500560517305995, + "max drawdown": 38.23076969480077, + "profit/deviation ratio": 5.538835020700968 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=170, window_dev=1.5)": { - "winrate": 44.20289855072464, - "trades": 138, - "losses": 77, - "profits": 61, - "percentage year profit": 106.44993087622905, - "mean deviation": 17.05715554948843, - "Sharpe ratio": 2.0918970468528446, - "Sortino ratio": 2.9054827573696373, - "calmar ratio": 2.0581952916084174, - "max drawdown": 51.72003420192534, - "profit/deviation ratio": 6.2407785733900765 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=11, multiplier=4.594972986357222, plot=False)": { + "winrate": 37.22397476340694, + "trades": 317, + "losses": 199, + "profits": 118, + "percentage year profit": 119.45444059207877, + "mean deviation": 21.725959376548058, + "Sharpe ratio": 1.8009840659284526, + "Sortino ratio": 2.5034545970136715, + "calmar ratio": 4.280304940587764, + "max drawdown": 27.907927647714626, + "profit/deviation ratio": 5.498235475899079 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=20, slow=80)": { - "winrate": 34.52748610253243, - "trades": 1619, - "losses": 1060, - "profits": 559, - "percentage year profit": 78.44551428175153, - "mean deviation": 12.773489797393125, - "Sharpe ratio": 1.3904192850718298, - "Sortino ratio": 2.0460065367017797, - "calmar ratio": 1.8907631125205866, - "max drawdown": 41.48881145516711, - "profit/deviation ratio": 6.141275056857293 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.013310000000000002, plot=False, step=0.005559917313492239)": { + "winrate": 39.23240938166311, + "trades": 469, + "losses": 285, + "profits": 184, + "percentage year profit": 119.32704602773904, + "mean deviation": 25.153490914929655, + "Sharpe ratio": 1.7857797025934814, + "Sortino ratio": 2.5748798891029487, + "calmar ratio": 2.37991401582391, + "max drawdown": 50.13922571754292, + "profit/deviation ratio": 4.743955677218283 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.01, plot=False, step=0.002593742460100002)": { - "winrate": 38.83495145631068, - "trades": 309, - "losses": 189, - "profits": 120, - "percentage year profit": 137.406319988468, - "mean deviation": 22.516129700818922, - "Sharpe ratio": 2.162579962881875, - "Sortino ratio": 3.135864568694272, - "calmar ratio": 3.650065920339832, - "max drawdown": 37.64488723964609, - "profit/deviation ratio": 6.102572769576401 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.013310000000000002, plot=False, step=0.005054470284992944)": { + "winrate": 38.39479392624729, + "trades": 461, + "losses": 284, + "profits": 177, + "percentage year profit": 119.16792216591783, + "mean deviation": 25.5111513501018, + "Sharpe ratio": 1.7356973225041852, + "Sortino ratio": 2.513849261875084, + "calmar ratio": 2.4643386029767123, + "max drawdown": 48.356959559848256, + "profit/deviation ratio": 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ratio": 5.271704624356813 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.011000000000000001, plot=False, step=0.0011)": { + "winrate": 43.58974358974359, + "trades": 234, + "losses": 132, + "profits": 102, + "percentage year profit": 118.6852562871954, + "mean deviation": 20.944669176989507, + "Sharpe ratio": 2.0586003327494304, + "Sortino ratio": 2.9738681681338797, + "calmar ratio": 3.9664100197465215, + "max drawdown": 29.9225888640681, + "profit/deviation ratio": 5.666609259103833 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.11918176537727232, plot=False, step=0.008140274938683991)": { "winrate": 40.68745003996803, @@ -67212,57 +67069,70 @@ "max drawdown": 36.08765752335169, "profit/deviation ratio": 6.050016921944512 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=21, multiplier=11.91817653772723, plot=False)": { - "winrate": 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step=0.007400249944258173)": { - "winrate": 40.753724802804555, - "trades": 1141, - "losses": 676, - "profits": 465, - "percentage year profit": 115.73191145356878, - "mean deviation": 19.471684547110048, - "Sharpe ratio": 1.3960689035482445, - "Sortino ratio": 2.0739654659986146, - "calmar ratio": 3.018093933558355, - "max drawdown": 38.34602699629034, - "profit/deviation ratio": 5.9436003687079815 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.023579476910000015, plot=False, step=0.0019487171000000009)": { + "winrate": 41.99475065616798, + "trades": 381, + "losses": 221, + "profits": 160, + "percentage year profit": 117.55243094439507, + "mean deviation": 23.841411288156337, + "Sharpe ratio": 1.8143174638332749, + "Sortino ratio": 2.65092959791288, + "calmar ratio": 3.5216662137465735, + "max drawdown": 33.37977644943678, + "profit/deviation ratio": 4.930598676546946 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.023579476910000015, plot=False, step=0.002143588810000001)": { - "winrate": 43.609022556390975, - "trades": 399, - "losses": 225, - "profits": 174, - "percentage year profit": 148.30346156719014, - "mean deviation": 25.037839622549146, - "Sharpe ratio": 1.9424855568161294, - "Sortino ratio": 2.8414072005629643, - "calmar ratio": 3.3502025499143695, - "max drawdown": 44.267013518624644, - "profit/deviation ratio": 5.923173237104196 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=36, multiplier=7.400249944258172, plot=False)": { + "winrate": 47.2972972972973, + "trades": 148, + "losses": 78, + "profits": 70, + "percentage year profit": 117.17891620167214, + "mean deviation": 20.116906334047364, + "Sharpe ratio": 1.9383291839890697, + "Sortino ratio": 2.651724542460931, + "calmar ratio": 2.953761187784193, + "max drawdown": 39.671086710153304, + "profit/deviation ratio": 5.8248974397892255 }, - "ticker: ADA/USDT 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step=0.002593742460100002)": { + "winrate": 42.63565891472868, + "trades": 387, + "losses": 222, + "profits": 165, + "percentage year profit": 112.57177840293258, + "mean deviation": 32.0965400181796, + "Sharpe ratio": 1.9727744750773744, + "Sortino ratio": 2.872363183494145, + "calmar ratio": 2.159126233770137, + "max drawdown": 52.13765487271509, + "profit/deviation ratio": 3.5072870265508835 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=96, multiplier=8.954302432552389, plot=False)": { + "winrate": 47.16981132075472, + "trades": 106, + "losses": 56, "profits": 50, - "percentage year profit": 107.18362933313954, - "mean deviation": 18.56268451012747, - "Sharpe ratio": 1.85366882968076, - "Sortino ratio": 2.4879762444731623, - "calmar ratio": 2.645878092644505, - "max drawdown": 40.50966279629744, - "profit/deviation ratio": 5.774144858986428 + "percentage year profit": 112.14862893321013, + "mean deviation": 20.519485825526207, + "Sharpe 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strategy_parabolic_SAR(max_step=0.011000000000000001, plot=False, step=0.00984973267580763)": { + "winrate": 36.0, + "trades": 425, + "losses": 272, + "profits": 153, + "percentage year profit": 105.58188699611866, + "mean deviation": 28.627946575162618, + "Sharpe ratio": 1.8803200920513135, + "Sortino ratio": 2.7202738029810294, + "calmar ratio": 1.9414473732852333, + "max drawdown": 54.38307957709796, + "profit/deviation ratio": 3.688070561362605 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=150, window_dev=1)": { + "winrate": 38.75598086124402, + "trades": 209, + "losses": 128, + "profits": 81, + "percentage year profit": 105.29013998175097, + "mean deviation": 22.737874030464603, + "Sharpe ratio": 2.071917652243035, + "Sortino ratio": 2.9288705362600163, + "calmar ratio": 2.6736468185936992, + "max drawdown": 39.38072121176128, + "profit/deviation ratio": 4.630606178954171 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.01, plot=False, step=0.004594972986357222)": { + "winrate": 38.095238095238095, + "trades": 357, + "losses": 221, + "profits": 136, + "percentage year profit": 105.08123282805909, + "mean deviation": 29.304599568457924, + "Sharpe ratio": 1.9172790029389075, + "Sortino ratio": 2.794206288366357, + "calmar ratio": 2.1341310388626002, + "max drawdown": 49.2384164395373, + "profit/deviation ratio": 3.585827289077293 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=76, multiplier=11.91817653772723, plot=False)": { + "winrate": 50.72463768115942, + "trades": 69, + "losses": 34, + "profits": 35, + "percentage year profit": 104.62859737346761, + "mean deviation": 10.9558016342112, + "Sharpe ratio": 1.6028665011722862, + "Sortino ratio": 2.128699228491216, + "calmar ratio": 2.7708363846655057, + "max drawdown": 37.76065521317251, + "profit/deviation ratio": 9.550063141591437 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.01, plot=False, step=0.0034522712143931033)": { + "winrate": 38.972809667673715, + "trades": 331, + "losses": 202, + "profits": 129, + "percentage year profit": 104.42925585347322, + "mean deviation": 27.156376956112478, + "Sharpe ratio": 1.9154336260034752, + "Sortino ratio": 2.784464697010322, + "calmar ratio": 2.068261996143017, + "max drawdown": 50.491309151460186, + "profit/deviation ratio": 3.8454782102281806 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.016105100000000004, plot=False, step=0.002593742460100002)": { + "winrate": 42.18362282878412, + "trades": 403, + "losses": 233, + "profits": 170, + "percentage year profit": 104.42083827873164, + "mean deviation": 27.671069696619817, + "Sharpe ratio": 1.6143014216561473, + "Sortino ratio": 2.3192649723241363, + "calmar ratio": 2.1544209513764985, + "max drawdown": 48.468168772688216, + "profit/deviation 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"profit/deviation ratio": 8.71142390018698 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.012100000000000001, plot=False, step=0.008140274938683991)": { + "winrate": 37.582417582417584, + "trades": 455, + "losses": 284, + "profits": 171, + "percentage year profit": 103.76612397347048, + "mean deviation": 29.750195248073506, + "Sharpe ratio": 1.8513266989294086, + "Sortino ratio": 2.6662273846865925, + "calmar ratio": 1.977667499320066, + "max drawdown": 52.46894334317872, + "profit/deviation ratio": 3.4879140492427503 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.014641000000000003, plot=False, step=0.008140274938683991)": { + "winrate": 39.59484346224678, + "trades": 543, + "losses": 328, + "profits": 215, + "percentage year profit": 103.70808411163397, + "mean deviation": 29.241007886889093, + "Sharpe ratio": 1.818000400187744, + "Sortino ratio": 2.6394035161106246, + "calmar 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"mean deviation": 20.382484175192594, - "Sharpe ratio": 2.0526748602521723, - "Sortino ratio": 2.7961684114606538, - "calmar ratio": 2.948196727319335, - "max drawdown": 37.661452764664496, - "profit/deviation ratio": 5.447489659872454 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=61, multiplier=6.72749994932561, plot=False)": { + "winrate": 48.78048780487805, + "trades": 164, + "losses": 84, + "profits": 80, + "percentage year profit": 102.74967527992183, + "mean deviation": 21.99647066763942, + "Sharpe ratio": 1.956819997703582, + "Sortino ratio": 2.6837207887462795, + "calmar ratio": 2.6367770268108273, + "max drawdown": 38.96790446638456, + "profit/deviation ratio": 4.671189157226219 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.09849732675807629, plot=False, step=0.008140274938683991)": { - "winrate": 41.0958904109589, - "trades": 1241, - "losses": 731, - "profits": 510, - "percentage year 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"profits": 80, - "percentage year profit": 99.08250264407785, - "mean deviation": 18.229724932375106, - "Sharpe ratio": 1.9854640586784686, - "Sortino ratio": 2.7783754845678863, - "calmar ratio": 2.372886579659151, - "max drawdown": 41.75610561981027, - "profit/deviation ratio": 5.435216549434168 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.016105100000000004, plot=False, step=0.0034522712143931033)": { + "winrate": 39.651416122004356, + "trades": 459, + "losses": 277, + "profits": 182, + "percentage year profit": 102.33893331459858, + "mean deviation": 26.874597597924062, + "Sharpe ratio": 1.4338563450994586, + "Sortino ratio": 2.082033761028427, + "calmar ratio": 2.045487616518032, + "max drawdown": 50.031558484234125, + "profit/deviation ratio": 3.8080173272065583 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=150, window_dev=1.5)": { + "winrate": 43.125, + "trades": 160, + "losses": 91, + "profits": 69, + "percentage year profit": 102.16409953528816, + "mean deviation": 21.685189166026078, + "Sharpe ratio": 1.9526461532517456, + "Sortino ratio": 2.7166587124732784, + "calmar ratio": 2.3139831052454123, + "max drawdown": 44.150754300538864, + "profit/deviation ratio": 4.7112385671667285 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=71, multiplier=8.954302432552389, plot=False)": { "winrate": 46.728971962616825, @@ -68265,44 +68447,18 @@ "max drawdown": 41.219325724010524, "profit/deviation ratio": 5.4232583831805705 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=56, multiplier=6.72749994932561, plot=False)": { - "winrate": 48.78048780487805, - "trades": 164, - "losses": 84, - "profits": 80, - "percentage year profit": 114.9699042702137, - "mean deviation": 21.266016408860253, - "Sharpe ratio": 2.0090595654778123, - "Sortino ratio": 2.7693572658413816, - "calmar ratio": 2.9653832294382587, - "max drawdown": 38.77067325695802, - "profit/deviation ratio": 5.406273655573441 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=20, slow=90)": { - "winrate": 34.325522482583914, - "trades": 1579, - "losses": 1037, - "profits": 542, - "percentage year profit": 67.56086049839868, - "mean deviation": 12.654090240402475, - "Sharpe ratio": 1.3228078343723533, - "Sortino ratio": 1.9429961661647557, - "calmar ratio": 1.4542683158732161, - "max drawdown": 46.45694316583644, - "profit/deviation ratio": 5.33905316106311 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=30, slow=60)": { - "winrate": 34.379263301500686, - "trades": 1466, - "losses": 962, - "profits": 504, - "percentage year profit": 64.44634413780885, - "mean deviation": 12.201617956679295, - "Sharpe ratio": 1.3358871815662385, - "Sortino ratio": 1.9285415318788959, - "calmar ratio": 1.4579605348354223, - "max drawdown": 44.20307861425322, - "profit/deviation ratio": 5.281786757020223 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=40, slow=50)": { + "winrate": 34.779411764705884, + "trades": 1360, + "losses": 887, + "profits": 473, + "percentage year profit": 101.74078499037282, + "mean deviation": 11.637369623877818, + "Sharpe ratio": 1.498827849089913, + "Sortino ratio": 2.155566106749973, + "calmar ratio": 2.410391003928288, + "max drawdown": 42.2092452322311, + "profit/deviation ratio": 8.742592895014589 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=16, multiplier=5.054470284992944, plot=False)": { "winrate": 40.823970037453186, @@ -68317,83 +68473,161 @@ "max drawdown": 27.128517513477345, "profit/deviation ratio": 5.276102516736483 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=46, multiplier=7.400249944258172, plot=False)": { - "winrate": 49.00662251655629, - "trades": 151, - "losses": 77, - "profits": 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multiplier=14.420993610649951, plot=False)": { + "winrate": 42.857142857142854, + "trades": 56, + "losses": 32, + "profits": 24, + "percentage year profit": 100.32023758487738, + "mean deviation": 13.219732694911452, + "Sharpe ratio": 1.4236300074650456, + "Sortino ratio": 1.9120298681188352, + "calmar ratio": 2.459815578893749, + "max drawdown": 40.78364184927812, + "profit/deviation ratio": 7.588673681994547 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=190, window_dev=0.5)": { - "winrate": 31.800766283524908, - "trades": 261, - "losses": 178, - "profits": 83, - "percentage year profit": 99.79112852674186, - "mean deviation": 19.264828034252613, - "Sharpe ratio": 1.946358500431964, - "Sortino ratio": 2.7225470926355686, - "calmar ratio": 2.520219073210671, - "max drawdown": 39.59621192756527, - "profit/deviation ratio": 5.179964666661677 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.013310000000000002, plot=False, step=0.004594972986357222)": { + "winrate": 38.344226579520694, + "trades": 459, + "losses": 283, + "profits": 176, + "percentage year profit": 100.26377927699448, + "mean deviation": 25.3559430492729, + "Sharpe ratio": 1.5993775616536938, + "Sortino ratio": 2.316739390267488, + "calmar ratio": 2.0592739719833952, + "max drawdown": 48.688897466336236, + "profit/deviation ratio": 3.954251635687817 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=180, window_dev=1)": { - "winrate": 41.37931034482759, - "trades": 174, - "losses": 102, - "profits": 72, - "percentage year profit": 120.5353207139221, - "mean deviation": 23.317703039484226, - "Sharpe ratio": 2.1848070979933323, - "Sortino ratio": 3.071702556092584, - "calmar ratio": 2.7036850957178133, - "max drawdown": 44.58186380685753, - "profit/deviation ratio": 5.169262191469622 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.011000000000000001, plot=False, step=0.0017715610000000007)": { + "winrate": 42.22972972972973, + "trades": 296, + "losses": 171, + "profits": 125, + "percentage year profit": 100.12937087935079, + "mean deviation": 24.118422931317383, + "Sharpe ratio": 1.857701107721924, + "Sortino ratio": 2.6736597289586386, + "calmar ratio": 2.199641405500996, + "max drawdown": 45.52077017142031, + "profit/deviation ratio": 4.151572064412819 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=16, multiplier=6.72749994932561, plot=False)": { - "winrate": 45.14285714285714, - "trades": 175, - "losses": 96, - "profits": 79, - "percentage year profit": 114.1590098328936, - "mean deviation": 22.301415922456233, - "Sharpe ratio": 1.906751962366997, - "Sortino ratio": 2.6775911959940575, - "calmar ratio": 2.406046735209147, - "max drawdown": 47.44671338354958, - "profit/deviation ratio": 5.118913087394693 + 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"percentage year profit": 99.08250264407785, + "mean deviation": 18.229724932375106, + "Sharpe ratio": 1.9854640586784686, + "Sortino ratio": 2.7783754845678863, + "calmar ratio": 2.372886579659151, + "max drawdown": 41.75610561981027, + "profit/deviation ratio": 5.435216549434168 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.06115909044841463, plot=False, step=0.007400249944258173)": { + "winrate": 40.93778178539225, + "trades": 1109, + "losses": 655, + "profits": 454, + "percentage year profit": 99.01559391337209, + "mean deviation": 20.532418755742352, + "Sharpe ratio": 1.468945560877906, + "Sortino ratio": 2.187238692336187, + "calmar ratio": 2.419068346319873, + "max drawdown": 40.931292439093106, + "profit/deviation ratio": 4.822402810466748 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.012100000000000001, plot=False, step=0.006727499949325611)": { + "winrate": 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strategy_parabolic_SAR(max_step=0.07400249944258172, plot=False, step=0.008140274938683991)": { + "winrate": 41.16680361544782, + "trades": 1217, + "losses": 716, + "profits": 501, + "percentage year profit": 98.4217195774459, + "mean deviation": 17.311030847615317, + "Sharpe ratio": 1.3404377783986232, + "Sortino ratio": 1.9989777229717431, + "calmar ratio": 2.5881801526454087, + "max drawdown": 38.027383633572775, + "profit/deviation ratio": 5.685491548355943 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=86, multiplier=8.954302432552389, plot=False)": { + "winrate": 45.94594594594595, + "trades": 111, + "losses": 60, + "profits": 51, + "percentage year profit": 98.40083413194702, + "mean deviation": 20.248426731128795, + "Sharpe ratio": 1.7895150310517092, + "Sortino ratio": 2.410999140626986, + "calmar ratio": 2.7261617043473163, + "max drawdown": 36.09501005572435, + "profit/deviation ratio": 4.859678010473332 + }, + "ticker: ADA/USDT 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4.789448620596379 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.031384283767210024, plot=False, step=0.017449402268886447)": { - "winrate": 36.758563074352544, - "trades": 1197, - "losses": 757, - "profits": 440, - "percentage year profit": 70.70998499507353, - "mean deviation": 14.807462554106202, - "Sharpe ratio": 1.0655477258415107, - "Sortino ratio": 1.5700276409206495, - "calmar ratio": 1.831484485595299, - "max drawdown": 38.60801745863013, - "profit/deviation ratio": 4.775293858532515 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=180, window_dev=0.5)": { + "winrate": 29.454545454545457, + "trades": 275, + "losses": 194, + "profits": 81, + "percentage year profit": 89.86968816439615, + "mean deviation": 18.034271094212546, + "Sharpe ratio": 1.8489976623989886, + "Sortino ratio": 2.586396206138332, + "calmar ratio": 2.2288917660145238, + "max drawdown": 40.32034643166722, 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strategy_bollinger_breakout(plot=False, window=150, window_dev=1.5)": { - "winrate": 43.125, - "trades": 160, - "losses": 91, - "profits": 69, - "percentage year profit": 102.16409953528816, - "mean deviation": 21.685189166026078, - "Sharpe ratio": 1.9526461532517456, - "Sortino ratio": 2.7166587124732784, - "calmar ratio": 2.3139831052454123, - "max drawdown": 44.150754300538864, - "profit/deviation ratio": 4.7112385671667285 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.021435888100000012, plot=False, step=0.002143588810000001)": { + "winrate": 41.10275689223057, + "trades": 399, + "losses": 235, + "profits": 164, + "percentage year profit": 89.19756309577281, + "mean deviation": 27.28263237555668, + "Sharpe ratio": 1.6311277580911638, + "Sortino ratio": 2.3851448681183793, + "calmar ratio": 1.8642725258384854, + "max drawdown": 47.845774616913815, + "profit/deviation ratio": 3.2693899132580606 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=130, window_dev=1.5)": { - "winrate": 39.67391304347826, - "trades": 184, - "losses": 111, - "profits": 73, - "percentage year profit": 107.7860443821526, - "mean deviation": 22.919529796589956, - "Sharpe ratio": 1.9575037227996794, - "Sortino ratio": 2.7273139863808087, - "calmar ratio": 2.679982454095524, - "max drawdown": 40.218936589467205, - "profit/deviation ratio": 4.702803475409403 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.017715610000000007, plot=False, step=0.006115909044841464)": { + "winrate": 41.28595600676819, + "trades": 591, + "losses": 347, + "profits": 244, + "percentage year profit": 88.86425692378612, + "mean deviation": 30.106149038774632, + "Sharpe ratio": 1.6510960384237334, + "Sortino ratio": 2.429922797806457, + "calmar ratio": 2.0758038171917397, + "max drawdown": 42.80956426990606, + "profit/deviation ratio": 2.951697900961532 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.025937424601000018, plot=False, step=0.0011)": { "winrate": 41.603053435114504, @@ -69526,19 +70280,6 @@ "max drawdown": 36.657747874365676, "profit/deviation ratio": 4.69914735676033 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03452271214393103, plot=False, step=0.008140274938683991)": { - "winrate": 39.25327951564076, - "trades": 991, - "losses": 602, - "profits": 389, - "percentage year profit": 46.922947839021575, - "mean deviation": 9.989774854081249, - "Sharpe ratio": 0.7135957428262676, - "Sortino ratio": 1.0460881206174149, - "calmar ratio": 1.1624016775661596, - "max drawdown": 40.36724029620208, - "profit/deviation ratio": 4.697097634773175 - }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.023579476910000015, plot=False, step=0.0011)": { "winrate": 41.98473282442748, "trades": 262, @@ -69552,460 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161, + "profits": 100, + "percentage year profit": 84.86103724890009, + "mean deviation": 21.165174415978306, + "Sharpe ratio": 1.708545269673383, + "Sortino ratio": 2.387765933606326, + "calmar ratio": 1.8099320940914398, + "max drawdown": 46.88631000352481, + "profit/deviation ratio": 4.009465529602989 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04594972986357221, plot=False, step=0.00984973267580763)": { - "winrate": 39.695268644747394, - "trades": 1247, - "losses": 751, - "profits": 495, - "percentage year profit": 74.58992712507498, - "mean deviation": 16.44645925183751, - "Sharpe ratio": 1.2463881653174704, - "Sortino ratio": 1.856867838316422, - "calmar ratio": 2.1697597251567187, - "max drawdown": 34.37704473000459, - "profit/deviation ratio": 4.535318270207084 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.013310000000000002, plot=False, step=0.004177248169415656)": { + "winrate": 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plot=False)": { + "winrate": 43.646408839779006, + "trades": 181, + "losses": 102, + "profits": 79, + "percentage year profit": 84.74474437721346, + "mean deviation": 22.373866752437035, + "Sharpe ratio": 1.6695327246360034, + "Sortino ratio": 2.3520876274499525, + "calmar ratio": 1.7738318932404429, + "max drawdown": 47.774958100680806, + "profit/deviation ratio": 3.7876664465243937 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=21, multiplier=6.115909044841463, plot=False)": { - "winrate": 42.63959390862944, - "trades": 197, - "losses": 113, - "profits": 84, - "percentage year profit": 92.938207489108, - "mean deviation": 20.675718906322512, - "Sharpe ratio": 1.648076795356044, - "Sortino ratio": 2.2839334798002366, - "calmar ratio": 2.1841236407711335, - "max drawdown": 42.55171536731086, - "profit/deviation ratio": 4.4950411596420015 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.021435888100000012, plot=False, step=0.0017715610000000007)": { + "winrate": 42.77929155313351, + "trades": 367, + "losses": 210, + "profits": 157, + "percentage year profit": 84.18497783418513, + "mean deviation": 27.255162625228323, + "Sharpe ratio": 1.6590959207631992, + "Sortino ratio": 2.412890430752811, + "calmar ratio": 1.8308063402313264, + "max drawdown": 45.9824591953009, + "profit/deviation ratio": 3.088771804144753 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=11, multiplier=13.109994191499954, plot=False)": { - "winrate": 44.11764705882353, - "trades": 68, - "losses": 38, - "profits": 30, - "percentage year profit": 98.10988538663136, - "mean deviation": 21.971832514086593, - "Sharpe ratio": 1.9746949973090961, - "Sortino ratio": 2.6754381345490352, - "calmar ratio": 1.80535358845809, - "max drawdown": 54.3438615093815, - "profit/deviation ratio": 4.465257293570352 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=86, multiplier=9.849732675807628, plot=False)": { + "winrate": 45.16129032258064, + "trades": 93, + "losses": 51, + "profits": 42, + "percentage year profit": 83.97875913866892, + "mean deviation": 16.705003003218383, + "Sharpe ratio": 1.5536470093406518, + "Sortino ratio": 2.0343762954089253, + "calmar ratio": 2.03665721862838, + "max drawdown": 41.23362457391126, + "profit/deviation ratio": 5.027162169470403 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.01, plot=False, step=0.003138428376721003)": { - "winrate": 38.940809968847354, - "trades": 321, - "losses": 196, - "profits": 125, - "percentage year profit": 120.80286470659894, - "mean deviation": 27.05978812814458, - "Sharpe ratio": 1.9791217013850835, - "Sortino ratio": 2.868667384658964, - "calmar ratio": 3.1353169144698847, - "max drawdown": 38.529714220938374, - "profit/deviation ratio": 4.4642945515509505 + "ticker: 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limit: 1000 :: strategy_supertrend(length=41, multiplier=5.559917313492239, plot=False)": { + "winrate": 40.66390041493776, + "trades": 241, + "losses": 143, + "profits": 98, + "percentage year profit": 83.66844573962169, + "mean deviation": 20.35186457840252, + "Sharpe ratio": 1.4017117769095992, + "Sortino ratio": 1.867303523608132, + "calmar ratio": 2.277047989500849, + "max drawdown": 36.744261045619254, + "profit/deviation ratio": 4.111094854100542 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=86, multiplier=6.72749994932561, plot=False)": { - "winrate": 45.97701149425287, - "trades": 174, - "losses": 94, - "profits": 80, - "percentage year profit": 89.29251306806138, - "mean deviation": 20.102007746812912, - "Sharpe ratio": 1.7034540880364042, - "Sortino ratio": 2.3288045819103504, - "calmar ratio": 2.2078284577016642, - "max drawdown": 40.4435918726287, - "profit/deviation ratio": 4.441969886426809 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.011000000000000001, plot=False, step=0.00895430243255239)": { + "winrate": 35.76470588235294, + "trades": 425, + "losses": 273, + "profits": 152, + "percentage year profit": 83.6619782557857, + "mean deviation": 28.814566831600608, + "Sharpe ratio": 1.7247801761509045, + "Sortino ratio": 2.49623717608869, + "calmar ratio": 1.4455578928033088, + "max drawdown": 57.87521805407847, + "profit/deviation ratio": 2.903461250857138 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=96, multiplier=11.91817653772723, plot=False)": { - "winrate": 48.57142857142857, - "trades": 70, - "losses": 36, - "profits": 34, - "percentage year profit": 55.509754338171824, - "mean deviation": 12.528666887910417, - "Sharpe ratio": 1.5165350195846143, - "Sortino ratio": 1.988997511294189, - "calmar ratio": 1.3168916466895892, - "max drawdown": 42.15210452409855, - "profit/deviation ratio": 4.4306193815190476 + 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interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.017715610000000007, plot=False, step=0.0011)": { + "winrate": 42.585551330798474, + "trades": 263, + "losses": 151, + "profits": 112, + "percentage year profit": 83.23488164772587, + "mean deviation": 20.45890666960691, + "Sharpe ratio": 1.8014353269654797, + "Sortino ratio": 2.6233484039745476, + "calmar ratio": 1.8850040298053268, + "max drawdown": 44.15634148873514, + "profit/deviation ratio": 4.068393438217151 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=160, window_dev=1)": { - "winrate": 38.38383838383838, - "trades": 198, - "losses": 122, - "profits": 76, - "percentage year profit": 116.09422145699178, - "mean deviation": 26.325060289429725, - "Sharpe ratio": 2.193126869587333, - "Sortino ratio": 3.094209298398668, - "calmar ratio": 2.9487925388935263, - "max drawdown": 39.37008790064076, - "profit/deviation ratio": 4.410026802620732 + "ticker: ADA/USDT 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strategy_supertrend(length=66, multiplier=6.115909044841463, plot=False)": { + "winrate": 42.4390243902439, + "trades": 205, + "losses": 118, + "profits": 87, + "percentage year profit": 78.34536846662922, + "mean deviation": 20.09266996423588, + "Sharpe ratio": 1.596033572931097, + "Sortino ratio": 2.1760878703990776, + "calmar ratio": 1.8725323588239662, + "max drawdown": 41.83926013210987, + "profit/deviation ratio": 3.8992014802453197 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.017715610000000007, plot=False, step=0.008140274938683991)": { - "winrate": 39.56043956043956, - "trades": 637, - "losses": 385, - "profits": 252, - "percentage year profit": 75.17673030633247, - "mean deviation": 18.327976368392687, - "Sharpe ratio": 1.5210821133062609, - "Sortino ratio": 2.2293845036133684, - "calmar ratio": 2.1774391282945946, - "max drawdown": 34.52529594488003, - "profit/deviation ratio": 4.101747448560534 + "ticker: ADA/USDT XRP/USDT, 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1000 :: strategy_parabolic_SAR(max_step=0.016105100000000004, plot=False, step=0.008140274938683991)": { - "winrate": 39.182282793867124, - "trades": 587, - "losses": 357, - "profits": 230, - "percentage year profit": 100.48076098830863, - "mean deviation": 24.617364648900214, - "Sharpe ratio": 1.719731324920273, - "Sortino ratio": 2.519736722484271, - "calmar ratio": 2.3355522808303566, - "max drawdown": 43.02227006992317, - "profit/deviation ratio": 4.081702587640616 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.017715610000000007, plot=False, step=0.0011)": { - "winrate": 42.585551330798474, - "trades": 263, - "losses": 151, - "profits": 112, - "percentage year profit": 83.23488164772587, - "mean deviation": 20.45890666960691, - "Sharpe ratio": 1.8014353269654797, - "Sortino ratio": 2.6233484039745476, - "calmar ratio": 1.8850040298053268, - "max drawdown": 44.15634148873514, - "profit/deviation ratio": 4.068393438217151 - }, - 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"winrate": 39.01639344262295, + "trades": 305, + "losses": 186, + "profits": 119, + "percentage year profit": 77.57491672932089, + "mean deviation": 24.059270738511206, + "Sharpe ratio": 1.3854933628250057, + "Sortino ratio": 1.916115956875934, + "calmar ratio": 1.8944801989816766, + "max drawdown": 40.94786357282544, + "profit/deviation ratio": 3.224325357673798 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.30912680532870757, plot=False, step=0.007400249944258173)": { - "winrate": 40.1561144839549, - "trades": 1153, - "losses": 690, - "profits": 463, - "percentage year profit": 76.69921662103529, - "mean deviation": 19.205702641267543, - "Sharpe ratio": 1.1149300667646178, - "Sortino ratio": 1.6525611512017804, - "calmar ratio": 1.7446567989957926, - "max drawdown": 43.962352174469274, - "profit/deviation ratio": 3.9935647267718646 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=51, multiplier=6.115909044841463, plot=False)": { + "winrate": 41.089108910891085, + "trades": 202, + "losses": 119, + "profits": 83, + "percentage year profit": 77.50312168176256, + "mean deviation": 20.99358969693793, + "Sharpe ratio": 1.4761621772808977, + "Sortino ratio": 1.9928811308005632, + "calmar ratio": 1.9200899915048142, + "max drawdown": 40.364317310472394, + "profit/deviation ratio": 3.691751758541178 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.728904836851033, plot=False, step=0.007400249944258173)": { - "winrate": 40.1561144839549, - "trades": 1153, - "losses": 690, - "profits": 463, - "percentage year profit": 76.69921662103529, - "mean deviation": 19.205702641267543, - "Sharpe ratio": 1.1149300667646178, - "Sortino ratio": 1.6525611512017804, - "calmar ratio": 1.7446567989957926, - "max drawdown": 43.962352174469274, - "profit/deviation ratio": 3.9935647267718646 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03797498335832414, plot=False, step=0.008140274938683991)": { + "winrate": 38.95853423336548, + "trades": 1037, + "losses": 633, + "profits": 404, + "percentage year profit": 77.44472103992153, + "mean deviation": 13.626435014710653, + "Sharpe ratio": 0.8690261817213105, + "Sortino ratio": 1.2905546628781308, + "calmar ratio": 1.8233396266705575, + "max drawdown": 42.47410625377381, + "profit/deviation ratio": 5.68341763317513 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.2912993816766534, plot=False, step=0.007400249944258173)": { - "winrate": 40.1561144839549, - "trades": 1153, - "losses": 690, - "profits": 463, - "percentage year profit": 76.69921662103529, - "mean deviation": 19.205702641267543, - "Sharpe ratio": 1.1149300667646178, - "Sortino ratio": 1.6525611512017804, - "calmar ratio": 1.7446567989957926, - "max drawdown": 43.962352174469274, - "profit/deviation ratio": 3.9935647267718646 + 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43.962352174469274, - "profit/deviation ratio": 3.9935647267718646 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=31, multiplier=6.115909044841463, plot=False)": { + "winrate": 40.5940594059406, + "trades": 202, + "losses": 120, + "profits": 82, + "percentage year profit": 77.17202840707475, + "mean deviation": 20.598611293508743, + "Sharpe ratio": 1.5427979355088468, + "Sortino ratio": 2.088922556651885, + "calmar ratio": 1.7574215974113017, + "max drawdown": 43.91207466708607, + "profit/deviation ratio": 3.7464675315949107 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.052650622296294, plot=False, step=0.007400249944258173)": { - "winrate": 40.1561144839549, - "trades": 1153, - "losses": 690, - "profits": 463, - "percentage year profit": 76.69921662103529, - "mean deviation": 19.205702641267543, - "Sharpe ratio": 1.1149300667646178, - "Sortino ratio": 1.6525611512017804, - "calmar ratio": 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"Sortino ratio": 1.6525611512017804, - "calmar ratio": 1.7446567989957926, - "max drawdown": 43.962352174469274, - "profit/deviation ratio": 3.9935647267718646 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=56, multiplier=6.115909044841463, plot=False)": { + "winrate": 42.57425742574257, + "trades": 202, + "losses": 116, + "profits": 86, + "percentage year profit": 77.00116918022405, + "mean deviation": 21.856502521594045, + "Sharpe ratio": 1.6197520051246885, + "Sortino ratio": 2.1995309772408995, + "calmar ratio": 1.8418084967540769, + "max drawdown": 41.807369938800676, + "profit/deviation ratio": 3.523032521060839 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=6.526834353714407, plot=False, step=0.007400249944258173)": { - "winrate": 40.1561144839549, - "trades": 1153, - "losses": 690, - "profits": 463, - "percentage year profit": 76.69921662103529, - "mean deviation": 19.205702641267543, - "Sharpe ratio": 1.1149300667646178, - "Sortino ratio": 1.6525611512017804, - "calmar ratio": 1.7446567989957926, - "max drawdown": 43.962352174469274, - "profit/deviation ratio": 3.9935647267718646 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=30, slow=50)": { + "winrate": 34.84848484848485, + "trades": 1518, + "losses": 989, + "profits": 529, + "percentage year profit": 76.78486765483004, + "mean deviation": 15.552894800941916, + "Sharpe ratio": 1.4193278324397787, + "Sortino ratio": 2.0720764403306418, + "calmar ratio": 1.6030539430545914, + "max drawdown": 47.89911655032507, + "profit/deviation ratio": 4.937014532508751 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6024006916124238, plot=False, step=0.007400249944258173)": { - "winrate": 40.1561144839549, - "trades": 1153, - "losses": 690, - "profits": 463, - "percentage year profit": 76.69921662103529, - "mean deviation": 19.205702641267543, - "Sharpe ratio": 1.1149300667646178, - "Sortino ratio": 1.6525611512017804, - "calmar ratio": 1.7446567989957926, - "max drawdown": 43.962352174469274, - "profit/deviation ratio": 3.9935647267718646 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=61, multiplier=8.954302432552389, plot=False)": { + "winrate": 47.11538461538461, + "trades": 104, + "losses": 55, + "profits": 49, + "percentage year profit": 76.72598801346507, + "mean deviation": 19.804422046465024, + "Sharpe ratio": 1.7491266355524886, + "Sortino ratio": 2.296804351368419, + "calmar ratio": 2.034086163459192, + "max drawdown": 37.720126802782, + "profit/deviation ratio": 3.8741846560051583 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.0448163954141947, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.23225154419887867, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70553,7 +71203,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.3492980349556145, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.25547669861876654, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70566,7 +71216,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.457915684525924, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.2810243684806432, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70579,7 +71229,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.1739085287969575, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.30912680532870757, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70592,7 +71242,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.4204293198443187, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.728904836851033, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70605,7 +71255,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6626407607736663, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.2912993816766534, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70618,7 +71268,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.9701723378487251, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.0796505671840677, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70631,7 +71281,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.897469567994435, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.052650622296294, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70644,7 +71294,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8819748525897501, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.394077978276369, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70657,7 +71307,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=8.687216524793879, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=6.526834353714407, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70670,7 +71320,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.5163771862927224, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6024006916124238, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70683,7 +71333,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=9.555938177273267, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.0448163954141947, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70696,7 +71346,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.34003948586157834, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.3492980349556145, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70709,7 +71359,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.8905914247127888, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.457915684525924, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70722,7 +71372,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.14420993610649954, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.1739085287969575, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70735,7 +71385,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.1586309297171495, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.4204293198443187, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70748,7 +71398,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.17449402268886446, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6626407607736663, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70761,7 +71411,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.19194342495775094, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.9701723378487251, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70774,7 +71424,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.21113776745352605, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.897469567994435, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70787,7 +71437,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.768014904921995, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8819748525897501, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70800,7 +71450,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.5476369923749307, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=8.687216524793879, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70813,7 +71463,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.3740434344477362, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.5163771862927224, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70826,7 +71476,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.718719477011626, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=9.555938177273267, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70839,7 +71489,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.903707252978516, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.34003948586157834, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70852,7 +71502,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.933485776104006, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.8905914247127888, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70865,7 +71515,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.41144777789250986, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.14420993610649954, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70878,7 +71528,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.179517789085849, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.1586309297171495, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70891,7 +71541,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.0671895716335977, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.17449402268886446, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70904,7 +71554,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.5624722518287508, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.19194342495775094, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70917,7 +71567,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.2876156239024747, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.21113776745352605, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70930,7 +71580,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.4525925556817609, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.768014904921995, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70943,7 +71593,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.497851811249937, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.5476369923749307, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70956,7 +71606,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8017953205361363, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.3740434344477362, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70969,7 +71619,7 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.6842278384511764, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.718719477011626, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, "trades": 1153, "losses": 690, @@ -70982,1734 +71632,876 @@ "max drawdown": 43.962352174469274, "profit/deviation ratio": 3.9935647267718646 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.13109994191499957, plot=False, step=0.007400249944258173)": { - "winrate": 40.1561144839549, - "trades": 1153, - "losses": 690, - "profits": 463, - "percentage year profit": 76.6957776538326, - "mean deviation": 19.20505450597735, - "Sharpe ratio": 1.1148677489090164, - "Sortino ratio": 1.6524696138271167, - "calmar ratio": 1.7445785737182131, - "max drawdown": 43.96235217446882, - "profit/deviation ratio": 3.993520436506021 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.11918176537727232, plot=False, step=0.007400249944258173)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.903707252978516, plot=False, step=0.007400249944258173)": { "winrate": 40.1561144839549, - "trades": 1153, - "losses": 690, - "profits": 463, - "percentage year profit": 76.58416269158555, - "mean deviation": 19.19615467527468, - "Sharpe ratio": 1.1138946063539503, - "Sortino ratio": 1.6509508181550003, - "calmar ratio": 1.7420396976861854, - "max drawdown": 43.962352174468975, - "profit/deviation ratio": 3.9895574914401286 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.06115909044841463, plot=False, step=0.006727499949325611)": { - "winrate": 40.46466602129719, - "trades": 1033, - "losses": 615, - "profits": 418, - "percentage year profit": 68.27924265281288, - "mean deviation": 17.193590861683013, - "Sharpe ratio": 1.2609628371095667, - "Sortino ratio": 1.8674903188398198, - "calmar ratio": 1.477026384123185, - "max drawdown": 46.22750371067058, - "profit/deviation ratio": 3.971203176933646 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=96, multiplier=10.834705943388391, plot=False)": { - "winrate": 44.44444444444444, - "trades": 81, - "losses": 45, - "profits": 36, - "percentage year profit": 66.17476254556843, - "mean deviation": 16.689185220631757, - "Sharpe ratio": 1.6571935275536032, - "Sortino ratio": 2.155747433087544, - "calmar ratio": 1.3307183456819969, - "max drawdown": 49.72860166863761, - "profit/deviation ratio": 3.965128415242277 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.013310000000000002, plot=False, step=0.004594972986357222)": { - "winrate": 38.344226579520694, - "trades": 459, - "losses": 283, - "profits": 176, - "percentage year profit": 100.26377927699448, - "mean deviation": 25.3559430492729, - "Sharpe ratio": 1.5993775616536938, - "Sortino ratio": 2.316739390267488, - "calmar ratio": 