supertrend-consecutive-loss-analysis

It currently can analyze consecutive supertrend signal loss for specific pair (on perp. markets).

Example output for (ETHUSDT-5m- from 2023-08-01):

• Consecutive loss positions: {(3, 5): 3, (8, 12): 5, (17, 25): 9, (27, 28): 2, (30, 31): 2, (33, 36): 4, (38, 51): 14, (53, 62): 10, (67, 69): 3, (72, 76): 5, (85, 86): 2, (88, 91): 4, (93, 96): 4, (98, 101): 4, (103, 104): 2, (106, 111): 6, (114, 116): 3, (119, 122): 4, (124, 125): 2, (129, 138): 10, (140, 145): 6, (147, 148): 2, (150, 151): 2, (153, 154): 2}

• Consecutive loss dates and counts: {(Timestamp('2023-08-01 11:30:00'), Timestamp('2023-08-01 15:55:00')): 3, (Timestamp('2023-08-02 06:00:00'), Timestamp('2023-08-02 12:15:00')): 5, (Timestamp('2023-08-02 23:05:00'), Timestamp('2023-08-03 13:15:00')): 9, (Timestamp('2023-08-03 17:55:00'), Timestamp('2023-08-03 20:50:00')): 2, (Timestamp('2023-08-04 05:20:00'), Timestamp('2023-08-04 07:45:00')): 2, (Timestamp('2023-08-04 10:35:00'), Timestamp('2023-08-04 17:50:00')): 4, (Timestamp('2023-08-04 21:05:00'), Timestamp('2023-08-05 17:25:00')): 14, (Timestamp('2023-08-05 20:20:00'), Timestamp('2023-08-06 09:05:00')): 10, (Timestamp('2023-08-06 17:20:00'), Timestamp('2023-08-07 00:40:00')): 3, (Timestamp('2023-08-07 07:55:00'), Timestamp('2023-08-07 13:15:00')): 5, (Timestamp('2023-08-08 18:45:00'), Timestamp('2023-08-08 21:35:00')): 2, (Timestamp('2023-08-09 01:20:00'), Timestamp('2023-08-09 06:50:00')): 4, (Timestamp('2023-08-09 09:55:00'), Timestamp('2023-08-09 13:35:00')): 4, (Timestamp('2023-08-09 18:45:00'), Timestamp('2023-08-09 21:40:00')): 4, (Timestamp('2023-08-09 23:55:00'), Timestamp('2023-08-10 02:50:00')): 2, (Timestamp('2023-08-10 05:45:00'), Timestamp('2023-08-10 12:15:00')): 6, (Timestamp('2023-08-10 21:25:00'), Timestamp('2023-08-11 01:35:00')): 3, (Timestamp('2023-08-11 08:45:00'), Timestamp('2023-08-11 15:10:00')): 4, (Timestamp('2023-08-11 21:05:00'), Timestamp('2023-08-11 22:10:00')): 2, (Timestamp('2023-08-12 08:25:00'), Timestamp('2023-08-12 17:15:00')): 10, (Timestamp('2023-08-12 18:40:00'), Timestamp('2023-08-13 00:40:00')): 6, (Timestamp('2023-08-13 01:25:00'), Timestamp('2023-08-13 02:50:00')): 2, (Timestamp('2023-08-13 06:10:00'), Timestamp('2023-08-13 07:55:00')): 2, (Timestamp('2023-08-13 09:20:00'), Timestamp('2023-08-13 11:00:00')): 2}

• Average consecutive losses: 4.583333333333333

• Maximum consecutive losses: 14

• Total number of instances of consecutive losses: 24

• Number of times 1.8R was achieved after consecutive losses: 0 (Error occured Should be fixed!!)