2.0592739719833952, - "max drawdown": 48.688897466336236, - "profit/deviation ratio": 3.954251635687817 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.01, plot=False, step=0.004177248169415656)": { - "winrate": 39.067055393586, - "trades": 343, - "losses": 209, - "profits": 134, - "percentage year profit": 108.72640623351364, - "mean deviation": 27.559888570072914, - "Sharpe ratio": 1.9539731521985118, - "Sortino ratio": 2.845390841513053, - "calmar ratio": 2.125683773839301, - "max drawdown": 51.148909151777346, - "profit/deviation ratio": 3.945096002731262 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04594972986357221, plot=False, step=0.007400249944258173)": { - "winrate": 40.324118207816966, - "trades": 1049, - "losses": 625, - "profits": 423, - "percentage year profit": 55.88645272976693, - "mean deviation": 14.206490724920059, - "Sharpe ratio": 1.0539346628770407, - "Sortino ratio": 1.542734724176131, - "calmar ratio": 1.53986797878707, 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strategy_supertrend(length=11, multiplier=6.72749994932561, plot=False)": { - "winrate": 43.646408839779006, - "trades": 181, - "losses": 102, - "profits": 79, - "percentage year profit": 84.74474437721346, - "mean deviation": 22.373866752437035, - "Sharpe ratio": 1.6695327246360034, - "Sortino ratio": 2.3520876274499525, - "calmar ratio": 1.7738318932404429, - "max drawdown": 47.774958100680806, - "profit/deviation ratio": 3.7876664465243937 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.013310000000000002, plot=False, step=0.007400249944258173)": { - "winrate": 38.028169014084504, - "trades": 497, - "losses": 308, - "profits": 189, - "percentage year profit": 97.23114223758242, - "mean deviation": 25.72968389768392, - "Sharpe ratio": 1.6405200742878943, - "Sortino ratio": 2.359991073201729, - "calmar ratio": 2.019729790358774, - "max drawdown": 48.14066847046446, - "profit/deviation ratio": 3.7789481839042245 - }, - "ticker: ADA/USDT 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strategy_supertrend(length=101, multiplier=6.72749994932561, plot=False)": { - "winrate": 45.45454545454545, - "trades": 176, - "losses": 96, - "profits": 80, - "percentage year profit": 69.55828502833887, - "mean deviation": 19.835043552182647, - "Sharpe ratio": 1.6862176085604068, - "Sortino ratio": 2.323861455986702, - "calmar ratio": 1.9165610463907214, - "max drawdown": 36.29327913104121, - "profit/deviation ratio": 3.5068380286306295 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.014641000000000003, plot=False, step=0.010834705943388393)": { + "winrate": 38.664323374340945, + "trades": 569, + "losses": 349, + "profits": 220, + "percentage year profit": 70.7807699833724, + "mean deviation": 31.465933483017334, + "Sharpe ratio": 1.6862880278587515, + "Sortino ratio": 2.4540928269568396, + "calmar ratio": 1.3012732070532225, + "max drawdown": 54.39347371460745, + "profit/deviation ratio": 2.2494412893097198 }, - "ticker: ADA/USDT 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strategy_parabolic_SAR(max_step=0.06115909044841463, plot=False, step=0.008140274938683991)": { "winrate": 41.25523012552301, @@ -72841,174 +72620,278 @@ "max drawdown": 45.492640694140164, "profit/deviation ratio": 3.4081098800932197 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=11, multiplier=8.954302432552389, plot=False)": { - "winrate": 49.572649572649574, - "trades": 117, - "losses": 59, - "profits": 58, - "percentage year profit": 71.05293876126697, - "mean deviation": 20.88461625050914, - "Sharpe ratio": 1.7857828964307736, - "Sortino ratio": 2.44122548289545, - "calmar ratio": 1.514312752727536, - "max drawdown": 46.9209142122646, - "profit/deviation ratio": 3.402166355799561 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0895430243255239, plot=False, step=0.006727499949325611)": { + "winrate": 40.18957345971564, + "trades": 1055, + "losses": 631, + "profits": 424, + "percentage year 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425, + "losses": 252, + "profits": 173, + "percentage year profit": 68.55240541328675, + "mean deviation": 28.421224075135726, + "Sharpe ratio": 1.5720373855062497, + "Sortino ratio": 2.2851454422809407, + "calmar ratio": 1.3155448529374059, + "max drawdown": 52.10951588630365, + "profit/deviation ratio": 2.412014529425555 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=86, multiplier=10.834705943388391, plot=False)": { - "winrate": 42.68292682926829, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=30, slow=70)": { + "winrate": 34.450784593437945, + "trades": 1402, + "losses": 919, + "profits": 483, + "percentage year profit": 68.49191781166549, + "mean deviation": 11.65693412602382, + "Sharpe ratio": 1.355946783474191, + "Sortino ratio": 1.954996569226746, + "calmar ratio": 1.4909200251082513, + "max drawdown": 45.939364055890586, + "profit/deviation ratio": 5.875637373531944 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.031384283767210024, plot=False, step=0.014420993610649954)": { + "winrate": 36.98868581375109, + "trades": 1149, + "losses": 724, + "profits": 425, + "percentage year profit": 68.31558376608501, + "mean deviation": 15.983770361387597, + "Sharpe ratio": 1.1549749145428754, + "Sortino ratio": 1.715173059977498, + "calmar ratio": 1.5575218397257111, + "max drawdown": 43.861718034153405, + "profit/deviation ratio": 4.274059387834845 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.05559917313492239, plot=False, step=0.007400249944258173)": { + "winrate": 40.14665444546288, + "trades": 1091, + "losses": 652, + "profits": 438, + "percentage year profit": 68.30443743329432, + "mean deviation": 15.108424312448335, + "Sharpe ratio": 1.1100692578269449, + "Sortino ratio": 1.6430012464028854, + "calmar ratio": 1.7657993989995628, + "max drawdown": 38.681878288096094, + "profit/deviation 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strategy_parabolic_SAR(max_step=0.014641000000000003, plot=False, step=0.004177248169415656)": { + "winrate": 39.27813163481954, + "trades": 471, + "losses": 286, + "profits": 185, + "percentage year profit": 67.66855335889443, + "mean deviation": 27.6318586005525, + "Sharpe ratio": 1.2656406320117313, + "Sortino ratio": 1.827611616537306, + "calmar ratio": 1.2255725414329768, + "max drawdown": 55.21382951332631, + "profit/deviation ratio": 2.448932384068489 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=6, multiplier=11.91817653772723, plot=False)": { - "winrate": 47.19101123595505, - "trades": 89, - "losses": 47, - "profits": 42, - "percentage year profit": 56.58632567540089, - "mean deviation": 16.746490155953378, - "Sharpe ratio": 1.5817540125047027, - "Sortino ratio": 2.0783348649428244, - "calmar ratio": 1.2446647954880197, - "max drawdown": 45.46310450856289, - "profit/deviation ratio": 3.3789961447703387 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=20, slow=70)": { + "winrate": 34.468339307048986, + "trades": 1674, + "losses": 1097, + "profits": 577, + "percentage year profit": 67.63394914331826, + "mean deviation": 11.781968168492945, + "Sharpe ratio": 1.3106693598843209, + "Sortino ratio": 1.9311010162914277, + "calmar ratio": 1.6328470374691506, + "max drawdown": 41.42087261777334, + "profit/deviation ratio": 5.740462728814982 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=21, multiplier=4.594972986357222, plot=False)": { - "winrate": 39.29712460063898, - "trades": 313, - "losses": 190, - "profits": 123, - "percentage year profit": 59.75482188868631, - "mean deviation": 17.69003509818511, - "Sharpe ratio": 1.5018516073781432, - "Sortino ratio": 2.0326383872795124, - "calmar ratio": 1.5756214820425665, - "max drawdown": 37.924604716116704, - "profit/deviation ratio": 3.3778803465922342 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=20, slow=40)": { + "winrate": 36.27243928194297, + "trades": 1894, + "losses": 1207, + "profits": 687, + "percentage year profit": 67.601282172348, + "mean deviation": 11.611629815885129, + "Sharpe ratio": 1.4132680086669391, + "Sortino ratio": 2.0922630607389237, + "calmar ratio": 1.484102426948942, + "max drawdown": 45.55028072511447, + "profit/deviation ratio": 5.821859914950698 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.023579476910000015, plot=False, step=0.014420993610649954)": { - "winrate": 36.59066232356135, - "trades": 921, - "losses": 584, - "profits": 337, - "percentage year profit": 54.75093172866388, - "mean deviation": 16.262303745435915, - "Sharpe ratio": 1.1456940047786335, - "Sortino ratio": 1.7076909259220665, - "calmar ratio": 1.2284850472898623, - "max drawdown": 44.567845452778506, - "profit/deviation ratio": 3.366738967966329 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=20, slow=90)": { + "winrate": 34.325522482583914, + "trades": 1579, + "losses": 1037, + "profits": 542, + "percentage year profit": 67.56086049839868, + "mean deviation": 12.654090240402475, + "Sharpe ratio": 1.3228078343723533, + "Sortino ratio": 1.9429961661647557, + "calmar ratio": 1.4542683158732161, + "max drawdown": 46.45694316583644, + "profit/deviation ratio": 5.33905316106311 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0814027493868399, plot=False, step=0.006727499949325611)": { - "winrate": 40.17094017094017, - "trades": 1053, - "losses": 630, - "profits": 423, - "percentage year profit": 71.96041101193316, - "mean deviation": 21.41446528893493, - "Sharpe ratio": 1.152173905800602, - "Sortino ratio": 1.7027524165188086, - "calmar ratio": 1.6088820885970327, - "max drawdown": 44.72696384772586, - "profit/deviation ratio": 3.360364596594239 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=76, multiplier=9.849732675807628, plot=False)": { + "winrate": 44.086021505376344, + "trades": 93, + "losses": 52, + "profits": 41, + "percentage year profit": 67.1410503644408, + "mean deviation": 18.282354258448972, + "Sharpe ratio": 1.430780130686492, + "Sortino ratio": 1.878764024242395, + "calmar ratio": 1.4727827280306738, + "max drawdown": 45.58788549497604, + "profit/deviation ratio": 3.6724510101543606 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=160, window_dev=0.5)": { - "winrate": 29.33753943217666, - "trades": 317, - "losses": 224, - "profits": 93, - "percentage year profit": 72.14073344006616, - "mean deviation": 21.487735523734088, - "Sharpe ratio": 1.6901021574579915, - "Sortino ratio": 2.379455136772017, - "calmar ratio": 1.3881745389499447, - "max drawdown": 51.96805690920934, - "profit/deviation ratio": 3.357298090363396 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.012100000000000001, plot=False, step=0.005559917313492239)": { + "winrate": 37.75743707093822, + "trades": 437, + "losses": 272, + "profits": 165, + "percentage year profit": 66.98895490307366, + "mean deviation": 29.02588953543027, + "Sharpe ratio": 1.552454473881047, + "Sortino ratio": 2.235749294696287, + "calmar ratio": 1.1694652895667934, + "max drawdown": 57.28169574651375, + "profit/deviation ratio": 2.307903598313637 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=11, multiplier=9.849732675807628, plot=False)": { + "winrate": 46.601941747572816, + "trades": 103, + "losses": 55, + "profits": 48, + "percentage year profit": 66.74729058424691, + "mean deviation": 17.00290778325077, + "Sharpe ratio": 1.6262723815517475, + "Sortino ratio": 2.196538090502851, + "calmar ratio": 1.5935556593810425, + "max drawdown": 41.88576043222263, + "profit/deviation ratio": 3.9256397455733048 + }, + "ticker: ADA/USDT 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"profit/deviation ratio": 3.1486196800140354 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.031384283767210024, plot=False, step=0.0017715610000000007)": { - "winrate": 42.70557029177719, - "trades": 377, - "losses": 216, - "profits": 161, - "percentage year profit": 44.74257815951375, - "mean deviation": 13.339180725309005, - "Sharpe ratio": 1.3483611509752778, - "Sortino ratio": 1.9473650999123144, - "calmar ratio": 1.1603957499804671, - "max drawdown": 38.55803346424433, - "profit/deviation ratio": 3.354222352998166 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.01, plot=False, step=0.002143588810000001)": { + "winrate": 40.5940594059406, + "trades": 303, + "losses": 180, + "profits": 123, + "percentage year profit": 66.35587409454493, + "mean deviation": 25.887213539809178, + "Sharpe ratio": 1.8130322389117535, + "Sortino ratio": 2.6221593992492904, + "calmar ratio": 1.4204286175686138, + "max drawdown": 46.71538806936182, + "profit/deviation ratio": 2.5632683097585347 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=130, window_dev=1)": { - "winrate": 35.62753036437247, - "trades": 247, - "losses": 159, - "profits": 88, - "percentage year profit": 52.77022398673989, - "mean deviation": 15.748162944842214, - "Sharpe ratio": 1.5258912425487143, - "Sortino ratio": 2.107478809603358, - "calmar ratio": 0.9687187195750864, - "max drawdown": 54.4742482212863, - "profit/deviation ratio": 3.350881253360604 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.017715610000000007, plot=False, step=0.0012100000000000001)": { + "winrate": 42.238267148014444, + "trades": 277, + "losses": 160, + "profits": 117, + "percentage year profit": 66.29512455184161, + "mean deviation": 20.993500898497114, + "Sharpe ratio": 1.6839716460731038, + "Sortino ratio": 2.4474628193281953, + "calmar 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ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=140, window_dev=1)": { - "winrate": 36.48068669527897, - "trades": 233, - "losses": 148, - "profits": 85, - "percentage year profit": 62.534874878861025, - "mean deviation": 19.043791341588054, - "Sharpe ratio": 1.6653897785563159, - "Sortino ratio": 2.3282790861493403, - "calmar ratio": 1.5267303596982507, - "max drawdown": 40.95999957138514, - "profit/deviation ratio": 3.2837408138523676 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=56, multiplier=8.954302432552389, plot=False)": { + "winrate": 47.16981132075472, + "trades": 106, + "losses": 56, + "profits": 50, + "percentage year profit": 65.39785957909598, + "mean deviation": 19.307156320049693, + "Sharpe ratio": 1.6561630709166304, + "Sortino ratio": 2.1912539825628987, + "calmar ratio": 1.6699473179903521, + "max drawdown": 39.16163035478093, + "profit/deviation ratio": 3.3872341682541296 }, - 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multiplier=5.054470284992944, plot=False)": { + "winrate": 40.37735849056604, + "trades": 265, + "losses": 158, + "profits": 107, + "percentage year profit": 62.54816057239027, + "mean deviation": 24.923084894295126, + "Sharpe ratio": 1.659516928026333, + "Sortino ratio": 2.215482648064674, + "calmar ratio": 1.4040127484680252, + "max drawdown": 44.549567402887966, + "profit/deviation ratio": 2.509647615360308 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=140, window_dev=1)": { + "winrate": 36.48068669527897, + "trades": 233, + "losses": 148, + "profits": 85, + "percentage year profit": 62.534874878861025, + "mean deviation": 19.043791341588054, + "Sharpe ratio": 1.6653897785563159, + "Sortino ratio": 2.3282790861493403, + "calmar ratio": 1.5267303596982507, + "max drawdown": 40.95999957138514, + "profit/deviation ratio": 3.2837408138523676 + }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04594972986357221, plot=False, step=0.0019487171000000009)": { "winrate": 39.24050632911392, "trades": 395, @@ -73946,304 +74050,96 @@ "max drawdown": 31.792564758861197, "profit/deviation ratio": 3.2320395754789226 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=6, multiplier=5.054470284992944, plot=False)": { - "winrate": 39.01639344262295, - "trades": 305, - "losses": 186, - "profits": 119, - "percentage year profit": 77.57491672932089, - "mean deviation": 24.059270738511206, - "Sharpe ratio": 1.3854933628250057, - "Sortino ratio": 1.916115956875934, - "calmar ratio": 1.8944801989816766, - "max drawdown": 40.94786357282544, - "profit/deviation ratio": 3.224325357673798 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.016105100000000004, plot=False, step=0.005559917313492239)": { - "winrate": 40.25974025974026, - "trades": 539, - "losses": 322, - "profits": 217, 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plot=False, step=0.002593742460100002)": { - "winrate": 38.368580060422964, - "trades": 331, - "losses": 204, - "profits": 127, - "percentage year profit": 99.48487539764417, - "mean deviation": 30.995045881478173, - "Sharpe ratio": 1.6208390815635634, - "Sortino ratio": 2.335739666812639, - "calmar ratio": 2.292909131340175, - "max drawdown": 43.388058444120105, - "profit/deviation ratio": 3.209702472390716 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.016105100000000004, plot=False, step=0.0023579476910000016)": { - "winrate": 42.9305912596401, - "trades": 389, - "losses": 222, - "profits": 167, - "percentage year profit": 87.57136144124698, - "mean deviation": 27.28402090935142, - "Sharpe ratio": 1.6482049173030622, - "Sortino ratio": 2.3910818618802177, - "calmar ratio": 1.6715884161655317, - "max drawdown": 52.388112165868876, - "profit/deviation ratio": 3.2096208155020314 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 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step=0.002143588810000001)": { "winrate": 42.5531914893617, "trades": 423, "losses": 243, "profits": 180, - "percentage year profit": 50.186767271802005, - "mean deviation": 17.884742090611343, - "Sharpe ratio": 1.1881228008623765, - "Sortino ratio": 1.695200327923899, - "calmar ratio": 1.1476452301834295, - "max drawdown": 43.730210305305405, - "profit/deviation ratio": 2.8061219455967286 + "percentage year profit": 50.93508165578902, + "mean deviation": 17.966538661210667, + "Sharpe ratio": 1.1961742009818317, + "Sortino ratio": 1.7070363562704767, + "calmar ratio": 1.17090874136097, + "max drawdown": 43.500470921915046, + "profit/deviation ratio": 2.8349969137770907 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=100, window_dev=1.5)": { - "winrate": 39.24050632911392, - "trades": 237, - "losses": 144, - "profits": 93, - "percentage year profit": 57.896492205136376, - "mean deviation": 20.655081689260786, - "Sharpe ratio": 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step=0.030912680532870763)": { - "winrate": 35.645041014168534, - "trades": 1341, - "losses": 863, - "profits": 478, - "percentage year profit": 31.24008737786803, - "mean deviation": 11.234580120100635, - "Sharpe ratio": 0.7577071009537973, - "Sortino ratio": 1.1084770998116726, - "calmar ratio": 0.9146946924712209, - "max drawdown": 34.153567999249034, - "profit/deviation ratio": 2.780708049958541 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.25547669861876654, plot=False, step=0.0017715610000000007)": { + "winrate": 42.93333333333334, + "trades": 375, + "losses": 214, + "profits": 161, + "percentage year profit": 50.56789898944574, + "mean deviation": 14.161419646271394, + "Sharpe ratio": 1.3950740057861324, + "Sortino ratio": 2.0208637969524124, + "calmar ratio": 1.3457283382649636, + "max drawdown": 37.57660261107566, + "profit/deviation ratio": 3.5708213055292037 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: 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plot=False, step=0.0014641000000000003)": { + "winrate": 41.32492113564668, + "trades": 317, + "losses": 186, + "profits": 131, + "percentage year profit": 32.477680494571715, + "mean deviation": 32.122685024744314, + "Sharpe ratio": 1.2213109867813843, + "Sortino ratio": 1.755150783817377, + "calmar ratio": 0.5543436759892468, + "max drawdown": 58.587626956533946, + "profit/deviation ratio": 1.011051239009253 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.13109994191499957, plot=False, step=0.00895430243255239)": { + "winrate": 40.44280442804428, + "trades": 1355, + "losses": 807, + "profits": 548, + "percentage year profit": 32.45602572040522, + "mean deviation": 20.580757820995714, + "Sharpe ratio": 0.6252055251366627, + "Sortino ratio": 0.9229298785316268, + "calmar ratio": 0.6708150772624051, + "max drawdown": 48.38296994286144, + "profit/deviation ratio": 1.577008291079292 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 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step=0.02322515441988787)": { + "winrate": 35.97800471327572, + "trades": 1273, + "losses": 815, + "profits": 458, + "percentage year profit": 31.427025942348585, + "mean deviation": 14.41956598657193, + "Sharpe ratio": 0.8514922417136668, + "Sortino ratio": 1.25583929316444, + "calmar ratio": 0.7543191448001869, + "max drawdown": 41.662771201005846, + "profit/deviation ratio": 2.1794710029146978 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=6, multiplier=8.954302432552389, plot=False)": { - "winrate": 46.56488549618321, - "trades": 131, - "losses": 70, - "profits": 61, - "percentage year profit": 39.994089445628944, - "mean deviation": 26.516026745667777, - "Sharpe ratio": 1.6879483303727245, - "Sortino ratio": 2.3175650045671503, - "calmar ratio": 0.7975811063629691, - "max drawdown": 50.14422875186331, - "profit/deviation ratio": 1.5082987292643018 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.031384283767210024, plot=False, step=0.02554766986187666)": { + "winrate": 35.77552611067809, + "trades": 1283, + "losses": 824, + "profits": 459, + "percentage year profit": 31.258344465696286, + "mean deviation": 12.500934602731043, + "Sharpe ratio": 0.8253370702469789, + "Sortino ratio": 1.2079372144359337, + "calmar ratio": 0.8196572791103803, + "max drawdown": 38.13587125050937, + "profit/deviation ratio": 2.5004806007758305 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03452271214393103, plot=False, step=0.02322515441988787)": { - "winrate": 36.53429602888087, - "trades": 1385, - "losses": 878, - "profits": 506, - "percentage year profit": 18.438186643662302, - "mean deviation": 12.35421218366646, - "Sharpe ratio": 0.6888495633593918, - "Sortino ratio": 1.0167719367307497, - "calmar ratio": 0.44757593333788476, - "max drawdown": 41.19566149626485, - "profit/deviation ratio": 1.4924615483000594 + 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917, + "losses": 567, + "profits": 349, + "percentage year profit": 31.131460256499267, + "mean deviation": 21.585438517868198, + "Sharpe ratio": 0.944370824620569, + "Sortino ratio": 1.3827415734551243, + "calmar ratio": 0.5666007993101783, + "max drawdown": 54.94425756970518, + "profit/deviation ratio": 1.4422435861439171 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.023579476910000015, plot=False, step=0.017449402268886447)": { - "winrate": 35.61786085150571, - "trades": 963, - "losses": 620, - "profits": 343, - "percentage year profit": 17.928602758564093, - "mean deviation": 12.372732705143962, - "Sharpe ratio": 0.7086188564453396, - "Sortino ratio": 1.052175956229107, - "calmar ratio": 0.4007936200826993, - "max drawdown": 44.73275486487216, - "profit/deviation ratio": 1.4490414677034347 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.14420993610649954, plot=False, step=0.005559917313492239)": { + "winrate": 38.05888767720829, + "trades": 917, + "losses": 567, + "profits": 349, + "percentage year profit": 31.131460256499267, + "mean deviation": 21.585438517868198, + "Sharpe ratio": 0.944370824620569, + "Sortino ratio": 1.3827415734551243, + "calmar ratio": 0.5666007993101783, + "max drawdown": 54.94425756970518, + "profit/deviation ratio": 1.4422435861439171 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.11918176537727232, plot=False, step=0.005559917313492239)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.1586309297171495, plot=False, step=0.005559917313492239)": { "winrate": 38.05888767720829, "trades": 917, "losses": 567, @@ -84463,7 +83826,7 @@ "max drawdown": 54.94425756970518, "profit/deviation ratio": 1.4422435861439171 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.13109994191499957, plot=False, step=0.005559917313492239)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.17449402268886446, plot=False, step=0.005559917313492239)": { "winrate": 38.05888767720829, "trades": 917, "losses": 567, @@ -84476,7 +83839,7 @@ "max drawdown": 54.94425756970518, "profit/deviation ratio": 1.4422435861439171 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.23225154419887867, plot=False, step=0.005559917313492239)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.19194342495775094, plot=False, step=0.005559917313492239)": { "winrate": 38.05888767720829, "trades": 917, "losses": 567, @@ -84489,7 +83852,7 @@ "max drawdown": 54.94425756970518, "profit/deviation ratio": 1.4422435861439171 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.25547669861876654, plot=False, step=0.005559917313492239)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.21113776745352605, plot=False, step=0.005559917313492239)": { "winrate": 38.05888767720829, "trades": 917, "losses": 567, @@ -84502,7 +83865,7 @@ "max drawdown": 54.94425756970518, "profit/deviation ratio": 1.4422435861439171 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.2810243684806432, plot=False, step=0.005559917313492239)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.768014904921995, plot=False, step=0.005559917313492239)": { "winrate": 38.05888767720829, "trades": 917, "losses": 567, @@ -84515,7 +83878,7 @@ "max drawdown": 54.94425756970518, "profit/deviation ratio": 1.4422435861439171 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.30912680532870757, plot=False, step=0.005559917313492239)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.5476369923749307, plot=False, step=0.005559917313492239)": { "winrate": 38.05888767720829, "trades": 917, "losses": 567, @@ -84528,7 +83891,7 @@ "max drawdown": 54.94425756970518, "profit/deviation ratio": 1.4422435861439171 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.728904836851033, plot=False, step=0.005559917313492239)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.3740434344477362, plot=False, step=0.005559917313492239)": { "winrate": 38.05888767720829, "trades": 917, "losses": 567, @@ -84541,7 +83904,7 @@ "max drawdown": 54.94425756970518, "profit/deviation ratio": 1.4422435861439171 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.2912993816766534, plot=False, step=0.005559917313492239)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.718719477011626, plot=False, step=0.005559917313492239)": { "winrate": 38.05888767720829, "trades": 917, "losses": 567, @@ -84554,7 +83917,7 @@ "max drawdown": 54.94425756970518, "profit/deviation ratio": 1.4422435861439171 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.0796505671840677, plot=False, step=0.005559917313492239)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.903707252978516, plot=False, step=0.005559917313492239)": { "winrate": 38.05888767720829, "trades": 917, "losses": 567, @@ -84567,7 +83930,7 @@ "max drawdown": 54.94425756970518, "profit/deviation ratio": 1.4422435861439171 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.052650622296294, plot=False, step=0.005559917313492239)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.933485776104006, plot=False, step=0.005559917313492239)": { "winrate": 38.05888767720829, "trades": 917, "losses": 567, @@ -84580,7 +83943,7 @@ "max drawdown": 54.94425756970518, "profit/deviation ratio": 1.4422435861439171 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.394077978276369, plot=False, step=0.005559917313492239)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.41144777789250986, plot=False, step=0.005559917313492239)": { "winrate": 38.05888767720829, "trades": 917, "losses": 567, @@ -84593,7 +83956,7 @@ "max drawdown": 54.94425756970518, "profit/deviation ratio": 1.4422435861439171 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=6.526834353714407, plot=False, step=0.005559917313492239)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.179517789085849, plot=False, step=0.005559917313492239)": { "winrate": 38.05888767720829, "trades": 917, "losses": 567, @@ -84606,7 +83969,7 @@ "max drawdown": 54.94425756970518, "profit/deviation ratio": 1.4422435861439171 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6024006916124238, plot=False, step=0.005559917313492239)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.0671895716335977, plot=False, step=0.005559917313492239)": { "winrate": 38.05888767720829, "trades": 917, "losses": 567, @@ -84619,7 +83982,7 @@ "max drawdown": 54.94425756970518, "profit/deviation ratio": 1.4422435861439171 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.0448163954141947, plot=False, step=0.005559917313492239)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.5624722518287508, plot=False, step=0.005559917313492239)": { "winrate": 38.05888767720829, "trades": 917, "losses": 567, @@ -84632,7 +83995,7 @@ "max drawdown": 54.94425756970518, "profit/deviation ratio": 1.4422435861439171 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.3492980349556145, plot=False, step=0.005559917313492239)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.2876156239024747, plot=False, step=0.005559917313492239)": { "winrate": 38.05888767720829, "trades": 917, "losses": 567, @@ -84645,7 +84008,7 @@ "max drawdown": 54.94425756970518, "profit/deviation ratio": 1.4422435861439171 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.457915684525924, plot=False, step=0.005559917313492239)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.4525925556817609, plot=False, step=0.005559917313492239)": { "winrate": 38.05888767720829, "trades": 917, "losses": 567, @@ -84658,7 +84021,7 @@ "max drawdown": 54.94425756970518, "profit/deviation ratio": 1.4422435861439171 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.1739085287969575, plot=False, step=0.005559917313492239)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.497851811249937, plot=False, step=0.005559917313492239)": { "winrate": 38.05888767720829, "trades": 917, "losses": 567, @@ -84671,7 +84034,7 @@ "max drawdown": 54.94425756970518, "profit/deviation ratio": 1.4422435861439171 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.4204293198443187, plot=False, step=0.005559917313492239)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8017953205361363, plot=False, step=0.005559917313492239)": { "winrate": 38.05888767720829, "trades": 917, "losses": 567, @@ -84684,7 +84047,7 @@ "max drawdown": 54.94425756970518, "profit/deviation ratio": 1.4422435861439171 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6626407607736663, plot=False, step=0.005559917313492239)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.6842278384511764, plot=False, step=0.005559917313492239)": { "winrate": 38.05888767720829, "trades": 917, "losses": 567, @@ -84697,590 +84060,1292 @@ "max drawdown": 54.94425756970518, "profit/deviation ratio": 1.4422435861439171 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.9701723378487251, plot=False, step=0.005559917313492239)": { - "winrate": 38.05888767720829, - "trades": 917, - "losses": 567, - "profits": 349, - "percentage year profit": 31.131460256499267, - "mean deviation": 21.585438517868198, - "Sharpe ratio": 0.944370824620569, - "Sortino ratio": 1.3827415734551243, - "calmar ratio": 0.5666007993101783, - "max drawdown": 54.94425756970518, - "profit/deviation ratio": 1.4422435861439171 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=160, slow=200)": { + "winrate": 27.751196172248804, + "trades": 627, + "losses": 453, + "profits": 174, + "percentage year profit": 31.122335127525247, + "mean deviation": 22.68446864438045, + "Sharpe ratio": 1.1850003154950635, + "Sortino ratio": 1.7061255907333484, + "calmar ratio": 0.5269123272680144, + "max drawdown": 59.065490627048554, + "profit/deviation ratio": 1.3719666797324381 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.07400249944258172, plot=False, step=0.004594972986357222)": { + "winrate": 38.89602053915276, + "trades": 779, + "losses": 476, + "profits": 303, + "percentage year profit": 31.071817333833994, + "mean deviation": 12.9820484964745, + "Sharpe ratio": 0.9782101614708126, + "Sortino ratio": 1.4204856307523392, + "calmar ratio": 0.6938025448540294, + "max drawdown": 44.78481314935399, + "profit/deviation ratio": 2.3934448667536627 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=120, window_dev=0.5)": { + "winrate": 29.776674937965257, + "trades": 403, + "losses": 283, + "profits": 120, + "percentage year profit": 31.005764220881016, + "mean deviation": 15.577784555870924, + "Sharpe ratio": 1.3297408952848984, + "Sortino ratio": 1.8648801537537143, + "calmar ratio": 0.7398948405716504, + "max drawdown": 41.905636477915756, + "profit/deviation ratio": 1.990383427738165 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.10834705943388392, plot=False, step=0.005559917313492239)": { + "winrate": 37.94983642311887, + "trades": 917, + "losses": 569, + "profits": 348, + "percentage year profit": 30.93617377594471, + "mean deviation": 21.62403857224396, + "Sharpe ratio": 0.9362768493223713, + "Sortino ratio": 1.371096550013421, + "calmar ratio": 0.5630465337837568, + "max drawdown": 54.944257569705655, + "profit/deviation ratio": 1.4306381147346618 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.02853116706110002, plot=False, step=0.0013310000000000002)": { + "winrate": 39.15857605177994, + "trades": 309, + "losses": 188, + "profits": 121, + "percentage year profit": 30.852949845631517, + "mean deviation": 33.58546870304536, + "Sharpe ratio": 1.1516688259511754, + "Sortino ratio": 1.659970718101597, + "calmar ratio": 0.5006328368534082, + "max drawdown": 61.62789888004423, + "profit/deviation ratio": 0.9186398474419364 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=30, slow=110)": { + "winrate": 32.12913143735588, + "trades": 1301, + "losses": 882, + "profits": 418, + "percentage year profit": 30.67174202894327, + "mean deviation": 12.605695272654552, + "Sharpe ratio": 0.7780809377131873, + "Sortino ratio": 1.1115013257662287, + "calmar ratio": 0.7029541261249618, 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step=0.0014641000000000003)": { - "winrate": 42.9042904290429, - "trades": 303, - "losses": 173, - "profits": 130, - "percentage year profit": 48.9828997664648, - "mean deviation": 35.37119979149439, - "Sharpe ratio": 1.6033693184945466, - "Sortino ratio": 2.3227791446096724, - "calmar ratio": 0.8227721886894358, - "max drawdown": 59.53397603835868, - "profit/deviation ratio": 1.384824378455027 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.017715610000000007, plot=False, step=0.0013310000000000002)": { + "winrate": 39.73063973063973, + "trades": 297, + "losses": 179, + "profits": 118, + "percentage year profit": 26.133138622962203, + "mean deviation": 29.27354884735611, + "Sharpe ratio": 1.157030992406234, + "Sortino ratio": 1.6717288692905818, + "calmar ratio": 0.4504740778547344, + "max drawdown": 58.01252482143806, + "profit/deviation ratio": 0.8927219162675065 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: 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strategy_parabolic_SAR(max_step=0.07400249944258172, plot=False, step=0.004177248169415656)": { - "winrate": 40.19471488178025, - "trades": 719, - "losses": 429, - "profits": 289, - "percentage year profit": 22.21249896669235, - "mean deviation": 16.236206961835713, - "Sharpe ratio": 0.937584674125533, - "Sortino ratio": 1.3524337414305658, - "calmar ratio": 0.4270420513418891, - "max drawdown": 52.01478144106484, - "profit/deviation ratio": 1.3680842464563499 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=50, window_dev=0.5)": { + "winrate": 30.30623020063358, + "trades": 947, + "losses": 660, + "profits": 287, + "percentage year profit": 25.892988806818963, + "mean deviation": 26.30452161101105, + "Sharpe ratio": 1.0890400507831512, + "Sortino ratio": 1.5543573346470683, + "calmar ratio": 0.4034226826378507, + "max drawdown": 64.18327456828423, + "profit/deviation ratio": 0.9843550546070444 }, - "ticker: ADA/USDT XRP/USDT, 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step=0.004177248169415656)": { "winrate": 39.912917271407835, @@ -85958,19 +85750,6 @@ "max drawdown": 53.429229749707254, "profit/deviation ratio": 1.1394829351004307 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.025937424601000018, plot=False, step=0.011918176537727233)": { - "winrate": 36.40124095139607, - "trades": 967, - "losses": 615, - "profits": 352, - "percentage year profit": 21.004563981633705, - "mean deviation": 18.452177521590432, - "Sharpe ratio": 0.6397844037690236, - "Sortino ratio": 0.9281347023566252, - "calmar ratio": 0.4009671154571345, - "max drawdown": 52.3847546891391, - "profit/deviation ratio": 1.1383244041011849 - }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.23225154419887867, plot=False, step=0.00984973267580763)": { "winrate": 40.095302927161335, "trades": 1469, @@ -86530,19 +86309,6 @@ "max drawdown": 42.63733358116296, "profit/deviation ratio": 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interval: 1h, limit: 1000 :: strategy_macd(fast=40, slow=90)": { - "winrate": 33.277169334456616, - "trades": 1187, - "losses": 792, - "profits": 395, - "percentage year profit": 8.713040929992744, - "mean deviation": 9.53280694571498, - "Sharpe ratio": 0.6875117229522909, - "Sortino ratio": 0.9900814834759243, - "calmar ratio": 0.20407728881017595, - "max drawdown": 42.694809308728345, - "profit/deviation ratio": 0.9140058095804905 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=76, multiplier=5.559917313492239, plot=False)": { - "winrate": 37.06563706563706, - "trades": 259, - "losses": 163, - "profits": 96, - "percentage year profit": 21.594553183968678, - "mean deviation": 23.66707712074853, - "Sharpe ratio": 0.7166061310122924, - "Sortino ratio": 0.9705582198857693, - "calmar ratio": 0.4010944279664906, - "max drawdown": 53.839075485169275, - "profit/deviation ratio": 0.9124300847879984 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 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plot=False, step=0.0013310000000000002)": { - "winrate": 39.73063973063973, - "trades": 297, - "losses": 179, - "profits": 118, - "percentage year profit": 26.133138622962203, - "mean deviation": 29.27354884735611, - "Sharpe ratio": 1.157030992406234, - "Sortino ratio": 1.6717288692905818, - "calmar ratio": 0.4504740778547344, - "max drawdown": 58.01252482143806, - "profit/deviation ratio": 0.8927219162675065 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.019487171000000008, plot=False, step=0.008140274938683991)": { - "winrate": 38.67243867243867, - "trades": 693, - "losses": 425, - "profits": 268, - "percentage year profit": 15.142019796806071, - "mean deviation": 16.99334460820346, - "Sharpe ratio": 1.0287232932572847, - "Sortino ratio": 1.503775073665994, - "calmar ratio": 0.2892678223965142, - "max drawdown": 52.34602200603609, - "profit/deviation ratio": 0.891055889580226 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.023579476910000015, plot=False, step=0.02322515441988787)": { + "winrate": 34.955312810327705, + "trades": 1007, + "losses": 655, + "profits": 352, + "percentage year profit": 15.404603813622542, + "mean deviation": 13.505289700248447, + "Sharpe ratio": 0.8016465317825957, + "Sortino ratio": 1.193071277973338, + "calmar ratio": 0.3228901524241668, + "max drawdown": 47.708496830792726, + "profit/deviation ratio": 1.1406348294282909 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.06115909044841463, plot=False, step=0.004177248169415656)": { - "winrate": 39.8884239888424, - "trades": 717, - "losses": 431, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0672749994932561, plot=False, step=0.004177248169415656)": { + "winrate": 39.77746870653686, + "trades": 719, + "losses": 433, "profits": 286, - "percentage year profit": 14.01658750158048, - "mean deviation": 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XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=50, window_dev=1.5)": { - "winrate": 34.81953290870488, - "trades": 471, - "losses": 307, - "profits": 164, - "percentage year profit": 21.143280014345667, - "mean deviation": 24.749719526550287, - "Sharpe ratio": 1.2032075222851029, - "Sortino ratio": 1.6842965746194887, - "calmar ratio": 0.33341727067771043, - "max drawdown": 63.41387166708379, - "profit/deviation ratio": 0.8542836209381763 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04594972986357221, plot=False, step=0.0023579476910000016)": { - "winrate": 38.01295896328294, - "trades": 463, - "losses": 287, - "profits": 176, - "percentage year profit": 13.844138031642771, - "mean deviation": 16.271908774084693, - "Sharpe ratio": 0.7019415226766778, - "Sortino ratio": 0.9923900668707145, - "calmar ratio": 0.2774474056964188, - "max drawdown": 49.89824286477899, - "profit/deviation ratio": 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step=0.0028531167061100022)": { + "winrate": 40.93567251461988, + "trades": 513, + "losses": 303, + "profits": 210, + "percentage year profit": 14.89676447776116, + "mean deviation": 13.951186942578142, + "Sharpe ratio": 0.773965699278928, + "Sortino ratio": 1.0987542186034507, + "calmar ratio": 0.2949971242654148, + "max drawdown": 50.49799897153656, + "profit/deviation ratio": 1.0677775689677826 + }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03797498335832414, plot=False, step=0.005559917313492239)": { "winrate": 38.35125448028674, "trades": 837, @@ -88883,70 +89637,44 @@ "max drawdown": 53.80883901566516, "profit/deviation ratio": 0.8422202138094304 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.019487171000000008, plot=False, step=0.007400249944258173)": { - "winrate": 38.51851851851852, - "trades": 675, - "losses": 414, - "profits": 260, - "percentage year profit": 16.399579710626977, 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multiplier=3.797498335832415, plot=False)": { + "winrate": 38.80597014925373, + "trades": 469, + "losses": 287, + "profits": 182, + "percentage year profit": 11.48278058220975, + "mean deviation": 18.56809872735265, + "Sharpe ratio": 0.8459638173797073, + "Sortino ratio": 1.1724491964585806, + "calmar ratio": 0.2272726133380252, + "max drawdown": 50.52425989017549, + "profit/deviation ratio": 0.6184144510872552 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6626407607736663, plot=False, step=0.003138428376721003)": { - "winrate": 37.99654576856649, - "trades": 579, - "losses": 359, - "profits": 220, - "percentage year profit": 11.06463323293687, - "mean deviation": 17.338284611265866, - "Sharpe ratio": 0.48243125148144017, - "Sortino ratio": 0.6942623298576661, - "calmar ratio": 0.2086600235066097, - "max drawdown": 53.027087062445275, - "profit/deviation ratio": 0.6381619336060168 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03452271214393103, plot=False, step=0.0013310000000000002)": { + "winrate": 39.285714285714285, + "trades": 308, + "losses": 187, + "profits": 121, + "percentage year profit": 11.43146862980724, + "mean deviation": 30.085485552993447, + "Sharpe ratio": 1.034136044154504, + "Sortino ratio": 1.4891058956557095, + "calmar ratio": 0.18706508556312954, + "max drawdown": 61.10957902910974, + "profit/deviation ratio": 0.37996623354047315 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.9701723378487251, plot=False, step=0.003138428376721003)": { - "winrate": 37.99654576856649, - "trades": 579, - "losses": 359, - "profits": 220, - "percentage year profit": 11.06463323293687, - "mean deviation": 17.338284611265866, - "Sharpe ratio": 0.48243125148144017, - "Sortino ratio": 0.6942623298576661, - "calmar ratio": 0.2086600235066097, - "max drawdown": 53.027087062445275, - "profit/deviation ratio": 0.6381619336060168 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=150, slow=170)": { + "winrate": 28.18696883852691, + "trades": 706, + "losses": 507, + "profits": 199, + "percentage year profit": 11.326417246675025, + "mean deviation": 23.27633409008712, + "Sharpe ratio": 0.9358283476810512, + "Sortino ratio": 1.3437365158141332, + "calmar ratio": 0.18402822314355033, + "max drawdown": 61.54717495609305, + "profit/deviation ratio": 0.48660657656992035 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.897469567994435, plot=False, step=0.003138428376721003)": { - "winrate": 37.99654576856649, - "trades": 579, - "losses": 359, - "profits": 220, - "percentage year profit": 11.06463323293687, - "mean deviation": 17.338284611265866, - "Sharpe ratio": 0.48243125148144017, - "Sortino ratio": 0.6942623298576661, - "calmar ratio": 0.2086600235066097, - "max drawdown": 53.027087062445275, - "profit/deviation ratio": 0.6381619336060168 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.025937424601000018, plot=False, step=0.017449402268886447)": { + "winrate": 35.02392344497608, + "trades": 1045, + "losses": 679, + "profits": 366, + "percentage year profit": 11.160926902437062, + "mean deviation": 15.974887854454062, + "Sharpe ratio": 0.6088884919173152, + "Sortino ratio": 0.890364081214128, + "calmar ratio": 0.24491851810233728, + "max drawdown": 45.56995930284682, + "profit/deviation ratio": 0.6986544759577271 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8819748525897501, plot=False, step=0.003138428376721003)": { - "winrate": 37.99654576856649, - "trades": 579, - "losses": 359, - "profits": 220, - "percentage year profit": 11.06463323293687, - "mean deviation": 17.338284611265866, - "Sharpe ratio": 0.48243125148144017, - "Sortino ratio": 0.6942623298576661, - "calmar ratio": 0.2086600235066097, - "max drawdown": 53.027087062445275, - "profit/deviation ratio": 0.6381619336060168 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03452271214393103, plot=False, step=0.003138428376721003)": { + "winrate": 39.17710196779964, + "trades": 559, + "losses": 340, + "profits": 219, + "percentage year profit": 11.120764129666384, + "mean deviation": 18.102707738425156, + "Sharpe ratio": 0.6956049869170301, + "Sortino ratio": 0.9951998404972507, + "calmar ratio": 0.19884788703045758, + "max drawdown": 55.92598591687833, + "profit/deviation ratio": 0.614314957207271 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=8.687216524793879, plot=False, step=0.003138428376721003)": { - "winrate": 37.99654576856649, - "trades": 579, - "losses": 359, - "profits": 220, - "percentage year profit": 11.06463323293687, - "mean deviation": 17.338284611265866, - "Sharpe ratio": 0.48243125148144017, - "Sortino ratio": 0.6942623298576661, - "calmar ratio": 0.2086600235066097, - "max drawdown": 53.027087062445275, - "profit/deviation ratio": 0.6381619336060168 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.02853116706110002, plot=False, step=0.017449402268886447)": { + "winrate": 34.99554764024933, + "trades": 1123, + "losses": 730, + "profits": 393, + "percentage year profit": 11.108552063788313, + "mean deviation": 15.007435839998804, + "Sharpe ratio": 0.5517552958210685, + "Sortino ratio": 0.8108328754889707, + "calmar ratio": 0.2209179436257716, + "max drawdown": 50.28361155943887, + "profit/deviation ratio": 0.7402032020807359 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.5163771862927224, plot=False, step=0.003138428376721003)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03797498335832414, plot=False, step=0.0013310000000000002)": { + "winrate": 39.285714285714285, + "trades": 308, + "losses": 187, + "profits": 121, + "percentage year profit": 11.085526981246097, + "mean deviation": 29.915988894641725, + "Sharpe ratio": 1.0297217330938893, + "Sortino ratio": 1.4826460233842373, + "calmar ratio": 0.18140408029918564, + "max drawdown": 61.10957902910997, + "profit/deviation ratio": 0.3705552579353857 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.11918176537727232, plot=False, step=0.003138428376721003)": { "winrate": 37.99654576856649, "trades": 579, "losses": 359, @@ -89572,7 +90144,7 @@ "max drawdown": 53.027087062445275, "profit/deviation ratio": 0.6381619336060168 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=9.555938177273267, plot=False, step=0.003138428376721003)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.13109994191499957, plot=False, step=0.003138428376721003)": { "winrate": 37.99654576856649, "trades": 579, "losses": 359, @@ -89585,7 +90157,7 @@ "max drawdown": 53.027087062445275, "profit/deviation ratio": 0.6381619336060168 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.34003948586157834, plot=False, step=0.003138428376721003)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.23225154419887867, plot=False, step=0.003138428376721003)": { "winrate": 37.99654576856649, "trades": 579, "losses": 359, @@ -89598,7 +90170,7 @@ "max drawdown": 53.027087062445275, "profit/deviation ratio": 0.6381619336060168 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.8905914247127888, plot=False, step=0.003138428376721003)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.25547669861876654, plot=False, step=0.003138428376721003)": { "winrate": 37.99654576856649, "trades": 579, "losses": 359, @@ -89611,7 +90183,7 @@ "max drawdown": 53.027087062445275, "profit/deviation ratio": 0.6381619336060168 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.09849732675807629, plot=False, step=0.003138428376721003)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.2810243684806432, plot=False, step=0.003138428376721003)": { "winrate": 37.99654576856649, "trades": 579, "losses": 359, @@ -89624,7 +90196,7 @@ "max drawdown": 53.027087062445275, "profit/deviation ratio": 0.6381619336060168 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.10834705943388392, plot=False, step=0.003138428376721003)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.30912680532870757, plot=False, step=0.003138428376721003)": { "winrate": 37.99654576856649, "trades": 579, "losses": 359, @@ -89637,7 +90209,7 @@ "max drawdown": 53.027087062445275, "profit/deviation ratio": 0.6381619336060168 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.14420993610649954, plot=False, step=0.003138428376721003)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.728904836851033, plot=False, step=0.003138428376721003)": { "winrate": 37.99654576856649, "trades": 579, "losses": 359, @@ -89650,7 +90222,7 @@ "max drawdown": 53.027087062445275, "profit/deviation ratio": 0.6381619336060168 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.1586309297171495, plot=False, step=0.003138428376721003)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.2912993816766534, plot=False, step=0.003138428376721003)": { "winrate": 37.99654576856649, "trades": 579, "losses": 359, @@ -89663,7 +90235,7 @@ "max drawdown": 53.027087062445275, "profit/deviation ratio": 0.6381619336060168 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.17449402268886446, plot=False, step=0.003138428376721003)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.0796505671840677, plot=False, step=0.003138428376721003)": { "winrate": 37.99654576856649, "trades": 579, "losses": 359, @@ -89676,7 +90248,7 @@ "max drawdown": 53.027087062445275, "profit/deviation ratio": 0.6381619336060168 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.19194342495775094, plot=False, step=0.003138428376721003)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.052650622296294, plot=False, step=0.003138428376721003)": { "winrate": 37.99654576856649, "trades": 579, "losses": 359, @@ -89689,7 +90261,7 @@ "max drawdown": 53.027087062445275, "profit/deviation ratio": 0.6381619336060168 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.21113776745352605, plot=False, step=0.003138428376721003)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.394077978276369, plot=False, step=0.003138428376721003)": { "winrate": 37.99654576856649, "trades": 579, "losses": 359, @@ -89702,7 +90274,7 @@ "max drawdown": 53.027087062445275, "profit/deviation ratio": 0.6381619336060168 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.768014904921995, plot=False, step=0.003138428376721003)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=6.526834353714407, plot=False, step=0.003138428376721003)": { "winrate": 37.99654576856649, "trades": 579, "losses": 359, @@ -89715,7 +90287,7 @@ "max drawdown": 53.027087062445275, "profit/deviation ratio": 0.6381619336060168 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.5476369923749307, plot=False, step=0.003138428376721003)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6024006916124238, plot=False, step=0.003138428376721003)": { "winrate": 37.99654576856649, "trades": 579, "losses": 359, @@ -89728,7 +90300,7 @@ "max drawdown": 53.027087062445275, "profit/deviation ratio": 0.6381619336060168 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.3740434344477362, plot=False, step=0.003138428376721003)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.0448163954141947, plot=False, step=0.003138428376721003)": { "winrate": 37.99654576856649, "trades": 579, "losses": 359, @@ -89741,7 +90313,7 @@ "max drawdown": 53.027087062445275, "profit/deviation ratio": 0.6381619336060168 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.718719477011626, plot=False, step=0.003138428376721003)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.3492980349556145, plot=False, step=0.003138428376721003)": { "winrate": 37.99654576856649, "trades": 579, "losses": 359, @@ -89754,7 +90326,7 @@ "max drawdown": 53.027087062445275, "profit/deviation ratio": 0.6381619336060168 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.903707252978516, plot=False, step=0.003138428376721003)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.457915684525924, plot=False, step=0.003138428376721003)": { "winrate": 37.99654576856649, "trades": 579, "losses": 359, @@ -89767,7 +90339,7 @@ "max drawdown": 53.027087062445275, "profit/deviation ratio": 0.6381619336060168 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.933485776104006, plot=False, step=0.003138428376721003)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.1739085287969575, plot=False, step=0.003138428376721003)": { "winrate": 37.99654576856649, "trades": 579, "losses": 359, @@ -89780,7 +90352,7 @@ "max drawdown": 53.027087062445275, "profit/deviation ratio": 0.6381619336060168 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0895430243255239, plot=False, step=0.003138428376721003)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.4204293198443187, plot=False, step=0.003138428376721003)": { "winrate": 37.99654576856649, "trades": 579, "losses": 359, @@ -89793,7 +90365,7 @@ "max drawdown": 53.027087062445275, "profit/deviation ratio": 0.6381619336060168 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.41144777789250986, plot=False, step=0.003138428376721003)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6626407607736663, plot=False, step=0.003138428376721003)": { "winrate": 37.99654576856649, "trades": 579, "losses": 359, @@ -89806,7 +90378,7 @@ "max drawdown": 53.027087062445275, "profit/deviation ratio": 0.6381619336060168 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.179517789085849, plot=False, step=0.003138428376721003)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.9701723378487251, plot=False, step=0.003138428376721003)": { "winrate": 37.99654576856649, "trades": 579, "losses": 359, @@ -89819,7 +90391,7 @@ "max drawdown": 53.027087062445275, "profit/deviation ratio": 0.6381619336060168 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.0671895716335977, plot=False, step=0.003138428376721003)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.897469567994435, plot=False, step=0.003138428376721003)": { "winrate": 37.99654576856649, "trades": 579, "losses": 359, @@ -89832,7 +90404,7 @@ "max drawdown": 53.027087062445275, "profit/deviation ratio": 0.6381619336060168 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.5624722518287508, plot=False, step=0.003138428376721003)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8819748525897501, plot=False, step=0.003138428376721003)": { "winrate": 37.99654576856649, "trades": 579, "losses": 359, @@ -89845,7 +90417,7 @@ "max drawdown": 53.027087062445275, "profit/deviation ratio": 0.6381619336060168 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.2876156239024747, plot=False, step=0.003138428376721003)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=8.687216524793879, plot=False, step=0.003138428376721003)": { "winrate": 37.99654576856649, "trades": 579, "losses": 359, @@ -89858,7 +90430,7 @@ "max drawdown": 53.027087062445275, "profit/deviation ratio": 0.6381619336060168 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.4525925556817609, plot=False, step=0.003138428376721003)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.5163771862927224, plot=False, step=0.003138428376721003)": { "winrate": 37.99654576856649, "trades": 579, "losses": 359, @@ -89871,7 +90443,7 @@ "max drawdown": 53.027087062445275, "profit/deviation ratio": 0.6381619336060168 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.497851811249937, plot=False, step=0.003138428376721003)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=9.555938177273267, plot=False, step=0.003138428376721003)": { "winrate": 37.99654576856649, "trades": 579, "losses": 359, @@ -89884,7 +90456,7 @@ "max drawdown": 53.027087062445275, "profit/deviation ratio": 0.6381619336060168 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8017953205361363, plot=False, step=0.003138428376721003)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.34003948586157834, plot=False, step=0.003138428376721003)": { "winrate": 37.99654576856649, "trades": 579, "losses": 359, @@ -89897,7 +90469,7 @@ "max drawdown": 53.027087062445275, "profit/deviation ratio": 0.6381619336060168 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.6842278384511764, plot=False, step=0.003138428376721003)": { + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.8905914247127888, plot=False, step=0.003138428376721003)": { 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interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04594972986357221, plot=False, step=0.0013310000000000002)": { "winrate": 38.961038961038966, @@ -91951,122 +91522,343 @@ "max drawdown": 61.109579029109604, "profit/deviation ratio": 0.3611968336808219 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.179517789085849, plot=False, step=0.0013310000000000002)": { - "winrate": 38.961038961038966, - "trades": 308, - "losses": 188, - "profits": 120, - "percentage year profit": 10.777808705240034, - "mean deviation": 29.839156106124783, - "Sharpe ratio": 0.9691422035865368, - "Sortino ratio": 1.3929174192931484, - "calmar ratio": 0.17636856408560783, - "max drawdown": 61.109579029109604, - "profit/deviation ratio": 0.3611968336808219 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.179517789085849, plot=False, step=0.0013310000000000002)": { + "winrate": 38.961038961038966, + "trades": 308, 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"mean deviation": 15.479117889362168, - "Sharpe ratio": 0.7360799187509617, - "Sortino ratio": 1.049092808063365, - "calmar ratio": 0.09889277591729716, - "max drawdown": 54.40526014296876, - "profit/deviation ratio": 0.34758357927736977 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.05559917313492239, plot=False, step=0.02322515441988787)": { + "winrate": 37.896326119778564, + "trades": 1987, + "losses": 1233, + "profits": 753, + "percentage year profit": 7.639587074512333, + "mean deviation": 18.28414944562301, + "Sharpe ratio": 0.7220766582432995, + "Sortino ratio": 1.0991617828050033, + "calmar ratio": 0.15249847995893268, + "max drawdown": 50.09615228013845, + "profit/deviation ratio": 0.41782567448556657 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=1, multiplier=14.420993610649951, plot=False)": { "winrate": 40.60606060606061, @@ -92081,6 +91873,188 @@ "max drawdown": 51.80226003231958, "profit/deviation ratio": 0.3446848215539163 }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.050544702849929436, plot=False, step=0.003138428376721003)": { + "winrate": 38.128249566724435, + "trades": 577, + "losses": 357, + "profits": 220, + "percentage year profit": 7.587762176957691, + "mean deviation": 18.105600799106845, + "Sharpe ratio": 0.39953578863956407, + "Sortino ratio": 0.5751714903958628, + "calmar ratio": 0.134428835114537, + "max drawdown": 56.444453829364164, + "profit/deviation ratio": 0.41908370018475155 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.05559917313492239, plot=False, step=0.005559917313492239)": { + "winrate": 38.06881243063263, + "trades": 901, + "losses": 558, + "profits": 343, + "percentage year profit": 7.4992214847865, + "mean deviation": 23.251115852837522, + "Sharpe ratio": 0.7262986285609587, + "Sortino ratio": 1.0614522594373383, + "calmar ratio": 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7.0565803317484965, + "mean deviation": 13.976194499998144, + "Sharpe ratio": 0.5662799807687849, + "Sortino ratio": 0.8267228409245565, + "calmar ratio": 0.1421334051709414, + "max drawdown": 49.64758512090574, + "profit/deviation ratio": 0.5048999805883807 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.025937424601000018, plot=False, step=0.004177248169415656)": { + "winrate": 38.86178861788618, + "trades": 615, + "losses": 376, + "profits": 239, + "percentage year profit": 7.0476484073594525, + "mean deviation": 16.754730998604547, + "Sharpe ratio": 0.6551732898671423, + "Sortino ratio": 0.9368378691355791, + "calmar ratio": 0.1315887958338659, + "max drawdown": 53.558119159759485, + "profit/deviation ratio": 0.42063632104546655 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.023579476910000015, plot=False, step=0.021113776745352607)": { + "winrate": 34.87437185929648, + "trades": 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643, + "losses": 396, + "profits": 247, + "percentage year profit": 6.954541568554884, + "mean deviation": 23.18110208507885, + "Sharpe ratio": 0.9554840581041066, + "Sortino ratio": 1.3871455619799384, + "calmar ratio": 0.12031557047995839, + "max drawdown": 57.80250669811136, + "profit/deviation ratio": 0.3000090997844043 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.02853116706110002, plot=False, step=0.00895430243255239)": { + "winrate": 37.03308431163287, + "trades": 937, + "losses": 590, + "profits": 347, + "percentage year profit": 6.95353729838204, + "mean deviation": 13.869623358919647, + "Sharpe ratio": 0.5969825135081623, + "Sortino ratio": 0.8682343595773293, + "calmar ratio": 0.14936484291345, + "max drawdown": 46.55404285740315, + "profit/deviation ratio": 0.5013501173346696 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.023579476910000015, plot=False, step=0.0034522712143931033)": { + "winrate": 40.619307832422585, + "trades": 549, + "losses": 326, + "profits": 223, + "percentage year profit": 6.858637771193377, + "mean deviation": 17.61067058280555, + "Sharpe ratio": 0.5177389063925614, + "Sortino ratio": 0.7502743585539938, + "calmar ratio": 0.103047045094602, + "max drawdown": 66.55831581484775, + "profit/deviation ratio": 0.38945920536892636 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.06115909044841463, plot=False, step=0.004594972986357222)": { + "winrate": 38.15620998719591, + "trades": 781, + "losses": 483, + "profits": 298, + "percentage year profit": 6.625258657626842, + "mean deviation": 13.78003335996121, + "Sharpe ratio": 0.6063335884659188, + "Sortino ratio": 0.8836441916498372, + "calmar ratio": 0.13312242613897737, + "max drawdown": 49.76816341004929, + "profit/deviation ratio": 0.4807868373437299 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=140, slow=190)": { + "winrate": 27.27272727272727, + "trades": 693, + "losses": 504, + "profits": 189, + "percentage year profit": 6.468578156490068, + "mean deviation": 21.50501164525777, + "Sharpe ratio": 0.8584157937673423, + "Sortino ratio": 1.2369357215473624, + "calmar ratio": 0.10390748628715532, + "max drawdown": 62.25324457001796, + "profit/deviation ratio": 0.30079398529023826 + }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=190, slow=200)": { "winrate": 26.17124394184168, "trades": 619, @@ -92094,6 +92068,45 @@ "max drawdown": 62.44631448510257, "profit/deviation ratio": 0.342223121309962 }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=140, slow=180)": { + "winrate": 27.28531855955679, + "trades": 722, + "losses": 524, + "profits": 197, + "percentage year profit": 6.2971253649802605, + "mean deviation": 22.74403441665895, + "Sharpe ratio": 0.8576721163992639, + "Sortino ratio": 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strategy_supertrend(length=51, multiplier=5.054470284992944, plot=False)": { + "winrate": 35.66666666666667, + "trades": 300, + "losses": 193, + "profits": 107, + "percentage year profit": 5.566103308927972, + "mean deviation": 26.179741038576665, + "Sharpe ratio": 0.36532438960379815, + "Sortino ratio": 0.4891987276232631, + "calmar ratio": 0.09176771189345476, + "max drawdown": 60.65426710639136, + "profit/deviation ratio": 0.2126110911764232 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.05559917313492239, plot=False, step=0.005559917313492239)": { - "winrate": 38.06881243063263, - "trades": 901, - "losses": 558, - "profits": 343, - "percentage year profit": 7.4992214847865, - "mean deviation": 23.251115852837522, - "Sharpe ratio": 0.7262986285609587, - "Sortino ratio": 1.0614522594373383, - "calmar ratio": 0.10984274091104602, - "max drawdown": 68.2723448321414, - "profit/deviation ratio": 0.3225316811567695 + "ticker: ADA/USDT 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"profit/deviation ratio": 0.3167691588097729 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04177248169415655, plot=False, step=0.019194342495775094)": { + "winrate": 37.81190019193858, + "trades": 1563, + "losses": 972, + "profits": 591, + "percentage year profit": 5.378465738263571, + "mean deviation": 13.400418915710894, + "Sharpe ratio": 0.6127293409627064, + "Sortino ratio": 0.9230118657060116, + "calmar ratio": 0.1019262023117309, + "max drawdown": 52.76823443116307, + "profit/deviation ratio": 0.4013654925338014 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.06115909044841463, plot=False, step=0.017449402268886447)": { + "winrate": 38.874137015400954, + "trades": 1883, + "losses": 1151, + "profits": 732, + "percentage year profit": 5.320463871928993, + "mean deviation": 13.554476691051962, + "Sharpe ratio": 0.6418017941871824, + "Sortino ratio": 0.9681297860758707, + "calmar ratio": 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strategy_macd(fast=140, slow=190)": { - "winrate": 27.27272727272727, - "trades": 693, - "losses": 504, - "profits": 189, - "percentage year profit": 6.468578156490068, - "mean deviation": 21.50501164525777, - "Sharpe ratio": 0.8584157937673423, - "Sortino ratio": 1.2369357215473624, - "calmar ratio": 0.10390748628715532, - "max drawdown": 62.25324457001796, - "profit/deviation ratio": 0.30079398529023826 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.02853116706110002, plot=False, step=0.02322515441988787)": { - "winrate": 34.99577345731192, - "trades": 1183, - "losses": 769, - "profits": 414, - "percentage year profit": 3.3743597403347536, - "mean deviation": 11.239634686904042, - "Sharpe ratio": 0.5471469958986497, - "Sortino ratio": 0.801255293568937, - "calmar ratio": 0.06768909810570214, - "max drawdown": 49.85085981003042, - "profit/deviation ratio": 0.3002196988009244 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.019487171000000008, plot=False, step=0.006115909044841464)": { - "winrate": 38.41368584758943, - "trades": 643, - "losses": 396, - "profits": 247, - "percentage year profit": 6.954541568554884, - "mean deviation": 23.18110208507885, - "Sharpe ratio": 0.9554840581041066, - "Sortino ratio": 1.3871455619799384, - "calmar ratio": 0.12031557047995839, - "max drawdown": 57.80250669811136, - "profit/deviation ratio": 0.3000090997844043 - }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.050544702849929436, plot=False, step=0.021113776745352607)": { "winrate": 38.056013179571664, "trades": 1821, @@ -92237,31 +92237,31 @@ "max drawdown": 51.68369537766366, "profit/deviation ratio": 0.2881897880096989 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.031384283767210024, plot=False, step=0.006727499949325611)": { - "winrate": 38.006952491309384, - "trades": 863, - "losses": 535, - "profits": 328, - "percentage year profit": 4.281522423873474, - "mean deviation": 15.42605464845224, - "Sharpe ratio": 0.6686286050627033, - "Sortino ratio": 0.9707473343367211, - "calmar ratio": 0.07695286729315454, - "max drawdown": 55.63824421984005, - "profit/deviation ratio": 0.27755135849353785 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=36, multiplier=4.594972986357222, plot=False)": { + "winrate": 38.34808259587021, + "trades": 339, + "losses": 209, + "profits": 130, + "percentage year profit": 4.726351418068786, + "mean deviation": 19.07671343001185, + "Sharpe ratio": 0.6836020959619916, + "Sortino ratio": 0.921085188937742, + "calmar ratio": 0.09207802581691299, + "max drawdown": 51.32985178751133, + "profit/deviation ratio": 0.24775501479375373 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=140, slow=180)": { - "winrate": 27.28531855955679, - "trades": 722, - "losses": 524, - "profits": 197, - "percentage year profit": 6.2971253649802605, - "mean deviation": 22.74403441665895, - "Sharpe ratio": 0.8576721163992639, - "Sortino ratio": 1.23213760029898, - "calmar ratio": 0.10142534155082725, - "max drawdown": 62.08631165244422, - "profit/deviation ratio": 0.27686932096655237 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04594972986357221, plot=False, step=0.037404343444773634)": { + "winrate": 35.2848928384736, + "trades": 1913, + "losses": 1237, + "profits": 675, + "percentage year profit": 4.68900804182224, + "mean deviation": 14.802602814745915, + "Sharpe ratio": 0.5511364126987455, + "Sortino ratio": 0.8292576216579705, + "calmar ratio": 0.09504024886647229, + "max drawdown": 49.337076635921974, + "profit/deviation ratio": 0.3167691588097729 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.021435888100000012, plot=False, step=0.007400249944258173)": { "winrate": 37.6210235131397, @@ -92276,6 +92276,84 @@ "max drawdown": 55.81022172757797, "profit/deviation ratio": 0.2750098290265219 }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.031384283767210024, plot=False, step=0.006727499949325611)": { + "winrate": 38.006952491309384, + "trades": 863, + "losses": 535, + "profits": 328, + "percentage year profit": 4.281522423873474, + "mean deviation": 15.42605464845224, + "Sharpe ratio": 0.6686286050627033, + "Sortino ratio": 0.9707473343367211, + "calmar ratio": 0.07695286729315454, + "max drawdown": 55.63824421984005, + "profit/deviation ratio": 0.27755135849353785 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=56, multiplier=5.054470284992944, plot=False)": { + "winrate": 36.241610738255034, + "trades": 298, + "losses": 190, + "profits": 108, + "percentage year profit": 4.135713131009822, + "mean deviation": 26.856736760884953, + "Sharpe ratio": 0.4384634627333355, + "Sortino ratio": 0.5880121419659172, + "calmar ratio": 0.06706732199764927, + "max drawdown": 61.665100198197564, + "profit/deviation ratio": 0.15399164715473596 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.021435888100000012, plot=False, step=0.004594972986357222)": { + "winrate": 39.02439024390244, + "trades": 615, + "losses": 375, + "profits": 240, + "percentage year profit": 3.990005169256361, + "mean deviation": 22.465664011649853, + "Sharpe ratio": 0.8321368573725911, + "Sortino ratio": 1.2120888627073119, + "calmar ratio": 0.06453167142681558, + "max drawdown": 61.83018479199578, + "profit/deviation ratio": 0.17760459549236085 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=1, multiplier=9.849732675807628, plot=False)": { + "winrate": 33.56890459363957, + "trades": 283, + "losses": 188, + "profits": 95, + "percentage year profit": 3.855589742968757, + "mean deviation": 19.13969930418159, + "Sharpe ratio": 0.44239598800014807, + "Sortino ratio": 0.5930596519135715, + "calmar ratio": 0.06578275545438124, + "max drawdown": 58.61094927290657, + "profit/deviation ratio": 0.20144463513731367 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=160, slow=170)": { + "winrate": 28.023598820058996, + "trades": 678, + "losses": 488, + "profits": 190, + "percentage year profit": 3.849599859816122, + "mean deviation": 23.881464555226298, + "Sharpe ratio": 0.8603515557972442, + "Sortino ratio": 1.239623901489722, + "calmar ratio": 0.05840185049786158, + "max drawdown": 65.9157171733296, + "profit/deviation ratio": 0.1611961381561778 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04177248169415655, plot=False, step=0.004594972986357222)": { + "winrate": 38.48202396804261, + "trades": 751, + "losses": 462, + "profits": 289, + "percentage year profit": 3.5334890672700237, + "mean deviation": 14.616887323688493, + "Sharpe ratio": 0.695433895752785, + "Sortino ratio": 1.0116174172382992, + "calmar ratio": 0.06594996166022846, + "max drawdown": 53.578333911313194, + "profit/deviation ratio": 0.24174018647209267 + }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04594972986357221, plot=False, step=0.014420993610649954)": { "winrate": 38.085808580858085, "trades": 1515, @@ -92289,18 +92367,70 @@ "max drawdown": 48.0213160399956, "profit/deviation ratio": 0.2658300420878782 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=36, multiplier=4.594972986357222, plot=False)": { - "winrate": 38.34808259587021, - "trades": 339, - "losses": 209, - "profits": 130, - "percentage year profit": 4.726351418068786, - "mean deviation": 19.07671343001185, - "Sharpe ratio": 0.6836020959619916, - "Sortino ratio": 0.921085188937742, - "calmar ratio": 0.09207802581691299, - "max drawdown": 51.32985178751133, - "profit/deviation ratio": 0.24775501479375373 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.02853116706110002, plot=False, step=0.02322515441988787)": { + "winrate": 34.99577345731192, + "trades": 1183, + "losses": 769, + "profits": 414, + "percentage year profit": 3.3743597403347536, + "mean deviation": 11.239634686904042, + "Sharpe ratio": 0.5471469958986497, + "Sortino ratio": 0.801255293568937, + "calmar ratio": 0.06768909810570214, + "max drawdown": 49.85085981003042, + "profit/deviation ratio": 0.3002196988009244 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.05559917313492239, plot=False, step=0.019194342495775094)": { + "winrate": 38.93333333333333, + "trades": 1875, + "losses": 1145, + "profits": 730, + "percentage year profit": 3.248888256377702, + "mean deviation": 17.30296191483299, + "Sharpe ratio": 0.7673655601204468, + "Sortino ratio": 1.1656292043199041, + "calmar ratio": 0.06581648460522113, + "max drawdown": 49.36283479534202, + "profit/deviation ratio": 0.18776486201432296 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=150, slow=190)": { + "winrate": 27.05530642750374, + "trades": 669, + "losses": 488, + "profits": 181, + "percentage year profit": 3.1647903816716783, + "mean deviation": 23.771377291191772, + "Sharpe ratio": 0.8807693412643729, + "Sortino ratio": 1.2657843162664, + "calmar ratio": 0.047334844993510164, + "max drawdown": 66.85963336534822, + "profit/deviation ratio": 0.1331344979680398 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04177248169415655, plot=False, step=0.037404343444773634)": { + "winrate": 35.50928531232414, + "trades": 1777, + "losses": 1145, + "profits": 631, + "percentage year profit": 3.10168627819829, + "mean deviation": 14.903604253004909, + "Sharpe ratio": 0.37845645905523734, + "Sortino ratio": 0.5658224630847002, + "calmar ratio": 0.056743740946369324, + "max drawdown": 54.66129350071953, + "profit/deviation ratio": 0.20811652171808837 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.025937424601000018, plot=False, step=0.005559917313492239)": { + "winrate": 39.14246196403873, + "trades": 723, + "losses": 440, + "profits": 283, + "percentage year profit": 3.048326706650406, + "mean deviation": 14.587961719790565, + "Sharpe ratio": 0.6579010011368054, + "Sortino ratio": 0.9449746541390703, + "calmar ratio": 0.0598795050758784, + "max drawdown": 50.907680395614705, + "profit/deviation ratio": 0.20896179776198165 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=11, multiplier=3.4522712143931042, plot=False)": { "winrate": 36.55705996131528, @@ -92315,32 +92445,6 @@ "max drawdown": 47.66504304274728, "profit/deviation ratio": 0.2425035639827718 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04177248169415655, plot=False, step=0.004594972986357222)": { - "winrate": 38.48202396804261, - "trades": 751, - "losses": 462, - "profits": 289, - "percentage year profit": 3.5334890672700237, - "mean deviation": 14.616887323688493, - "Sharpe ratio": 0.695433895752785, - "Sortino ratio": 1.0116174172382992, - "calmar ratio": 0.06594996166022846, - "max drawdown": 53.578333911313194, - "profit/deviation ratio": 0.24174018647209267 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=51, multiplier=5.054470284992944, plot=False)": { - "winrate": 35.66666666666667, - "trades": 300, - "losses": 193, - "profits": 107, - "percentage year profit": 5.566103308927972, - "mean deviation": 26.179741038576665, - "Sharpe ratio": 0.36532438960379815, - "Sortino ratio": 0.4891987276232631, - "calmar ratio": 0.09176771189345476, - "max drawdown": 60.65426710639136, - "profit/deviation ratio": 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step=0.037404343444773634)": { - "winrate": 35.50928531232414, - "trades": 1777, - "losses": 1145, - "profits": 631, - "percentage year profit": 3.10168627819829, - "mean deviation": 14.903604253004909, - "Sharpe ratio": 0.37845645905523734, - "Sortino ratio": 0.5658224630847002, - "calmar ratio": 0.056743740946369324, - "max drawdown": 54.66129350071953, - "profit/deviation ratio": 0.20811652171808837 - }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.025937424601000018, plot=False, step=0.007400249944258173)": { "winrate": 37.79141104294478, "trades": 815, @@ -92393,70 +92471,18 @@ "max drawdown": 45.78281228640626, "profit/deviation ratio": 0.20330936452717185 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=1, multiplier=9.849732675807628, plot=False)": { - "winrate": 33.56890459363957, - "trades": 283, - "losses": 188, - "profits": 95, - "percentage year profit": 3.855589742968757, - "mean deviation": 19.13969930418159, - "Sharpe ratio": 0.44239598800014807, - "Sortino ratio": 0.5930596519135715, - "calmar ratio": 0.06578275545438124, - "max drawdown": 58.61094927290657, - "profit/deviation ratio": 0.20144463513731367 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.050544702849929436, plot=False, step=0.004594972986357222)": { - "winrate": 38.52140077821012, - "trades": 771, - "losses": 474, - "profits": 297, - "percentage year profit": 2.4117770092033863, - "mean deviation": 12.79193925318378, - "Sharpe ratio": 0.5179326328353734, - "Sortino ratio": 0.7513755462316882, - "calmar ratio": 0.046848215048353695, - "max drawdown": 51.48065954517384, - "profit/deviation ratio": 0.1885388103764736 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.05559917313492239, plot=False, step=0.019194342495775094)": { - "winrate": 38.93333333333333, - "trades": 1875, - "losses": 1145, - "profits": 730, - "percentage year profit": 3.248888256377702, - "mean deviation": 17.30296191483299, - "Sharpe ratio": 0.7673655601204468, - "Sortino ratio": 1.1656292043199041, - "calmar ratio": 0.06581648460522113, - "max drawdown": 49.36283479534202, - "profit/deviation ratio": 0.18776486201432296 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.02853116706110002, plot=False, step=0.02810243684806433)": { - "winrate": 35.42526837324525, - "trades": 1211, - "losses": 782, - "profits": 429, - "percentage year profit": 1.8210431820748552, - "mean deviation": 9.805921445659667, - "Sharpe ratio": 0.4951110454760119, - "Sortino ratio": 0.7221493941771396, - "calmar ratio": 0.035560511753333746, - "max drawdown": 51.20970121877212, - "profit/deviation ratio": 0.18570852236236218 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.021435888100000012, plot=False, step=0.004594972986357222)": { - "winrate": 39.02439024390244, - "trades": 615, - "losses": 375, - "profits": 240, - "percentage year profit": 3.990005169256361, - "mean deviation": 22.465664011649853, - "Sharpe ratio": 0.8321368573725911, - "Sortino ratio": 1.2120888627073119, - "calmar ratio": 0.06453167142681558, - "max drawdown": 61.83018479199578, - "profit/deviation ratio": 0.17760459549236085 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=101, multiplier=6.115909044841463, plot=False)": { + "winrate": 39.81481481481482, + "trades": 216, + "losses": 130, + "profits": 86, + "percentage year profit": 2.662390294574335, + "mean deviation": 24.217824080790834, + "Sharpe ratio": 0.836179263097429, + "Sortino ratio": 1.123581381198557, + "calmar ratio": 0.043947144012768107, + "max drawdown": 60.58164539203781, + "profit/deviation ratio": 0.1099351570848224 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.02853116706110002, plot=False, step=0.003797498335832414)": { "winrate": 40.79601990049751, @@ -92471,18 +92497,18 @@ "max drawdown": 56.50237280543669, "profit/deviation ratio": 0.16299106120285053 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=160, slow=170)": { - "winrate": 28.023598820058996, - "trades": 678, - "losses": 488, - "profits": 190, - "percentage year profit": 3.849599859816122, - "mean deviation": 23.881464555226298, - "Sharpe ratio": 0.8603515557972442, - "Sortino ratio": 1.239623901489722, - "calmar ratio": 0.05840185049786158, - "max drawdown": 65.9157171733296, - "profit/deviation ratio": 0.1611961381561778 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.050544702849929436, plot=False, step=0.004594972986357222)": { + "winrate": 38.52140077821012, + "trades": 771, + "losses": 474, + "profits": 297, + "percentage year profit": 2.4117770092033863, + "mean deviation": 12.79193925318378, + "Sharpe ratio": 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ratio": 0.14789996829344632 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04177248169415655, plot=False, step=0.0028531167061100022)": { + "winrate": 40.0, + "trades": 525, + "losses": 315, + "profits": 210, + "percentage year profit": 2.0468397200409383, + "mean deviation": 16.777791110693908, + "Sharpe ratio": 0.8202988657038363, + "Sortino ratio": 1.1757861171313908, + "calmar ratio": 0.03238333148445397, + "max drawdown": 63.206582714429786, + "profit/deviation ratio": 0.12199697245821077 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04594972986357221, plot=False, step=0.019194342495775094)": { "winrate": 37.50748951467945, @@ -92536,70 +92562,70 @@ "max drawdown": 51.02994224071582, "profit/deviation ratio": 0.14380125820748418 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=150, slow=190)": { - "winrate": 27.05530642750374, - "trades": 669, - "losses": 488, - "profits": 181, - "percentage year profit": 3.1647903816716783, - "mean deviation": 23.771377291191772, - "Sharpe ratio": 0.8807693412643729, - "Sortino ratio": 1.2657843162664, - "calmar ratio": 0.047334844993510164, - "max drawdown": 66.85963336534822, - "profit/deviation ratio": 0.1331344979680398 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03797498335832414, plot=False, step=0.02322515441988787)": { + "winrate": 36.4604125083167, + "trades": 1503, + "losses": 955, + "profits": 548, + "percentage year profit": 1.8898141526408674, + "mean deviation": 12.777650830129407, + "Sharpe ratio": 0.6710513557100231, + "Sortino ratio": 1.0056064569839658, + "calmar ratio": 0.04352519450274434, + "max drawdown": 43.41885600354322, + "profit/deviation ratio": 0.14789996829344632 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=46, multiplier=4.177248169415656, plot=False)": { - "winrate": 36.829268292682926, - "trades": 410, - "losses": 259, - "profits": 151, - "percentage year profit": 1.5775345776385175, - "mean deviation": 12.158375363720475, - "Sharpe ratio": 0.5112365452322517, - "Sortino ratio": 0.7003826710129121, - "calmar ratio": 0.034623401180960744, - "max drawdown": 45.56266928813443, - "profit/deviation ratio": 0.12974879705932935 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=130, slow=200)": { + "winrate": 27.600554785020805, + "trades": 721, + "losses": 522, + "profits": 199, + "percentage year profit": 1.82806403961564, + "mean deviation": 22.598447274522204, + "Sharpe ratio": 0.772494419689566, + "Sortino ratio": 1.1066188246834114, + "calmar ratio": 0.028813280655982546, + "max drawdown": 63.44518909324809, + "profit/deviation ratio": 0.08089334711401275 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=91, multiplier=5.559917313492239, plot=False)": { - "winrate": 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step=0.0028531167061100022)": { - "winrate": 40.0, - "trades": 525, - "losses": 315, - "profits": 210, - "percentage year profit": 2.0468397200409383, - "mean deviation": 16.777791110693908, - "Sharpe ratio": 0.8202988657038363, - "Sortino ratio": 1.1757861171313908, - "calmar ratio": 0.03238333148445397, - "max drawdown": 63.206582714429786, - "profit/deviation ratio": 0.12199697245821077 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=110, slow=120)": { + "winrate": 29.09090909090909, + "trades": 880, + "losses": 623, + "profits": 256, + "percentage year profit": 1.6226851126972974, + "mean deviation": 16.245862409137715, + "Sharpe ratio": 0.6547331478136801, + "Sortino ratio": 0.9456749164278127, + "calmar ratio": 0.029863275913389303, + "max drawdown": 54.33714363432449, + "profit/deviation ratio": 0.09988297769803807 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.05559917313492239, plot=False, step=0.004594972986357222)": { "winrate": 38.22393822393823, @@ -92614,6 +92640,32 @@ "max drawdown": 53.232388367245576, "profit/deviation ratio": 0.11697551773743099 }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.05559917313492239, plot=False, step=0.017449402268886447)": { + "winrate": 38.78116343490305, + "trades": 1805, + "losses": 1105, + "profits": 700, + "percentage year profit": 1.584274278037201, + "mean deviation": 15.067467674762655, + "Sharpe ratio": 0.6695296844128498, + "Sortino ratio": 1.0065790513431312, + "calmar ratio": 0.03411085615095448, + "max drawdown": 46.44486995653641, + "profit/deviation ratio": 0.10514535768281691 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=46, multiplier=4.177248169415656, plot=False)": { + "winrate": 36.829268292682926, + "trades": 410, + "losses": 259, + "profits": 151, + "percentage year profit": 1.5775345776385175, + "mean deviation": 12.158375363720475, + "Sharpe ratio": 0.5112365452322517, + "Sortino ratio": 0.7003826710129121, + "calmar ratio": 0.034623401180960744, + "max drawdown": 45.56266928813443, + "profit/deviation ratio": 0.12974879705932935 + }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03797498335832414, plot=False, step=0.01586309297171495)": { "winrate": 36.56227239621268, "trades": 1373, @@ -92627,32 +92679,6 @@ "max drawdown": 55.66622461414548, "profit/deviation ratio": 0.11654449435262992 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03452271214393103, plot=False, step=0.02554766986187666)": { - "winrate": 36.21545003543586, - "trades": 1411, - "losses": 899, - "profits": 511, - "percentage year profit": 1.236726050250092, - "mean deviation": 10.692485799836836, - "Sharpe ratio": 0.47688622710294903, - "Sortino ratio": 0.7033695697126446, - "calmar ratio": 0.027558576751070835, - "max drawdown": 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strategy_parabolic_SAR(max_step=0.05559917313492239, plot=False, step=0.017449402268886447)": { - "winrate": 38.78116343490305, - "trades": 1805, - "losses": 1105, - "profits": 700, - "percentage year profit": 1.584274278037201, - "mean deviation": 15.067467674762655, - "Sharpe ratio": 0.6695296844128498, - "Sortino ratio": 1.0065790513431312, - "calmar ratio": 0.03411085615095448, - "max drawdown": 46.44486995653641, - "profit/deviation ratio": 0.10514535768281691 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=20, slow=160)": { + "winrate": 30.709677419354836, + "trades": 1550, + "losses": 1072, + "profits": 476, + "percentage year profit": 1.411573100663377, + "mean deviation": 11.537256737656874, + "Sharpe ratio": 0.6579783984680081, + "Sortino ratio": 0.9491968396089021, + "calmar ratio": 0.026318268069055236, + "max drawdown": 53.634726151417645, + "profit/deviation ratio": 0.12234911060409118 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=110, slow=120)": { - "winrate": 29.09090909090909, - "trades": 880, - "losses": 623, - "profits": 256, - "percentage year profit": 1.6226851126972974, - "mean deviation": 16.245862409137715, - "Sharpe ratio": 0.6547331478136801, - "Sortino ratio": 0.9456749164278127, - "calmar ratio": 0.029863275913389303, - "max drawdown": 54.33714363432449, - "profit/deviation ratio": 0.09988297769803807 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=40, window_dev=1)": { + "winrate": 33.54037267080746, + "trades": 805, + "losses": 535, + "profits": 270, + "percentage year profit": 1.381469568701288, + "mean deviation": 20.46811400433273, + "Sharpe ratio": 0.6928617881102755, + "Sortino ratio": 0.9902559814913642, + "calmar ratio": 0.02142719278658743, + "max drawdown": 64.47272783049924, + "profit/deviation ratio": 0.06749374018577656 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=46, multiplier=4.594972986357222, plot=False)": { - "winrate": 38.662790697674424, - "trades": 344, - "losses": 211, - "profits": 133, - "percentage year profit": 1.7091933422800132, - "mean deviation": 19.267988955768413, - "Sharpe ratio": 0.6408326211545333, - "Sortino ratio": 0.8675259128706929, - "calmar ratio": 0.03200532171974922, - "max drawdown": 53.40341075919688, - "profit/deviation ratio": 0.08870636921183818 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04177248169415655, plot=False, step=0.02554766986187666)": { + "winrate": 36.93693693693694, + "trades": 1665, + "losses": 1049, + "profits": 615, + "percentage year profit": 1.3639550437218206, + "mean deviation": 16.993557424117263, + "Sharpe ratio": 0.6793578519918501, + "Sortino ratio": 1.0334095439763482, + "calmar ratio": 0.024117912699975652, + "max drawdown": 56.553610616693106, + "profit/deviation ratio": 0.08026306733080474 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=130, slow=200)": { - "winrate": 27.600554785020805, - "trades": 721, - "losses": 522, - "profits": 199, - "percentage year profit": 1.82806403961564, - "mean deviation": 22.598447274522204, - "Sharpe ratio": 0.772494419689566, - "Sortino ratio": 1.1066188246834114, - "calmar ratio": 0.028813280655982546, - "max drawdown": 63.44518909324809, - "profit/deviation ratio": 0.08089334711401275 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03452271214393103, plot=False, step=0.02554766986187666)": { + "winrate": 36.21545003543586, + "trades": 1411, + "losses": 899, + "profits": 511, + "percentage year profit": 1.236726050250092, + "mean deviation": 10.692485799836836, + "Sharpe ratio": 0.47688622710294903, + "Sortino ratio": 0.7033695697126446, + "calmar ratio": 0.027558576751070835, + "max drawdown": 44.876267066369344, + "profit/deviation ratio": 0.11566309961982499 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.023579476910000015, plot=False, step=0.003797498335832414)": { "winrate": 39.30434782608695, @@ -92731,18 +92757,18 @@ "max drawdown": 60.409335980319746, "profit/deviation ratio": 0.08079948931467175 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04177248169415655, plot=False, step=0.02554766986187666)": { - "winrate": 36.93693693693694, - "trades": 1665, - "losses": 1049, - "profits": 615, - "percentage year profit": 1.3639550437218206, - "mean deviation": 16.993557424117263, - "Sharpe ratio": 0.6793578519918501, - "Sortino ratio": 1.0334095439763482, - "calmar ratio": 0.024117912699975652, - "max drawdown": 56.553610616693106, - "profit/deviation ratio": 0.08026306733080474 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03797498335832414, plot=False, step=0.006115909044841464)": { + "winrate": 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strategy_parabolic_SAR(max_step=0.03797498335832414, plot=False, step=0.006115909044841464)": { - "winrate": 39.45885005636979, - "trades": 887, - "losses": 537, - "profits": 350, - "percentage year profit": 1.126876558639367, - "mean deviation": 21.351207546405707, - "Sharpe ratio": 0.39060210477615026, - "Sortino ratio": 0.5721814625133445, - "calmar ratio": 0.01831939169836808, - "max drawdown": 61.5127716680544, - "profit/deviation ratio": 0.05277811834249473 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=30, slow=150)": { - "winrate": 31.508991399530885, - "trades": 1279, - "losses": 875, - "profits": 403, - "percentage year profit": 0.4938516724535269, - "mean deviation": 10.369674809920093, - "Sharpe ratio": 0.6161425414679375, - "Sortino ratio": 0.8928608978835014, - "calmar ratio": 0.00948351977231118, - "max drawdown": 52.07472376399895, - "profit/deviation ratio": 0.047624605545111824 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03452271214393103, plot=False, step=0.004177248169415656)": { - "winrate": 39.22734026745914, - "trades": 673, - "losses": 409, - "profits": 264, - "percentage year profit": 0.6341137883515646, - "mean deviation": 14.576733593689545, - "Sharpe ratio": 0.596582251101652, - "Sortino ratio": 0.8598592094763958, - "calmar ratio": 0.01086225995540545, - "max drawdown": 58.377703254653454, - "profit/deviation ratio": 0.04350177522803055 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.11918176537727232, plot=False, step=0.013109994191499958)": { - "winrate": 38.68852459016394, - "trades": 1830, - "losses": 1122, - "profits": 708, - "percentage year profit": 0.9409751378677056, - "mean deviation": 24.803121848155048, - "Sharpe ratio": 0.2996672634169291, - "Sortino ratio": 0.44790761549051755, - "calmar ratio": 0.014594806956380326, - "max drawdown": 64.47328427707261, - "profit/deviation ratio": 0.03793777023829357 - }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.06115909044841463, plot=False, step=0.0028531167061100022)": { "winrate": 39.69754253308129, "trades": 529, @@ -92861,18 +92835,31 @@ "max drawdown": 52.45963644774076, "profit/deviation ratio": 0.031831738629555816 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03797498335832414, plot=False, step=0.003138428376721003)": { - "winrate": 38.898756660746, - "trades": 563, - "losses": 344, - "profits": 219, - "percentage year profit": 0.4566927328887749, - "mean deviation": 15.302814329830431, - "Sharpe ratio": 0.5930951054100214, - "Sortino ratio": 0.8501174418753165, - "calmar ratio": 0.008086159684725949, - "max drawdown": 56.478322305633874, - "profit/deviation ratio": 0.029843708682952795 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03452271214393103, plot=False, step=0.004177248169415656)": { + "winrate": 39.22734026745914, + "trades": 673, + "losses": 409, + "profits": 264, + "percentage year profit": 0.6341137883515646, + "mean deviation": 14.576733593689545, + "Sharpe ratio": 0.596582251101652, + "Sortino ratio": 0.8598592094763958, + "calmar ratio": 0.01086225995540545, + "max drawdown": 58.377703254653454, + "profit/deviation ratio": 0.04350177522803055 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=30, slow=150)": { + "winrate": 31.508991399530885, + "trades": 1279, + "losses": 875, + "profits": 403, + "percentage year profit": 0.4938516724535269, + "mean deviation": 10.369674809920093, + "Sharpe ratio": 0.6161425414679375, + "Sortino ratio": 0.8928608978835014, + "calmar ratio": 0.00948351977231118, + "max drawdown": 52.07472376399895, + "profit/deviation ratio": 0.047624605545111824 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.11918176537727232, plot=False, step=0.0028531167061100022)": { "winrate": 39.69754253308129, @@ -93550,6 +93537,19 @@ "max drawdown": 65.1220689372991, "profit/deviation ratio": 0.026389079338106584 }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03797498335832414, plot=False, step=0.003138428376721003)": { + "winrate": 38.898756660746, + "trades": 563, + "losses": 344, + "profits": 219, + "percentage year profit": 0.4566927328887749, + "mean deviation": 15.302814329830431, + "Sharpe ratio": 0.5930951054100214, + "Sortino ratio": 0.8501174418753165, + "calmar ratio": 0.008086159684725949, + "max drawdown": 56.478322305633874, + "profit/deviation ratio": 0.029843708682952795 + }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0672749994932561, plot=False, step=0.0028531167061100022)": { "winrate": 39.69754253308129, "trades": 529, @@ -93589,19 +93589,6 @@ "max drawdown": 60.00801520933627, "profit/deviation ratio": 0.004797949084986098 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.13109994191499957, plot=False, step=0.013109994191499958)": { - "winrate": 38.574537540805224, - "trades": 1838, - "losses": 1129, - "profits": 709, - "percentage year profit": -0.24079916030607107, - "mean deviation": 23.9747226214786, - "Sharpe ratio": 0.2173805609435508, - "Sortino ratio": 0.32540755795462145, - "calmar ratio": -0.003790801283039189, - "max drawdown": 63.521968662260186, - "profit/deviation ratio": -0.01004387679923949 - }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.02853116706110002, plot=False, step=0.02554766986187666)": { "winrate": 34.92063492063492, "trades": 1197, @@ -93615,6 +93602,19 @@ "max drawdown": 51.154882132788785, "profit/deviation ratio": -0.023229012958611378 }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.13109994191499957, plot=False, step=0.013109994191499958)": { + "winrate": 38.574537540805224, + "trades": 1838, + "losses": 1129, + "profits": 709, + "percentage year profit": -0.24079916030607107, + "mean deviation": 23.9747226214786, + "Sharpe ratio": 0.2173805609435508, + "Sortino ratio": 0.32540755795462145, + "calmar ratio": -0.003790801283039189, + "max drawdown": 63.521968662260186, + "profit/deviation ratio": -0.01004387679923949 + }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04177248169415655, plot=False, step=0.02322515441988787)": { "winrate": 37.02127659574468, "trades": 1645, @@ -93628,19 +93628,6 @@ "max drawdown": 57.981614438639895, "profit/deviation ratio": -0.030607995755002074 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04594972986357221, plot=False, step=0.0028531167061100022)": { - "winrate": 39.84819734345351, - "trades": 527, - "losses": 317, - "profits": 210, - "percentage year profit": -0.8168486335382141, - "mean deviation": 16.89423546290653, - "Sharpe ratio": 0.8012007835256758, - "Sortino ratio": 1.1492056140782752, - "calmar ratio": -0.01249232787026926, - "max drawdown": 65.38802391524229, - "profit/deviation ratio": -0.04835073095386356 - }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0672749994932561, plot=False, step=0.017449402268886447)": { "winrate": 38.39056893900564, "trades": 1951, @@ -93654,6 +93641,19 @@ "max drawdown": 51.291310429507895, "profit/deviation ratio": -0.053549601629217174 }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04594972986357221, plot=False, step=0.0028531167061100022)": { + "winrate": 39.84819734345351, + "trades": 527, + "losses": 317, + "profits": 210, + "percentage year profit": -0.8168486335382141, + "mean deviation": 16.89423546290653, + "Sharpe ratio": 0.8012007835256758, + "Sortino ratio": 1.1492056140782752, + "calmar ratio": -0.01249232787026926, + "max drawdown": 65.38802391524229, + "profit/deviation ratio": -0.04835073095386356 + }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.02853116706110002, plot=False, step=0.003138428376721003)": { "winrate": 40.40219378427788, "trades": 547, @@ -93667,6 +93667,19 @@ "max drawdown": 58.202372380248015, "profit/deviation ratio": -0.06492889538640645 }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.025937424601000018, plot=False, step=0.003138428376721003)": { + "winrate": 39.46869070208729, + "trades": 527, + "losses": 319, + "profits": 208, + "percentage year profit": -1.3854566496078524, + "mean deviation": 16.038220781610196, + "Sharpe ratio": 0.5154988462824156, + "Sortino ratio": 0.7346615749571532, + "calmar ratio": -0.023442498465325992, + "max drawdown": 59.10021287436975, + "profit/deviation ratio": -0.08638468496433531 + }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04177248169415655, plot=False, step=0.034003948586157844)": { "winrate": 35.75895395110859, "trades": 1759, @@ -93693,18 +93706,31 @@ "max drawdown": 66.15341118767721, "profit/deviation ratio": -0.08335806179275593 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.025937424601000018, plot=False, step=0.003138428376721003)": { - "winrate": 39.46869070208729, - "trades": 527, - "losses": 319, - "profits": 208, - "percentage year profit": -1.3854566496078524, - "mean deviation": 16.038220781610196, - "Sharpe ratio": 0.5154988462824156, - "Sortino ratio": 0.7346615749571532, - "calmar ratio": -0.023442498465325992, - "max drawdown": 59.10021287436975, - "profit/deviation ratio": -0.08638468496433531 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03452271214393103, plot=False, step=0.02810243684806433)": { + "winrate": 36.13620569840167, + "trades": 1439, + "losses": 919, + "profits": 520, + "percentage year profit": -1.5504294827184628, + "mean deviation": 10.494286968915768, + "Sharpe ratio": 0.3815130630986872, + "Sortino ratio": 0.5625638511504111, + "calmar ratio": -0.03522656309449787, + "max drawdown": 44.01307838517543, + "profit/deviation ratio": -0.14774033598574707 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=80, slow=190)": { + "winrate": 29.239766081871345, + "trades": 855, + "losses": 605, + "profits": 250, + "percentage year profit": -1.5531810832055126, + "mean deviation": 16.25420397077112, + "Sharpe ratio": 0.5123107066660394, + "Sortino ratio": 0.7299069039540388, + "calmar ratio": -0.02617207278829582, + "max drawdown": 59.344977975917026, + "profit/deviation ratio": -0.09555565354037007 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.050544702849929436, plot=False, step=0.0028531167061100022)": { "winrate": 39.69754253308129, @@ -93732,18 +93758,18 @@ "max drawdown": 69.2311699471276, "profit/deviation ratio": -0.08797953540576103 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=160, slow=180)": { - "winrate": 26.94610778443114, - "trades": 668, - "losses": 488, - "profits": 180, - "percentage year profit": -2.2134256022572574, - "mean deviation": 23.783234734148966, - "Sharpe ratio": 0.8096746727954457, - "Sortino ratio": 1.163193598620676, - "calmar ratio": -0.033231621527335005, - "max drawdown": 66.60600658431855, - "profit/deviation ratio": -0.09306663399655758 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=26, multiplier=3.4522712143931042, plot=False)": { + "winrate": 37.111517367458866, + "trades": 547, + "losses": 344, + "profits": 203, + "percentage year profit": -1.9279950223872855, + "mean deviation": 10.36347880244941, + "Sharpe ratio": 0.4964069361438139, + "Sortino ratio": 0.6991602999981692, + "calmar ratio": -0.04233561798657917, + "max drawdown": 45.54073175448814, + "profit/deviation ratio": -0.18603743580115234 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0895430243255239, plot=False, step=0.013109994191499958)": { "winrate": 39.193729003359465, @@ -93758,45 +93784,6 @@ "max drawdown": 61.67081075980787, "profit/deviation ratio": -0.0947945521067577 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=80, slow=190)": { - "winrate": 29.239766081871345, - "trades": 855, - "losses": 605, - "profits": 250, - "percentage year profit": -1.5531810832055126, - "mean deviation": 16.25420397077112, - "Sharpe ratio": 0.5123107066660394, - "Sortino ratio": 0.7299069039540388, - "calmar ratio": -0.02617207278829582, - "max drawdown": 59.344977975917026, - "profit/deviation ratio": -0.09555565354037007 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.14420993610649954, plot=False, step=0.013109994191499958)": { - "winrate": 38.49077090119435, - "trades": 1842, - "losses": 1133, - "profits": 709, - "percentage year profit": -3.182390656858758, - "mean deviation": 24.319794475030925, - "Sharpe ratio": 0.14962520699962498, - "Sortino ratio": 0.22369085460532617, - "calmar ratio": -0.0487848616807428, - "max drawdown": 65.23315936990687, - "profit/deviation ratio": -0.13085598482857702 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03452271214393103, plot=False, step=0.02810243684806433)": { - "winrate": 36.13620569840167, - "trades": 1439, - "losses": 919, - "profits": 520, - "percentage year profit": -1.5504294827184628, - "mean deviation": 10.494286968915768, - "Sharpe ratio": 0.3815130630986872, - "Sortino ratio": 0.5625638511504111, - "calmar ratio": -0.03522656309449787, - "max drawdown": 44.01307838517543, - "profit/deviation ratio": -0.14774033598574707 - }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=20, slow=150)": { "winrate": 30.47923322683706, "trades": 1565, @@ -93810,18 +93797,18 @@ "max drawdown": 54.434472691873225, "profit/deviation ratio": -0.14846772075810408 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.050544702849929436, plot=False, step=0.019194342495775094)": { - "winrate": 38.75354107648725, - "trades": 1765, - "losses": 1080, - "profits": 684, - "percentage year profit": -2.3751017363970006, - "mean deviation": 15.23493972914708, - "Sharpe ratio": 0.6960889671260357, - "Sortino ratio": 1.0523550918529014, - "calmar ratio": -0.044069877822558653, - "max drawdown": 53.89399412360578, - "profit/deviation ratio": -0.15589833492107746 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=160, slow=180)": { + "winrate": 26.94610778443114, + "trades": 668, + "losses": 488, + "profits": 180, + "percentage year profit": -2.2134256022572574, + "mean deviation": 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+ "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=6, multiplier=2.853116706110003, plot=False)": { + "winrate": 36.689655172413794, + "trades": 725, + "losses": 459, + "profits": 266, + "percentage year profit": -2.5418876568049753, + "mean deviation": 9.824216815415497, + "Sharpe ratio": 0.04090564041303175, + "Sortino ratio": 0.05778993038915428, + "calmar ratio": -0.057094475724717667, + "max drawdown": 44.52072857382464, + "profit/deviation ratio": -0.2587369257584398 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=100, slow=150)": { + "winrate": 27.586206896551722, + "trades": 841, + "losses": 608, + "profits": 232, + "percentage year profit": -2.7721318750461688, + "mean deviation": 15.211535256271592, + "Sharpe ratio": 0.5643244282969152, + "Sortino ratio": 0.8038721602688651, + "calmar ratio": -0.04880685811520877, + "max drawdown": 56.797998930858064, + "profit/deviation ratio": -0.18223879630448486 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.023579476910000015, plot=False, step=0.005054470284992944)": { + "winrate": 38.16793893129771, + "trades": 655, + "losses": 405, + "profits": 250, + "percentage year profit": -2.7795770333231107, + "mean deviation": 13.470310217687611, + "Sharpe ratio": 0.5693551652059907, + "Sortino ratio": 0.8247255997462938, + "calmar ratio": -0.0520892193092225, + "max drawdown": 53.3618485779644, + "profit/deviation ratio": -0.20634840537475524 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03452271214393103, plot=False, step=0.004594972986357222)": { + "winrate": 38.24756606397774, + "trades": 719, + "losses": 444, + "profits": 275, + "percentage year profit": -2.9896912571252154, + "mean deviation": 12.407896488738869, + "Sharpe ratio": 0.4990831870002061, + "Sortino ratio": 0.7220648227012698, + "calmar ratio": -0.05622916057670746, + "max drawdown": 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limit: 1000 :: strategy_parabolic_SAR(max_step=0.03797498335832414, plot=False, step=0.02554766986187666)": { - "winrate": 36.607727570399476, - "trades": 1527, - "losses": 968, - "profits": 559, - "percentage year profit": -4.208406949075294, - "mean deviation": 13.68306320380634, - "Sharpe ratio": 0.6666583984515089, - "Sortino ratio": 1.0003811975452963, - "calmar ratio": -0.08341267573540721, - "max drawdown": 50.4528467882358, - "profit/deviation ratio": -0.30756321785494667 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=90, slow=150)": { + "winrate": 29.579067121729235, + "trades": 879, + "losses": 618, + "profits": 260, + "percentage year profit": -8.09861133585974, + "mean deviation": 16.1127942573474, + "Sharpe ratio": 0.5865084487314008, + "Sortino ratio": 0.8421097815414308, + "calmar ratio": -0.13514584170727967, + "max drawdown": 59.92497611137011, + "profit/deviation ratio": -0.5026199184642844 }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.19194342495775094, plot=False, step=0.013109994191499958)": { "winrate": 38.63636363636363, @@ -94590,44 +95110,31 @@ "max drawdown": 68.86782114957134, "profit/deviation ratio": -0.30789035126527226 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0814027493868399, plot=False, step=0.014420993610649954)": { - "winrate": 38.70967741935484, - "trades": 1860, - "losses": 1139, - "profits": 720, - "percentage year profit": -3.4097593849267693, - "mean deviation": 10.92496676247914, - "Sharpe ratio": 0.22993043813470032, - "Sortino ratio": 0.34492413291568175, - "calmar ratio": -0.06457989239182695, - "max drawdown": 52.7990874348112, - "profit/deviation ratio": -0.31210707172467517 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04594972986357221, plot=False, step=0.02554766986187666)": { - "winrate": 36.063771302913686, - "trades": 1819, - 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step=0.017449402268886447)": { - "winrate": 38.20777941900542, - "trades": 2031, - "losses": 1254, - "profits": 776, - "percentage year profit": -11.393894425063056, - "mean deviation": 15.048155355996043, - "Sharpe ratio": 0.22177231533341552, - "Sortino ratio": 0.3356778600698475, - "calmar ratio": -0.18752534087529182, - "max drawdown": 60.75922524327114, - "profit/deviation ratio": -0.7571622006496018 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.4525925556817609, plot=False, step=0.011918176537727233)": { + "winrate": 38.738207547169814, + "trades": 1696, + "losses": 1039, + "profits": 657, + "percentage year profit": -19.42500663442217, + "mean deviation": 18.156738009496312, + "Sharpe ratio": 0.12302757274118997, + "Sortino ratio": 0.1837666168572111, + "calmar ratio": -0.27899073775589256, + "max drawdown": 69.62599113744913, + "profit/deviation ratio": -1.0698511276784701 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 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step=0.6526834353714414)": { - "winrate": 47.2120913422047, - "trades": 30435, - "losses": 15845, - "profits": 14369, - "percentage year profit": -99.99975867625554, - "mean deviation": 36.592190707042846, - "Sharpe ratio": -17.198798267027705, - "Sortino ratio": -24.07026310698413, - "calmar ratio": -0.9999975867761033, - "max drawdown": 99.99999999864521, - "profit/deviation ratio": -2.732816941102374 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=8.687216524793879, plot=False, step=0.6526834353714414)": { - "winrate": 47.2120913422047, - "trades": 30435, - "losses": 15845, - "profits": 14369, - "percentage year profit": -99.99975867625554, - "mean deviation": 36.592190707042846, - "Sharpe ratio": -17.198798267027705, - "Sortino ratio": -24.07026310698413, - "calmar ratio": -0.9999975867761033, - "max drawdown": 99.99999999864521, - "profit/deviation ratio": -2.732816941102374 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 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step=0.6526834353714414)": { - "winrate": 47.2120913422047, - "trades": 30435, - "losses": 15845, - "profits": 14369, - "percentage year profit": -99.99975867625554, - "mean deviation": 36.592190707042846, - "Sharpe ratio": -17.198798267027705, - "Sortino ratio": -24.07026310698413, - "calmar ratio": -0.9999975867761033, - "max drawdown": 99.99999999864521, - "profit/deviation ratio": -2.732816941102374 - }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=60, slow=100)": { - "winrate": 30.195712954333644, - "trades": 1073, - "losses": 749, - "profits": 324, - "percentage year profit": -36.15671735493338, - "mean deviation": 13.217134713229283, - "Sharpe ratio": -0.00803580074281842, - "Sortino ratio": -0.01155460859010632, - "calmar ratio": -0.5247286876240991, - "max drawdown": 68.9055472050635, - "profit/deviation ratio": -2.7355942221534164 - }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.17449402268886446, plot=False, step=0.01586309297171495)": { "winrate": 37.34995383194829, "trades": 2166, @@ -102806,19 +103066,6 @@ "max drawdown": 87.15859680825547, "profit/deviation ratio": -2.7380965443966043 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.19194342495775094, plot=False, step=0.01586309297171495)": { - "winrate": 37.315498154981555, - "trades": 2168, - "losses": 1359, - "profits": 809, - "percentage year profit": -55.25988007716167, - "mean deviation": 20.16376929977057, - "Sharpe ratio": -1.0121923793578682, - "Sortino ratio": -1.517596682729741, - "calmar ratio": -0.6333221493700667, - "max drawdown": 87.25398303553074, - "profit/deviation ratio": -2.7405530809058813 - }, "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.21113776745352605, plot=False, step=0.01586309297171495)": { "winrate": 37.269372693726936, "trades": 2168, @@ -102832,6 +103079,19 @@ "max drawdown": 87.24418669163347, 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"losses": 1483, + "profits": 863, + "percentage year profit": -67.03367791510276, + "mean deviation": 14.640827489953463, + "Sharpe ratio": -1.4889092693065773, + "Sortino ratio": -2.2104097499135658, + "calmar ratio": -0.7258021645862028, + "max drawdown": 92.3580573134833, + "profit/deviation ratio": -4.578544345331661 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.4525925556817609, plot=False, step=0.44579156845259277)": { - "winrate": 42.03786498868466, - "trades": 18117, - "losses": 10389, - "profits": 7616, - "percentage year profit": -99.98699631756439, - "mean deviation": 32.75509087525195, - "Sharpe ratio": -11.899904364291718, - "Sortino ratio": -17.137663003312287, - "calmar ratio": -0.999869999683009, - "max drawdown": 99.99999634878883, - "profit/deviation ratio": -3.0525635449575073 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.728904836851033, plot=False, step=0.017449402268886447)": { + "winrate": 36.75468483816013, + "trades": 2348, + "losses": 1483, + "profits": 863, + "percentage year profit": -67.03367791510276, + "mean deviation": 14.640827489953463, + "Sharpe ratio": -1.4889092693065773, + "Sortino ratio": -2.2104097499135658, + "calmar ratio": -0.7258021645862028, + "max drawdown": 92.3580573134833, + "profit/deviation ratio": -4.578544345331661 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.05559917313492239, plot=False, step=0.054763699237493094)": { - "winrate": 35.7585779247623, - "trades": 2419, - "losses": 1551, - "profits": 865, - "percentage year profit": -28.327482949186688, - "mean deviation": 9.260234301964879, - "Sharpe ratio": 0.15715274063943505, - "Sortino ratio": 0.2404828136950845, - "calmar ratio": -0.4241975675616338, - "max drawdown": 66.77898487730212, - "profit/deviation ratio": -3.0590460268565813 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.2912993816766534, plot=False, step=0.017449402268886447)": { + "winrate": 36.75468483816013, + "trades": 2348, + "losses": 1483, + "profits": 863, + "percentage year profit": -67.03367791510276, + "mean deviation": 14.640827489953463, + "Sharpe ratio": -1.4889092693065773, + "Sortino ratio": -2.2104097499135658, + "calmar ratio": -0.7258021645862028, + "max drawdown": 92.3580573134833, + "profit/deviation ratio": -4.578544345331661 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=40, slow=190)": { - "winrate": 29.181494661921707, - "trades": 1124, - "losses": 796, - "profits": 328, - "percentage year profit": -33.5375303711566, - "mean deviation": 10.945049480958291, - "Sharpe ratio": 0.02038226820864896, - "Sortino ratio": 0.02937842078231032, - "calmar ratio": -0.5313158401616548, - "max drawdown": 63.12164598923435, - "profit/deviation ratio": -3.064173481308029 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.0796505671840677, plot=False, step=0.017449402268886447)": { + "winrate": 36.75468483816013, + "trades": 2348, + "losses": 1483, + "profits": 863, + "percentage year profit": -67.03367791510276, + "mean deviation": 14.640827489953463, + "Sharpe ratio": -1.4889092693065773, + "Sortino ratio": -2.2104097499135658, + "calmar ratio": -0.7258021645862028, + "max drawdown": 92.3580573134833, + "profit/deviation ratio": -4.578544345331661 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.09849732675807629, plot=False, step=0.019194342495775094)": { - "winrate": 37.25738396624473, - "trades": 2370, - "losses": 1486, - "profits": 883, - "percentage year profit": -58.751373994980426, - "mean deviation": 19.156775005014026, - "Sharpe ratio": -0.953639291059203, - "Sortino ratio": -1.4609808508977835, - "calmar ratio": -0.667892961579426, - "max drawdown": 87.96525397729273, - "profit/deviation ratio": 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plot=False)": { - "winrate": 35.42372881355932, - "trades": 590, - "losses": 381, - "profits": 209, - "percentage year profit": -45.510264485002786, - "mean deviation": 14.566194627755054, - "Sharpe ratio": -0.5460326068394526, - "Sortino ratio": -0.7670832551493612, - "calmar ratio": -0.5883114316618121, - "max drawdown": 77.35743695554115, - "profit/deviation ratio": -3.1243756964695204 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.4204293198443187, plot=False, step=0.017449402268886447)": { + "winrate": 36.75468483816013, + "trades": 2348, + "losses": 1483, + "profits": 863, + "percentage year profit": -67.03367791510276, + "mean deviation": 14.640827489953463, + "Sharpe ratio": -1.4889092693065773, + "Sortino ratio": -2.2104097499135658, + "calmar ratio": -0.7258021645862028, + "max drawdown": 92.3580573134833, + "profit/deviation ratio": -4.578544345331661 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=40, slow=140)": { - "winrate": 30.494037478705284, - "trades": 1174, - "losses": 814, - "profits": 358, - "percentage year profit": -37.26809052248324, - "mean deviation": 11.927043194322156, - "Sharpe ratio": 0.03366430569557519, - "Sortino ratio": 0.04859131728879246, - "calmar ratio": -0.5529375335064423, - "max drawdown": 67.40018223423611, - "profit/deviation ratio": -3.124671380432716 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6626407607736663, plot=False, step=0.017449402268886447)": { + "winrate": 36.75468483816013, + "trades": 2348, + "losses": 1483, + "profits": 863, + "percentage year profit": -67.03367791510276, + "mean deviation": 14.640827489953463, + "Sharpe ratio": -1.4889092693065773, + "Sortino ratio": -2.2104097499135658, + "calmar ratio": -0.7258021645862028, + "max drawdown": 92.3580573134833, + "profit/deviation ratio": -4.578544345331661 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 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interval: 1h, limit: 1000 :: strategy_supertrend(length=76, multiplier=4.177248169415656, plot=False)": { - "winrate": 33.71824480369515, - "trades": 433, - "losses": 287, - "profits": 146, - "percentage year profit": -41.98331641739161, - "mean deviation": 13.290259609322282, - "Sharpe ratio": -0.6613933044732819, - "Sortino ratio": -0.8927714360341927, - "calmar ratio": -0.530317278432786, - "max drawdown": 79.16641249453973, - "profit/deviation ratio": -3.158953824193393 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=8.687216524793879, plot=False, step=0.017449402268886447)": { + "winrate": 36.75468483816013, + "trades": 2348, + "losses": 1483, + "profits": 863, + "percentage year profit": -67.03367791510276, + "mean deviation": 14.640827489953463, + "Sharpe ratio": -1.4889092693065773, + "Sortino ratio": -2.2104097499135658, + "calmar ratio": -0.7258021645862028, + "max drawdown": 92.3580573134833, + "profit/deviation ratio": 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step=0.054763699237493094)": { + "winrate": 33.50515463917525, + "trades": 3298, + "losses": 2191, + "profits": 1105, + "percentage year profit": -75.32446778346976, + "mean deviation": 25.806761234513655, + "Sharpe ratio": -1.5867808706975748, + "Sortino ratio": -2.454941331061633, + "calmar ratio": -0.7990034884063946, + "max drawdown": 94.27301491975179, + "profit/deviation ratio": -2.9187881074643225 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=8.687216524793879, plot=False, step=0.44579156845259277)": { - "winrate": 46.29232574133258, - "trades": 24719, - "losses": 13121, - "profits": 11443, - "percentage year profit": -99.99664605502664, - "mean deviation": 24.770431823122532, - "Sharpe ratio": -13.846562542685573, - "Sortino ratio": -19.421720179808112, - "calmar ratio": -0.9999664622829519, - "max drawdown": 99.99999982672564, - "profit/deviation ratio": -4.036935923001652 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 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plot=False, step=0.44579156845259277)": { - "winrate": 46.29232574133258, - "trades": 24719, - "losses": 13121, - "profits": 11443, - "percentage year profit": -99.99664605502664, - "mean deviation": 24.770431823122532, - "Sharpe ratio": -13.846562542685573, - "Sortino ratio": -19.421720179808112, - "calmar ratio": -0.9999664622829519, - "max drawdown": 99.99999982672564, - "profit/deviation ratio": -4.036935923001652 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=41, multiplier=2.5937424601000023, plot=False)": { + "winrate": 33.25817361894025, + "trades": 887, + "losses": 592, + "profits": 295, + "percentage year profit": -75.88845313197315, + "mean deviation": 15.644258597782434, + "Sharpe ratio": -1.8245004977753536, + "Sortino ratio": -2.468775294591219, + "calmar ratio": -0.8334813359881662, + "max drawdown": 91.04997299309726, + "profit/deviation ratio": -4.8508820445304 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.5624722518287508, plot=False, step=0.44579156845259277)": { - "winrate": 46.29232574133258, - "trades": 24719, - "losses": 13121, - "profits": 11443, - "percentage year profit": -99.99664605502664, - "mean deviation": 24.770431823122532, - "Sharpe ratio": -13.846562542685573, - "Sortino ratio": -19.421720179808112, - "calmar ratio": -0.9999664622829519, - "max drawdown": 99.99999982672564, - "profit/deviation ratio": -4.036935923001652 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=31, multiplier=2.357947691000002, plot=False)": { + "winrate": 34.12228796844182, + "trades": 1014, + "losses": 668, + "profits": 346, + "percentage year profit": -76.07317608815231, + "mean deviation": 8.366996108962416, + "Sharpe ratio": -2.2219055060642603, + "Sortino ratio": -3.03163808207203, + "calmar ratio": -0.811772551714038, + "max drawdown": 93.71242711708551, + "profit/deviation ratio": -9.092053479822411 }, - "ticker: 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step=0.02322515441988787)": { + "winrate": 36.82943603851444, + "trades": 2908, + "losses": 1834, + "profits": 1071, + "percentage year profit": -78.63384330060872, + "mean deviation": 15.537536090247182, + "Sharpe ratio": -2.1551649594053552, + "Sortino ratio": -3.202839205875432, + "calmar ratio": -0.8119508901012897, + "max drawdown": 96.84556573464592, + "profit/deviation ratio": -5.0608952953593915 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.0448163954141947, plot=False, step=0.7897469567994442)": { - "winrate": 48.792741223396156, - "trades": 32843, - "losses": 16569, - "profits": 16025, - "percentage year profit": -99.99968965779019, - "mean deviation": 23.739512704604888, - "Sharpe ratio": -17.440846589726092, - "Sortino ratio": -24.147749882793406, - "calmar ratio": -0.9999968965860334, - "max drawdown": 99.99999999918684, - "profit/deviation ratio": -4.212373307830901 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 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multiplier=1.9487171000000014, plot=False)": { + "winrate": 34.09425625920471, + "trades": 1358, + "losses": 895, + "profits": 463, + "percentage year profit": -80.47396650855772, + "mean deviation": 11.612187723935962, + "Sharpe ratio": -2.4546262406922783, + "Sortino ratio": -3.446682596973839, + "calmar ratio": -0.8340152669424066, + "max drawdown": 96.48980024500547, + "profit/deviation ratio": -6.930129655299871 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=9.555938177273267, plot=False, step=0.7897469567994442)": { - "winrate": 48.792741223396156, - "trades": 32843, - "losses": 16569, - "profits": 16025, - "percentage year profit": -99.99968965779019, - "mean deviation": 23.739512704604888, - "Sharpe ratio": -17.440846589726092, - "Sortino ratio": -24.147749882793406, - "calmar ratio": -0.9999968965860334, - "max drawdown": 99.99999999918684, - "profit/deviation ratio": -4.212373307830901 + "ticker: ADA/USDT XRP/USDT, interval: 1h, 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strategy_parabolic_SAR(max_step=0.0895430243255239, plot=False, step=0.034003948586157844)": { - "winrate": 35.058214747736095, - "trades": 3092, - "losses": 2006, - "profits": 1084, - "percentage year profit": -80.13601288251564, - "mean deviation": 18.74584413096938, - "Sharpe ratio": -1.9936652833439552, - "Sortino ratio": -3.0719230833202102, - "calmar ratio": -0.8331807733108155, - "max drawdown": 96.18082347733335, - "profit/deviation ratio": -4.274868195992605 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.11918176537727232, plot=False, step=0.09701723378487255)": { + "winrate": 35.36734693877551, + "trades": 4900, + "losses": 3163, + "profits": 1733, + "percentage year profit": -86.97135512622627, + "mean deviation": 14.481335500010314, + "Sharpe ratio": -2.607620204451403, + "Sortino ratio": -4.029684366382063, + "calmar ratio": -0.8832115300229655, + "max drawdown": 98.47171619687168, + "profit/deviation ratio": -6.005755140895971 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step=0.40526506222962977)": { - "winrate": 40.530231976489716, - "trades": 15993, - "losses": 9423, - "profits": 6482, - "percentage year profit": -99.97301612847383, - "mean deviation": 23.032281355581688, - "Sharpe ratio": -10.587141383395348, - "Sortino ratio": -15.780166497199318, - "calmar ratio": -0.9997303528137942, - "max drawdown": 99.99998084192849, - "profit/deviation ratio": -4.340560736691685 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.11918176537727232, plot=False, step=0.037404343444773634)": { + "winrate": 36.179529282977555, + "trades": 3654, + "losses": 2332, + "profits": 1322, + "percentage year profit": -87.70790726648573, + "mean deviation": 16.186775973800202, + "Sharpe ratio": -2.7695678464867277, + "Sortino ratio": -4.243636291830966, + "calmar ratio": -0.8880418501815682, + "max drawdown": 98.76551116206186, + "profit/deviation ratio": -5.41849145305088 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 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"Sharpe ratio": -2.7965773509551957, + "Sortino ratio": -4.116248521978064, + "calmar ratio": -0.8898558157635338, + "max drawdown": 98.71353515816594, + "profit/deviation ratio": -6.3244242538298785 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=1, multiplier=1.9487171000000014, plot=False)": { - "winrate": 31.51028600100351, - "trades": 1993, - "losses": 1365, - "profits": 628, - "percentage year profit": -81.58644979985145, - "mean deviation": 18.630329397220002, - "Sharpe ratio": -2.6312394460115893, - "Sortino ratio": -3.709141879524941, - "calmar ratio": -0.8447100302176239, - "max drawdown": 96.58515571175616, - "profit/deviation ratio": -4.379227444686281 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.30912680532870757, plot=False, step=0.02554766986187666)": { + "winrate": 36.34910485933504, + "trades": 3128, + "losses": 1990, + "profits": 1137, + "percentage year profit": 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"losses": 1990, + "profits": 1137, + "percentage year profit": -87.95133297970507, + "mean deviation": 13.823713050431891, + "Sharpe ratio": -2.825825236552371, + "Sortino ratio": -4.159271684945192, + "calmar ratio": -0.8905252549998872, + "max drawdown": 98.76343482220076, + "profit/deviation ratio": -6.362352333185709 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.0796505671840677, plot=False, step=0.15624722518287518)": { - "winrate": 39.95364592619005, - "trades": 11218, - "losses": 6695, - "profits": 4482, - "percentage year profit": -99.45918653174157, - "mean deviation": 22.6822586172256, - "Sharpe ratio": -6.155443949444959, - "Sortino ratio": -9.517761024134357, - "calmar ratio": -0.9946775129140658, - "max drawdown": 99.99138941058402, - "profit/deviation ratio": -4.384889009959935 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.2912993816766534, plot=False, step=0.02554766986187666)": { + "winrate": 36.34910485933504, + "trades": 3128, + "losses": 1990, + "profits": 1137, + "percentage year profit": -87.95133297970507, + "mean deviation": 13.823713050431891, + "Sharpe ratio": -2.825825236552371, + "Sortino ratio": -4.159271684945192, + "calmar ratio": -0.8905252549998872, + "max drawdown": 98.76343482220076, + "profit/deviation ratio": -6.362352333185709 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.0796505671840677, plot=False, step=0.02554766986187666)": { + "winrate": 36.34910485933504, + "trades": 3128, + "losses": 1990, + "profits": 1137, + "percentage year profit": -87.95133297970507, + "mean deviation": 13.823713050431891, + "Sharpe ratio": -2.825825236552371, + "Sortino ratio": -4.159271684945192, + "calmar ratio": -0.8905252549998872, + "max drawdown": 98.76343482220076, + "profit/deviation ratio": -6.362352333185709 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.052650622296294, plot=False, step=0.02554766986187666)": { + "winrate": 36.34910485933504, + "trades": 3128, + "losses": 1990, + "profits": 1137, + "percentage year profit": -87.95133297970507, + "mean deviation": 13.823713050431891, + "Sharpe ratio": -2.825825236552371, + "Sortino ratio": -4.159271684945192, + "calmar ratio": -0.8905252549998872, + "max drawdown": 98.76343482220076, + "profit/deviation ratio": -6.362352333185709 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.394077978276369, plot=False, step=0.02554766986187666)": { + "winrate": 36.34910485933504, + "trades": 3128, + "losses": 1990, + "profits": 1137, + "percentage year profit": -87.95133297970507, + "mean deviation": 13.823713050431891, + "Sharpe ratio": -2.825825236552371, + "Sortino ratio": -4.159271684945192, + "calmar ratio": -0.8905252549998872, + "max drawdown": 98.76343482220076, + "profit/deviation ratio": -6.362352333185709 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=6.526834353714407, plot=False, step=0.02554766986187666)": { + "winrate": 36.34910485933504, + "trades": 3128, + "losses": 1990, + "profits": 1137, + "percentage year profit": -87.95133297970507, + "mean deviation": 13.823713050431891, + "Sharpe ratio": -2.825825236552371, + "Sortino ratio": -4.159271684945192, + "calmar ratio": -0.8905252549998872, + "max drawdown": 98.76343482220076, + "profit/deviation ratio": -6.362352333185709 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6024006916124238, plot=False, step=0.02554766986187666)": { + "winrate": 36.34910485933504, + "trades": 3128, + "losses": 1990, + "profits": 1137, + "percentage year profit": -87.95133297970507, + "mean deviation": 13.823713050431891, + "Sharpe ratio": -2.825825236552371, + "Sortino ratio": -4.159271684945192, + "calmar ratio": -0.8905252549998872, 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13.823713050431891, + "Sharpe ratio": -2.825825236552371, + "Sortino ratio": -4.159271684945192, + "calmar ratio": -0.8905252549998872, + "max drawdown": 98.76343482220076, + "profit/deviation ratio": -6.362352333185709 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.4204293198443187, plot=False, step=0.02554766986187666)": { + "winrate": 36.34910485933504, + "trades": 3128, + "losses": 1990, + "profits": 1137, + "percentage year profit": -87.95133297970507, + "mean deviation": 13.823713050431891, + "Sharpe ratio": -2.825825236552371, + "Sortino ratio": -4.159271684945192, + "calmar ratio": -0.8905252549998872, + "max drawdown": 98.76343482220076, + "profit/deviation ratio": -6.362352333185709 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6626407607736663, plot=False, step=0.02554766986187666)": { + "winrate": 36.34910485933504, + "trades": 3128, + "losses": 1990, + "profits": 1137, + "percentage year profit": -87.95133297970507, + "mean deviation": 13.823713050431891, + "Sharpe ratio": -2.825825236552371, + "Sortino ratio": -4.159271684945192, + "calmar ratio": -0.8905252549998872, + "max drawdown": 98.76343482220076, + "profit/deviation ratio": -6.362352333185709 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.9701723378487251, plot=False, step=0.02554766986187666)": { + "winrate": 36.34910485933504, + "trades": 3128, + "losses": 1990, + "profits": 1137, + "percentage year profit": -87.95133297970507, + "mean deviation": 13.823713050431891, + "Sharpe ratio": -2.825825236552371, + "Sortino ratio": -4.159271684945192, + "calmar ratio": -0.8905252549998872, + "max drawdown": 98.76343482220076, + "profit/deviation ratio": -6.362352333185709 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.897469567994435, plot=False, step=0.02554766986187666)": { + "winrate": 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strategy_parabolic_SAR(max_step=8.687216524793879, plot=False, step=0.02554766986187666)": { + "winrate": 36.34910485933504, + "trades": 3128, + "losses": 1990, + "profits": 1137, + "percentage year profit": -87.95133297970507, + "mean deviation": 13.823713050431891, + "Sharpe ratio": -2.825825236552371, + "Sortino ratio": -4.159271684945192, + "calmar ratio": -0.8905252549998872, + "max drawdown": 98.76343482220076, + "profit/deviation ratio": -6.362352333185709 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.5163771862927224, plot=False, step=0.02554766986187666)": { + "winrate": 36.34910485933504, + "trades": 3128, + "losses": 1990, + "profits": 1137, + "percentage year profit": -87.95133297970507, + "mean deviation": 13.823713050431891, + "Sharpe ratio": -2.825825236552371, + "Sortino ratio": -4.159271684945192, + "calmar ratio": -0.8905252549998872, + "max drawdown": 98.76343482220076, + "profit/deviation ratio": -6.362352333185709 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=9.555938177273267, plot=False, step=0.02554766986187666)": { + "winrate": 36.34910485933504, + "trades": 3128, + "losses": 1990, + "profits": 1137, + "percentage year profit": -87.95133297970507, + "mean deviation": 13.823713050431891, + "Sharpe ratio": -2.825825236552371, + "Sortino ratio": -4.159271684945192, + "calmar ratio": -0.8905252549998872, + "max drawdown": 98.76343482220076, + "profit/deviation ratio": -6.362352333185709 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.052650622296294, plot=False, step=0.15624722518287518)": { - "winrate": 39.95364592619005, - "trades": 11218, - "losses": 6695, - "profits": 4482, - "percentage year profit": -99.45918653174157, - "mean deviation": 22.6822586172256, - "Sharpe ratio": -6.155443949444959, - "Sortino ratio": -9.517761024134357, - "calmar ratio": -0.9946775129140658, - "max drawdown": 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strategy_parabolic_SAR(max_step=0.1586309297171495, plot=False, step=0.02810243684806433)": { + "winrate": 35.97819503331314, + "trades": 3302, + "losses": 2113, + "profits": 1188, + "percentage year profit": -89.73812883202875, + "mean deviation": 9.55289160223309, + "Sharpe ratio": -3.1289483843382393, + "Sortino ratio": -4.6708845614829215, + "calmar ratio": -0.9055163784767759, + "max drawdown": 99.10160761860841, + "profit/deviation ratio": -9.393818392229166 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.5624722518287508, plot=False, step=0.1173908528796958)": { - "winrate": 38.784227820372394, - "trades": 9130, - "losses": 5561, - "profits": 3541, - "percentage year profit": -98.99277964488232, - "mean deviation": 21.71457645497829, - "Sharpe ratio": -5.913559920043081, - "Sortino ratio": -9.061509171536112, - "calmar ratio": -0.990108254274782, - "max drawdown": 99.98177392975165, - "profit/deviation ratio": -4.558816970256273 + 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step=0.06024006916124241)": { + "winrate": 37.423832092078534, + "trades": 5908, + "losses": 3685, + "profits": 2211, + "percentage year profit": -94.35169074939594, + "mean deviation": 19.884499004255904, + "Sharpe ratio": -3.9223446684551284, + "Sortino ratio": -5.981152188083154, + "calmar ratio": -0.9461215487740986, + "max drawdown": 99.7247033128551, + "profit/deviation ratio": -4.744987074062149 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.052650622296294, plot=False, step=0.06024006916124241)": { + "winrate": 37.423832092078534, + "trades": 5908, + "losses": 3685, + "profits": 2211, + "percentage year profit": -94.35169074939594, + "mean deviation": 19.884499004255904, + "Sharpe ratio": -3.9223446684551284, + "Sortino ratio": -5.981152188083154, + "calmar ratio": -0.9461215487740986, + "max drawdown": 99.7247033128551, + "profit/deviation ratio": -4.744987074062149 + }, + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 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step=0.06024006916124241)": { + "winrate": 37.423832092078534, + "trades": 5908, + "losses": 3685, + "profits": 2211, + "percentage year profit": -94.35169074939594, + "mean deviation": 19.884499004255904, + "Sharpe ratio": -3.9223446684551284, + "Sortino ratio": -5.981152188083154, + "calmar ratio": -0.9461215487740986, + "max drawdown": 99.7247033128551, + "profit/deviation ratio": -4.744987074062149 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.1739085287969575, plot=False, step=0.2516377186292724)": { - "winrate": 41.55507559395248, - "trades": 16205, - "losses": 9374, - "profits": 6734, - "percentage year profit": -99.96055224849216, - "mean deviation": 18.891591394543333, - "Sharpe ratio": -10.652190480065654, - "Sortino ratio": -15.97334403989822, - "calmar ratio": -0.999605731318663, - "max drawdown": 99.99997910838896, - "profit/deviation ratio": -5.291272194113032 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.9701723378487251, plot=False, step=0.06024006916124241)": { + "winrate": 37.423832092078534, + "trades": 5908, + "losses": 3685, + "profits": 2211, + "percentage year profit": -94.35169074939594, + "mean deviation": 19.884499004255904, + "Sharpe ratio": -3.9223446684551284, + "Sortino ratio": -5.981152188083154, + "calmar ratio": -0.9461215487740986, + "max drawdown": 99.7247033128551, + "profit/deviation ratio": -4.744987074062149 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.4204293198443187, plot=False, step=0.2516377186292724)": { - "winrate": 41.55507559395248, - "trades": 16205, - "losses": 9374, - "profits": 6734, - "percentage year profit": -99.96055224849216, - "mean deviation": 18.891591394543333, - "Sharpe ratio": -10.652190480065654, - "Sortino ratio": -15.97334403989822, - "calmar ratio": -0.999605731318663, - "max drawdown": 99.99997910838896, - "profit/deviation ratio": -5.291272194113032 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step=0.06024006916124241)": { + "winrate": 37.17948717948718, + "trades": 5694, + "losses": 3569, + "profits": 2117, + "percentage year profit": -94.53742171587416, + "mean deviation": 18.415827891682405, + "Sharpe ratio": -3.8550550256241363, + "Sortino ratio": -5.856438450388332, + "calmar ratio": -0.9480024724099483, + "max drawdown": 99.72275860794694, + "profit/deviation ratio": -5.133487469144542 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.0448163954141947, plot=False, step=0.09701723378487255)": { - "winrate": 38.01479654747226, - "trades": 8110, - "losses": 5010, - "profits": 3083, - "percentage year profit": -99.03615523031476, - "mean deviation": 18.455989651990958, - "Sharpe ratio": -6.010045803352304, - "Sortino ratio": -8.978835451017165, - "calmar ratio": -0.9905161831420829, - "max drawdown": 99.98438886294167, - "profit/deviation ratio": -5.366071237454944 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=76, multiplier=1.1, plot=False)": { + "winrate": 32.27091633466135, + "trades": 3012, + "losses": 2040, + "profits": 972, + "percentage year profit": -94.55136888506412, + "mean deviation": 12.306822682458797, + "Sharpe ratio": -4.61979049086763, + "Sortino ratio": -6.657824734181746, + "calmar ratio": -0.9487131382952432, + "max drawdown": 99.66275902425562, + "profit/deviation ratio": -7.682841568834042 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.3492980349556145, plot=False, step=0.09701723378487255)": { - "winrate": 38.01479654747226, - "trades": 8110, - "losses": 5010, - "profits": 3083, - "percentage year profit": -99.03615523031476, - "mean deviation": 18.455989651990958, - "Sharpe ratio": -6.010045803352304, - "Sortino ratio": -8.978835451017165, - "calmar ratio": -0.9905161831420829, - "max drawdown": 99.98438886294167, - "profit/deviation ratio": -5.366071237454944 + "ticker: ADA/USDT XRP/USDT, 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step=0.02810243684806433)": { - "winrate": 35.75757575757576, - "trades": 2970, - "losses": 1904, - "profits": 1062, - "percentage year profit": -86.28915028512174, - "mean deviation": 9.9983552980685, - "Sharpe ratio": -2.4908293915652595, - "Sortino ratio": -3.7568625262678954, - "calmar ratio": -0.8805763803967854, - "max drawdown": 97.99167023562461, - "profit/deviation ratio": -8.63033446128797 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.0448163954141947, plot=False, step=0.4903707252978521)": { + "winrate": 46.04608436040726, + "trades": 26126, + "losses": 13924, + "profits": 12030, + "percentage year profit": -99.99876051333099, + "mean deviation": 31.32032957716889, + "Sharpe ratio": -15.664221496231322, + "Sortino ratio": -21.932096114618137, + "calmar ratio": -0.9999876052705805, + "max drawdown": 99.99999998627277, + "profit/deviation ratio": -3.1927748482642273 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6626407607736663, plot=False, step=0.33492980349556173)": { - "winrate": 43.7701313973107, - "trades": 19559, - "losses": 10889, - "profits": 8561, - "percentage year profit": -99.99074766020645, - "mean deviation": 11.5805139931635, - "Sharpe ratio": -12.717362881258088, - "Sortino ratio": -18.3398171017002, - "calmar ratio": -0.9999074886209302, - "max drawdown": 99.99999879800224, - "profit/deviation ratio": -8.634396341927095 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.3492980349556145, plot=False, step=0.4903707252978521)": { + "winrate": 46.04608436040726, + "trades": 26126, + "losses": 13924, + "profits": 12030, + "percentage year profit": -99.99876051333099, + "mean deviation": 31.32032957716889, + "Sharpe ratio": -15.664221496231322, + "Sortino ratio": -21.932096114618137, + "calmar ratio": -0.9999876052705805, + "max drawdown": 99.99999998627277, + "profit/deviation ratio": -3.1927748482642273 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step=0.5394077978276374)": { + "winrate": 46.1073703366697, + "trades": 27475, + "losses": 14620, + "profits": 12668, + "percentage year profit": -99.9993186773147, + "mean deviation": 39.436534006665866, + "Sharpe ratio": -16.58799284035009, + "Sortino ratio": -22.86057804235437, + "calmar ratio": -0.9999931868037918, + "max drawdown": 99.9999999969355, + "profit/deviation ratio": -2.53570252041957 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.728904836851033, plot=False, step=0.034003948586157844)": { - "winrate": 35.61538461538461, - "trades": 3900, - "losses": 2508, - "profits": 1389, - "percentage year profit": -93.2977123648133, - "mean deviation": 10.330985201133215, - "Sharpe ratio": -3.818521630670432, - "Sortino ratio": -5.791207553666374, - "calmar ratio": -0.9358028627521462, - "max drawdown": 99.6980411990082, - "profit/deviation ratio": -9.030863034687087 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.457915684525924, plot=False, step=0.5394077978276374)": { + "winrate": 46.1073703366697, + "trades": 27475, + "losses": 14620, + "profits": 12668, + "percentage year profit": -99.9993186773147, + "mean deviation": 39.436534006665866, + "Sharpe ratio": -16.58799284035009, + "Sortino ratio": -22.86057804235437, + "calmar ratio": -0.9999931868037918, + "max drawdown": 99.9999999969355, + "profit/deviation ratio": -2.53570252041957 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.2912993816766534, plot=False, step=0.034003948586157844)": { - "winrate": 35.61538461538461, - "trades": 3900, - "losses": 2508, - "profits": 1389, - "percentage year profit": -93.2977123648133, - "mean deviation": 10.330985201133215, - "Sharpe ratio": -3.818521630670432, - "Sortino ratio": -5.791207553666374, - "calmar ratio": -0.9358028627521462, - "max drawdown": 99.6980411990082, - "profit/deviation ratio": -9.030863034687087 + 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plot=False, step=0.034003948586157844)": { - "winrate": 35.61538461538461, - "trades": 3900, - "losses": 2508, - "profits": 1389, - "percentage year profit": -93.2977123648133, - "mean deviation": 10.330985201133215, - "Sharpe ratio": -3.818521630670432, - "Sortino ratio": -5.791207553666374, - "calmar ratio": -0.9358028627521462, - "max drawdown": 99.6980411990082, - "profit/deviation ratio": -9.030863034687087 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.768014904921995, plot=False, step=0.5394077978276374)": { + "winrate": 46.1073703366697, + "trades": 27475, + "losses": 14620, + "profits": 12668, + "percentage year profit": -99.9993186773147, + "mean deviation": 39.436534006665866, + "Sharpe ratio": -16.58799284035009, + "Sortino ratio": -22.86057804235437, + "calmar ratio": -0.9999931868037918, + "max drawdown": 99.9999999969355, + "profit/deviation ratio": -2.53570252041957 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.457915684525924, plot=False, step=0.034003948586157844)": { - "winrate": 35.61538461538461, - "trades": 3900, - "losses": 2508, - "profits": 1389, - "percentage year profit": -93.2977123648133, - "mean deviation": 10.330985201133215, - "Sharpe ratio": -3.818521630670432, - "Sortino ratio": -5.791207553666374, - "calmar ratio": -0.9358028627521462, - "max drawdown": 99.6980411990082, - "profit/deviation ratio": -9.030863034687087 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.718719477011626, plot=False, step=0.5394077978276374)": { + "winrate": 46.1073703366697, + "trades": 27475, + "losses": 14620, + "profits": 12668, + "percentage year profit": -99.9993186773147, + "mean deviation": 39.436534006665866, + "Sharpe ratio": -16.58799284035009, + "Sortino ratio": -22.86057804235437, + "calmar ratio": -0.9999931868037918, + "max drawdown": 99.9999999969355, + "profit/deviation ratio": -2.53570252041957 }, - 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99.9999999969355, + "profit/deviation ratio": -2.53570252041957 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.4204293198443187, plot=False, step=0.034003948586157844)": { - "winrate": 35.61538461538461, - "trades": 3900, - "losses": 2508, - "profits": 1389, - "percentage year profit": -93.2977123648133, - "mean deviation": 10.330985201133215, - "Sharpe ratio": -3.818521630670432, - "Sortino ratio": -5.791207553666374, - "calmar ratio": -0.9358028627521462, - "max drawdown": 99.6980411990082, - "profit/deviation ratio": -9.030863034687087 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.933485776104006, plot=False, step=0.5394077978276374)": { + "winrate": 46.1073703366697, + "trades": 27475, + "losses": 14620, + "profits": 12668, + "percentage year profit": -99.9993186773147, + "mean deviation": 39.436534006665866, + "Sharpe ratio": -16.58799284035009, + "Sortino ratio": -22.86057804235437, + "calmar ratio": -0.9999931868037918, + "max drawdown": 99.9999999969355, + "profit/deviation ratio": -2.53570252041957 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6626407607736663, plot=False, step=0.034003948586157844)": { - "winrate": 35.61538461538461, - "trades": 3900, - "losses": 2508, - "profits": 1389, - "percentage year profit": -93.2977123648133, - "mean deviation": 10.330985201133215, - "Sharpe ratio": -3.818521630670432, - "Sortino ratio": -5.791207553666374, - "calmar ratio": -0.9358028627521462, - "max drawdown": 99.6980411990082, - "profit/deviation ratio": -9.030863034687087 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.179517789085849, plot=False, step=0.5394077978276374)": { + "winrate": 46.1073703366697, + "trades": 27475, + "losses": 14620, + "profits": 12668, + "percentage year profit": -99.9993186773147, + "mean deviation": 39.436534006665866, + "Sharpe ratio": 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"mean deviation": 39.436534006665866, + "Sharpe ratio": -16.58799284035009, + "Sortino ratio": -22.86057804235437, + "calmar ratio": -0.9999931868037918, + "max drawdown": 99.9999999969355, + "profit/deviation ratio": -2.53570252041957 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.897469567994435, plot=False, step=0.034003948586157844)": { - "winrate": 35.61538461538461, - "trades": 3900, - "losses": 2508, - "profits": 1389, - "percentage year profit": -93.2977123648133, - "mean deviation": 10.330985201133215, - "Sharpe ratio": -3.818521630670432, - "Sortino ratio": -5.791207553666374, - "calmar ratio": -0.9358028627521462, - "max drawdown": 99.6980411990082, - "profit/deviation ratio": -9.030863034687087 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.5624722518287508, plot=False, step=0.5394077978276374)": { + "winrate": 46.1073703366697, + "trades": 27475, + "losses": 14620, + "profits": 12668, + "percentage year profit": -99.9993186773147, + "mean deviation": 39.436534006665866, + "Sharpe ratio": -16.58799284035009, + "Sortino ratio": -22.86057804235437, + "calmar ratio": -0.9999931868037918, + "max drawdown": 99.9999999969355, + "profit/deviation ratio": -2.53570252041957 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8819748525897501, plot=False, step=0.034003948586157844)": { - "winrate": 35.61538461538461, - "trades": 3900, - "losses": 2508, - "profits": 1389, - "percentage year profit": -93.2977123648133, - "mean deviation": 10.330985201133215, - "Sharpe ratio": -3.818521630670432, - "Sortino ratio": -5.791207553666374, - "calmar ratio": -0.9358028627521462, - "max drawdown": 99.6980411990082, - "profit/deviation ratio": -9.030863034687087 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.2876156239024747, plot=False, step=0.5394077978276374)": { + "winrate": 46.1073703366697, + "trades": 27475, + "losses": 14620, + "profits": 12668, + "percentage year profit": -99.9993186773147, + "mean deviation": 39.436534006665866, + "Sharpe ratio": -16.58799284035009, + "Sortino ratio": -22.86057804235437, + "calmar ratio": -0.9999931868037918, + "max drawdown": 99.9999999969355, + "profit/deviation ratio": -2.53570252041957 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=8.687216524793879, plot=False, step=0.034003948586157844)": { - "winrate": 35.61538461538461, - "trades": 3900, - "losses": 2508, - "profits": 1389, - "percentage year profit": -93.2977123648133, - "mean deviation": 10.330985201133215, - "Sharpe ratio": -3.818521630670432, - "Sortino ratio": -5.791207553666374, - "calmar ratio": -0.9358028627521462, - "max drawdown": 99.6980411990082, - "profit/deviation ratio": -9.030863034687087 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.6842278384511764, plot=False, step=0.5394077978276374)": { + "winrate": 46.1073703366697, + "trades": 27475, + "losses": 14620, + "profits": 12668, + "percentage year profit": -99.9993186773147, + "mean deviation": 39.436534006665866, + "Sharpe ratio": -16.58799284035009, + "Sortino ratio": -22.86057804235437, + "calmar ratio": -0.9999931868037918, + "max drawdown": 99.9999999969355, + "profit/deviation ratio": -2.53570252041957 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.5163771862927224, plot=False, step=0.034003948586157844)": { - "winrate": 35.61538461538461, - "trades": 3900, - "losses": 2508, - "profits": 1389, - "percentage year profit": -93.2977123648133, - "mean deviation": 10.330985201133215, - "Sharpe ratio": -3.818521630670432, - "Sortino ratio": -5.791207553666374, - "calmar ratio": -0.9358028627521462, - "max drawdown": 99.6980411990082, - "profit/deviation ratio": -9.030863034687087 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6626407607736663, plot=False, step=0.5933485776104012)": { + "winrate": 46.02245536535984, + "trades": 27165, + "losses": 14478, + "profits": 12502, + "percentage year profit": -99.99944869106886, + "mean deviation": 26.70049582177197, + "Sharpe ratio": -16.552910129064543, + "Sortino ratio": -22.940762947255134, + "calmar ratio": -0.9999944869497056, + "max drawdown": 99.99999999609828, + "profit/deviation ratio": -3.7452281545096953 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=9.555938177273267, plot=False, step=0.034003948586157844)": { - "winrate": 35.61538461538461, - "trades": 3900, - "losses": 2508, - "profits": 1389, - "percentage year profit": -93.2977123648133, - "mean deviation": 10.330985201133215, - "Sharpe ratio": -3.818521630670432, - "Sortino ratio": -5.791207553666374, - "calmar ratio": -0.9358028627521462, - "max drawdown": 99.6980411990082, - "profit/deviation ratio": -9.030863034687087 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8017953205361363, plot=False, step=0.7179517789085855)": { + "winrate": 48.221707541482914, + "trades": 31519, + "losses": 16088, + "profits": 15199, + "percentage year profit": -99.99951242995192, + "mean deviation": 30.573175070207704, + "Sharpe ratio": -16.734254550173514, + "Sortino ratio": -23.764988302778054, + "calmar ratio": -0.9999951243225075, + "max drawdown": 99.99999999770117, + "profit/deviation ratio": -3.270825231606295 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.8905914247127888, plot=False, step=0.034003948586157844)": { - "winrate": 35.61538461538461, - "trades": 3900, - "losses": 2508, - "profits": 1389, - "percentage year profit": -93.2977123648133, - "mean deviation": 10.330985201133215, - "Sharpe ratio": -3.818521630670432, - "Sortino ratio": -5.791207553666374, - "calmar ratio": -0.9358028627521462, - "max drawdown": 99.6980411990082, - "profit/deviation ratio": -9.030863034687087 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.728904836851033, plot=False, step=0.7179517789085855)": { + "winrate": 48.20369836233696, + "trades": 31203, + "losses": 15935, + "profits": 15041, + "percentage year profit": -99.99954518818181, + "mean deviation": 27.09497955372486, + "Sharpe ratio": -16.8974067350528, + "Sortino ratio": -23.892461025946588, + "calmar ratio": -0.9999954519015928, + "max drawdown": 99.99999999802253, + "profit/deviation ratio": -3.690703843857836 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.768014904921995, plot=False, step=0.034003948586157844)": { - "winrate": 35.61538461538461, - "trades": 3900, - "losses": 2508, - "profits": 1389, - "percentage year profit": -93.2977123648133, - "mean deviation": 10.330985201133215, - "Sharpe ratio": -3.818521630670432, - "Sortino ratio": 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10.330985201133215, - "Sharpe ratio": -3.818521630670432, - "Sortino ratio": -5.791207553666374, - "calmar ratio": -0.9358028627521462, - "max drawdown": 99.6980411990082, - "profit/deviation ratio": -9.030863034687087 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8819748525897501, plot=False, step=0.7179517789085855)": { + "winrate": 48.179898515553596, + "trades": 31729, + "losses": 16209, + "profits": 15287, + "percentage year profit": -99.99959924516686, + "mean deviation": 30.71421690234914, + "Sharpe ratio": -16.93378632248608, + "Sortino ratio": -24.048370305171296, + "calmar ratio": -0.9999959924680365, + "max drawdown": 99.99999999836321, + "profit/deviation ratio": -3.255808199932277 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.718719477011626, plot=False, step=0.034003948586157844)": { - "winrate": 35.61538461538461, - "trades": 3900, - "losses": 2508, - "profits": 1389, - "percentage year profit": -93.2977123648133, - "mean deviation": 10.330985201133215, - "Sharpe ratio": -3.818521630670432, - "Sortino ratio": -5.791207553666374, - "calmar ratio": -0.9358028627521462, - "max drawdown": 99.6980411990082, - "profit/deviation ratio": -9.030863034687087 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.2912993816766534, plot=False, step=0.7179517789085855)": { + "winrate": 48.264249520032735, + "trades": 31773, + "losses": 16206, + "profits": 15335, + "percentage year profit": -99.9996063111807, + "mean deviation": 30.158443122615093, + "Sharpe ratio": -16.894352243428827, + "Sortino ratio": -24.032133264559175, + "calmar ratio": -0.9999960631294622, + "max drawdown": 99.99999999823447, + "profit/deviation ratio": -3.3158079780382756 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.903707252978516, plot=False, step=0.034003948586157844)": { - "winrate": 35.61538461538461, - "trades": 3900, - "losses": 2508, - "profits": 1389, - "percentage year profit": -93.2977123648133, - "mean deviation": 10.330985201133215, - "Sharpe ratio": -3.818521630670432, - "Sortino ratio": -5.791207553666374, - "calmar ratio": -0.9358028627521462, - "max drawdown": 99.6980411990082, - "profit/deviation ratio": -9.030863034687087 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.0796505671840677, plot=False, step=0.7179517789085855)": { + "winrate": 48.264249520032735, + "trades": 31773, + "losses": 16206, + "profits": 15335, + "percentage year profit": -99.9996063111807, + "mean deviation": 30.158443122615093, + "Sharpe ratio": -16.894352243428827, + "Sortino ratio": -24.032133264559175, + "calmar ratio": -0.9999960631294622, + "max drawdown": 99.99999999823447, + "profit/deviation ratio": -3.3158079780382756 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.933485776104006, plot=False, step=0.034003948586157844)": { - "winrate": 35.61538461538461, - "trades": 3900, - "losses": 2508, - "profits": 1389, - "percentage year profit": -93.2977123648133, - "mean deviation": 10.330985201133215, - "Sharpe ratio": -3.818521630670432, - "Sortino ratio": -5.791207553666374, - "calmar ratio": -0.9358028627521462, - "max drawdown": 99.6980411990082, - "profit/deviation ratio": -9.030863034687087 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.052650622296294, plot=False, step=0.7179517789085855)": { + "winrate": 48.264249520032735, + "trades": 31773, + "losses": 16206, + "profits": 15335, + "percentage year profit": -99.9996063111807, + "mean deviation": 30.158443122615093, + "Sharpe ratio": -16.894352243428827, + "Sortino ratio": -24.032133264559175, + "calmar ratio": -0.9999960631294622, + "max drawdown": 99.99999999823447, + "profit/deviation ratio": -3.3158079780382756 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.41144777789250986, plot=False, step=0.034003948586157844)": { - "winrate": 35.61538461538461, - "trades": 3900, - "losses": 2508, - "profits": 1389, - "percentage year profit": -93.2977123648133, - "mean deviation": 10.330985201133215, - "Sharpe ratio": -3.818521630670432, - "Sortino ratio": -5.791207553666374, - "calmar ratio": -0.9358028627521462, - "max drawdown": 99.6980411990082, - "profit/deviation ratio": -9.030863034687087 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.394077978276369, plot=False, step=0.7179517789085855)": { + "winrate": 48.264249520032735, + "trades": 31773, + "losses": 16206, + "profits": 15335, + "percentage year profit": -99.9996063111807, + "mean deviation": 30.158443122615093, + "Sharpe ratio": -16.894352243428827, + "Sortino ratio": -24.032133264559175, + "calmar ratio": -0.9999960631294622, + "max drawdown": 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year profit": -86.80359652759839, - "mean deviation": 7.52991546475769, - "Sharpe ratio": -3.2210601374780055, - "Sortino ratio": -4.61904304430411, - "calmar ratio": -0.8840541209395326, - "max drawdown": 98.18810237018913, - "profit/deviation ratio": -11.527831478834763 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.6842278384511764, plot=False, step=0.9555938177273277)": { + "winrate": 49.88660127831287, + "trades": 33951, + "losses": 16765, + "profits": 16937, + "percentage year profit": -99.99981072219036, + "mean deviation": 13.93038681665574, + "Sharpe ratio": -17.10626537443156, + "Sortino ratio": -23.411583340871903, + "calmar ratio": -0.9999981072375057, + "max drawdown": 99.99999999843979, + "profit/deviation ratio": -7.178537971582131 }, - "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=61, multiplier=1.771561000000001, plot=False)": { - "winrate": 32.72954403497813, - "trades": 1601, - "losses": 1077, - "profits": 524, - "percentage year profit": -86.84096739358567, - "mean deviation": 7.469650282332206, - "Sharpe ratio": -3.149593160712882, - "Sortino ratio": -4.538534838314461, - "calmar ratio": -0.8853795046501791, - "max drawdown": 98.0833269095124, - "profit/deviation ratio": -11.625841118557938 + "ticker: ADA/USDT XRP/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.9701723378487251, plot=False, step=0.8687216524793887)": { + "winrate": 49.49323317236034, + "trades": 33546, + "losses": 16699, + "profits": 16603, + "percentage year profit": -99.99981090300443, + "mean deviation": 13.418303968531381, + "Sharpe ratio": -17.44424466032734, + "Sortino ratio": -23.838838962655874, + "calmar ratio": -0.999998109041193, + "max drawdown": 99.99999999888513, + "profit/deviation ratio": -7.452492590533355 } }, "ETH/USDT XMR/USDT": { @@ -130329,18 +130329,57 @@ "max drawdown": 23.563537717661998, "profit/deviation ratio": 21.715493689230804 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.01, plot=False, step=0.007400249944258173)": { - "winrate": 35.09234828496042, - "trades": 379, - "losses": 246, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=200, window_dev=1)": { + "winrate": 33.92857142857143, + "trades": 168, + "losses": 111, + "profits": 57, + "percentage year profit": 210.04529218795435, + "mean deviation": 13.507643201705408, + "Sharpe ratio": 1.812776525450183, + "Sortino ratio": 2.529223049825551, + "calmar ratio": 7.48231591963078, + "max drawdown": 28.07222983419807, + "profit/deviation ratio": 15.550106636029227 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=100, window_dev=0.5)": { + "winrate": 28.541226215644823, + "trades": 473, + "losses": 338, + "profits": 135, + "percentage year profit": 204.35696592353344, + "mean deviation": 12.946336123869347, + "Sharpe ratio": 1.952179891863389, + "Sortino ratio": 2.76925218616756, + "calmar ratio": 7.246834977286205, + "max drawdown": 28.199478332824, + "profit/deviation ratio": 15.784926636251745 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=200, window_dev=1.5)": { + "winrate": 37.6, + "trades": 125, + "losses": 78, + "profits": 47, + "percentage year profit": 187.91863459688813, + "mean deviation": 12.392876981313407, + "Sharpe ratio": 1.6810068446801305, + "Sortino ratio": 2.3309723765461654, + "calmar ratio": 5.850807788920591, + "max drawdown": 32.11840849612956, + "profit/deviation ratio": 15.163439036814546 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.013310000000000002, plot=False, step=0.0017715610000000007)": { + "winrate": 40.92307692307692, + "trades": 325, + "losses": 192, "profits": 133, - "percentage year profit": 161.35581314760876, - "mean deviation": 9.203337250046497, - "Sharpe ratio": 1.7728834395733852, - "Sortino ratio": 2.4923510466247816, - "calmar ratio": 6.118228426618665, - "max drawdown": 26.37296320052316, - "profit/deviation ratio": 17.532315589846885 + "percentage year profit": 186.5635475954968, + "mean deviation": 12.698087871808154, + "Sharpe ratio": 1.5857145602689986, + "Sortino ratio": 2.24865494705347, + "calmar ratio": 4.583091663317302, + "max drawdown": 40.70692041547772, + "profit/deviation ratio": 14.6922552024308 }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=100, window_dev=1.5)": { "winrate": 38.864628820960704, @@ -130355,6 +130394,97 @@ "max drawdown": 28.085965608573858, "profit/deviation ratio": 17.242428424881716 }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=190, window_dev=1.5)": { + "winrate": 37.2093023255814, + "trades": 129, + "losses": 81, + "profits": 48, + "percentage year profit": 183.03522298623957, + "mean deviation": 11.978865077284489, + "Sharpe ratio": 1.7437344487829627, + "Sortino ratio": 2.423553956609039, + "calmar ratio": 5.958458833600571, + "max drawdown": 30.71855123913565, + "profit/deviation ratio": 15.279846780587679 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.012100000000000001, plot=False, step=0.0017715610000000007)": { + "winrate": 40.390879478827365, + "trades": 307, + "losses": 183, + "profits": 124, + "percentage year profit": 175.9593831387543, + "mean deviation": 12.859340960443156, + "Sharpe ratio": 1.638207819756988, + "Sortino ratio": 2.3125989465316326, + "calmar ratio": 4.316527096372334, + "max drawdown": 40.76410948204933, + "profit/deviation ratio": 13.6833904381279 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=140, window_dev=1)": { + "winrate": 35.80786026200873, + "trades": 229, + "losses": 147, + "profits": 82, + "percentage year profit": 175.54301182644312, + "mean deviation": 11.49580044947824, + "Sharpe ratio": 1.9169720954767715, + "Sortino ratio": 2.6631128089461646, + "calmar ratio": 5.8196079194465735, + "max drawdown": 30.164061609692894, + "profit/deviation ratio": 15.270186064721615 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=110, window_dev=0.5)": { + "winrate": 29.47845804988662, + "trades": 441, + "losses": 310, + "profits": 130, + "percentage year profit": 175.49669005511547, + "mean deviation": 11.814753194225364, + "Sharpe ratio": 1.8212231313402865, + "Sortino ratio": 2.564939228407294, + "calmar ratio": 5.617987785587168, + "max drawdown": 31.238353793745976, + "profit/deviation ratio": 14.85402929456809 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.011000000000000001, plot=False, step=0.0019487171000000009)": { + "winrate": 37.95379537953795, + "trades": 303, + "losses": 188, + "profits": 115, + "percentage year profit": 175.30220984276968, + "mean deviation": 12.895113027545865, + "Sharpe ratio": 1.59809225635962, + "Sortino ratio": 2.2356841454308483, + "calmar ratio": 4.382562687521905, + "max drawdown": 39.99993208126666, + "profit/deviation ratio": 13.594468654000806 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=90, window_dev=1)": { + "winrate": 34.67048710601719, + "trades": 349, + "losses": 228, + "profits": 121, + "percentage year profit": 174.50618484502192, + "mean deviation": 11.895685165184537, + "Sharpe ratio": 1.7650594114744966, + "Sortino ratio": 2.4777203813686244, + "calmar ratio": 5.920916306508704, + "max drawdown": 29.47283423905046, + "profit/deviation ratio": 14.669704386238674 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.011000000000000001, plot=False, step=0.0017715610000000007)": { + "winrate": 40.830449826989614, + "trades": 289, + "losses": 171, + "profits": 118, + "percentage year profit": 173.80046459186747, + "mean deviation": 13.585439214712954, + "Sharpe ratio": 1.5805336878795317, + "Sortino ratio": 2.211493242396541, + "calmar ratio": 4.05796904337054, + "max drawdown": 42.82942100699447, + "profit/deviation ratio": 12.793142852801001 + }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=90, window_dev=1.5)": { "winrate": 37.254901960784316, "trades": 255, @@ -130368,6 +130498,110 @@ "max drawdown": 25.552498259155865, "profit/deviation ratio": 16.331164244603883 }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.01, plot=False, step=0.0014641000000000003)": { + "winrate": 37.83783783783784, + "trades": 259, + "losses": 161, + "profits": 98, + "percentage year profit": 164.2560641636233, + "mean deviation": 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+ "mean deviation": 9.203337250046497, + "Sharpe ratio": 1.7728834395733852, + "Sortino ratio": 2.4923510466247816, + "calmar ratio": 6.118228426618665, + "max drawdown": 26.37296320052316, + "profit/deviation ratio": 17.532315589846885 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.012100000000000001, plot=False, step=0.0019487171000000009)": { + "winrate": 40.0611620795107, + "trades": 327, + "losses": 196, + "profits": 131, + "percentage year profit": 158.14957426663554, + "mean deviation": 12.947762955380737, + "Sharpe ratio": 1.512247448388941, + "Sortino ratio": 2.1500022693777496, + "calmar ratio": 3.516613798101384, + "max drawdown": 44.97211901745376, + "profit/deviation ratio": 12.214432316349512 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=11, multiplier=9.849732675807628, plot=False)": { + "winrate": 42.592592592592595, + "trades": 108, + "losses": 62, + "profits": 46, + "percentage year profit": 155.8225658136112, + "mean deviation": 12.506092225902584, + "Sharpe ratio": 1.4622442504219912, + "Sortino ratio": 1.99166408181578, + "calmar ratio": 3.449634445985347, + "max drawdown": 45.17074729322583, + "profit/deviation ratio": 12.45973266460261 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=140, window_dev=0.5)": { + "winrate": 28.493150684931507, + "trades": 365, + "losses": 261, + "profits": 104, + "percentage year profit": 155.07420023556227, + "mean deviation": 13.108431292853298, + "Sharpe ratio": 1.6759534591823435, + "Sortino ratio": 2.3543183654146307, + "calmar ratio": 4.398079197418968, + "max drawdown": 35.25952882489434, + "profit/deviation ratio": 11.830111229259641 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.012100000000000001, plot=False, step=0.0014641000000000003)": { + "winrate": 39.64912280701755, + "trades": 285, + "losses": 172, + "profits": 113, + "percentage year profit": 155.0616776322029, + "mean deviation": 10.92910830268816, + "Sharpe ratio": 1.4233851078730209, + "Sortino ratio": 1.9907710176851283, + "calmar ratio": 4.91817147139996, + "max drawdown": 31.52831871233325, + "profit/deviation ratio": 14.187953247207131 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.013310000000000002, plot=False, step=0.0019487171000000009)": { + "winrate": 38.39541547277937, + "trades": 349, + "losses": 215, + "profits": 134, + "percentage year profit": 154.90859674583913, + "mean deviation": 13.033297881590439, + "Sharpe ratio": 1.393037397816944, + "Sortino ratio": 1.9888934504126137, + "calmar ratio": 3.444267284271507, + "max drawdown": 44.975776837424995, + "profit/deviation ratio": 11.885602412620973 + }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=180, window_dev=1.5)": { "winrate": 36.76470588235294, "trades": 136, @@ -130381,31 +130615,70 @@ "max drawdown": 28.876363547061878, "profit/deviation ratio": 15.906899911829823 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=100, window_dev=0.5)": { - "winrate": 28.541226215644823, - "trades": 473, - "losses": 338, - "profits": 135, - "percentage year profit": 204.35696592353344, - "mean deviation": 12.946336123869347, - "Sharpe ratio": 1.952179891863389, - "Sortino ratio": 2.76925218616756, - "calmar ratio": 7.246834977286205, - "max drawdown": 28.199478332824, - "profit/deviation ratio": 15.784926636251745 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=120, window_dev=0.5)": { + "winrate": 28.674698795180724, + "trades": 415, + "losses": 296, + "profits": 119, + "percentage year profit": 152.17848896276513, + "mean deviation": 11.637501712550621, + "Sharpe ratio": 1.678900712353297, + "Sortino 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1.5875951013299419, + "Sortino ratio": 2.2310858767496815, + "calmar ratio": 4.960327091111627, + "max drawdown": 30.26929266014483, + "profit/deviation ratio": 13.373991087143626 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=160, window_dev=0.5)": { + "winrate": 28.852459016393446, + "trades": 305, + "losses": 217, + "profits": 88, + "percentage year profit": 150.0126590337294, + "mean deviation": 11.57750922711316, + "Sharpe ratio": 1.7131833678834751, + "Sortino ratio": 2.385045572437835, + "calmar ratio": 4.6817643581351795, + "max drawdown": 32.041907186777294, + "profit/deviation ratio": 12.957248065276204 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=21, multiplier=13.109994191499954, plot=False)": { + "winrate": 46.03174603174603, + "trades": 63, + "losses": 34, + "profits": 29, + "percentage year profit": 149.76449117687628, + "mean deviation": 16.860751236476265, + "Sharpe ratio": 1.436613950649181, + "Sortino ratio": 1.9122894704171303, + "calmar ratio": 3.4012798004426252, + "max drawdown": 44.03180566249995, + "profit/deviation ratio": 8.882432880741298 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=130, window_dev=1)": { + "winrate": 33.87755102040816, + "trades": 245, + "losses": 162, + "profits": 83, + "percentage year profit": 148.3334960305714, + "mean deviation": 12.9931587639518, + "Sharpe ratio": 1.751775062983105, + "Sortino ratio": 2.4347195994717956, + "calmar ratio": 3.467164435214292, + "max drawdown": 42.78236547537829, + "profit/deviation ratio": 11.416276728804979 }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.01, plot=False, step=0.008140274938683991)": { "winrate": 34.02597402597402, @@ -130420,109 +130693,304 @@ "max drawdown": 29.321423096275335, "profit/deviation ratio": 15.424280353930264 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=190, window_dev=1.5)": { - "winrate": 37.2093023255814, - "trades": 129, - "losses": 81, - "profits": 48, - "percentage year profit": 183.03522298623957, - "mean deviation": 11.978865077284489, - "Sharpe ratio": 1.7437344487829627, - "Sortino ratio": 2.423553956609039, - "calmar ratio": 5.958458833600571, - "max drawdown": 30.71855123913565, - "profit/deviation ratio": 15.279846780587679 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=130, window_dev=0.5)": { + "winrate": 26.172839506172842, + "trades": 405, + "losses": 299, + "profits": 106, + "percentage year profit": 147.14822404218225, + "mean deviation": 12.286222665549888, + "Sharpe ratio": 1.5823899264845807, + "Sortino ratio": 2.2222997940212177, + "calmar ratio": 4.244237147848851, + "max drawdown": 34.67012302004916, + "profit/deviation ratio": 11.976685434391516 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.014641000000000003, plot=False, step=0.0014641000000000003)": { + "winrate": 38.83495145631068, + "trades": 309, + "losses": 189, + "profits": 120, + "percentage year profit": 147.13553064787766, + "mean deviation": 13.683192351424154, + "Sharpe ratio": 1.2702482995228122, + "Sortino ratio": 1.7882632198033466, + "calmar ratio": 3.387451870408185, + "max drawdown": 43.43546012659597, + "profit/deviation ratio": 10.753011933838941 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=41, multiplier=11.91817653772723, plot=False)": { + "winrate": 42.028985507246375, + "trades": 69, + "losses": 40, + "profits": 29, + "percentage year profit": 144.10006494430297, + "mean deviation": 17.6264338768821, + "Sharpe ratio": 1.3664570075117852, + "Sortino ratio": 1.7856783771139157, + "calmar ratio": 3.6440643165138757, + "max drawdown": 39.543776516589446, + "profit/deviation ratio": 8.17522511648241 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=110, window_dev=1)": { + "winrate": 32.441471571906355, + "trades": 299, + "losses": 202, + "profits": 97, + "percentage year profit": 143.98392215460345, + "mean deviation": 14.096390555624888, + "Sharpe ratio": 1.6423738658399052, + "Sortino ratio": 2.292752905390939, + "calmar ratio": 4.386494936066918, + "max drawdown": 32.824367576656634, + "profit/deviation ratio": 10.214240417533656 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=36, multiplier=11.91817653772723, plot=False)": { + "winrate": 41.42857142857143, + "trades": 70, + "losses": 41, + "profits": 29, + "percentage year profit": 143.860762559708, + "mean deviation": 17.555256169302588, + "Sharpe ratio": 1.3752965317210957, + "Sortino ratio": 1.7942074363782687, + "calmar ratio": 3.638929552960854, + "max drawdown": 39.53381357510869, + "profit/deviation ratio": 8.1947401491791 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.011000000000000001, plot=False, step=0.0014641000000000003)": { + "winrate": 39.48339483394834, + "trades": 271, + "losses": 164, + "profits": 107, + "percentage year profit": 143.18824927339855, + "mean deviation": 12.62377927612999, + "Sharpe ratio": 1.4101173232093238, + "Sortino ratio": 1.9561661345926282, + "calmar ratio": 3.8061743437867293, + "max drawdown": 37.61999223896345, + "profit/deviation ratio": 11.342740247696652 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.01, plot=False, step=0.0017715610000000007)": { + "winrate": 38.54545454545455, + "trades": 275, + "losses": 169, + "profits": 106, + "percentage year profit": 141.6128335446674, + "mean deviation": 13.601910703493218, + "Sharpe ratio": 1.3511058143645318, + "Sortino ratio": 1.892608722961206, + "calmar ratio": 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"percentage year profit": 174.50618484502192, - "mean deviation": 11.895685165184537, - "Sharpe ratio": 1.7650594114744966, - "Sortino ratio": 2.4777203813686244, - "calmar ratio": 5.920916306508704, - "max drawdown": 29.47283423905046, - "profit/deviation ratio": 14.669704386238674 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=160, window_dev=1.5)": { + "winrate": 35.61643835616438, + "trades": 146, + "losses": 94, + "profits": 52, + "percentage year profit": 133.170779083088, + "mean deviation": 11.657534368086562, + "Sharpe ratio": 1.5233883251865006, + "Sortino ratio": 2.1323230750504587, + "calmar ratio": 4.004765739863397, + "max drawdown": 33.25307589343053, + "profit/deviation ratio": 11.42358022530508 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.01, plot=False, step=0.006727499949325611)": { - "winrate": 34.300791556728235, - "trades": 379, - "losses": 249, - "profits": 130, - "percentage year profit": 130.00381136614916, - "mean deviation": 9.091282336662317, - "Sharpe ratio": 1.5840693258183742, - "Sortino ratio": 2.22712875036523, - "calmar ratio": 4.852093688093519, - "max drawdown": 26.79334318815063, - "profit/deviation ratio": 14.299832141598351 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=80, window_dev=1)": { + "winrate": 32.904884318766065, + "trades": 389, + "losses": 261, + "profits": 128, + "percentage year profit": 132.67272756507774, + "mean deviation": 11.392225051441471, + "Sharpe ratio": 1.5511643587226243, + "Sortino ratio": 2.172066219285602, + "calmar ratio": 4.471872059344756, + "max drawdown": 29.66827445070459, + "profit/deviation ratio": 11.645901214731577 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.012100000000000001, plot=False, step=0.0014641000000000003)": { - "winrate": 39.64912280701755, - "trades": 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limit: 1000 :: strategy_bollinger_breakout(plot=False, window=170, window_dev=0.5)": { + "winrate": 28.668941979522184, + "trades": 293, + "losses": 209, + "profits": 84, + "percentage year profit": 122.99688844918349, + "mean deviation": 10.524058329895118, + "Sharpe ratio": 1.605639161191889, + "Sortino ratio": 2.2240996115360354, + "calmar ratio": 3.744285372162647, + "max drawdown": 32.84922921837611, + "profit/deviation ratio": 11.687210826244943 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.011000000000000001, plot=False, step=0.0016105100000000005)": { + "winrate": 39.14590747330961, + "trades": 281, + "losses": 171, + "profits": 110, + "percentage year profit": 122.39073606543856, + "mean deviation": 14.087058196513949, + "Sharpe ratio": 1.284599505048441, + "Sortino ratio": 1.778402862919156, + "calmar ratio": 2.5640386455598363, + "max drawdown": 47.73357697918612, + "profit/deviation ratio": 8.688168555712076 + }, + 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multiplier=13.109994191499954, plot=False)": { + "winrate": 46.666666666666664, + "trades": 60, + "losses": 32, + "profits": 28, + "percentage year profit": 118.27273728287379, + "mean deviation": 17.472174748268998, + "Sharpe ratio": 1.1669723302421935, + "Sortino ratio": 1.5688456656867917, + "calmar ratio": 2.512243819210437, + "max drawdown": 47.0785265261575, + "profit/deviation ratio": 6.769205264192501 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.011000000000000001, plot=False, step=0.005054470284992944)": { + "winrate": 36.523929471032744, + "trades": 397, + "losses": 252, + "profits": 145, + "percentage year profit": 117.87817228570296, + "mean deviation": 10.240811171951448, + "Sharpe ratio": 1.4914356727474163, + "Sortino ratio": 2.1213944514879715, + "calmar ratio": 4.16535848614924, + "max drawdown": 28.299646399625523, + "profit/deviation ratio": 11.5106284362082 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 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interval: 1h, limit: 1000 :: strategy_supertrend(length=46, multiplier=14.420993610649951, plot=False)": { + "winrate": 40.816326530612244, + "trades": 49, + "losses": 29, + "profits": 20, + "percentage year profit": 116.35952437118053, + "mean deviation": 13.041411157512202, + "Sharpe ratio": 1.1967778002360077, + "Sortino ratio": 1.5503008532258569, + "calmar ratio": 3.7062656617365204, + "max drawdown": 31.39535451343276, + "profit/deviation ratio": 8.92231085775977 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=80, window_dev=0.5)": { + "winrate": 28.836424957841484, + "trades": 593, + "losses": 421, + "profits": 171, + "percentage year profit": 115.34817581244741, + "mean deviation": 10.149496108838155, + "Sharpe ratio": 1.436155843668208, + "Sortino ratio": 2.0319367938575326, + "calmar ratio": 3.4355696634219126, + "max drawdown": 33.574686911619125, + "profit/deviation ratio": 11.364916501815545 + }, + "ticker: 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strategy_parabolic_SAR(max_step=0.023579476910000015, plot=False, step=0.0012100000000000001)": { - "winrate": 38.983050847457626, - "trades": 295, - "losses": 180, - "profits": 115, - "percentage year profit": 135.0831716018686, - "mean deviation": 11.280116591578771, - "Sharpe ratio": 1.15424116654386, - "Sortino ratio": 1.6312107514011376, - "calmar ratio": 3.8372092209104864, - "max drawdown": 35.20349395225739, - "profit/deviation ratio": 11.975334696692375 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.01, plot=False, step=0.0028531167061100022)": { + "winrate": 37.53753753753754, + "trades": 333, + "losses": 208, + "profits": 125, + "percentage year profit": 109.24355496622033, + "mean deviation": 9.42083821153994, + "Sharpe ratio": 1.2813964008463308, + "Sortino ratio": 1.7891789931964308, + "calmar ratio": 3.0023063373575156, + "max drawdown": 36.38654510597716, + "profit/deviation ratio": 11.595948525302536 }, - "ticker: ETH/USDT 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10.240811171951448, - "Sharpe ratio": 1.4914356727474163, - "Sortino ratio": 2.1213944514879715, - "calmar ratio": 4.16535848614924, - "max drawdown": 28.299646399625523, - "profit/deviation ratio": 11.5106284362082 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.011000000000000001, plot=False, step=0.008140274938683991)": { + "winrate": 35.79952267303103, + "trades": 419, + "losses": 269, + "profits": 150, + "percentage year profit": 105.41013206963, + "mean deviation": 10.908857373413671, + "Sharpe ratio": 1.4256670812834757, + "Sortino ratio": 2.0234541588391686, + "calmar ratio": 2.9402630994993824, + "max drawdown": 35.85057816342266, + "profit/deviation ratio": 9.662802295548243 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.01, plot=False, step=0.002593742460100002)": { + "winrate": 36.22291021671827, + "trades": 323, + "losses": 206, + "profits": 117, + "percentage year profit": 104.87959242764853, + "mean deviation": 10.305323785131208, + "Sharpe ratio": 1.2065130666448656, + "Sortino ratio": 1.69268382293843, + "calmar ratio": 2.658107918194182, + "max drawdown": 39.45648395603884, + "profit/deviation ratio": 10.177224375906711 }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=80, window_dev=1.5)": { "winrate": 37.80918727915194, @@ -130927,57 +131642,83 @@ "max drawdown": 33.27799021290796, "profit/deviation ratio": 11.470131259842544 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=160, window_dev=1.5)": { - "winrate": 35.61643835616438, - "trades": 146, - "losses": 94, - "profits": 52, - "percentage year profit": 133.170779083088, - "mean deviation": 11.657534368086562, - "Sharpe ratio": 1.5233883251865006, - "Sortino ratio": 2.1323230750504587, - "calmar ratio": 4.004765739863397, - "max drawdown": 33.25307589343053, - "profit/deviation ratio": 11.42358022530508 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.011000000000000001, plot=False, step=0.006115909044841464)": { + "winrate": 35.59322033898305, + "trades": 413, + "losses": 266, + "profits": 147, + "percentage year profit": 103.45519526799278, + "mean deviation": 10.991223885323835, + "Sharpe ratio": 1.3008387027188641, + "Sortino ratio": 1.8509528564901279, + "calmar ratio": 3.4397533878403093, + "max drawdown": 30.076340831209524, + "profit/deviation ratio": 9.41252733520719 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=130, window_dev=1)": { - "winrate": 33.87755102040816, - "trades": 245, - "losses": 162, - "profits": 83, - "percentage year profit": 148.3334960305714, - "mean deviation": 12.9931587639518, - "Sharpe ratio": 1.751775062983105, - "Sortino ratio": 2.4347195994717956, - "calmar ratio": 3.467164435214292, - "max drawdown": 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drawdown": 33.574686911619125, - "profit/deviation ratio": 11.364916501815545 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.012100000000000001, plot=False, step=0.0012100000000000001)": { + "winrate": 39.92395437262358, + "trades": 263, + "losses": 158, + "profits": 105, + "percentage year profit": 103.09396893368033, + "mean deviation": 12.832804959758109, + "Sharpe ratio": 1.0207047783379661, + "Sortino ratio": 1.4229984902918225, + "calmar ratio": 2.520148413549174, + "max drawdown": 40.90789589192928, + "profit/deviation ratio": 8.033627040773133 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.011000000000000001, plot=False, step=0.0014641000000000003)": { - "winrate": 39.48339483394834, - "trades": 271, - "losses": 164, - "profits": 107, - "percentage year profit": 143.18824927339855, - "mean deviation": 12.62377927612999, - "Sharpe ratio": 1.4101173232093238, - "Sortino ratio": 1.9561661345926282, - "calmar ratio": 3.8061743437867293, - "max drawdown": 37.61999223896345, - "profit/deviation ratio": 11.342740247696652 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.011000000000000001, plot=False, step=0.0023579476910000016)": { + "winrate": 37.68545994065282, + "trades": 337, + "losses": 210, + "profits": 127, + "percentage year profit": 102.6619098106191, + "mean deviation": 16.102549256464428, + "Sharpe ratio": 1.1949151360678976, + "Sortino ratio": 1.675481919318118, + "calmar ratio": 2.3252374003891108, + "max drawdown": 44.15115196127475, + "profit/deviation ratio": 6.375506646527107 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=56, multiplier=13.109994191499954, plot=False)": { + "winrate": 40.35087719298245, + "trades": 57, + "losses": 34, + "profits": 23, + "percentage year profit": 102.41422379852439, + "mean deviation": 14.332324089663553, + "Sharpe ratio": 1.3039649717544208, + "Sortino ratio": 1.7054642083872467, + "calmar ratio": 3.0288402943226123, + "max drawdown": 33.813015493254625, + "profit/deviation ratio": 7.145681548771657 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=180, window_dev=1)": { + "winrate": 32.98969072164948, + "trades": 194, + "losses": 130, + "profits": 64, + "percentage year profit": 102.00389774705192, + "mean deviation": 12.5812989249985, + "Sharpe ratio": 1.3377699041087658, + "Sortino ratio": 1.8371698018038922, + "calmar ratio": 2.645844440088899, + "max drawdown": 38.55249242983637, + "profit/deviation ratio": 8.107580811419604 }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.01, plot=False, step=0.005559917313492239)": { "winrate": 33.95225464190981, @@ -130992,96 +131733,96 @@ "max drawdown": 26.809596803247203, "profit/deviation ratio": 11.318547924126033 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.01, plot=False, step=0.003797498335832414)": { - "winrate": 35.61253561253561, - "trades": 351, - "losses": 226, - "profits": 125, - "percentage year profit": 131.06944734718954, - "mean deviation": 11.600339735991044, - "Sharpe ratio": 1.528467082107653, - "Sortino ratio": 2.1269649570182168, - "calmar ratio": 4.13291411974019, - "max drawdown": 31.713566638405986, - "profit/deviation ratio": 11.298759375170315 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=21, multiplier=7.400249944258172, plot=False)": { - "winrate": 37.908496732026144, - "trades": 153, - "losses": 95, - "profits": 58, - "percentage year profit": 135.7982352920708, - "mean deviation": 12.145998959535312, - "Sharpe ratio": 1.4267088765117473, - "Sortino ratio": 1.916381358065324, - "calmar ratio": 4.30408765075353, - "max drawdown": 31.550992059442883, - "profit/deviation ratio": 11.180491266670275 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=36, multiplier=13.109994191499954, plot=False)": { + "winrate": 40.0, + "trades": 60, + "losses": 36, + "profits": 24, + "percentage year profit": 101.21563914054335, + "mean deviation": 17.867473553871886, + "Sharpe ratio": 1.1315939831818533, + "Sortino ratio": 1.5022353166636682, + "calmar ratio": 2.1827985196881117, + "max drawdown": 46.369666383595266, + "profit/deviation ratio": 5.664798598154908 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=6, multiplier=7.400249944258172, plot=False)": { - "winrate": 36.52694610778443, - "trades": 167, - "losses": 106, - "profits": 61, - "percentage year profit": 85.0522289671748, - "mean deviation": 7.677783308872846, - "Sharpe ratio": 1.3723132782155125, - "Sortino ratio": 1.8576368658026765, - "calmar ratio": 2.9065382925614, - "max drawdown": 29.26238033224814, - "profit/deviation ratio": 11.07770635684443 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.01, plot=False, step=0.004594972986357222)": { + "winrate": 35.73407202216066, + "trades": 361, + "losses": 232, + "profits": 129, + "percentage year profit": 101.1465865731032, + "mean deviation": 10.461118920857416, + "Sharpe ratio": 1.3919424478876392, + "Sortino ratio": 1.942256179851321, + "calmar ratio": 3.6143673176795623, + "max drawdown": 27.98458974502893, + "profit/deviation ratio": 9.668811466375436 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=16, multiplier=7.400249944258172, plot=False)": { - "winrate": 37.086092715231786, - "trades": 151, - "losses": 95, - "profits": 56, - "percentage year profit": 123.92208719794064, - "mean deviation": 11.225373249931744, - "Sharpe ratio": 1.4750069648707835, - "Sortino ratio": 1.9988773502870592, - "calmar ratio": 3.9959444442759624, - "max drawdown": 31.011964487007393, - "profit/deviation ratio": 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"profit/deviation ratio": 10.924588669102794 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=51, multiplier=14.420993610649951, plot=False)": { + "winrate": 40.816326530612244, + "trades": 49, + "losses": 29, + "profits": 20, + "percentage year profit": 99.25067509965186, + "mean deviation": 10.576956435216996, + "Sharpe ratio": 1.2852655573429737, + "Sortino ratio": 1.6728140807336844, + "calmar ratio": 3.1849517682730832, + "max drawdown": 31.162379313978338, + "profit/deviation ratio": 9.383670596315135 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=16, multiplier=9.849732675807628, plot=False)": { - "winrate": 39.62264150943396, - "trades": 106, - "losses": 64, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=21, multiplier=8.954302432552389, plot=False)": { + "winrate": 34.42622950819672, + "trades": 122, + "losses": 80, "profits": 42, - "percentage year profit": 120.23837673486892, - "mean deviation": 11.006941326944572, - "Sharpe ratio": 1.237986724620305, - "Sortino ratio": 1.6929668948809298, - "calmar ratio": 2.9549981234003337, - "max drawdown": 40.689831842096034, - "profit/deviation ratio": 10.923868235813156 + "percentage year profit": 99.0407714825029, + "mean deviation": 14.091219320067816, + "Sharpe ratio": 0.9475709351055339, + "Sortino ratio": 1.2669863888406157, + "calmar ratio": 2.0251883057605116, + "max drawdown": 48.904475302759806, + "profit/deviation ratio": 7.028545169363403 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.014641000000000003, plot=False, step=0.0014641000000000003)": { - "winrate": 38.83495145631068, - "trades": 309, - "losses": 189, - "profits": 120, - "percentage year profit": 147.13553064787766, - "mean deviation": 13.683192351424154, - "Sharpe ratio": 1.2702482995228122, - "Sortino ratio": 1.7882632198033466, - "calmar ratio": 3.387451870408185, - "max drawdown": 43.43546012659597, - "profit/deviation ratio": 10.753011933838941 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.012100000000000001, plot=False, step=0.002143588810000001)": { + "winrate": 37.89173789173789, + "trades": 351, + "losses": 218, + "profits": 133, + "percentage year profit": 98.98057439469106, + "mean deviation": 12.678916289349035, + "Sharpe ratio": 1.182956409305621, + "Sortino ratio": 1.6774597298988931, + "calmar ratio": 2.4201812238238, + "max drawdown": 40.89800111675327, + "profit/deviation ratio": 7.806706199159941 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=66, multiplier=13.109994191499954, plot=False)": { + "winrate": 40.67796610169492, + "trades": 59, + "losses": 35, + "profits": 24, + "percentage year profit": 98.96424013972671, + "mean deviation": 14.576393891031453, + "Sharpe ratio": 1.217212946583496, + "Sortino ratio": 1.5894161036620649, + "calmar ratio": 2.821789106347918, + "max drawdown": 35.07145162517497, + "profit/deviation ratio": 6.789350018910872 }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.01, plot=False, step=0.005054470284992944)": { "winrate": 34.68834688346883, @@ -131096,746 +131837,1123 @@ "max drawdown": 28.129280133412095, "profit/deviation ratio": 10.639908565293892 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.014641000000000003, plot=False, step=0.0017715610000000007)": { - "winrate": 40.92219020172911, - "trades": 347, - "losses": 205, - "profits": 142, - "percentage year profit": 139.31009814818998, - "mean deviation": 13.223882393231126, - "Sharpe ratio": 1.2762619832647089, - "Sortino ratio": 1.7854914867733882, - "calmar ratio": 3.386055779180389, - "max drawdown": 41.14229275393409, - "profit/deviation ratio": 10.534735110734067 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=11, multiplier=8.954302432552389, plot=False)": { + "winrate": 40.32258064516129, + "trades": 124, + "losses": 74, + "profits": 50, + "percentage year profit": 98.47706612951201, + "mean deviation": 14.367437051574933, + "Sharpe ratio": 1.0401875404694494, + "Sortino ratio": 1.4100269540966137, + "calmar ratio": 2.129370016189489, + "max drawdown": 46.247042731322416, + "profit/deviation ratio": 6.854184624300625 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=150, window_dev=1.5)": { - "winrate": 38.46153846153847, - "trades": 156, - "losses": 96, - "profits": 60, - "percentage year profit": 114.73593662279407, - "mean deviation": 10.911126962421205, - "Sharpe ratio": 1.5103219785455222, - "Sortino ratio": 2.1130465197015744, - "calmar ratio": 3.54546440539264, - "max drawdown": 32.361328024695744, - "profit/deviation ratio": 10.51549826319076 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.013310000000000002, plot=False, step=0.0013310000000000002)": { + "winrate": 37.992831541218635, + "trades": 279, + "losses": 173, + "profits": 106, + "percentage year profit": 97.8888782097245, + "mean deviation": 9.883161098478663, + "Sharpe ratio": 1.0799393818796703, + "Sortino ratio": 1.507719681133732, + "calmar ratio": 2.8729483915731544, + "max drawdown": 34.072619785600466, + "profit/deviation ratio": 9.904612222175833 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.01, plot=False, step=0.0034522712143931033)": { - "winrate": 36.31123919308357, - "trades": 347, - "losses": 221, - "profits": 126, - "percentage year profit": 106.7397279948481, - "mean deviation": 10.177431787732125, - "Sharpe ratio": 1.3393130116766505, - "Sortino ratio": 1.8605931144709962, - "calmar ratio": 3.4984691014799703, - "max drawdown": 30.510410381984965, - "profit/deviation ratio": 10.487884391768869 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.012100000000000001, plot=False, step=0.0013310000000000002)": { + "winrate": 39.1941391941392, + "trades": 273, + "losses": 166, + "profits": 107, + "percentage year profit": 97.30641771033316, + "mean deviation": 10.08014799362253, + "Sharpe ratio": 1.0325685209476079, + "Sortino ratio": 1.440234211398156, + "calmar ratio": 3.0208700853277546, + "max drawdown": 32.211387766374514, + "profit/deviation ratio": 9.6532727269378 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=6, multiplier=8.140274938683989, plot=False)": { - "winrate": 39.59731543624161, - "trades": 149, - "losses": 90, - "profits": 59, - "percentage year profit": 129.03986094595302, - "mean deviation": 12.374993454378592, - "Sharpe ratio": 1.4848034499156957, - "Sortino ratio": 2.0401571671297374, - "calmar ratio": 3.9693323779908973, - "max drawdown": 32.50921027965599, - "profit/deviation ratio": 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"winrate": 40.5940594059406, + "trades": 101, + "losses": 60, + "profits": 41, + "percentage year profit": 95.21558755751039, + "mean deviation": 12.12133860030625, + "Sharpe ratio": 1.0827389207362845, + "Sortino ratio": 1.4643348774853746, + "calmar ratio": 2.0845138510589916, + "max drawdown": 45.677598884333726, + "profit/deviation ratio": 7.855204008169917 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.021435888100000012, plot=False, step=0.0012100000000000001)": { + "winrate": 38.46153846153847, + "trades": 299, + "losses": 184, "profits": 115, - "percentage year profit": 124.00115821657005, - "mean deviation": 12.094130105097474, - "Sharpe ratio": 1.2542463157789296, - "Sortino ratio": 1.752692739273485, - "calmar ratio": 2.8551494045400663, - "max drawdown": 43.43070734560922, - "profit/deviation ratio": 10.253003493348036 + "percentage year profit": 95.1905885139543, + "mean deviation": 13.87060963083338, + "Sharpe ratio": 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"profits": 148, + "percentage year profit": 93.78878040842456, + "mean deviation": 11.772542796118286, + "Sharpe ratio": 1.2926010457855432, + "Sortino ratio": 1.8388149079231773, + "calmar ratio": 3.191258121646744, + "max drawdown": 29.38928060135353, + "profit/deviation ratio": 7.966739389501235 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=16, multiplier=8.140274938683989, plot=False)": { + "winrate": 37.77777777777778, + "trades": 135, + "losses": 84, + "profits": 51, + "percentage year profit": 92.93481126025442, + "mean deviation": 11.686195149535433, + "Sharpe ratio": 1.0677503642083834, + "Sortino ratio": 1.4414320355998345, + "calmar ratio": 2.420774131010852, + "max drawdown": 38.390533866721086, + "profit/deviation ratio": 7.952529464985779 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=26, multiplier=8.954302432552389, plot=False)": { + "winrate": 35.59322033898305, + "trades": 118, + "losses": 76, + "profits": 42, + "percentage year profit": 92.75898404334843, + "mean deviation": 13.00858172761387, + "Sharpe ratio": 0.8546441162929095, + "Sortino ratio": 1.1452856565104323, + "calmar ratio": 2.07015179835958, + "max drawdown": 44.807817531473816, + "profit/deviation ratio": 7.13059932171122 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.013310000000000002, plot=False, step=0.0012100000000000001)": { + "winrate": 38.00738007380074, + "trades": 271, + "losses": 168, + "profits": 103, + "percentage year profit": 91.58640632962323, + "mean deviation": 11.130552957235414, + "Sharpe ratio": 0.9350079078724304, + "Sortino ratio": 1.3008859290222998, + "calmar ratio": 2.3503137653939126, + "max drawdown": 38.96773600110084, + "profit/deviation ratio": 8.228378830908621 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.031384283767210024, plot=False, step=0.0012100000000000001)": { + "winrate": 38.36065573770492, + "trades": 305, + "losses": 188, + "profits": 117, + "percentage year profit": 91.06859881331384, + "mean deviation": 13.836361353167225, + "Sharpe ratio": 1.0766950151311798, + "Sortino ratio": 1.5063798158006418, + "calmar ratio": 2.408307596512113, + "max drawdown": 37.814355170081285, + "profit/deviation ratio": 6.581831486532238 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=140, window_dev=1.5)": { + "winrate": 35.46511627906977, + "trades": 172, + "losses": 111, + "profits": 61, + "percentage year profit": 90.80804229944783, + "mean deviation": 11.174786951207235, + "Sharpe ratio": 1.3663002766930532, + "Sortino ratio": 1.927927529235548, + "calmar ratio": 2.3288693198352033, + "max drawdown": 38.99233053826895, + "profit/deviation ratio": 8.126154234165302 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03797498335832414, plot=False, step=0.0012100000000000001)": { + "winrate": 37.86407766990291, + "trades": 309, + "losses": 192, + "profits": 117, + "percentage year profit": 88.72625859774479, + "mean deviation": 13.915167721688384, + "Sharpe ratio": 1.0661253623380444, + "Sortino ratio": 1.49242968820976, + "calmar ratio": 2.50834598800922, + "max drawdown": 35.37241633406541, + "profit/deviation ratio": 6.376226314502465 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=31, multiplier=8.140274938683989, plot=False)": { + "winrate": 40.57971014492754, + "trades": 138, + "losses": 82, + "profits": 56, + "percentage year profit": 88.45613354491945, + "mean deviation": 10.400409231104303, + "Sharpe ratio": 1.0672509732227298, + "Sortino ratio": 1.434097519093967, + "calmar ratio": 2.4089762155036003, + "max drawdown": 36.719388500242026, + "profit/deviation ratio": 8.505062789296348 + }, + "ticker: ETH/USDT 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strategy_supertrend(length=16, multiplier=6.115909044841463, plot=False)": { - "winrate": 35.348837209302324, - "trades": 215, - "losses": 139, - "profits": 76, - "percentage year profit": 65.61859917242818, - "mean deviation": 8.705039431463932, - "Sharpe ratio": 1.010246272303044, - "Sortino ratio": 1.3847257582451842, - "calmar ratio": 1.9769506941009638, - "max drawdown": 33.19182383669352, - "profit/deviation ratio": 7.538001371395632 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.014641000000000003, plot=False, step=0.0012100000000000001)": { - "winrate": 38.70967741935484, - "trades": 279, - "losses": 171, - "profits": 108, - "percentage year profit": 105.64443246376251, - "mean deviation": 14.207129855717533, - "Sharpe ratio": 1.0179428264339325, - "Sortino ratio": 1.4207142585018409, - "calmar ratio": 2.154610392356222, - "max drawdown": 49.03180307611563, - "profit/deviation ratio": 7.43601512315641 - }, - "ticker: ETH/USDT 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strategy_supertrend(length=71, multiplier=14.420993610649951, plot=False)": { + "winrate": 44.680851063829785, + "trades": 47, "losses": 26, - "profits": 20, - "percentage year profit": 67.04784593277675, - "mean deviation": 9.520288251987557, - "Sharpe ratio": 1.3038335490839033, - "Sortino ratio": 1.6884658391427108, - "calmar ratio": 1.8458078067995736, - "max drawdown": 36.324391784337664, - "profit/deviation ratio": 7.042627718628071 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=21, multiplier=8.954302432552389, plot=False)": { - "winrate": 34.42622950819672, - "trades": 122, - "losses": 80, - "profits": 42, - "percentage year profit": 99.0407714825029, - "mean deviation": 14.091219320067816, - "Sharpe ratio": 0.9475709351055339, - "Sortino ratio": 1.2669863888406157, - "calmar ratio": 2.0251883057605116, - "max drawdown": 48.904475302759806, - "profit/deviation ratio": 7.028545169363403 + "profits": 21, + "percentage year profit": 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ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.025937424601000018, plot=False, step=0.0012100000000000001)": { - "winrate": 37.45819397993311, - "trades": 299, - "losses": 187, - "profits": 112, - "percentage year profit": 82.00746429159629, - "mean deviation": 12.218115526136357, - "Sharpe ratio": 0.8729313135191938, - "Sortino ratio": 1.2294237794652416, - "calmar ratio": 2.254911444484447, - "max drawdown": 36.36837468371008, - "profit/deviation ratio": 6.711956857517855 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=130, window_dev=1.5)": { - "winrate": 35.294117647058826, - "trades": 187, - "losses": 121, - "profits": 66, - "percentage year profit": 75.00663415219648, - "mean deviation": 11.246521602214969, - "Sharpe ratio": 1.2818641219714861, - "Sortino ratio": 1.786974689318351, - "calmar ratio": 1.7974354327794055, - "max drawdown": 41.72980724888261, - "profit/deviation ratio": 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step=0.0014641000000000003)": { "winrate": 38.57566765578635, "trades": 337, @@ -133384,70 +134216,70 @@ "max drawdown": 36.53091131822103, "profit/deviation ratio": 6.51338054748414 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.011000000000000001, plot=False, step=0.002593742460100002)": { - "winrate": 38.04034582132565, - "trades": 347, - "losses": 215, - "profits": 132, - "percentage year profit": 106.84277746574011, - "mean deviation": 16.450536354503747, - "Sharpe ratio": 1.3322740725385651, - "Sortino ratio": 1.8707320379296006, - "calmar ratio": 2.8501243986926843, - "max drawdown": 37.48705758764338, - "profit/deviation ratio": 6.494789906135141 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=130, window_dev=1.5)": { + "winrate": 35.294117647058826, + "trades": 187, + "losses": 121, + "profits": 66, + "percentage year profit": 75.00663415219648, + "mean deviation": 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plot=False, step=0.0016105100000000005)": { - "winrate": 39.042821158690174, - "trades": 397, - "losses": 242, - "profits": 155, - "percentage year profit": 47.90490493439277, - "mean deviation": 12.321597712567783, - "Sharpe ratio": 0.6222903216318687, - "Sortino ratio": 0.8831474297040238, - "calmar ratio": 1.0606828490911393, - "max drawdown": 45.16421188052654, - "profit/deviation ratio": 3.887880943031497 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04594972986357221, plot=False, step=0.0014641000000000003)": { + "winrate": 37.26027397260274, + "trades": 365, + "losses": 229, + "profits": 136, + "percentage year profit": 40.96163911030261, + "mean deviation": 13.920448601890925, + "Sharpe ratio": 0.49647796050050336, + "Sortino ratio": 0.7032088610069106, + "calmar ratio": 0.8660933506247378, + "max drawdown": 47.2947160727603, + "profit/deviation ratio": 2.9425516577632758 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 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plot=False, step=0.0016105100000000005)": { - "winrate": 39.042821158690174, - "trades": 397, - "losses": 242, - "profits": 155, - "percentage year profit": 47.90490493439277, - "mean deviation": 12.321597712567783, - "Sharpe ratio": 0.6222903216318687, - "Sortino ratio": 0.8831474297040238, - "calmar ratio": 1.0606828490911393, - "max drawdown": 45.16421188052654, - "profit/deviation ratio": 3.887880943031497 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.013310000000000002, plot=False, step=0.0023579476910000016)": { + "winrate": 37.01799485861182, + "trades": 389, + "losses": 245, + "profits": 144, + "percentage year profit": 39.88699897557459, + "mean deviation": 12.608603837740267, + "Sharpe ratio": 0.7642817151989719, + "Sortino ratio": 1.0917974427748252, + "calmar ratio": 1.0781560036982285, + "max drawdown": 36.99557284730272, + "profit/deviation ratio": 3.163474678789115 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 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"losses": 284, + "profits": 179, + "percentage year profit": 39.431623382669144, + "mean deviation": 10.796510543317197, + "Sharpe ratio": 0.5547303131123587, + "Sortino ratio": 0.7879650232760801, + "calmar ratio": 1.067682947119386, + "max drawdown": 36.931959519495805, + "profit/deviation ratio": 3.652256275253346 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.5624722518287508, plot=False, step=0.0016105100000000005)": { - "winrate": 39.042821158690174, - "trades": 397, - "losses": 242, - "profits": 155, - "percentage year profit": 47.90490493439277, - "mean deviation": 12.321597712567783, - "Sharpe ratio": 0.6222903216318687, - "Sortino ratio": 0.8831474297040238, - "calmar ratio": 1.0606828490911393, - "max drawdown": 45.16421188052654, - "profit/deviation ratio": 3.887880943031497 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=50, window_dev=1.5)": { + "winrate": 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plot=False, step=0.0019487171000000009)": { + "winrate": 38.66090712742981, + "trades": 463, + "losses": 284, + "profits": 179, + "percentage year profit": 38.9616453791648, + "mean deviation": 10.913701265390067, + "Sharpe ratio": 0.5475503299632503, + "Sortino ratio": 0.777302493996417, + "calmar ratio": 1.0549574375710402, + "max drawdown": 36.93195951949592, + "profit/deviation ratio": 3.569975431041109 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.4525925556817609, plot=False, step=0.0016105100000000005)": { - "winrate": 39.042821158690174, - "trades": 397, - "losses": 242, - "profits": 155, - "percentage year profit": 47.90490493439277, - "mean deviation": 12.321597712567783, - "Sharpe ratio": 0.6222903216318687, - "Sortino ratio": 0.8831474297040238, - "calmar ratio": 1.0606828490911393, - "max drawdown": 45.16421188052654, - "profit/deviation ratio": 3.887880943031497 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=31, multiplier=6.115909044841463, plot=False)": { + "winrate": 38.67924528301887, + "trades": 212, + "losses": 130, + "profits": 82, + "percentage year profit": 38.73199195524719, + "mean deviation": 8.21320194733032, + "Sharpe ratio": 0.7006541952847941, + "Sortino ratio": 0.9399936458406932, + "calmar ratio": 1.2610165935797775, + "max drawdown": 30.714894754314614, + "profit/deviation ratio": 4.715821211219203 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.497851811249937, plot=False, step=0.0016105100000000005)": { - "winrate": 39.042821158690174, - "trades": 397, - "losses": 242, - "profits": 155, - "percentage year profit": 47.90490493439277, - "mean deviation": 12.321597712567783, - "Sharpe ratio": 0.6222903216318687, - "Sortino ratio": 0.8831474297040238, - "calmar ratio": 1.0606828490911393, - "max drawdown": 45.16421188052654, - "profit/deviation ratio": 3.887880943031497 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.023579476910000015, plot=False, step=0.0017715610000000007)": { + "winrate": 38.76543209876544, + "trades": 405, + "losses": 248, + "profits": 157, + "percentage year profit": 38.596776685960265, + "mean deviation": 12.43249674155988, + "Sharpe ratio": 0.3629834064570442, + "Sortino ratio": 0.5038873568462052, + "calmar ratio": 0.7615722314549116, + "max drawdown": 50.680388664151764, + "profit/deviation ratio": 3.1045072834756766 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8017953205361363, plot=False, step=0.0016105100000000005)": { - "winrate": 39.042821158690174, - "trades": 397, - "losses": 242, - "profits": 155, - "percentage year profit": 47.90490493439277, - "mean deviation": 12.321597712567783, - "Sharpe ratio": 0.6222903216318687, - "Sortino ratio": 0.8831474297040238, - "calmar ratio": 1.0606828490911393, - "max drawdown": 45.16421188052654, - "profit/deviation 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plot=False)": { - "winrate": 42.168674698795186, - "trades": 83, - "losses": 48, - "profits": 35, - "percentage year profit": 58.58540877862695, - "mean deviation": 15.938383372407273, - "Sharpe ratio": 0.7897748777823407, - "Sortino ratio": 1.0290414691116345, - "calmar ratio": 1.3173235500009612, - "max drawdown": 44.47305962045862, - "profit/deviation ratio": 3.6757434809888396 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.14420993610649954, plot=False, step=0.004594972986357222)": { + "winrate": 40.30373831775701, + "trades": 856, + "losses": 511, + "profits": 345, + "percentage year profit": 38.28930878806454, + "mean deviation": 13.603335794337774, + "Sharpe ratio": 0.1005119791585553, + "Sortino ratio": 0.14813039114330545, + "calmar ratio": 0.7982521181829109, + "max drawdown": 47.96643556076472, + "profit/deviation ratio": 2.814699965283663 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: 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plot=False, step=0.008140274938683991)": { - "winrate": 34.98920086393088, - "trades": 463, - "losses": 301, - "profits": 162, - "percentage year profit": 47.43342188373487, - "mean deviation": 15.374177104514333, - "Sharpe ratio": 1.0685503821611266, - "Sortino ratio": 1.488245209966402, - "calmar ratio": 1.1492371336980987, - "max drawdown": 41.273833304620226, - "profit/deviation ratio": 3.085265738860713 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=16, multiplier=11.91817653772723, plot=False)": { + "winrate": 37.66233766233766, + "trades": 77, + "losses": 48, + "profits": 29, + "percentage year profit": 36.700232403283394, + "mean deviation": 13.230623318044435, + "Sharpe ratio": 0.5289667590357151, + "Sortino ratio": 0.6757499525175726, + "calmar ratio": 0.7073707229218374, + "max drawdown": 51.88260018974332, + "profit/deviation ratio": 2.773885365871629 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=26, multiplier=14.420993610649951, plot=False)": { - "winrate": 37.5, - "trades": 56, - "losses": 35, - "profits": 21, - "percentage year profit": 58.61784265912113, - "mean deviation": 19.002922986293342, - "Sharpe ratio": 0.6566814415764266, - "Sortino ratio": 0.8504302526257606, - "calmar ratio": 1.0976400494790417, - "max drawdown": 53.403520295147885, - "profit/deviation ratio": 3.08467506295751 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.021435888100000012, plot=False, step=0.021113776745352607)": { + "winrate": 35.77052868391451, + "trades": 889, + "losses": 571, + "profits": 318, + "percentage year profit": 36.660131234061865, + "mean deviation": 9.782201399293507, + "Sharpe ratio": 0.5532865719191634, + "Sortino ratio": 0.8131577924236414, + "calmar ratio": 0.9565909615834856, + "max drawdown": 38.3237273885348, + "profit/deviation ratio": 3.7476361135551293 }, - "ticker: ETH/USDT XMR/USDT, interval: 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"max drawdown": 46.53596288899847, + "profit/deviation ratio": 3.218990061055998 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.017715610000000007, plot=False, step=0.011918176537727233)": { - "winrate": 40.0, - "trades": 675, - "losses": 405, - "profits": 270, - "percentage year profit": 18.644817257606363, - "mean deviation": 6.138996857507148, - "Sharpe ratio": 0.5600594519419451, - "Sortino ratio": 0.8056943915955622, - "calmar ratio": 0.553644125421696, - "max drawdown": 33.67653769179814, - "profit/deviation ratio": 3.0371113864973425 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.025937424601000018, plot=False, step=0.001)": { + "winrate": 38.43137254901961, + "trades": 255, + "losses": 157, + "profits": 98, + "percentage year profit": 35.917120643465104, + "mean deviation": 7.691913700194844, + "Sharpe ratio": 0.8413332127149488, + "Sortino ratio": 1.1639886586122419, + "calmar 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:: strategy_parabolic_SAR(max_step=0.023579476910000015, plot=False, step=0.02322515441988787)": { + "winrate": 36.01651186790505, + "trades": 969, + "losses": 620, + "profits": 349, + "percentage year profit": 35.535660879608024, + "mean deviation": 11.151246775950233, + "Sharpe ratio": 0.5020220157317603, + "Sortino ratio": 0.7424575152247148, + "calmar ratio": 0.9044383721813226, + "max drawdown": 39.29030652901556, + "profit/deviation ratio": 3.1866984556603466 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=101, multiplier=8.954302432552389, plot=False)": { - "winrate": 37.5, - "trades": 120, - "losses": 75, - "profits": 45, - "percentage year profit": 28.341978655464906, - "mean deviation": 9.499045884798008, - "Sharpe ratio": 0.26562600270021763, - "Sortino ratio": 0.3449074832115866, - "calmar ratio": 0.7195342741096654, - "max drawdown": 39.389337902679614, - "profit/deviation ratio": 2.983665833304645 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=11, multiplier=11.91817653772723, plot=False)": { + "winrate": 39.325842696629216, + "trades": 89, + "losses": 54, + "profits": 35, + "percentage year profit": 35.51976778850157, + "mean deviation": 12.505886691931648, + "Sharpe ratio": 0.41534205383657824, + "Sortino ratio": 0.5489727107738644, + "calmar ratio": 0.6914903233233155, + "max drawdown": 51.36697736823401, + "profit/deviation ratio": 2.8402438518348045 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=36, multiplier=4.594972986357222, plot=False)": { + "winrate": 36.33802816901409, + "trades": 355, + "losses": 226, + "profits": 129, + "percentage year profit": 35.307750896426704, + "mean deviation": 12.460261491648355, + "Sharpe ratio": 0.25539076055251314, + "Sortino ratio": 0.34834515751187134, + "calmar ratio": 0.787037933821046, + "max drawdown": 44.86156178649308, + "profit/deviation ratio": 2.8336284049971314 }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=86, multiplier=8.140274938683989, plot=False)": { "winrate": 36.11111111111111, @@ -138558,772 +139689,694 @@ "max drawdown": 48.07503799796792, "profit/deviation ratio": 2.9798391671235054 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.050544702849929436, plot=False, step=0.0014641000000000003)": { - "winrate": 37.26027397260274, - "trades": 365, - "losses": 229, - "profits": 136, - "percentage year profit": 41.45847858648857, - "mean deviation": 13.919060614151205, - "Sharpe ratio": 0.5006300639412672, - "Sortino ratio": 0.7090479319948667, - "calmar ratio": 0.8765985300071856, - "max drawdown": 47.29471607275993, - "profit/deviation ratio": 2.9785399845402383 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0672749994932561, plot=False, step=0.0014641000000000003)": { - "winrate": 37.26027397260274, - "trades": 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step=0.0014641000000000003)": { - "winrate": 37.26027397260274, - "trades": 365, - "losses": 229, - "profits": 136, - "percentage year profit": 41.25947588460291, - "mean deviation": 13.915941261456105, - "Sharpe ratio": 0.4989474274991094, - "Sortino ratio": 0.7066667533304861, - "calmar ratio": 0.8723908146763689, - "max drawdown": 47.29471607276029, - "profit/deviation ratio": 2.9649073037468177 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.23225154419887867, plot=False, step=0.0014641000000000003)": { - "winrate": 37.26027397260274, - "trades": 365, - "losses": 229, - "profits": 136, - "percentage year profit": 41.25947588460291, - "mean deviation": 13.915941261456105, - "Sharpe ratio": 0.4989474274991094, - "Sortino ratio": 0.7066667533304861, - "calmar ratio": 0.8723908146763689, - "max drawdown": 47.29471607276029, - "profit/deviation ratio": 2.9649073037468177 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.25547669861876654, plot=False, step=0.0014641000000000003)": { - "winrate": 37.26027397260274, - "trades": 365, - "losses": 229, - "profits": 136, - "percentage year profit": 41.25947588460291, - "mean deviation": 13.915941261456105, - "Sharpe ratio": 0.4989474274991094, - "Sortino ratio": 0.7066667533304861, - "calmar ratio": 0.8723908146763689, - "max drawdown": 47.29471607276029, - "profit/deviation ratio": 2.9649073037468177 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.2810243684806432, plot=False, step=0.0014641000000000003)": { - "winrate": 37.26027397260274, - "trades": 365, - "losses": 229, - "profits": 136, - "percentage year profit": 41.25947588460291, - "mean deviation": 13.915941261456105, - "Sharpe ratio": 0.4989474274991094, - "Sortino ratio": 0.7066667533304861, - "calmar ratio": 0.8723908146763689, - "max drawdown": 47.29471607276029, - "profit/deviation ratio": 2.9649073037468177 + 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step=0.005054470284992944)": { + "winrate": 39.869281045751634, + "trades": 918, + "losses": 552, + "profits": 366, + "percentage year profit": 24.72402010227237, + "mean deviation": 15.663454300135893, + "Sharpe ratio": -0.007279245248543036, + "Sortino ratio": -0.01060272640993916, + "calmar ratio": 0.507486866684834, + "max drawdown": 48.71854175021794, + "profit/deviation ratio": 1.5784525959933289 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.728904836851033, plot=False, step=0.004594972986357222)": { - "winrate": 40.30373831775701, - "trades": 856, - "losses": 511, - "profits": 345, - "percentage year profit": 38.28930878806454, - "mean deviation": 13.603335794337774, - "Sharpe ratio": 0.1005119791585553, - "Sortino ratio": 0.14813039114330545, - "calmar ratio": 0.7982521181829109, - "max drawdown": 47.96643556076472, - "profit/deviation ratio": 2.814699965283663 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: 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plot=False, step=0.004594972986357222)": { - "winrate": 40.30373831775701, - "trades": 856, - "losses": 511, - "profits": 345, - "percentage year profit": 38.28930878806454, - "mean deviation": 13.603335794337774, - "Sharpe ratio": 0.1005119791585553, - "Sortino ratio": 0.14813039114330545, - "calmar ratio": 0.7982521181829109, - "max drawdown": 47.96643556076472, - "profit/deviation ratio": 2.814699965283663 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6626407607736663, plot=False, step=0.005054470284992944)": { + "winrate": 39.869281045751634, + "trades": 918, + "losses": 552, + "profits": 366, + "percentage year profit": 24.72402010227237, + "mean deviation": 15.663454300135893, + "Sharpe ratio": -0.007279245248543036, + "Sortino ratio": -0.01060272640993916, + "calmar ratio": 0.507486866684834, + "max drawdown": 48.71854175021794, + "profit/deviation ratio": 1.5784525959933289 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 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plot=False, step=0.005054470284992944)": { + "winrate": 39.869281045751634, + "trades": 918, + "losses": 552, + "profits": 366, + "percentage year profit": 24.72402010227237, + "mean deviation": 15.663454300135893, + "Sharpe ratio": -0.007279245248543036, + "Sortino ratio": -0.01060272640993916, + "calmar ratio": 0.507486866684834, + "max drawdown": 48.71854175021794, + "profit/deviation ratio": 1.5784525959933289 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.179517789085849, plot=False, step=0.004594972986357222)": { - "winrate": 40.30373831775701, - "trades": 856, - "losses": 511, - "profits": 345, - "percentage year profit": 38.28930878806454, - "mean deviation": 13.603335794337774, - "Sharpe ratio": 0.1005119791585553, - "Sortino ratio": 0.14813039114330545, - "calmar ratio": 0.7982521181829109, - "max drawdown": 47.96643556076472, - "profit/deviation ratio": 2.814699965283663 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 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multiplier=10.834705943388391, plot=False)": { + "winrate": 42.69662921348314, + "trades": 89, + "losses": 51, + "profits": 38, + "percentage year profit": 24.089205928229408, + "mean deviation": 15.510525749903179, + "Sharpe ratio": 0.36140326993355754, + "Sortino ratio": 0.4697772298335997, + "calmar ratio": 0.5067288078864984, + "max drawdown": 47.538654904390434, + "profit/deviation ratio": 1.5530876461992127 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.10834705943388392, plot=False, step=0.004594972986357222)": { - "winrate": 40.30373831775701, - "trades": 856, - "losses": 511, - "profits": 345, - "percentage year profit": 38.24848507224541, - "mean deviation": 13.61281443861925, - "Sharpe ratio": 0.09805324996843388, - "Sortino ratio": 0.14448410318164698, - "calmar ratio": 0.7974010289714204, - "max drawdown": 47.966435560765085, - "profit/deviation ratio": 2.809741162983557 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.09849732675807629, plot=False, step=0.005054470284992944)": { + "winrate": 39.869281045751634, + "trades": 918, + "losses": 551, + "profits": 366, + "percentage year profit": 24.04289487619049, + "mean deviation": 15.812352687514192, + "Sharpe ratio": -0.05789269976969743, + "Sortino ratio": -0.08429549765315304, + "calmar ratio": 0.4760417517284008, + "max drawdown": 50.50585329731297, + "profit/deviation ratio": 1.520513446122115 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03452271214393103, plot=False, step=0.0019487171000000009)": { + "winrate": 38.56209150326798, + "trades": 459, + "losses": 282, + "profits": 177, + "percentage year profit": 24.041425960263307, + "mean deviation": 12.032547419965152, + "Sharpe ratio": 0.4095442543278804, + "Sortino ratio": 0.5828151648921132, + "calmar ratio": 0.598561804840691, + "max drawdown": 40.16531921321309, + "profit/deviation ratio": 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"profit/deviation ratio": 2.8175613568345197 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.07400249944258172, plot=False, step=0.004177248169415656)": { + "winrate": 39.33002481389578, + "trades": 806, + "losses": 489, + "profits": 317, + "percentage year profit": 22.518636391787126, + "mean deviation": 9.64533047851003, + "Sharpe ratio": 0.17227023094532837, + "Sortino ratio": 0.2528858552844706, + "calmar ratio": 0.5076392382583639, + "max drawdown": 44.35952679514153, + "profit/deviation ratio": 2.334667167906694 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=46, multiplier=8.954302432552389, plot=False)": { + "winrate": 36.97478991596639, + "trades": 119, + "losses": 75, + "profits": 44, + "percentage year profit": 22.43507899109234, + "mean deviation": 8.943035154811502, + "Sharpe ratio": 0.40613841200539924, + "Sortino ratio": 0.5250516256980488, + "calmar ratio": 0.5380617367034289, + 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limit: 1000 :: strategy_bollinger_breakout(plot=False, window=40, window_dev=1.5)": { - "winrate": 37.17277486910995, - "trades": 573, - "losses": 359, - "profits": 213, - "percentage year profit": 34.88968942378463, - "mean deviation": 12.558758367535106, - "Sharpe ratio": 0.8352112407772588, - "Sortino ratio": 1.1895343221094412, - "calmar ratio": 0.9092986775008105, - "max drawdown": 38.369889110229714, - "profit/deviation ratio": 2.778116148326882 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=16, multiplier=11.91817653772723, plot=False)": { - "winrate": 37.66233766233766, - "trades": 77, - "losses": 48, - "profits": 29, - "percentage year profit": 36.700232403283394, - "mean deviation": 13.230623318044435, - "Sharpe ratio": 0.5289667590357151, - "Sortino ratio": 0.6757499525175726, - "calmar ratio": 0.7073707229218374, - "max drawdown": 51.88260018974332, - "profit/deviation ratio": 2.773885365871629 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.09849732675807629, plot=False, step=0.004594972986357222)": { - "winrate": 40.30373831775701, - "trades": 856, - "losses": 511, - "profits": 345, - "percentage year profit": 37.81483199552802, - "mean deviation": 13.644673160787082, - "Sharpe ratio": 0.09192274915113469, - "Sortino ratio": 0.13543770492685345, - "calmar ratio": 0.7883602680383354, - "max drawdown": 47.96643556076472, - "profit/deviation ratio": 2.771398885845258 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=1, multiplier=14.420993610649951, plot=False)": { - "winrate": 37.85310734463277, - "trades": 177, - "losses": 110, - "profits": 67, - "percentage year profit": 29.68627224834495, - "mean deviation": 10.722520117744736, - "Sharpe ratio": 0.7087507606998187, - "Sortino ratio": 0.934900743580023, - "calmar ratio": 0.7067530643643186, - "max drawdown": 42.00374040832203, - "profit/deviation ratio": 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"profit/deviation ratio": 2.7531079078121983 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=46, multiplier=5.559917313492239, plot=False)": { - "winrate": 37.15415019762846, - "trades": 253, - "losses": 159, - "profits": 94, - "percentage year profit": 29.15548189590922, - "mean deviation": 10.685719259205054, - "Sharpe ratio": 0.49002790878973074, - "Sortino ratio": 0.6513291438341344, - "calmar ratio": 0.751202977890751, - "max drawdown": 38.81172300164838, - "profit/deviation ratio": 2.7284529182061057 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.012100000000000001, plot=False, step=0.007400249944258173)": { - "winrate": 35.667396061269145, - "trades": 457, - "losses": 294, - "profits": 163, - "percentage year profit": 39.98602818816135, - "mean deviation": 14.669532825749767, - "Sharpe ratio": 0.9985351345005156, - "Sortino ratio": 1.3886711863612522, - "calmar ratio": 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:: strategy_supertrend(length=96, multiplier=13.109994191499954, plot=False)": { - "winrate": 40.32258064516129, - "trades": 62, - "losses": 37, - "profits": 25, - "percentage year profit": 45.21141546048688, - "mean deviation": 16.65480194708697, - "Sharpe ratio": 0.820996664275119, - "Sortino ratio": 1.0466432744355672, - "calmar ratio": 0.9491750253249724, - "max drawdown": 47.63232728864488, - "profit/deviation ratio": 2.7146174180951244 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=36, multiplier=6.72749994932561, plot=False)": { - "winrate": 36.55913978494624, - "trades": 186, - "losses": 118, - "profits": 68, - "percentage year profit": 20.967177437766328, - "mean deviation": 7.75228384222636, - "Sharpe ratio": 0.384862173099731, - "Sortino ratio": 0.5142021846646198, - "calmar ratio": 0.6471429542976674, - "max drawdown": 32.399607070622636, - "profit/deviation ratio": 2.7046452199749194 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=91, multiplier=13.109994191499954, plot=False)": { - "winrate": 40.32258064516129, - "trades": 62, - "losses": 37, - "profits": 25, - "percentage year profit": 44.97145116543852, - "mean deviation": 16.627643198874743, - "Sharpe ratio": 0.8666717264559318, - "Sortino ratio": 1.1244728342697128, - "calmar ratio": 0.938128627989465, - "max drawdown": 47.93740412955775, - "profit/deviation ratio": 2.7046196882840206 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=46, multiplier=6.72749994932561, plot=False)": { - "winrate": 37.83783783783784, - "trades": 185, - "losses": 115, - "profits": 70, - "percentage year profit": 26.370062984637755, - "mean deviation": 9.750082852255575, - "Sharpe ratio": 0.412536442789478, - "Sortino ratio": 0.5401842165225786, - "calmar ratio": 0.7665733132118988, - "max drawdown": 34.39992304734518, - "profit/deviation ratio": 2.70459886179709 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.023579476910000015, plot=False, step=0.013109994191499958)": { - "winrate": 36.12040133779264, - "trades": 897, - "losses": 573, - "profits": 324, - "percentage year profit": 24.85234102881817, - "mean deviation": 9.306481250088936, - "Sharpe ratio": 0.33706251184009084, - "Sortino ratio": 0.49337599737539334, - "calmar ratio": 0.6356251713793835, - "max drawdown": 39.09905105690762, - "profit/deviation ratio": 2.6704336860487063 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=6, multiplier=14.420993610649951, plot=False)": { - "winrate": 40.78947368421053, - "trades": 76, - "losses": 45, - "profits": 31, - "percentage year profit": 31.983142183852053, - "mean deviation": 11.981629975735768, - "Sharpe ratio": 0.6638868709679675, - "Sortino ratio": 0.8886395475348384, - "calmar ratio": 0.7435515214939578, - "max drawdown": 43.01402291476846, - "profit/deviation ratio": 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step=0.0016105100000000005)": { - "winrate": 39.24050632911392, - "trades": 395, - "losses": 240, - "profits": 155, - "percentage year profit": 32.21894535186864, - "mean deviation": 12.55354667272868, - "Sharpe ratio": 0.48014994159501134, - "Sortino ratio": 0.6826742527491526, - "calmar ratio": 0.7133733549275175, - "max drawdown": 45.164211880526786, - "profit/deviation ratio": 2.566521333916021 - }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04594972986357221, plot=False, step=0.001)": { "winrate": 38.13229571984436, "trades": 257, @@ -141047,493 +142295,129 @@ "losses": 159, "profits": 98, "percentage year profit": 21.26184351563538, - "mean deviation": 8.286957276127234, - "Sharpe ratio": 0.7169726418701785, - "Sortino ratio": 0.989666525820869, - "calmar ratio": 0.5496213480558438, - "max drawdown": 38.68452997840085, - "profit/deviation ratio": 2.565699666014416 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: 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step=0.003138428376721003)": { "winrate": 36.61670235546038, @@ -141756,96 +142458,70 @@ "max drawdown": 36.21221027371585, "profit/deviation ratio": 2.154518177546446 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=86, multiplier=8.954302432552389, plot=False)": { - "winrate": 37.903225806451616, - "trades": 124, - "losses": 77, - "profits": 47, - "percentage year profit": 19.846996851515808, - "mean deviation": 9.41292357725117, - "Sharpe ratio": 0.1025453431159973, - "Sortino ratio": 0.13448694339831496, - "calmar ratio": 0.47494894170769647, - "max drawdown": 41.78764306781103, - "profit/deviation ratio": 2.1084837976886743 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=1, multiplier=13.109994191499954, plot=False)": { - "winrate": 36.18090452261307, - "trades": 199, - "losses": 127, - "profits": 72, - "percentage year profit": 24.400465499674606, - "mean deviation": 12.020783010973378, - "Sharpe 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step=0.01586309297171495)": { + "winrate": 38.10264385692068, + "trades": 643, + "losses": 398, + "profits": 245, + "percentage year profit": 20.90547273711887, + "mean deviation": 8.205059151069834, + "Sharpe ratio": 0.6551653004817541, + "Sortino ratio": 0.9464308267713087, + "calmar ratio": 0.554195893497229, + "max drawdown": 37.72217185731168, + "profit/deviation ratio": 2.5478759326668676 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.019487171000000008, plot=False, step=0.008140274938683991)": { - "winrate": 38.668555240793204, - "trades": 706, - "losses": 433, - "profits": 273, - "percentage year profit": 16.18385031428897, - "mean deviation": 8.163886022784785, - "Sharpe ratio": 0.2654069583953481, - "Sortino ratio": 0.38359049926073413, - "calmar ratio": 0.4552990727206057, - "max drawdown": 35.54553761241721, - "profit/deviation ratio": 1.9823709283937914 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.013310000000000002, plot=False, step=0.006115909044841464)": { + "winrate": 36.58051689860835, + "trades": 503, + "losses": 319, + "profits": 184, + "percentage year profit": 20.852957019170294, + "mean deviation": 13.270823214538908, + "Sharpe ratio": 0.5786735462792499, + "Sortino ratio": 0.8319173975405402, + "calmar ratio": 0.44873403087015423, + "max drawdown": 46.47063869600812, + "profit/deviation ratio": 1.5713386187169418 }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0672749994932561, plot=False, step=0.0017715610000000007)": { "winrate": 37.76223776223776, @@ -142549,57 +143225,31 @@ "max drawdown": 48.36546836479829, "profit/deviation ratio": 1.9636695144656306 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=91, multiplier=8.954302432552389, plot=False)": { - "winrate": 37.096774193548384, - "trades": 124, - "losses": 78, - "profits": 46, - "percentage 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"profits": 316, - "percentage year profit": 18.010401803420216, - "mean deviation": 9.313826700412754, - "Sharpe ratio": 0.11852760539723552, - "Sortino ratio": 0.1738062812734297, - "calmar ratio": 0.3978270006921525, - "max drawdown": 45.27194426744572, - "profit/deviation ratio": 1.9337273907643204 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.02853116706110002, plot=False, step=0.001)": { + "winrate": 38.13229571984436, + "trades": 257, + "losses": 159, + "profits": 98, + "percentage year profit": 20.615689389987235, + "mean deviation": 8.257864159597927, + "Sharpe ratio": 0.7077571322429349, + "Sortino ratio": 0.9774941203134765, + "calmar ratio": 0.5384756533053148, + "max drawdown": 38.2852767129625, + "profit/deviation ratio": 2.496491706760045 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.017715610000000007, plot=False, step=0.003138428376721003)": { - "winrate": 38.12375249500998, - "trades": 501, - "losses": 310, - "profits": 191, - "percentage year profit": 19.606051139407498, - "mean deviation": 10.189582078672576, - "Sharpe ratio": 0.6579891505029506, - "Sortino ratio": 0.9352390830459885, - "calmar ratio": 0.4660711562356264, - "max drawdown": 42.066647714829806, - "profit/deviation ratio": 1.924127112184922 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_bollinger_breakout(plot=False, window=40, window_dev=1)": { + "winrate": 34.22733077905492, + "trades": 783, + "losses": 515, + "profits": 268, + "percentage year profit": 20.38867022192794, + "mean deviation": 9.370190182416748, + "Sharpe ratio": 0.5390651307773132, + "Sortino ratio": 0.7780391811003557, + "calmar ratio": 0.5346310602098894, + "max drawdown": 38.13596279633212, + "profit/deviation ratio": 2.1759078337798816 }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.05559917313492239, plot=False, step=0.0017715610000000007)": { "winrate": 37.76223776223776, @@ -142614,6 +143264,19 @@ "max drawdown": 48.36546836479785, "profit/deviation ratio": 1.9006356405060423 }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0814027493868399, plot=False, step=0.005054470284992944)": { + "winrate": 39.869281045751634, + "trades": 918, + "losses": 552, + "profits": 366, + "percentage year profit": 19.966001220157082, + "mean deviation": 15.325522556574974, + "Sharpe ratio": -0.10767492843241865, + "Sortino ratio": -0.1564665911754815, + "calmar ratio": 0.3907081662773944, + "max drawdown": 51.10208320033334, + "profit/deviation ratio": 1.3027941557262754 + }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.050544702849929436, plot=False, step=0.0017715610000000007)": { "winrate": 37.76223776223776, "trades": 429, @@ -142627,44 +143290,57 @@ "max drawdown": 48.36546836479785, "profit/deviation ratio": 1.8885028822217904 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.014641000000000003, plot=False, step=0.00895430243255239)": { - "winrate": 36.8141592920354, - "trades": 565, - "losses": 357, - "profits": 208, - "percentage year profit": 15.106134379377178, - "mean deviation": 8.010807469169139, - "Sharpe ratio": 0.4882027951279384, - "Sortino ratio": 0.7000797510973497, - "calmar ratio": 0.37929256241546944, - "max drawdown": 39.82713049572067, - "profit/deviation ratio": 1.8857193157513181 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=86, multiplier=8.954302432552389, plot=False)": { + "winrate": 37.903225806451616, + "trades": 124, + "losses": 77, + "profits": 47, + "percentage year profit": 19.846996851515808, + "mean deviation": 9.41292357725117, + "Sharpe ratio": 0.1025453431159973, + "Sortino ratio": 0.13448694339831496, + "calmar ratio": 0.47494894170769647, + "max drawdown": 41.78764306781103, + "profit/deviation ratio": 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"calmar ratio": 0.4790459514643976, + "max drawdown": 40.345871970632494, + "profit/deviation ratio": 1.8486348906151182 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.016105100000000004, plot=False, step=0.013109994191499958)": { + "winrate": 38.54660347551343, + "trades": 633, + "losses": 389, + "profits": 244, + "percentage year profit": 19.167206011672988, + "mean deviation": 7.491389246129828, + "Sharpe ratio": 0.5687587919424425, + "Sortino ratio": 0.8190228669025775, + "calmar ratio": 0.5409955965889358, + "max drawdown": 35.42950466237674, + "profit/deviation ratio": 2.55856495797159 }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=81, multiplier=6.72749994932561, plot=False)": { "winrate": 39.175257731958766, @@ -142679,19 +143355,6 @@ "max drawdown": 36.8614323705183, "profit/deviation ratio": 1.8680305559343642 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.019487171000000008, plot=False, step=0.0013310000000000002)": { - "winrate": 36.22291021671827, - "trades": 323, - "losses": 206, - "profits": 117, - "percentage year profit": 19.327526625832412, - "mean deviation": 10.455026421902778, - "Sharpe ratio": 0.279892102135845, - "Sortino ratio": 0.3914817324797437, - "calmar ratio": 0.4790459514643976, - "max drawdown": 40.345871970632494, - "profit/deviation ratio": 1.8486348906151182 - }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=86, multiplier=6.72749994932561, plot=False)": { "winrate": 38.659793814432994, "trades": 194, @@ -142705,18 +143368,44 @@ "max drawdown": 37.55606528922766, "profit/deviation ratio": 1.808727592316834 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=86, multiplier=7.400249944258172, plot=False)": { - "winrate": 35.79545454545455, - "trades": 176, - "losses": 113, - "profits": 63, - "percentage year 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-142731,44 +143420,278 @@ "max drawdown": 33.71023642239961, "profit/deviation ratio": 1.7701775242401194 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=76, multiplier=7.400249944258172, plot=False)": { - "winrate": 37.42690058479532, - "trades": 171, - "losses": 107, - "profits": 64, - "percentage year profit": 18.7938998501052, - "mean deviation": 10.76209129988669, - "Sharpe ratio": 0.23923054887934994, - "Sortino ratio": 0.3169036574621147, - "calmar ratio": 0.4005911423020565, - "max drawdown": 46.91541540859656, - "profit/deviation ratio": 1.7463055577593058 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.05559917313492239, plot=False, step=0.005054470284992944)": { + "winrate": 39.29359823399559, + "trades": 906, + "losses": 549, + "profits": 356, + "percentage year profit": 18.415141897330845, + "mean deviation": 14.40053628260308, + "Sharpe ratio": -0.05462429646353884, + "Sortino ratio": 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step=0.005054470284992944)": { - "winrate": 39.869281045751634, - "trades": 918, - "losses": 552, - "profits": 366, - "percentage year profit": 24.72402010227237, - "mean deviation": 15.663454300135893, - "Sharpe ratio": -0.007279245248543036, - "Sortino ratio": -0.01060272640993916, - "calmar ratio": 0.507486866684834, - "max drawdown": 48.71854175021794, - "profit/deviation ratio": 1.5784525959933289 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.394077978276369, plot=False, step=0.005054470284992944)": { - "winrate": 39.869281045751634, - "trades": 918, - "losses": 552, - "profits": 366, - "percentage year profit": 24.72402010227237, - "mean deviation": 15.663454300135893, - "Sharpe ratio": -0.007279245248543036, - "Sortino ratio": -0.01060272640993916, - "calmar ratio": 0.507486866684834, - "max drawdown": 48.71854175021794, - "profit/deviation ratio": 1.5784525959933289 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=6.526834353714407, plot=False, step=0.005054470284992944)": { - "winrate": 39.869281045751634, - "trades": 918, - "losses": 552, - "profits": 366, - "percentage year profit": 24.72402010227237, - "mean deviation": 15.663454300135893, - "Sharpe ratio": -0.007279245248543036, - "Sortino ratio": -0.01060272640993916, - "calmar ratio": 0.507486866684834, - "max drawdown": 48.71854175021794, - "profit/deviation ratio": 1.5784525959933289 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6024006916124238, plot=False, step=0.005054470284992944)": { - "winrate": 39.869281045751634, - "trades": 918, - "losses": 552, - "profits": 366, - "percentage year profit": 24.72402010227237, - "mean deviation": 15.663454300135893, - "Sharpe ratio": -0.007279245248543036, - "Sortino ratio": -0.01060272640993916, - "calmar ratio": 0.507486866684834, - "max drawdown": 48.71854175021794, - "profit/deviation ratio": 1.5784525959933289 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.0448163954141947, plot=False, step=0.005054470284992944)": { - "winrate": 39.869281045751634, - "trades": 918, - "losses": 552, - "profits": 366, - "percentage year profit": 24.72402010227237, - "mean deviation": 15.663454300135893, - "Sharpe ratio": -0.007279245248543036, - "Sortino ratio": -0.01060272640993916, - "calmar ratio": 0.507486866684834, - "max drawdown": 48.71854175021794, - "profit/deviation ratio": 1.5784525959933289 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.3492980349556145, plot=False, step=0.005054470284992944)": { - "winrate": 39.869281045751634, - "trades": 918, - "losses": 552, - "profits": 366, - "percentage year profit": 24.72402010227237, - "mean deviation": 15.663454300135893, - "Sharpe ratio": -0.007279245248543036, - "Sortino ratio": -0.01060272640993916, - "calmar ratio": 0.507486866684834, - "max drawdown": 48.71854175021794, - "profit/deviation ratio": 1.5784525959933289 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.457915684525924, plot=False, step=0.005054470284992944)": { - "winrate": 39.869281045751634, - "trades": 918, - "losses": 552, - "profits": 366, - "percentage year profit": 24.72402010227237, - "mean deviation": 15.663454300135893, - "Sharpe ratio": -0.007279245248543036, - "Sortino ratio": -0.01060272640993916, - "calmar ratio": 0.507486866684834, - "max drawdown": 48.71854175021794, - "profit/deviation ratio": 1.5784525959933289 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.1739085287969575, plot=False, step=0.005054470284992944)": { - "winrate": 39.869281045751634, - "trades": 918, - "losses": 552, - "profits": 366, - "percentage year profit": 24.72402010227237, - "mean deviation": 15.663454300135893, - "Sharpe ratio": -0.007279245248543036, - "Sortino ratio": -0.01060272640993916, - "calmar ratio": 0.507486866684834, - "max drawdown": 48.71854175021794, - "profit/deviation ratio": 1.5784525959933289 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.4204293198443187, plot=False, step=0.005054470284992944)": { - "winrate": 39.869281045751634, - "trades": 918, - "losses": 552, - "profits": 366, - "percentage year profit": 24.72402010227237, - "mean deviation": 15.663454300135893, - "Sharpe ratio": -0.007279245248543036, - "Sortino ratio": -0.01060272640993916, - "calmar ratio": 0.507486866684834, - "max drawdown": 48.71854175021794, - "profit/deviation ratio": 1.5784525959933289 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6626407607736663, plot=False, step=0.005054470284992944)": { - "winrate": 39.869281045751634, - "trades": 918, - "losses": 552, - "profits": 366, - "percentage year profit": 24.72402010227237, - "mean deviation": 15.663454300135893, - "Sharpe ratio": -0.007279245248543036, - "Sortino ratio": -0.01060272640993916, - "calmar ratio": 0.507486866684834, - "max drawdown": 48.71854175021794, - "profit/deviation ratio": 1.5784525959933289 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.9701723378487251, plot=False, step=0.005054470284992944)": { - "winrate": 39.869281045751634, - "trades": 918, - "losses": 552, - "profits": 366, - "percentage year profit": 24.72402010227237, - "mean deviation": 15.663454300135893, - "Sharpe ratio": -0.007279245248543036, - "Sortino ratio": -0.01060272640993916, - "calmar ratio": 0.507486866684834, - "max drawdown": 48.71854175021794, - "profit/deviation ratio": 1.5784525959933289 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.897469567994435, plot=False, step=0.005054470284992944)": { - "winrate": 39.869281045751634, - "trades": 918, - "losses": 552, - "profits": 366, - "percentage year profit": 24.72402010227237, - "mean deviation": 15.663454300135893, - "Sharpe ratio": -0.007279245248543036, - "Sortino ratio": -0.01060272640993916, - "calmar ratio": 0.507486866684834, - "max drawdown": 48.71854175021794, - "profit/deviation ratio": 1.5784525959933289 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8819748525897501, plot=False, step=0.005054470284992944)": { - "winrate": 39.869281045751634, - "trades": 918, - "losses": 552, - "profits": 366, - "percentage year profit": 24.72402010227237, - "mean deviation": 15.663454300135893, - "Sharpe ratio": -0.007279245248543036, - "Sortino ratio": -0.01060272640993916, - "calmar ratio": 0.507486866684834, - "max drawdown": 48.71854175021794, - "profit/deviation ratio": 1.5784525959933289 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=8.687216524793879, plot=False, step=0.005054470284992944)": { - "winrate": 39.869281045751634, - "trades": 918, - "losses": 552, - "profits": 366, - "percentage year profit": 24.72402010227237, - "mean deviation": 15.663454300135893, - "Sharpe ratio": -0.007279245248543036, - "Sortino ratio": -0.01060272640993916, - "calmar ratio": 0.507486866684834, - "max drawdown": 48.71854175021794, - "profit/deviation ratio": 1.5784525959933289 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.5163771862927224, plot=False, step=0.005054470284992944)": { - "winrate": 39.869281045751634, - "trades": 918, - "losses": 552, - "profits": 366, - "percentage year profit": 24.72402010227237, - "mean deviation": 15.663454300135893, - "Sharpe ratio": -0.007279245248543036, - "Sortino ratio": -0.01060272640993916, - "calmar ratio": 0.507486866684834, - "max drawdown": 48.71854175021794, - "profit/deviation ratio": 1.5784525959933289 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=9.555938177273267, plot=False, step=0.005054470284992944)": { - "winrate": 39.869281045751634, - "trades": 918, - "losses": 552, - "profits": 366, - "percentage year profit": 24.72402010227237, - "mean deviation": 15.663454300135893, - "Sharpe ratio": -0.007279245248543036, - "Sortino ratio": -0.01060272640993916, - "calmar ratio": 0.507486866684834, - "max drawdown": 48.71854175021794, - "profit/deviation ratio": 1.5784525959933289 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.34003948586157834, plot=False, step=0.005054470284992944)": { - "winrate": 39.869281045751634, - "trades": 918, - "losses": 552, - "profits": 366, - "percentage year profit": 24.72402010227237, - "mean deviation": 15.663454300135893, - "Sharpe ratio": -0.007279245248543036, - "Sortino ratio": -0.01060272640993916, - "calmar ratio": 0.507486866684834, - "max drawdown": 48.71854175021794, - "profit/deviation ratio": 1.5784525959933289 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.8905914247127888, plot=False, step=0.005054470284992944)": { - "winrate": 39.869281045751634, - "trades": 918, - "losses": 552, - "profits": 366, - "percentage year profit": 24.72402010227237, - "mean deviation": 15.663454300135893, - "Sharpe ratio": -0.007279245248543036, - "Sortino ratio": -0.01060272640993916, - "calmar ratio": 0.507486866684834, - "max drawdown": 48.71854175021794, - "profit/deviation ratio": 1.5784525959933289 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.14420993610649954, plot=False, step=0.005054470284992944)": { - "winrate": 39.869281045751634, - "trades": 918, - "losses": 552, - "profits": 366, - "percentage year profit": 24.72402010227237, - "mean deviation": 15.663454300135893, - "Sharpe ratio": -0.007279245248543036, - "Sortino ratio": -0.01060272640993916, - "calmar ratio": 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24.72402010227237, - "mean deviation": 15.663454300135893, - "Sharpe ratio": -0.007279245248543036, - "Sortino ratio": -0.01060272640993916, - "calmar ratio": 0.507486866684834, - "max drawdown": 48.71854175021794, - "profit/deviation ratio": 1.5784525959933289 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.768014904921995, plot=False, step=0.005054470284992944)": { - "winrate": 39.869281045751634, - "trades": 918, - "losses": 552, - "profits": 366, - "percentage year profit": 24.72402010227237, - "mean deviation": 15.663454300135893, - "Sharpe ratio": -0.007279245248543036, - "Sortino ratio": -0.01060272640993916, - "calmar ratio": 0.507486866684834, - "max drawdown": 48.71854175021794, - "profit/deviation ratio": 1.5784525959933289 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.5476369923749307, plot=False, step=0.005054470284992944)": { - "winrate": 39.869281045751634, - "trades": 918, - "losses": 552, - "profits": 366, - "percentage year profit": 24.72402010227237, - "mean deviation": 15.663454300135893, - "Sharpe ratio": -0.007279245248543036, - "Sortino ratio": -0.01060272640993916, - "calmar ratio": 0.507486866684834, - "max drawdown": 48.71854175021794, - "profit/deviation ratio": 1.5784525959933289 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.3740434344477362, plot=False, step=0.005054470284992944)": { - "winrate": 39.869281045751634, - "trades": 918, - "losses": 552, - "profits": 366, - "percentage year profit": 24.72402010227237, - "mean deviation": 15.663454300135893, - "Sharpe ratio": -0.007279245248543036, - "Sortino ratio": -0.01060272640993916, - "calmar ratio": 0.507486866684834, - "max drawdown": 48.71854175021794, - "profit/deviation ratio": 1.5784525959933289 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.718719477011626, plot=False, step=0.005054470284992944)": { - "winrate": 39.869281045751634, - "trades": 918, - "losses": 552, - "profits": 366, - "percentage year profit": 24.72402010227237, - "mean deviation": 15.663454300135893, - "Sharpe ratio": -0.007279245248543036, - "Sortino ratio": -0.01060272640993916, - "calmar ratio": 0.507486866684834, - "max drawdown": 48.71854175021794, - "profit/deviation ratio": 1.5784525959933289 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.903707252978516, plot=False, step=0.005054470284992944)": { - "winrate": 39.869281045751634, - "trades": 918, - "losses": 552, - "profits": 366, - "percentage year profit": 24.72402010227237, - "mean deviation": 15.663454300135893, - "Sharpe ratio": -0.007279245248543036, - "Sortino ratio": -0.01060272640993916, - "calmar ratio": 0.507486866684834, - "max drawdown": 48.71854175021794, - "profit/deviation ratio": 1.5784525959933289 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.933485776104006, plot=False, step=0.005054470284992944)": { - "winrate": 39.869281045751634, - "trades": 918, - "losses": 552, - "profits": 366, - "percentage year profit": 24.72402010227237, - "mean deviation": 15.663454300135893, - "Sharpe ratio": -0.007279245248543036, - "Sortino ratio": -0.01060272640993916, - "calmar ratio": 0.507486866684834, - "max drawdown": 48.71854175021794, - "profit/deviation ratio": 1.5784525959933289 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.41144777789250986, plot=False, step=0.005054470284992944)": { - "winrate": 39.869281045751634, - "trades": 918, - "losses": 552, - "profits": 366, - "percentage year profit": 24.72402010227237, - "mean deviation": 15.663454300135893, - "Sharpe ratio": -0.007279245248543036, - "Sortino ratio": -0.01060272640993916, - "calmar ratio": 0.507486866684834, - "max drawdown": 48.71854175021794, - "profit/deviation ratio": 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step=0.011918176537727233)": { "winrate": 37.19958202716823, @@ -144616,18 +144603,44 @@ "max drawdown": 41.89975161990912, "profit/deviation ratio": 1.094154352709311 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=76, multiplier=5.559917313492239, plot=False)": { - "winrate": 36.964980544747085, - "trades": 257, - "losses": 162, - "profits": 95, - "percentage year profit": 18.39988840764113, - "mean deviation": 16.8448716474389, - "Sharpe ratio": 0.2895931893047069, - "Sortino ratio": 0.3846994559628881, - "calmar ratio": 0.37256706527726646, - "max drawdown": 49.38678193132243, - "profit/deviation ratio": 1.0923139571941265 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03452271214393103, plot=False, step=0.002143588810000001)": { + "winrate": 39.33747412008282, + "trades": 483, + "losses": 293, + "profits": 190, + "percentage year profit": 11.980194966289194, + "mean deviation": 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multiplier=7.400249944258172, plot=False)": { + "winrate": 39.053254437869825, + "trades": 169, + "losses": 103, + "profits": 66, + "percentage year profit": 10.252501538761049, + "mean deviation": 9.850254868153847, + "Sharpe ratio": 0.1534078204596725, + "Sortino ratio": 0.20271357226119074, + "calmar ratio": 0.21896327415890957, + "max drawdown": 46.82292762630338, + "profit/deviation ratio": 1.0408361688089591 }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.025937424601000018, plot=False, step=0.01586309297171495)": { "winrate": 37.41293532338308, @@ -144798,31 +144733,31 @@ "max drawdown": 44.29852295333411, "profit/deviation ratio": 0.9411190571168937 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.025937424601000018, plot=False, step=0.014420993610649954)": { - "winrate": 37.638748738647834, - "trades": 991, - "losses": 618, - "profits": 373, - "percentage year profit": 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multiplier=6.115909044841463, plot=False)": { - "winrate": 36.44444444444444, - "trades": 225, - "losses": 143, - "profits": 82, - "percentage year profit": 3.9994472793495994, - "mean deviation": 8.770748236032453, - "Sharpe ratio": 0.2601547230141683, - "Sortino ratio": 0.348953774282251, - "calmar ratio": 0.09770658771594859, - "max drawdown": 40.93324076547166, - "profit/deviation ratio": 0.4559984133302171 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=76, multiplier=6.115909044841463, plot=False)": { + "winrate": 36.986301369863014, + "trades": 219, + "losses": 138, + "profits": 81, + "percentage year profit": 5.612755408948122, + "mean deviation": 7.504499268920596, + "Sharpe ratio": 0.3002653190688063, + "Sortino ratio": 0.4023735021656437, + "calmar ratio": 0.17108842449686334, + "max drawdown": 32.806166901437706, + "profit/deviation ratio": 0.7479187095390881 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: 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strategy_parabolic_SAR(max_step=0.06115909044841463, plot=False, step=0.004177248169415656)": { - "winrate": 39.72431077694235, - "trades": 798, - "losses": 481, - "profits": 317, - "percentage year profit": 3.3951359726736463, - "mean deviation": 8.954010529129901, - "Sharpe ratio": 0.03548044116879114, - "Sortino ratio": 0.05196766174323178, - "calmar ratio": 0.07412165433609483, - "max drawdown": 45.804913598917416, - "profit/deviation ratio": 0.3791748917011343 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=91, multiplier=6.115909044841463, plot=False)": { + "winrate": 35.714285714285715, + "trades": 224, + "losses": 144, + "profits": 80, + "percentage year profit": 4.579641459749384, + "mean deviation": 6.67485065684542, + "Sharpe ratio": 0.31617671747220166, + "Sortino ratio": 0.4205186321640719, + "calmar ratio": 0.13739299152327636, + "max drawdown": 33.332424084917946, + "profit/deviation ratio": 0.6861039587534014 }, - "ticker: ETH/USDT 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strategy_parabolic_SAR(max_step=0.025937424601000018, plot=False, step=0.00984973267580763)": { + "winrate": 38.3025027203482, + "trades": 919, + "losses": 567, + "profits": 352, + "percentage year profit": 4.215070752576655, + "mean deviation": 11.263998833150714, + "Sharpe ratio": -0.13805377244366243, + "Sortino ratio": -0.20384255532098464, + "calmar ratio": 0.091356011995412, + "max drawdown": 46.138953096905546, + "profit/deviation ratio": 0.374207314383895 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.013310000000000002, plot=False, step=0.011918176537727233)": { - "winrate": 34.67889908256881, - "trades": 545, - "losses": 356, - "profits": 189, - "percentage year profit": 2.9551910201446097, - "mean deviation": 9.671335724533309, - "Sharpe ratio": 0.34364096744250006, - "Sortino ratio": 0.48674568722765393, - "calmar ratio": 0.06193000934784669, - "max drawdown": 47.718239529821126, - "profit/deviation ratio": 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strategy_supertrend(length=61, multiplier=6.115909044841463, plot=False)": { "winrate": 35.42600896860987, "trades": 223, @@ -146124,6 +146111,19 @@ "max drawdown": 37.16454835136227, "profit/deviation ratio": 0.2721052031567044 }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.014641000000000003, plot=False, step=0.010834705943388393)": { + "winrate": 37.391304347826086, + "trades": 575, + "losses": 360, + "profits": 215, + "percentage year profit": 2.587602854257587, + "mean deviation": 8.52660087738571, + "Sharpe ratio": 0.38468129861762956, + "Sortino ratio": 0.5425868209564281, + "calmar ratio": 0.06335803193330285, + "max drawdown": 40.840960100868706, + "profit/deviation ratio": 0.30347413834279957 + }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.025937424601000018, plot=False, step=0.013109994191499958)": { "winrate": 37.66497461928934, "trades": 985, @@ -146137,6 +146137,19 @@ "max drawdown": 44.07361019566145, "profit/deviation ratio": 0.25216481176456484 }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.031384283767210024, plot=False, step=0.002143588810000001)": { + "winrate": 38.302277432712216, + "trades": 483, + "losses": 298, + "profits": 185, + "percentage year profit": 2.2762863416387003, + "mean deviation": 15.345150065011328, + "Sharpe ratio": 0.36330540236765363, + "Sortino ratio": 0.521303271304208, + "calmar ratio": 0.0483190372831747, + "max drawdown": 47.10951355049725, + "profit/deviation ratio": 0.14833913855485126 + }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.021435888100000012, plot=False, step=0.002593742460100002)": { "winrate": 39.67935871743487, "trades": 499, @@ -146150,31 +146163,18 @@ "max drawdown": 46.08463254184887, "profit/deviation ratio": 0.22854937277889767 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=36, multiplier=6.115909044841463, plot=False)": { - "winrate": 36.72566371681416, - "trades": 226, - "losses": 143, - "profits": 83, - "percentage year profit": 1.6721376824415435, - "mean deviation": 8.725919951137847, - "Sharpe ratio": 0.21778026847861146, - "Sortino ratio": 0.29278952267014796, - "calmar ratio": 0.041069610732734727, - "max drawdown": 40.71471953613523, - "profit/deviation ratio": 0.19162881298532874 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=31, multiplier=4.177248169415656, plot=False)": { - "winrate": 35.62653562653563, - "trades": 407, - "losses": 262, - "profits": 145, - "percentage year profit": 1.5545830328304255, - "mean deviation": 8.322468030152537, - "Sharpe ratio": 0.1882223606343263, - "Sortino ratio": 0.25441243610355635, - "calmar ratio": 0.04791828666731698, - "max drawdown": 32.4423751546764, - "profit/deviation ratio": 0.18679351211661338 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=81, multiplier=5.559917313492239, plot=False)": { + "winrate": 36.74242424242424, + "trades": 264, + "losses": 167, + "profits": 97, + "percentage year profit": 2.1678415439485788, + "mean deviation": 18.69557415197554, + "Sharpe ratio": 0.09255803662224327, + "Sortino ratio": 0.12304059007994873, + "calmar ratio": 0.03878158510040877, + "max drawdown": 55.898734885019664, + "profit/deviation ratio": 0.11595479905170528 }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.02853116706110002, plot=False, step=0.014420993610649954)": { "winrate": 37.64921946740129, @@ -146202,31 +146202,44 @@ "max drawdown": 45.47152661047218, "profit/deviation ratio": 0.17691728362634015 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.014641000000000003, plot=False, step=0.004177248169415656)": { - "winrate": 36.039603960396036, - "trades": 505, - "losses": 323, 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step=0.011918176537727233)": { + "winrate": 37.947725072604065, + "trades": 1033, + "losses": 641, + "profits": 392, + "percentage year profit": 1.385371663419388, + "mean deviation": 12.184333855685535, + "Sharpe ratio": -0.19489387269029368, + "Sortino ratio": -0.2887186447881967, + "calmar ratio": 0.025870547978358065, + "max drawdown": 53.550147626494685, + "profit/deviation ratio": 0.11370105906716735 }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.021435888100000012, plot=False, step=0.007400249944258173)": { "winrate": 37.7027027027027, @@ -146241,6 +146254,19 @@ "max drawdown": 41.18559968290194, "profit/deviation ratio": 0.14552017544418894 }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.014641000000000003, plot=False, step=0.004177248169415656)": { + "winrate": 36.039603960396036, + "trades": 505, + "losses": 323, + "profits": 182, + "percentage year profit": 1.1833690295717902, + "mean deviation": 7.668543514936549, + "Sharpe ratio": 0.2986813741902898, + "Sortino ratio": 0.4259392406906894, + "calmar ratio": 0.030359579084345754, + "max drawdown": 38.9784399277778, + "profit/deviation ratio": 0.154314704906722 + }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.014641000000000003, plot=False, step=0.007400249944258173)": { "winrate": 36.54188948306595, "trades": 561, @@ -146254,31 +146280,18 @@ "max drawdown": 41.26739351259895, "profit/deviation ratio": 0.12284626287568845 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=81, multiplier=5.559917313492239, plot=False)": { - "winrate": 36.74242424242424, - "trades": 264, - "losses": 167, - "profits": 97, - "percentage year profit": 2.1678415439485788, - "mean deviation": 18.69557415197554, - "Sharpe ratio": 0.09255803662224327, - "Sortino ratio": 0.12304059007994873, - "calmar ratio": 0.03878158510040877, - "max drawdown": 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strategy_parabolic_SAR(max_step=0.02853116706110002, plot=False, step=0.0013310000000000002)": { "winrate": 36.070381231671554, "trades": 341, @@ -146371,19 +146371,6 @@ "max drawdown": 49.285101061028335, "profit/deviation ratio": -0.02616512324959499 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.019487171000000008, plot=False, step=0.004177248169415656)": { - "winrate": 38.74788494077834, - "trades": 591, - "losses": 362, - "profits": 229, - "percentage year profit": -0.4948654683415543, - "mean deviation": 11.421186248402861, - "Sharpe ratio": 0.11528051127181366, - "Sortino ratio": 0.16722292601133476, - "calmar ratio": -0.01122476531769195, - "max drawdown": 44.08693227301336, - "profit/deviation ratio": -0.043328727645147745 - }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=1, multiplier=7.400249944258172, plot=False)": { "winrate": 34.18013856812933, "trades": 433, @@ -146397,6 +146384,19 @@ "max drawdown": 37.96888544734354, "profit/deviation ratio": -0.06307465983436905 }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.019487171000000008, plot=False, step=0.004177248169415656)": { + "winrate": 38.74788494077834, + "trades": 591, + "losses": 362, + "profits": 229, + "percentage year profit": -0.4948654683415543, + "mean deviation": 11.421186248402861, + "Sharpe ratio": 0.11528051127181366, + "Sortino ratio": 0.16722292601133476, + "calmar ratio": -0.01122476531769195, + "max drawdown": 44.08693227301336, + "profit/deviation ratio": -0.043328727645147745 + }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.016105100000000004, plot=False, step=0.011918176537727233)": { "winrate": 37.0429252782194, "trades": 629, @@ -146410,19 +146410,6 @@ "max drawdown": 40.23695353606283, "profit/deviation ratio": -0.06613837818232071 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04177248169415655, plot=False, step=0.0023579476910000016)": { - "winrate": 37.19165085388994, - "trades": 527, - "losses": 331, - "profits": 196, - "percentage year profit": -1.254830888889158, - "mean deviation": 15.513829160292648, - "Sharpe ratio": 0.31448144958712265, - "Sortino ratio": 0.4555009212357236, - "calmar ratio": -0.024098598533613347, - "max drawdown": 52.07069976035691, - "profit/deviation ratio": -0.08088466592766626 - }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.023579476910000015, plot=False, step=0.006727499949325611)": { "winrate": 37.61232349165597, "trades": 779, @@ -146436,19 +146423,6 @@ "max drawdown": 35.38467918375105, "profit/deviation ratio": -0.12114492198492792 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.019487171000000008, plot=False, step=0.006115909044841464)": { - "winrate": 39.54887218045113, - "trades": 665, - 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}, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03797498335832414, plot=False, step=0.005054470284992944)": { + "winrate": 41.11374407582938, + "trades": 844, + "losses": 497, + "profits": 347, + "percentage year profit": -2.6142049494773834, + "mean deviation": 11.039443447072763, + "Sharpe ratio": -0.30229857551903877, + "Sortino ratio": -0.43215261535480903, + "calmar ratio": -0.039821614694054756, + "max drawdown": 65.64788920695564, + "profit/deviation ratio": -0.23680586453573166 + }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03452271214393103, plot=False, step=0.0013310000000000002)": { "winrate": 35.56851311953353, "trades": 343, @@ -146553,6 +146553,32 @@ "max drawdown": 52.272811961656075, "profit/deviation ratio": -0.21551662865412677 }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=36, multiplier=4.177248169415656, plot=False)": { + 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strategy_parabolic_SAR(max_step=0.025937424601000018, plot=False, step=0.006727499949325611)": { "winrate": 37.333333333333336, "trades": 825, @@ -146566,57 +146592,70 @@ "max drawdown": 47.88607399138633, "profit/deviation ratio": -0.2285757504033754 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03797498335832414, plot=False, step=0.005054470284992944)": { - "winrate": 41.11374407582938, - "trades": 844, - "losses": 497, - "profits": 347, - "percentage year profit": -2.6142049494773834, - "mean deviation": 11.039443447072763, - "Sharpe ratio": -0.30229857551903877, - "Sortino ratio": -0.43215261535480903, - "calmar ratio": -0.039821614694054756, - "max drawdown": 65.64788920695564, - "profit/deviation ratio": -0.23680586453573166 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.021435888100000012, plot=False, step=0.005054470284992944)": { + "winrate": 39.361702127659576, + "trades": 658, + 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step=0.00984973267580763)": { + "winrate": 39.363817097415506, + "trades": 1509, + "losses": 914, + "profits": 594, + "percentage year profit": -17.175822368474, + "mean deviation": 10.295744005521492, + "Sharpe ratio": 0.08775110390908172, + "Sortino ratio": 0.12931842950872657, + "calmar ratio": -0.32169917156739253, + "max drawdown": 53.39094373413968, + "profit/deviation ratio": -1.6682448941293413 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.052650622296294, plot=False, step=0.00984973267580763)": { + "winrate": 39.363817097415506, + "trades": 1509, + "losses": 914, + "profits": 594, + "percentage year profit": -17.175822368474, + "mean deviation": 10.295744005521492, + "Sharpe ratio": 0.08775110390908172, + "Sortino ratio": 0.12931842950872657, + "calmar ratio": -0.32169917156739253, + "max drawdown": 53.39094373413968, + "profit/deviation ratio": -1.6682448941293413 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 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step=0.0023579476910000016)": { - "winrate": 36.96060037523452, - "trades": 533, - "losses": 336, - "profits": 197, - "percentage year profit": -19.106240309648758, - "mean deviation": 20.018849272261992, - "Sharpe ratio": 0.08433210095246656, - "Sortino ratio": 0.12171873921684478, - "calmar ratio": -0.3064607901795345, - "max drawdown": 62.34481187122083, - "profit/deviation ratio": -0.9544125164138311 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.02853116706110002, plot=False, step=0.021113776745352607)": { + "winrate": 35.48664944013781, + "trades": 1161, + "losses": 749, + "profits": 412, + "percentage year profit": -19.043992327355596, + "mean deviation": 13.411785983276312, + "Sharpe ratio": -0.5587355902265188, + "Sortino ratio": -0.8303113483646103, + "calmar ratio": -0.3396578635908453, + "max drawdown": 56.068162609348995, + "profit/deviation ratio": -1.419944543635151 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.718719477011626, plot=False, step=0.0023579476910000016)": { + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.11918176537727232, plot=False, step=0.0023579476910000016)": { "winrate": 36.96060037523452, "trades": 533, "losses": 336, @@ -149257,7 +150310,7 @@ "max drawdown": 62.34481187122083, "profit/deviation ratio": -0.9544125164138311 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.903707252978516, plot=False, step=0.0023579476910000016)": { + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.13109994191499957, plot=False, step=0.0023579476910000016)": { "winrate": 36.96060037523452, "trades": 533, "losses": 336, @@ -149270,7 +150323,7 @@ "max drawdown": 62.34481187122083, "profit/deviation ratio": -0.9544125164138311 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.933485776104006, plot=False, step=0.0023579476910000016)": { + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.23225154419887867, plot=False, step=0.0023579476910000016)": { "winrate": 36.96060037523452, "trades": 533, "losses": 336, @@ -149283,7 +150336,7 @@ "max drawdown": 62.34481187122083, "profit/deviation ratio": -0.9544125164138311 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0895430243255239, plot=False, step=0.0023579476910000016)": { + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.25547669861876654, plot=False, step=0.0023579476910000016)": { "winrate": 36.96060037523452, "trades": 533, "losses": 336, @@ -149296,7 +150349,7 @@ "max drawdown": 62.34481187122083, "profit/deviation ratio": -0.9544125164138311 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.41144777789250986, plot=False, step=0.0023579476910000016)": { + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.2810243684806432, plot=False, step=0.0023579476910000016)": { "winrate": 36.96060037523452, "trades": 533, "losses": 336, @@ -149309,7 +150362,7 @@ "max drawdown": 62.34481187122083, "profit/deviation ratio": -0.9544125164138311 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.179517789085849, plot=False, step=0.0023579476910000016)": { + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.30912680532870757, plot=False, step=0.0023579476910000016)": { "winrate": 36.96060037523452, "trades": 533, "losses": 336, @@ -149322,7 +150375,7 @@ "max drawdown": 62.34481187122083, "profit/deviation ratio": -0.9544125164138311 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.0671895716335977, plot=False, step=0.0023579476910000016)": { + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.728904836851033, plot=False, step=0.0023579476910000016)": { "winrate": 36.96060037523452, "trades": 533, "losses": 336, @@ -149335,7 +150388,7 @@ "max drawdown": 62.34481187122083, "profit/deviation ratio": -0.9544125164138311 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.5624722518287508, plot=False, step=0.0023579476910000016)": { + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.2912993816766534, plot=False, step=0.0023579476910000016)": { "winrate": 36.96060037523452, "trades": 533, "losses": 336, @@ -149348,7 +150401,7 @@ "max drawdown": 62.34481187122083, "profit/deviation ratio": -0.9544125164138311 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.2876156239024747, plot=False, step=0.0023579476910000016)": { + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.0796505671840677, plot=False, step=0.0023579476910000016)": { "winrate": 36.96060037523452, "trades": 533, "losses": 336, @@ -149361,7 +150414,7 @@ "max drawdown": 62.34481187122083, "profit/deviation ratio": -0.9544125164138311 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.4525925556817609, plot=False, step=0.0023579476910000016)": { + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.052650622296294, plot=False, step=0.0023579476910000016)": { "winrate": 36.96060037523452, "trades": 533, "losses": 336, @@ -149374,7 +150427,7 @@ "max drawdown": 62.34481187122083, "profit/deviation ratio": -0.9544125164138311 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.497851811249937, plot=False, step=0.0023579476910000016)": { + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.394077978276369, plot=False, step=0.0023579476910000016)": { "winrate": 36.96060037523452, "trades": 533, "losses": 336, @@ -149387,7 +150440,7 @@ "max drawdown": 62.34481187122083, "profit/deviation ratio": -0.9544125164138311 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8017953205361363, plot=False, step=0.0023579476910000016)": { + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=6.526834353714407, plot=False, step=0.0023579476910000016)": { "winrate": 36.96060037523452, "trades": 533, "losses": 336, @@ -149400,1474 +150453,577 @@ "max drawdown": 62.34481187122083, "profit/deviation ratio": -0.9544125164138311 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.6842278384511764, plot=False, step=0.0023579476910000016)": { + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6024006916124238, plot=False, step=0.0023579476910000016)": { "winrate": 36.96060037523452, "trades": 533, "losses": 336, "profits": 197, "percentage year profit": -19.106240309648758, "mean deviation": 20.018849272261992, - "Sharpe ratio": 0.08433210095246656, - "Sortino ratio": 0.12171873921684478, - "calmar ratio": -0.3064607901795345, - "max drawdown": 62.34481187122083, - "profit/deviation ratio": -0.9544125164138311 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0672749994932561, plot=False, step=0.0023579476910000016)": { - "winrate": 36.96060037523452, - "trades": 533, - "losses": 336, - "profits": 197, - "percentage year profit": -19.16605744904627, - "mean deviation": 20.03258083021089, - "Sharpe ratio": 0.0834365213382876, - "Sortino 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"mean deviation": 10.590626216864385, - "Sharpe ratio": -0.2770804936286042, - "Sortino ratio": -0.41545604084391125, - "calmar ratio": -0.20738051699078944, - "max drawdown": 50.35054661737891, - "profit/deviation ratio": -0.9859400355055126 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04177248169415655, plot=False, step=0.005559917313492239)": { - "winrate": 38.369565217391305, - "trades": 920, - "losses": 567, - "profits": 353, - "percentage year profit": -14.543993763953766, - "mean deviation": 14.688052952550631, - "Sharpe ratio": -0.46774660660594924, - "Sortino ratio": -0.6917500400128126, - "calmar ratio": -0.2467494730364993, - "max drawdown": 58.94234984567692, - "profit/deviation ratio": -0.9901920840657203 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=101, multiplier=6.115909044841463, plot=False)": { - "winrate": 35.84070796460177, - "trades": 226, - "losses": 145, - "profits": 81, - "percentage year profit": -9.159628478011184, - "mean deviation": 9.193316208366605, - "Sharpe ratio": 0.10881751843593596, - "Sortino ratio": 0.143960599796856, - "calmar ratio": -0.22269741911422059, - "max drawdown": 41.13037553126401, - "profit/deviation ratio": -0.9963356280158445 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.014641000000000003, plot=False, step=0.005054470284992944)": { - "winrate": 36.15819209039548, - "trades": 531, - "losses": 339, - "profits": 192, - "percentage year profit": -7.71844050988888, - "mean deviation": 7.725143519236351, - "Sharpe ratio": 0.1399327782621158, - "Sortino ratio": 0.1995255413426608, - "calmar ratio": -0.18205660087832326, - "max drawdown": 42.39582894908307, - "profit/deviation ratio": -0.9991323126449652 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03797498335832414, plot=False, step=0.004177248169415656)": { - "winrate": 39.73684210526316, - "trades": 760, - "losses": 458, - "profits": 302, - "percentage year profit": -11.150768926218168, - "mean deviation": 11.142204211700227, - "Sharpe ratio": -0.18268507708026804, - "Sortino ratio": -0.25965623225423623, - "calmar ratio": -0.2107600128505004, - "max drawdown": 52.90742193172956, - "profit/deviation ratio": -1.0007686732674446 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=96, multiplier=6.115909044841463, plot=False)": { - "winrate": 34.64912280701755, - "trades": 228, - "losses": 149, - "profits": 79, - "percentage year profit": -9.264317516276677, - "mean deviation": 8.812144004075781, - "Sharpe ratio": 0.0810633074047964, - "Sortino ratio": 0.1073049141599313, - "calmar ratio": -0.2247731756193561, - "max drawdown": 41.216295008286075, - "profit/deviation ratio": -1.0513125423270155 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=170, slow=180)": { - 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strategy_parabolic_SAR(max_step=0.03797498335832414, plot=False, step=0.010834705943388393)": { - "winrate": 38.50622406639005, - "trades": 1205, - "losses": 741, - "profits": 464, - "percentage year profit": -13.565680630275256, - "mean deviation": 12.77571479489244, - "Sharpe ratio": -0.3795220865978769, - "Sortino ratio": -0.5694657551247904, - "calmar ratio": -0.24154627815306837, - "max drawdown": 56.16182842477356, - "profit/deviation ratio": -1.0618333962572986 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=91, multiplier=5.559917313492239, plot=False)": { - "winrate": 35.294117647058826, - "trades": 272, - "losses": 176, - "profits": 96, - "percentage year profit": -17.020611604382385, - "mean deviation": 15.933877407668806, - "Sharpe ratio": -0.18469192372699234, - "Sortino ratio": -0.24470257551668198, - "calmar ratio": -0.29861793614182347, - "max drawdown": 56.997954725327475, - "profit/deviation ratio": -1.0682027461935 - }, - 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step=0.00984973267580763)": { - "winrate": 39.363817097415506, - "trades": 1509, - "losses": 914, - "profits": 594, - "percentage year profit": -17.175822368474, - "mean deviation": 10.295744005521492, - "Sharpe ratio": 0.08775110390908172, - "Sortino ratio": 0.12931842950872657, - "calmar ratio": -0.32169917156739253, - "max drawdown": 53.39094373413968, - "profit/deviation ratio": -1.6682448941293413 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.728904836851033, plot=False, step=0.00984973267580763)": { - "winrate": 39.363817097415506, - "trades": 1509, - "losses": 914, - "profits": 594, - "percentage year profit": -17.175822368474, - "mean deviation": 10.295744005521492, - "Sharpe ratio": 0.08775110390908172, - "Sortino ratio": 0.12931842950872657, - "calmar ratio": -0.32169917156739253, - "max drawdown": 53.39094373413968, - "profit/deviation ratio": -1.6682448941293413 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 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strategy_parabolic_SAR(max_step=6.526834353714407, plot=False, step=0.00984973267580763)": { - "winrate": 39.363817097415506, - "trades": 1509, - "losses": 914, - "profits": 594, - "percentage year profit": -17.175822368474, - "mean deviation": 10.295744005521492, - "Sharpe ratio": 0.08775110390908172, - "Sortino ratio": 0.12931842950872657, - "calmar ratio": -0.32169917156739253, - "max drawdown": 53.39094373413968, - "profit/deviation ratio": -1.6682448941293413 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.1739085287969575, plot=False, step=0.0023579476910000016)": { + "winrate": 36.96060037523452, + "trades": 533, + "losses": 336, + "profits": 197, + "percentage year profit": -19.106240309648758, + "mean deviation": 20.018849272261992, + "Sharpe ratio": 0.08433210095246656, + "Sortino ratio": 0.12171873921684478, + "calmar ratio": -0.3064607901795345, + "max drawdown": 62.34481187122083, + "profit/deviation ratio": -0.9544125164138311 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strategy_parabolic_SAR(max_step=8.687216524793879, plot=False, step=0.0023579476910000016)": { + "winrate": 36.96060037523452, + "trades": 533, + "losses": 336, + "profits": 197, + "percentage year profit": -19.106240309648758, + "mean deviation": 20.018849272261992, + "Sharpe ratio": 0.08433210095246656, + "Sortino ratio": 0.12171873921684478, + "calmar ratio": -0.3064607901795345, + "max drawdown": 62.34481187122083, + "profit/deviation ratio": -0.9544125164138311 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6626407607736663, plot=False, step=0.00984973267580763)": { - "winrate": 39.363817097415506, - "trades": 1509, - "losses": 914, - "profits": 594, - "percentage year profit": -17.175822368474, - "mean deviation": 10.295744005521492, - "Sharpe ratio": 0.08775110390908172, - "Sortino ratio": 0.12931842950872657, - "calmar ratio": -0.32169917156739253, - "max drawdown": 53.39094373413968, - "profit/deviation ratio": 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"winrate": 38.4037558685446, + "trades": 1065, + "losses": 656, + "profits": 409, + "percentage year profit": -20.86907055210343, + "mean deviation": 9.532690344917869, + "Sharpe ratio": -0.595895698734494, + "Sortino ratio": -0.8725373514578096, + "calmar ratio": -0.32925064577104846, + "max drawdown": 63.38353719316678, + "profit/deviation ratio": -2.1892109988896564 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.13109994191499957, plot=False, step=0.00984973267580763)": { + "winrate": 39.18829008649368, + "trades": 1503, + "losses": 914, + "profits": 589, + "percentage year profit": -20.89494420123804, + "mean deviation": 9.658723271207654, + "Sharpe ratio": -0.014621263258582316, + "Sortino ratio": -0.021512881451106566, + "calmar ratio": -0.3889152359730494, + "max drawdown": 53.726216585369244, + "profit/deviation ratio": -2.1633236209929736 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=61, multiplier=3.4522712143931042, plot=False)": { + "winrate": 37.12374581939799, + "trades": 598, + "losses": 376, + "profits": 222, + "percentage year profit": -20.912971015247262, + "mean deviation": 4.556657075036438, + "Sharpe ratio": -0.20876650092584711, + "Sortino ratio": -0.2762953265515085, + "calmar ratio": -0.5083510844541934, + "max drawdown": 41.1388342717929, + "profit/deviation ratio": -4.589542436673277 }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.016105100000000004, plot=False, step=0.0034522712143931033)": { "winrate": 36.72654690618762, @@ -150960,122 +151272,135 @@ "max drawdown": 57.13339401680248, "profit/deviation ratio": -1.7781538953423168 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03797498335832414, plot=False, step=0.00984973267580763)": { - "winrate": 38.73179091688089, - "trades": 1167, - "losses": 715, - "profits": 452, - 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"trades": 816, - "losses": 483, - "profits": 333, - "percentage year profit": -17.443715624014345, - "mean deviation": 9.712373258463028, - "Sharpe ratio": -0.5383185098007819, - "Sortino ratio": -0.7593757434627406, - "calmar ratio": -0.27885602026228656, - "max drawdown": 62.554559903735, - "profit/deviation ratio": -1.7960301936310459 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.02853116706110002, plot=False, step=0.019194342495775094)": { + "winrate": 35.89519650655022, + "trades": 1145, + "losses": 734, + "profits": 411, + "percentage year profit": -21.210028128868164, + "mean deviation": 12.40551660246397, + "Sharpe ratio": -0.49452396560174966, + "Sortino ratio": -0.7379844127597189, + "calmar ratio": -0.3660709609124765, + "max drawdown": 57.93966305330416, + "profit/deviation ratio": -1.7097255042692419 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.02853116706110002, plot=False, step=0.004177248169415656)": { - "winrate": 38.84180790960452, - "trades": 708, - "losses": 433, - "profits": 275, - "percentage year profit": -14.705838292655116, - "mean deviation": 8.110876912797773, - "Sharpe ratio": -0.39397058326392537, - "Sortino ratio": -0.5588728448491191, - "calmar ratio": -0.2791942383160529, - "max drawdown": 52.67242755922435, - "profit/deviation ratio": -1.8131009076776228 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0672749994932561, plot=False, step=0.01586309297171495)": { + "winrate": 39.25886143931257, + "trades": 1862, + "losses": 1131, + "profits": 731, + "percentage year profit": -21.222525832905802, + "mean deviation": 12.364987902848465, + "Sharpe ratio": -0.13371162122714775, + "Sortino ratio": -0.20529649752034776, + "calmar ratio": -0.3868963155531573, + "max drawdown": 54.85326424616714, + "profit/deviation ratio": -1.7163402018385208 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=90, slow=190)": { - "winrate": 28.341584158415838, - "trades": 808, - "losses": 579, - "profits": 229, - "percentage year profit": -24.021859325029517, - "mean deviation": 13.213168032443456, - "Sharpe ratio": 0.1556981323139106, - "Sortino ratio": 0.22461070245600628, - "calmar ratio": -0.4175718289045002, - "max drawdown": 57.52749027167583, - "profit/deviation ratio": -1.818024206310442 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.016105100000000004, plot=False, step=0.003138428376721003)": { + "winrate": 36.19631901840491, + "trades": 489, + "losses": 312, + "profits": 177, + "percentage year profit": -21.223826740258524, + "mean deviation": 9.267783297442623, + "Sharpe ratio": 0.022172602749397124, + "Sortino ratio": 0.031706052823012566, + "calmar ratio": -0.4068066947582357, + "max drawdown": 52.17177350749302, + "profit/deviation ratio": -2.290065062927732 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=90, slow=180)": { - "winrate": 28.985507246376812, - "trades": 828, - "losses": 588, - "profits": 240, - "percentage year profit": -23.255456905749337, - "mean deviation": 12.714847191846568, - "Sharpe ratio": 0.15014205680111575, - "Sortino ratio": 0.21594095468623364, - "calmar ratio": -0.41283447534550227, - "max drawdown": 56.33118911952977, - "profit/deviation ratio": -1.8290001094674553 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.016105100000000004, plot=False, step=0.003797498335832414)": { + "winrate": 36.22350674373796, + "trades": 519, + "losses": 331, + "profits": 188, + "percentage year profit": -21.341933462564555, + "mean deviation": 11.053655324574056, + "Sharpe ratio": 0.12153187856260274, + "Sortino ratio": 0.1743712101702739, + "calmar ratio": -0.3870763650638204, + "max drawdown": 55.136235091609734, + "profit/deviation ratio": -1.9307580013932586 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.03797498335832414, plot=False, step=0.006727499949325611)": { - "winrate": 38.66133866133866, - "trades": 1001, - "losses": 614, - "profits": 387, - "percentage year profit": -32.2610704410687, - "mean deviation": 17.484665613592725, - "Sharpe ratio": -1.0167170718648697, - "Sortino ratio": -1.5014774224614795, - "calmar ratio": -0.44005186847418004, - "max drawdown": 73.31197241118319, - "profit/deviation ratio": -1.8451065152763733 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=1, multiplier=6.72749994932561, plot=False)": { + "winrate": 33.19755600814664, + "trades": 491, + "losses": 328, + "profits": 163, + "percentage year profit": -21.36727577418952, + "mean deviation": 5.726166898741504, + "Sharpe ratio": -0.5620546522870288, + "Sortino ratio": -0.7905831089433434, + "calmar ratio": -0.44028346512590383, + "max drawdown": 48.53072501389375, + "profit/deviation ratio": -3.7315146680208735 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strategy_parabolic_SAR(max_step=0.13109994191499957, plot=False, step=0.00895430243255239)": { "winrate": 39.88563259471051, @@ -151688,57 +151974,57 @@ "max drawdown": 57.60001006996692, "profit/deviation ratio": -2.2057971018151097 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04594972986357221, plot=False, step=0.006727499949325611)": { - "winrate": 38.93637226970561, - "trades": 1053, - "losses": 643, - "profits": 410, - "percentage year profit": -40.555177571784995, - "mean deviation": 18.34540454660519, - "Sharpe ratio": -0.9428101008434915, - "Sortino ratio": -1.4011075983127317, - "calmar ratio": -0.5576534902521448, - "max drawdown": 72.72469065592657, - "profit/deviation ratio": -2.210645040220152 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.031384283767210024, plot=False, step=0.019194342495775094)": { + "winrate": 37.09415584415584, + "trades": 1232, + "losses": 775, + 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strategy_parabolic_SAR(max_step=0.06115909044841463, plot=False, step=0.010834705943388393)": { + "winrate": 39.5112016293279, + "trades": 1473, + "losses": 891, + "profits": 582, + "percentage year profit": -24.961901430149304, + "mean deviation": 10.910162447311311, + "Sharpe ratio": 0.03166452145822539, + "Sortino ratio": 0.0477961362302094, + "calmar ratio": -0.45257544588989285, + "max drawdown": 55.15522695020951, + "profit/deviation ratio": -2.287949565434829 }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.1586309297171495, plot=False, step=0.00895430243255239)": { "winrate": 39.95711222301644, @@ -151753,57 +152039,18 @@ "max drawdown": 57.72966671633733, "profit/deviation ratio": -2.2518094392125514 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=81, multiplier=3.797498335832415, plot=False)": { - "winrate": 37.24007561436673, - "trades": 529, - "losses": 332, - "profits": 197, - "percentage 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plot=False, step=0.021113776745352607)": { + "winrate": 36.4951768488746, + "trades": 1244, + "losses": 790, + "profits": 454, + "percentage year profit": -25.04693988722585, + "mean deviation": 11.472617823072778, + "Sharpe ratio": -0.5569196235128502, + "Sortino ratio": -0.8342217911142745, + "calmar ratio": -0.4320690891753709, + "max drawdown": 57.96975649202167, + "profit/deviation ratio": -2.1831930840451705 }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.14420993610649954, plot=False, step=0.00895430243255239)": { "winrate": 39.95711222301644, @@ -151818,18 +152065,70 @@ "max drawdown": 57.741351649472406, "profit/deviation ratio": -2.2612717368155906 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=110, slow=150)": { - "winrate": 27.82608695652174, - "trades": 805, - "losses": 581, - "profits": 224, - "percentage year profit": -26.275567860129932, - "mean deviation": 11.520479731354147, - "Sharpe 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step=0.003797498335832414)": { + "winrate": 38.50267379679144, + "trades": 748, + "losses": 460, + "profits": 288, + "percentage year profit": -36.49947670359407, + "mean deviation": 6.026488571797504, + "Sharpe ratio": -0.4991333182648931, + "Sortino ratio": -0.7118063901008814, + "calmar ratio": -0.6030125736795522, + "max drawdown": 60.5285499784459, + "profit/deviation ratio": -6.056508075764503 }, "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.23225154419887867, plot=False, step=0.008140274938683991)": { "winrate": 40.60324825986079, @@ -155321,1923 +155295,1156 @@ "losses": 768, "profits": 525, "percentage year profit": -36.51289237416911, - "mean deviation": 12.16634741060158, - "Sharpe ratio": -0.4535138639691395, - "Sortino ratio": -0.6633626304543004, - "calmar ratio": -0.566997459842782, - "max drawdown": 64.39692407844908, - "profit/deviation ratio": -3.0011383977373773 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 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strategy_parabolic_SAR(max_step=0.04594972986357221, plot=False, step=0.0452592555681761)": { + "winrate": 34.76482617586912, + "trades": 1956, + "losses": 1276, + "profits": 680, + "percentage year profit": -50.52647855314354, + "mean deviation": 7.633361004448687, + "Sharpe ratio": -0.8050134363233551, + "Sortino ratio": -1.1952144847751638, + "calmar ratio": -0.7440763520465978, + "max drawdown": 67.90496487916782, + "profit/deviation ratio": -6.619165335387249 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=9.555938177273267, plot=False, step=0.017449402268886447)": { - "winrate": 37.7200335289187, - "trades": 2386, - "losses": 1484, - "profits": 900, - "percentage year profit": -64.65980806914881, - "mean deviation": 14.89597832406634, - "Sharpe ratio": -1.1063087438447274, - "Sortino ratio": -1.6694554742367758, - "calmar ratio": -0.832458706086638, - "max drawdown": 77.67329189589778, - "profit/deviation ratio": -4.340756052570424 + 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strategy_parabolic_SAR(max_step=0.41144777789250986, plot=False, step=0.017449402268886447)": { - "winrate": 37.7200335289187, - "trades": 2386, - "losses": 1484, - "profits": 900, - "percentage year profit": -64.65980806914881, - "mean deviation": 14.89597832406634, - "Sharpe ratio": -1.1063087438447274, - "Sortino ratio": -1.6694554742367758, - "calmar ratio": -0.832458706086638, - "max drawdown": 77.67329189589778, - "profit/deviation ratio": -4.340756052570424 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=30, slow=80)": { + "winrate": 33.16796598157335, + "trades": 1411, + "losses": 943, + "profits": 468, + "percentage year profit": -51.13363209182387, + "mean deviation": 10.414955619579343, + "Sharpe ratio": -0.7091038929634398, + "Sortino ratio": -1.0073240031672661, + "calmar ratio": -0.750267127699414, + "max drawdown": 68.15390172913185, + "profit/deviation ratio": -4.909635140038085 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.179517789085849, plot=False, step=0.017449402268886447)": { - "winrate": 37.7200335289187, - "trades": 2386, - "losses": 1484, - "profits": 900, - "percentage year profit": -64.65980806914881, - "mean deviation": 14.89597832406634, - "Sharpe ratio": -1.1063087438447274, - "Sortino ratio": -1.6694554742367758, - "calmar ratio": -0.832458706086638, - "max drawdown": 77.67329189589778, - "profit/deviation ratio": -4.340756052570424 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=70, slow=110)": { + "winrate": 30.9452736318408, + "trades": 1005, + "losses": 694, + "profits": 311, + "percentage year profit": -51.135145864394794, + "mean deviation": 10.999172776615328, + "Sharpe ratio": -0.5297037100931385, + "Sortino ratio": -0.7564633989448981, + "calmar ratio": -0.749781333711066, + "max drawdown": 68.20007856330565, + "profit/deviation ratio": -4.648999238661848 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.0671895716335977, plot=False, step=0.017449402268886447)": { - "winrate": 37.7200335289187, - "trades": 2386, - "losses": 1484, - "profits": 900, - "percentage year profit": -64.65980806914881, - "mean deviation": 14.89597832406634, - "Sharpe ratio": -1.1063087438447274, - "Sortino ratio": -1.6694554742367758, - "calmar ratio": -0.832458706086638, - "max drawdown": 77.67329189589778, - "profit/deviation ratio": -4.340756052570424 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=80, slow=100)": { + "winrate": 30.784913353720693, + "trades": 981, + "losses": 679, + "profits": 302, + "percentage year profit": -51.253690133564966, + "mean deviation": 12.88926565191106, + "Sharpe ratio": -0.5459334930973545, + "Sortino ratio": -0.7813474847991723, + "calmar ratio": -0.7427180472200148, + "max drawdown": 69.00827349679592, + "profit/deviation ratio": -3.9764631684789356 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.5624722518287508, plot=False, step=0.017449402268886447)": { - "winrate": 37.7200335289187, - "trades": 2386, - "losses": 1484, - "profits": 900, - "percentage year profit": -64.65980806914881, - "mean deviation": 14.89597832406634, - "Sharpe ratio": -1.1063087438447274, - "Sortino ratio": -1.6694554742367758, - "calmar ratio": -0.832458706086638, - "max drawdown": 77.67329189589778, - "profit/deviation ratio": -4.340756052570424 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=70, slow=130)": { + "winrate": 30.625000000000004, + "trades": 960, + "losses": 666, + "profits": 294, + "percentage year profit": -51.292921097437194, + "mean deviation": 10.487950735494245, + "Sharpe ratio": -0.6051672895122184, + "Sortino ratio": -0.8624317925550176, + "calmar ratio": -0.7716348693020278, + "max drawdown": 66.47304721186788, + "profit/deviation ratio": -4.890652367754473 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 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9.590770085147259, + "Sharpe ratio": -0.8654113350324484, + "Sortino ratio": -1.2409830350384712, + "calmar ratio": -0.7952765884400421, + "max drawdown": 71.07295637494364, + "profit/deviation ratio": -5.893443151530335 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8819748525897501, plot=False, step=0.14204293198443196)": { - "winrate": 39.175257731958766, - "trades": 10379, - "losses": 6280, - "profits": 4066, - "percentage year profit": -98.318438114603, - "mean deviation": 21.09026908000475, - "Sharpe ratio": -6.735908009249577, - "Sortino ratio": -10.566085421066607, - "calmar ratio": -0.9848816524820706, - "max drawdown": 99.8276674835232, - "profit/deviation ratio": -4.661791546690918 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=50, slow=130)": { + "winrate": 30.193661971830988, + "trades": 1136, + "losses": 792, + "profits": 343, + "percentage year profit": -56.55118992996526, + "mean deviation": 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"percentage year profit": -56.623248980322025, + "mean deviation": 7.736896507768772, + "Sharpe ratio": -1.021865854591127, + "Sortino ratio": -1.4979866900945553, + "calmar ratio": -0.7692567011548465, + "max drawdown": 73.60774224692015, + "profit/deviation ratio": -7.318599767163163 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=9.555938177273267, plot=False, step=0.14204293198443196)": { - "winrate": 39.175257731958766, - "trades": 10379, - "losses": 6280, - "profits": 4066, - "percentage year profit": -98.318438114603, - "mean deviation": 21.09026908000475, - "Sharpe ratio": -6.735908009249577, - "Sortino ratio": -10.566085421066607, - "calmar ratio": -0.9848816524820706, - "max drawdown": 99.8276674835232, - "profit/deviation ratio": -4.661791546690918 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.04594972986357221, plot=False, step=0.019194342495775094)": { + "winrate": 37.01456310679612, + "trades": 1648, + "losses": 1037, + "profits": 610, + "percentage year profit": -56.695698935584616, + "mean deviation": 7.501232956367282, + "Sharpe ratio": -0.9161291974929481, + "Sortino ratio": -1.341542736861137, + "calmar ratio": -0.7666959395303818, + "max drawdown": 73.94808816949256, + "profit/deviation ratio": -7.558184003265693 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.8905914247127888, plot=False, step=0.14204293198443196)": { - "winrate": 39.175257731958766, - "trades": 10379, - "losses": 6280, - "profits": 4066, - "percentage year profit": -98.318438114603, - "mean deviation": 21.09026908000475, - "Sharpe ratio": -6.735908009249577, - "Sortino ratio": -10.566085421066607, - "calmar ratio": -0.9848816524820706, - "max drawdown": 99.8276674835232, - "profit/deviation ratio": -4.661791546690918 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=30, slow=110)": { + "winrate": 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multiplier=2.357947691000002, plot=False)": { + "winrate": 37.158984007525866, + "trades": 1063, + "losses": 668, + "profits": 395, + "percentage year profit": -57.22939931109947, + "mean deviation": 8.524641131656258, + "Sharpe ratio": -1.509734242179854, + "Sortino ratio": -2.129121811256695, + "calmar ratio": -0.7632174269519193, + "max drawdown": 74.98439801048302, + "profit/deviation ratio": -6.713408626502536 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.933485776104006, plot=False, step=0.14204293198443196)": { - "winrate": 39.175257731958766, - "trades": 10379, - "losses": 6280, - "profits": 4066, - "percentage year profit": -98.318438114603, - "mean deviation": 21.09026908000475, - "Sharpe ratio": -6.735908009249577, - "Sortino ratio": -10.566085421066607, - "calmar ratio": -0.9848816524820706, - "max drawdown": 99.8276674835232, - "profit/deviation ratio": -4.661791546690918 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=80, slow=90)": { + "winrate": 29.69639468690702, + "trades": 1054, + "losses": 741, + "profits": 313, + "percentage year profit": -57.31164491369174, + "mean deviation": 10.4759421866708, + "Sharpe ratio": -0.9277549500246156, + "Sortino ratio": -1.3262542928977663, + "calmar ratio": -0.787038977620158, + "max drawdown": 72.81932222339258, + "profit/deviation ratio": -5.470786674120152 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=7.179517789085849, plot=False, step=0.14204293198443196)": { - "winrate": 39.175257731958766, - "trades": 10379, - "losses": 6280, - "profits": 4066, - "percentage year profit": -98.318438114603, - "mean deviation": 21.09026908000475, - "Sharpe ratio": -6.735908009249577, - "Sortino ratio": -10.566085421066607, - "calmar ratio": -0.9848816524820706, - "max drawdown": 99.8276674835232, - "profit/deviation ratio": -4.661791546690918 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=30, slow=120)": { + "winrate": 30.108303249097474, + "trades": 1385, + "losses": 968, + "profits": 417, + "percentage year profit": -57.33325746361852, + "mean deviation": 7.746249384659606, + "Sharpe ratio": -1.1277165441156278, + "Sortino ratio": -1.6156119657213988, + "calmar ratio": -0.742965955101074, + "max drawdown": 77.16808161932377, + "profit/deviation ratio": -7.401421593417744 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.0671895716335977, plot=False, step=0.14204293198443196)": { - "winrate": 39.175257731958766, - "trades": 10379, - "losses": 6280, - "profits": 4066, - "percentage year profit": -98.318438114603, - "mean deviation": 21.09026908000475, - "Sharpe ratio": -6.735908009249577, - "Sortino ratio": -10.566085421066607, - "calmar ratio": -0.9848816524820706, - "max drawdown": 99.8276674835232, - "profit/deviation ratio": -4.661791546690918 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=50, slow=150)": { + "winrate": 30.848089468779122, + "trades": 1073, + "losses": 742, + "profits": 331, + "percentage year profit": -57.39899414801428, + "mean deviation": 10.056518589183018, + "Sharpe ratio": -0.9187524064799129, + "Sortino ratio": -1.320879177602033, + "calmar ratio": -0.7935166010255849, + "max drawdown": 72.33496321794483, + "profit/deviation ratio": -5.707640635175053 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.5624722518287508, plot=False, step=0.14204293198443196)": { - "winrate": 39.175257731958766, - "trades": 10379, - "losses": 6280, - "profits": 4066, - "percentage year profit": -98.318438114603, - "mean deviation": 21.09026908000475, - "Sharpe ratio": -6.735908009249577, - "Sortino ratio": -10.566085421066607, - "calmar ratio": -0.9848816524820706, - "max drawdown": 99.8276674835232, - "profit/deviation ratio": -4.661791546690918 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=10, slow=90)": { + "winrate": 31.151142355008787, + "trades": 2276, + "losses": 1566, + "profits": 709, + "percentage year profit": -57.402289065655076, + "mean deviation": 10.807671914896549, + "Sharpe ratio": -0.9489226924670643, + "Sortino ratio": -1.3930191947345292, + "calmar ratio": -0.751824681100593, + "max drawdown": 76.35063134881939, + "profit/deviation ratio": -5.311253849826411 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.2876156239024747, plot=False, step=0.14204293198443196)": { - "winrate": 39.175257731958766, - "trades": 10379, - "losses": 6280, - "profits": 4066, - "percentage year profit": -98.318438114603, - "mean deviation": 21.09026908000475, - "Sharpe ratio": -6.735908009249577, - "Sortino ratio": -10.566085421066607, - "calmar ratio": -0.9848816524820706, - "max drawdown": 99.8276674835232, - "profit/deviation ratio": -4.661791546690918 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 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step=0.3044816395414197)": { - "winrate": 43.87399171571833, - "trades": 18348, - "losses": 10194, - "profits": 8050, - "percentage year profit": -99.93000125116976, - "mean deviation": 20.303405781472332, - "Sharpe ratio": -11.74116950853631, - "Sortino ratio": -16.80669890200469, - "calmar ratio": -0.999311880140894, - "max drawdown": 99.9988124198829, - "profit/deviation ratio": -4.921834411759621 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.0796505671840677, plot=False, step=0.01586309297171495)": { + "winrate": 38.06509945750452, + "trades": 2212, + "losses": 1369, + "profits": 842, + "percentage year profit": -61.379237608547335, + "mean deviation": 13.770354630923585, + "Sharpe ratio": -1.0385700058754863, + "Sortino ratio": -1.5683784522459667, + "calmar ratio": -0.7927136778379246, + "max drawdown": 77.42926522468396, + "profit/deviation ratio": -4.457346179793381 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=50, slow=170)": { - "winrate": 30.526315789473685, - "trades": 1045, - "losses": 726, - "profits": 319, - "percentage year profit": -56.18613295500374, - "mean deviation": 11.366573148351886, - "Sharpe ratio": -0.7331576084408267, - "Sortino ratio": -1.0506716262245077, - "calmar ratio": -0.795431615453404, - "max drawdown": 70.63603188940017, - "profit/deviation ratio": -4.943102219260388 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.052650622296294, plot=False, step=0.01586309297171495)": { + "winrate": 38.06509945750452, + "trades": 2212, + "losses": 1369, + "profits": 842, + "percentage year profit": -61.379237608547335, + "mean deviation": 13.770354630923585, + "Sharpe ratio": -1.0385700058754863, + "Sortino ratio": -1.5683784522459667, + "calmar ratio": -0.7927136778379246, + "max drawdown": 77.42926522468396, + "profit/deviation ratio": -4.457346179793381 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.14420993610649954, plot=False, step=0.013109994191499958)": { - "winrate": 38.29563387690689, - "trades": 1901, - "losses": 1173, - "profits": 728, - "percentage year profit": -62.798042671967615, - "mean deviation": 12.702274450728545, - "Sharpe ratio": -1.0955987251081387, - "Sortino ratio": -1.6516666732304914, - "calmar ratio": -0.8141851557916909, - "max drawdown": 77.12992827891163, - "profit/deviation ratio": -4.943842373707002 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.394077978276369, plot=False, step=0.01586309297171495)": { + "winrate": 38.06509945750452, + "trades": 2212, + "losses": 1369, + "profits": 842, + "percentage year profit": -61.379237608547335, + "mean deviation": 13.770354630923585, + "Sharpe ratio": -1.0385700058754863, + "Sortino ratio": -1.5683784522459667, + "calmar ratio": -0.7927136778379246, + "max drawdown": 77.42926522468396, + "profit/deviation ratio": 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step=0.01586309297171495)": { + "winrate": 38.06509945750452, + "trades": 2212, + "losses": 1369, + "profits": 842, + "percentage year profit": -61.379237608547335, + "mean deviation": 13.770354630923585, + "Sharpe ratio": -1.0385700058754863, + "Sortino ratio": -1.5683784522459667, + "calmar ratio": -0.7927136778379246, + "max drawdown": 77.42926522468396, + "profit/deviation ratio": -4.457346179793381 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=56, multiplier=2.853116706110003, plot=False)": { - "winrate": 35.83959899749373, - "trades": 798, - "losses": 512, - "profits": 286, - "percentage year profit": -74.75505097618777, - "mean deviation": 14.979453551025475, - "Sharpe ratio": -2.044471176572696, - "Sortino ratio": -2.7500617287385105, - "calmar ratio": -0.8654027709386024, - "max drawdown": 86.38180219264795, - "profit/deviation ratio": -4.9905058767027 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.4204293198443187, plot=False, step=0.01586309297171495)": { + "winrate": 38.06509945750452, + "trades": 2212, + "losses": 1369, + "profits": 842, + "percentage year profit": -61.379237608547335, + "mean deviation": 13.770354630923585, + "Sharpe ratio": -1.0385700058754863, + "Sortino ratio": -1.5683784522459667, + "calmar ratio": -0.7927136778379246, + "max drawdown": 77.42926522468396, + "profit/deviation ratio": -4.457346179793381 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6024006916124238, plot=False, step=0.3044816395414197)": { - "winrate": 42.96173830892773, - "trades": 16936, - "losses": 9564, - "profits": 7276, - "percentage year profit": -99.88997136428172, - "mean deviation": 20.012989061203648, - "Sharpe ratio": -10.81011118785076, - "Sortino ratio": -15.887483664651048, - "calmar ratio": -0.9989312918914028, - "max drawdown": 99.99683879673788, - "profit/deviation ratio": 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step=0.021113776745352607)": { - "winrate": 36.46508279337653, - "trades": 2778, - "losses": 1765, - "profits": 1013, - "percentage year profit": -72.27719566982107, - "mean deviation": 13.924489828599441, - "Sharpe ratio": -1.9307440991511502, - "Sortino ratio": -2.981788314504197, - "calmar ratio": -0.8302392900061325, - "max drawdown": 87.0558603282762, - "profit/deviation ratio": -5.190653055121007 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.0448163954141947, plot=False, step=0.021113776745352607)": { - "winrate": 36.46508279337653, - "trades": 2778, - "losses": 1765, - "profits": 1013, - "percentage year profit": -72.27719566982107, - "mean deviation": 13.924489828599441, - "Sharpe ratio": -1.9307440991511502, - "Sortino ratio": -2.981788314504197, - "calmar ratio": -0.8302392900061325, - "max drawdown": 87.0558603282762, - "profit/deviation ratio": -5.190653055121007 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 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step=0.021113776745352607)": { - "winrate": 36.46508279337653, - "trades": 2778, - "losses": 1765, - "profits": 1013, - "percentage year profit": -72.27719566982107, - "mean deviation": 13.924489828599441, - "Sharpe ratio": -1.9307440991511502, - "Sortino ratio": -2.981788314504197, - "calmar ratio": -0.8302392900061325, - "max drawdown": 87.0558603282762, - "profit/deviation ratio": -5.190653055121007 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.8905914247127888, plot=False, step=0.021113776745352607)": { - "winrate": 36.46508279337653, - "trades": 2778, - "losses": 1765, - "profits": 1013, - "percentage year profit": -72.27719566982107, - "mean deviation": 13.924489828599441, - "Sharpe ratio": -1.9307440991511502, - "Sortino ratio": -2.981788314504197, - "calmar ratio": -0.8302392900061325, - "max drawdown": 87.0558603282762, - "profit/deviation ratio": -5.190653055121007 - }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 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step=0.021113776745352607)": { - "winrate": 36.46508279337653, - "trades": 2778, - "losses": 1765, - "profits": 1013, - "percentage year profit": -72.27719566982107, - "mean deviation": 13.924489828599441, - "Sharpe ratio": -1.9307440991511502, - "Sortino ratio": -2.981788314504197, - "calmar ratio": -0.8302392900061325, - "max drawdown": 87.0558603282762, - "profit/deviation ratio": -5.190653055121007 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.0672749994932561, plot=False, step=0.054763699237493094)": { + "winrate": 34.26124197002141, + "trades": 2802, + "losses": 1841, + "profits": 960, + "percentage year profit": -62.2358596092438, + "mean deviation": 11.517204336896766, + "Sharpe ratio": -1.2980482486670624, + "Sortino ratio": -2.0270309094463252, + "calmar ratio": -0.8032344067631018, + "max drawdown": 77.48156588565939, + "profit/deviation ratio": -5.403729741067774 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.4525925556817609, plot=False, step=0.021113776745352607)": { - "winrate": 36.46508279337653, - "trades": 2778, - "losses": 1765, - "profits": 1013, - "percentage year profit": -72.27719566982107, - "mean deviation": 13.924489828599441, - "Sharpe ratio": -1.9307440991511502, - "Sortino ratio": -2.981788314504197, - "calmar ratio": -0.8302392900061325, - "max drawdown": 87.0558603282762, - "profit/deviation ratio": -5.190653055121007 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=10, slow=60)": { + "winrate": 32.58426966292135, + "trades": 2314, + "losses": 1557, + "profits": 754, + "percentage year profit": -62.238487473841666, + "mean deviation": 10.635025411362333, + "Sharpe ratio": -0.9021094033852425, + "Sortino ratio": -1.3263067854648498, + "calmar ratio": -0.7977985094693499, + "max drawdown": 78.01278986499882, + "profit/deviation ratio": -5.852218031124478 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 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plot=False, step=0.037404343444773634)": { - "winrate": 36.674816625916876, - "trades": 4090, - "losses": 2587, - "profits": 1500, - "percentage year profit": -87.6360418122953, - "mean deviation": 13.277565747887962, - "Sharpe ratio": -3.5404376878868726, - "Sortino ratio": -5.429506111734342, - "calmar ratio": -0.9042728433557375, - "max drawdown": 96.9132739705859, - "profit/deviation ratio": -6.600309384740603 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.052650622296294, plot=False, step=0.0452592555681761)": { + "winrate": 38.13612565445026, + "trades": 4775, + "losses": 2948, + "profits": 1821, + "percentage year profit": -86.16470890367353, + "mean deviation": 7.391141194739023, + "Sharpe ratio": -3.374353779892934, + "Sortino ratio": -5.247227859789204, + "calmar ratio": -0.894981815687979, + "max drawdown": 96.27537386046005, + "profit/deviation ratio": -11.65783559445531 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 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strategy_parabolic_SAR(max_step=7.897469567994435, plot=False, step=0.0452592555681761)": { + "winrate": 38.13612565445026, + "trades": 4775, + "losses": 2948, + "profits": 1821, + "percentage year profit": -86.16470890367353, + "mean deviation": 7.391141194739023, + "Sharpe ratio": -3.374353779892934, + "Sortino ratio": -5.247227859789204, + "calmar ratio": -0.894981815687979, + "max drawdown": 96.27537386046005, + "profit/deviation ratio": -11.65783559445531 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.06115909044841463, plot=False, step=0.041144777789251)": { - "winrate": 34.92647058823529, - "trades": 2448, - "losses": 1591, - "profits": 855, - "percentage year profit": -55.11751169401493, - "mean deviation": 8.257915675396486, - "Sharpe ratio": -1.078455831870455, - "Sortino ratio": -1.6626991735692382, - "calmar ratio": -0.739598657737029, - "max drawdown": 74.52354208248504, - "profit/deviation ratio": -6.674506480882488 + 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step=0.5933485776104012)": { - "winrate": 47.147921366419595, - "trades": 27927, - "losses": 14556, - "profits": 13167, - "percentage year profit": -99.99889063336084, - "mean deviation": 14.347262447513277, - "Sharpe ratio": -18.09096795323355, - "Sortino ratio": -24.97448073256932, - "calmar ratio": -0.9999889308783585, - "max drawdown": 99.99999754549782, - "profit/deviation ratio": -6.969893455227972 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=46, multiplier=1.2100000000000002, plot=False)": { + "winrate": 31.973836090804152, + "trades": 2599, + "losses": 1768, + "profits": 831, + "percentage year profit": -88.28103352444039, + "mean deviation": 7.801657946194726, + "Sharpe ratio": -4.5200158258088425, + "Sortino ratio": -6.484352092504018, + "calmar ratio": -0.9117713944224364, + "max drawdown": 96.82364906870346, + "profit/deviation ratio": -11.315675992626623 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=5.933485776104006, plot=False, step=0.5933485776104012)": { - "winrate": 47.147921366419595, - "trades": 27927, - "losses": 14556, - "profits": 13167, - "percentage year profit": -99.99889063336084, - "mean deviation": 14.347262447513277, - "Sharpe ratio": -18.09096795323355, - "Sortino ratio": -24.97448073256932, - "calmar ratio": -0.9999889308783585, - "max drawdown": 99.99999754549782, - "profit/deviation ratio": -6.969893455227972 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=51, multiplier=1.2100000000000002, plot=False)": { + "winrate": 32.268001540238735, + "trades": 2597, + "losses": 1759, + "profits": 838, + "percentage year profit": -88.30538056801089, + "mean deviation": 8.102586417123403, + "Sharpe ratio": -4.26981589987368, + "Sortino ratio": -6.162602973566185, + "calmar ratio": -0.9173438696721108, + "max drawdown": 96.2620272369337, + "profit/deviation ratio": -10.898418853193947 }, - "ticker: 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"percentage year profit": -88.43186458321736, + "mean deviation": 11.662955616967393, + "Sharpe ratio": -3.3465374333165667, + "Sortino ratio": -5.151185354646499, + "calmar ratio": -0.9189826100732196, + "max drawdown": 96.22800650838386, + "profit/deviation ratio": -7.582285956277304 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.6024006916124238, plot=False, step=0.36842278384511795)": { - "winrate": 43.21007853403142, - "trades": 18336, - "losses": 10293, - "profits": 7923, - "percentage year profit": -99.93901901891294, - "mean deviation": 14.336812196555002, - "Sharpe ratio": -11.977825817334683, - "Sortino ratio": -17.546687472481416, - "calmar ratio": -0.9994009512989978, - "max drawdown": 99.99892324398388, - "profit/deviation ratio": -6.9707978069858045 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_supertrend(length=66, multiplier=1.2100000000000002, plot=False)": { + "winrate": 32.19098960338852, + 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step=0.030912680532870763)": { + "winrate": 35.64920273348519, + "trades": 3512, + "losses": 2257, + "profits": 1252, + "percentage year profit": -88.674301609413, + "mean deviation": 7.234233470545824, + "Sharpe ratio": -3.4210757160150025, + "Sortino ratio": -5.2365544431316975, + "calmar ratio": -0.9200563462763617, + "max drawdown": 96.37920760863649, + "profit/deviation ratio": -12.257594667140665 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=40, slow=190)": { - "winrate": 30.06932409012132, - "trades": 1154, - "losses": 807, - "profits": 347, - "percentage year profit": -65.69914776032931, - "mean deviation": 9.354167486972576, - "Sharpe ratio": -1.2010803312343186, - "Sortino ratio": -1.717133233570981, - "calmar ratio": -0.8264778657688817, - "max drawdown": 79.49293076253004, - "profit/deviation ratio": -7.023516293868763 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.23225154419887867, plot=False, step=0.041144777789251)": { + "winrate": 37.34533183352081, + "trades": 4445, + "losses": 2781, + "profits": 1660, + "percentage year profit": -88.70232230696303, + "mean deviation": 12.13174315195506, + "Sharpe ratio": -3.593930174120684, + "Sortino ratio": -5.602573954995782, + "calmar ratio": -0.914207495455768, + "max drawdown": 97.02646581642986, + "profit/deviation ratio": -7.311589208239083 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.2912993816766534, plot=False, step=0.20796505671840693)": { - "winrate": 41.53913423699169, - "trades": 13722, - "losses": 7953, - "profits": 5700, - "percentage year profit": -99.71089990523086, - "mean deviation": 14.181379387314944, - "Sharpe ratio": -9.5735899468813, - "Sortino ratio": -13.962976183470708, - "calmar ratio": -0.9972130195377388, - "max drawdown": 99.98956888012971, - "profit/deviation ratio": -7.031114335353085 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 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plot=False, step=0.20796505671840693)": { - "winrate": 41.53913423699169, - "trades": 13722, - "losses": 7953, - "profits": 5700, - "percentage year profit": -99.71089990523086, - "mean deviation": 14.181379387314944, - "Sharpe ratio": -9.5735899468813, - "Sortino ratio": -13.962976183470708, - "calmar ratio": -0.9972130195377388, - "max drawdown": 99.98956888012971, - "profit/deviation ratio": -7.031114335353085 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.2810243684806432, plot=False, step=0.049785181124993715)": { + "winrate": 37.54185542643293, + "trades": 5077, + "losses": 3165, + "profits": 1906, + "percentage year profit": -88.94286250396893, + "mean deviation": 6.231001049452307, + "Sharpe ratio": -3.5618663629082254, + "Sortino ratio": -5.584950273086758, + "calmar ratio": -0.9164319818488865, + "max drawdown": 97.05342487560087, + "profit/deviation ratio": -14.274249321750126 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.4204293198443187, plot=False, step=0.20796505671840693)": { - "winrate": 41.53913423699169, - "trades": 13722, - "losses": 7953, - "profits": 5700, - "percentage year profit": -99.71089990523086, - "mean deviation": 14.181379387314944, - "Sharpe ratio": -9.5735899468813, - "Sortino ratio": -13.962976183470708, - "calmar ratio": -0.9972130195377388, - "max drawdown": 99.98956888012971, - "profit/deviation ratio": -7.031114335353085 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.3740434344477362, plot=False, step=0.049785181124993715)": { + "winrate": 37.42918538777105, + "trades": 5119, + "losses": 3195, + "profits": 1916, + "percentage year profit": -88.95298128843947, + "mean deviation": 6.499749374269087, + "Sharpe ratio": -3.589124511370484, + "Sortino ratio": -5.63090328010505, + "calmar ratio": -0.9158087145031589, + "max drawdown": 97.13052505369302, + "profit/deviation ratio": 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step=0.049785181124993715)": { + "winrate": 37.409791300955725, + "trades": 5127, + "losses": 3203, + "profits": 1918, + "percentage year profit": -89.07260206368169, + "mean deviation": 6.319157348423612, + "Sharpe ratio": -3.591612744580456, + "Sortino ratio": -5.635531377803572, + "calmar ratio": -0.9169944005848679, + "max drawdown": 97.13538273174876, + "profit/deviation ratio": -14.095645535065191 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=4.903707252978516, plot=False, step=0.20796505671840693)": { - "winrate": 41.53913423699169, - "trades": 13722, - "losses": 7953, - "profits": 5700, - "percentage year profit": -99.71089990523086, - "mean deviation": 14.181379387314944, - "Sharpe ratio": -9.5735899468813, - "Sortino ratio": -13.962976183470708, - "calmar ratio": -0.9972130195377388, - "max drawdown": 99.98956888012971, - "profit/deviation ratio": -7.031114335353085 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: 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step=0.06024006916124241)": { + "winrate": 37.89455724279133, + "trades": 5861, + "losses": 3631, + "profits": 2221, + "percentage year profit": -91.6763733760397, + "mean deviation": 9.849629768299149, + "Sharpe ratio": -4.2226085189376805, + "Sortino ratio": -6.5991678408299395, + "calmar ratio": -0.9326968905789893, + "max drawdown": 98.29171116795496, + "profit/deviation ratio": -9.307595872394963 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.17449402268886446, plot=False, step=0.02322515441988787)": { - "winrate": 36.01493550577054, - "trades": 2946, - "losses": 1885, - "profits": 1061, - "percentage year profit": -77.82348998743333, - "mean deviation": 9.412111149039498, - "Sharpe ratio": -2.390899697175327, - "Sortino ratio": -3.6821111695056272, - "calmar ratio": -0.8540892346695009, - "max drawdown": 91.11868740219865, - "profit/deviation ratio": -8.268441453262607 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8017953205361363, plot=False, step=0.06024006916124241)": { + "winrate": 37.89455724279133, + "trades": 5861, + "losses": 3631, + "profits": 2221, + "percentage year profit": -91.6763733760397, + "mean deviation": 9.849629768299149, + "Sharpe ratio": -4.2226085189376805, + "Sortino ratio": -6.5991678408299395, + "calmar ratio": -0.9326968905789893, + "max drawdown": 98.29171116795496, + "profit/deviation ratio": -9.307595872394963 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=20, slow=200)": { - "winrate": 29.12801484230056, - "trades": 1617, - "losses": 1146, - "profits": 471, - "percentage year profit": -67.08067317446915, - "mean deviation": 8.09949866366945, - "Sharpe ratio": -1.4654449519688253, - "Sortino ratio": -2.0873059926992386, - "calmar ratio": -0.821885684463796, - "max drawdown": 81.618008979233, - "profit/deviation ratio": -8.282077195143147 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.6842278384511764, plot=False, step=0.06024006916124241)": { + "winrate": 37.89455724279133, + "trades": 5861, + "losses": 3631, + "profits": 2221, + "percentage year profit": -91.6763733760397, + "mean deviation": 9.849629768299149, + "Sharpe ratio": -4.2226085189376805, + "Sortino ratio": -6.5991678408299395, + "calmar ratio": -0.9326968905789893, + "max drawdown": 98.29171116795496, + "profit/deviation ratio": -9.307595872394963 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_macd(fast=20, slow=190)": { - "winrate": 28.970223325062033, - "trades": 1612, - "losses": 1145, - "profits": 467, - "percentage year profit": -66.83260733569651, - "mean deviation": 8.068842664884423, - "Sharpe ratio": -1.4079041382504314, - "Sortino ratio": -2.004475693723465, - "calmar ratio": -0.8218861141061621, - "max drawdown": 81.31614123737808, - "profit/deviation ratio": -8.282799666741774 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 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plot=False, step=0.06626407607736666)": { - "winrate": 38.34959219574604, - "trades": 6253, - "losses": 3844, - "profits": 2398, - "percentage year profit": -91.01964973240591, - "mean deviation": 8.616421522047286, - "Sharpe ratio": -4.042258348776205, - "Sortino ratio": -6.420877825466327, - "calmar ratio": -0.9289661425370049, - "max drawdown": 97.9795124543844, - "profit/deviation ratio": -10.563509398827483 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.0671895716335977, plot=False, step=0.1718719477011627)": { + "winrate": 40.14991998652405, + "trades": 11873, + "losses": 7051, + "profits": 4767, + "percentage year profit": -99.22642004404794, + "mean deviation": 16.52175224190033, + "Sharpe ratio": -8.09521907509772, + "Sortino ratio": -12.332979015743845, + "calmar ratio": -0.992746101106903, + "max drawdown": 99.95145781324285, + "profit/deviation ratio": -6.005804868106104 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.8017953205361363, plot=False, step=0.06626407607736666)": { - "winrate": 38.34959219574604, - "trades": 6253, - "losses": 3844, - "profits": 2398, - "percentage year profit": -91.01964973240591, - "mean deviation": 8.616421522047286, - "Sharpe ratio": -4.042258348776205, - "Sortino ratio": -6.420877825466327, - "calmar ratio": -0.9289661425370049, - "max drawdown": 97.9795124543844, - "profit/deviation ratio": -10.563509398827483 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=1.5624722518287508, plot=False, step=0.1718719477011627)": { + "winrate": 40.14991998652405, + "trades": 11873, + "losses": 7051, + "profits": 4767, + "percentage year profit": -99.22642004404794, + "mean deviation": 16.52175224190033, + "Sharpe ratio": -8.09521907509772, + "Sortino ratio": -12.332979015743845, + "calmar ratio": -0.992746101106903, + "max drawdown": 99.95145781324285, + "profit/deviation ratio": -6.005804868106104 }, 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5.243085920369869, - "Sharpe ratio": -5.877258252276571, - "Sortino ratio": -8.527865745447189, - "calmar ratio": -0.9509188057362732, - "max drawdown": 98.45594467878365, - "profit/deviation ratio": -17.856584987068253 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=2.2876156239024747, plot=False, step=0.8687216524793887)": { + "winrate": 48.82271680736761, + "trades": 32575, + "losses": 16436, + "profits": 15904, + "percentage year profit": -99.99985798984933, + "mean deviation": 20.664019242427273, + "Sharpe ratio": -21.348178531467354, + "Sortino ratio": -28.963182543193852, + "calmar ratio": -0.9999985807977961, + "max drawdown": 99.99999991006959, + "profit/deviation ratio": -4.839322728877936 }, - "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.25547669861876654, plot=False, step=0.14204293198443196)": { - "winrate": 37.79700255879128, - "trades": 8207, - "losses": 5078, - "profits": 3102, - "percentage year profit": -97.35023525519043, - "mean deviation": 5.366933932520582, - "Sharpe ratio": -5.838277437818388, - "Sortino ratio": -9.12855905193971, - "calmar ratio": -0.9775522858097665, - "max drawdown": 99.58570673746546, - "profit/deviation ratio": -18.13889205255595 + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=3.6842278384511764, plot=False, step=0.8687216524793887)": { + "winrate": 48.82271680736761, + "trades": 32575, + "losses": 16436, + "profits": 15904, + "percentage year profit": -99.99985798984933, + "mean deviation": 20.664019242427273, + "Sharpe ratio": -21.348178531467354, + "Sortino ratio": -28.963182543193852, + "calmar ratio": -0.9999985807977961, + "max drawdown": 99.99999991006959, + "profit/deviation ratio": -4.839322728877936 + }, + "ticker: ETH/USDT XMR/USDT, interval: 1h, limit: 1000 :: strategy_parabolic_SAR(max_step=0.9701723378487251, plot=False, step=0.8687216524793887)": { + "winrate": 48.82878457618273, + "trades": 32573, + "losses": 16433, + "profits": 15905, + "percentage year profit": -99.99986122359698, + "mean deviation": 20.491798331378934, + "Sharpe ratio": -21.372410791360277, + "Sortino ratio": -28.984926073046548, + "calmar ratio": -0.9999986131166165, + "max drawdown": 99.9999999119352, + "profit/deviation ratio": -4.879994405882277 } } } \ No newline at end of file diff --git a/quick_trade/indicators.py b/quick_trade/indicators.py index 520173e1..efb2d6d8 100644 --- a/quick_trade/indicators.py +++ b/quick_trade/indicators.py @@ -1,10 +1,15 @@ +import numpy as np +import pandas as pd from numpy import nan from pandas import DataFrame from pandas import Series from ta.volatility import AverageTrueRange from .utils import BUY, SELL -class SuperTrendIndicator(object): +class Indicator: + pass + +class SuperTrendIndicator(Indicator): """ Supertrend (ST) """ @@ -81,3 +86,47 @@ def _get_all_ST(self) -> DataFrame: ) return df + + +class PriceChannel(Indicator): + def __init__(self, + high: pd.Series, + low: pd.Series, + support_period: int = 20, + resistance_period: int = 20, + channel_part: float = 1.0): + self._support_period = support_period + self._resistance_period = support_period + self._high = high + self._low = low + self._part = channel_part + self._run() + + def __run_lev(self, func, period): + channel = [np.nan] * period + for roll in self._low.rolling(period): + channel.append(func(roll)) + return channel + + def _run(self): + support = self.__run_lev(lambda x: x.min(), self._support_period) + resistance = self.__run_lev(lambda x: x.max(), self._resistance_period) + + self.high = [] + self.low = [] + + for low, high in zip(support, resistance): + mid = (low + high) / 2 + diff = high - low + + new_low = mid - (diff*self._part)/2 + new_high = mid + (diff*self._part)/2 + + self.high.append(new_high) + self.low.append(new_low) + + def higher_line(self): + return self.high + + def lower_line(self): + return self.low diff --git a/quick_trade/trading_sys.py b/quick_trade/trading_sys.py index 93d13626..b3d6fcb0 100644 --- a/quick_trade/trading_sys.py +++ b/quick_trade/trading_sys.py @@ -1043,12 +1043,8 @@ def set_open_stop_and_take(self, self.open_lot_prices.append(self._open_price) if set_take: self.take_profits.append(take_flag) - elif sig == utils.EXIT: - self.take_profits[e] = take_flag if set_stop: self.stop_losses.append(stop_flag) - elif sig == utils.EXIT: - self.stop_losses[e] = take_flag utils.logger.debug('(%s) stop loss: %f pips, trader take profit: %f pips', self, stop_loss, take_profit) @utils.assert_logger @@ -1126,6 +1122,35 @@ def correct_sl_tp(self, else: self.stop_losses[e] = correct_sl + def trailing_stop(self): + for (i, + (price, + high, + low, + entry, + signal, + sl_before, + open_trade) + ) in enumerate(zip(self.df['Close'], + self.df['High'].values, + self.df['Low'].values, + self._converted, + self.returns, + self.stop_losses, + self.open_lot_prices)): + if entry is not np.nan: + diff_open_sl = sl_before - open_trade + trade_high = high + trade_low = low + trade_low = min(low, trade_low) + trade_high = max(high, trade_high) + if signal == utils.BUY: + sl = trade_high + diff_open_sl + elif signal == utils.SELL: + sl = trade_low + diff_open_sl + else: + sl = sl_before + self.stop_losses[i] = sl class ExampleStrategies(Trader): @@ -1774,7 +1799,7 @@ def DP_2_strategy(self, return self.returns @strategy - def strategy_kst(self, **kst_kwargs): + def strategy_kst(self, sl=5000, **kst_kwargs): KST = ta.trend.KSTIndicator(close=self.df['Close'], **kst_kwargs) fast = KST.kst() slow = KST.kst_sig() @@ -1785,7 +1810,7 @@ def strategy_kst(self, **kst_kwargs): else: self.returns.append(utils.SELL) self.set_credit_leverages(1) - self.set_open_stop_and_take(stop_loss=5000) + self.set_open_stop_and_take(stop_loss=sl) return self.returns @strategy @@ -1881,3 +1906,23 @@ def strategy_pump_detector(self, self.returns.append(flag) self.stop_losses.append(sl) self.take_profits.append(tp) + + @strategy + def strategy_price_channel(self, + support_period: int = 20, + resistance_period: int = 20, + channel_part: float = 0.8): + PC = indicators.PriceChannel(high=self.df['High'], + low=self.df['Low'], + support_period=support_period, + resistance_period=resistance_period, + channel_part=channel_part) + flag = utils.EXIT + for price, low, high in zip(self.df['Close'], + PC.lower_line(), + PC.higher_line()): + if price > high: + flag = utils.SELL + elif price < low: + flag = utils.BUY + self.returns.append(flag) diff --git a/quick_trade/utils.py b/quick_trade/utils.py index 7387f57c..55af8a57 100644 --- a/quick_trade/utils.py +++ b/quick_trade/utils.py @@ -188,7 +188,7 @@ max drawdown: {}% profit/deviation ratio: {}""" # .format(Trader.losses, Trader.trades, ...) -__version__: str = "7.8.3" +__version__: str = "7.9.0" __author__: str = 'Vlad Kochetov' __credits__: List[str] = [ "Hemerson Tacon -- Stack overflow", diff --git a/setup.py b/setup.py index 0595d0c1..45797800 100644 --- a/setup.py +++ b/setup.py @@ -6,7 +6,7 @@ with open('README.md') as file: long_desc = file.read() -__version__ = "7.8.3" +__version__ = "7.9.0" setup( name='quick_trade',