🚀 Trendhoo [v5] by @DaviddTech 🤖 [bef4d169]
🛡️ TRENDHOO ADAUSDT.P 2H
@helloitsiain
⌛2 hours
⚪️ Deep Backtest
Last updated: 14 minutes agoTrades per Day
Key Performance Metrics
- First Traded Date: 2018-04-25 07:30:00
- Sharpe Ratio: 0.40
- Sortino Ratio: 1.00
- Calmar: -0.97
- Longest DD Days: 71.00
- Volatility: 1.64
- Skew: 1.72
- Kurtosis: 3.81
- Expected Daily: 0.01
- Expected Monthly: 0.27
- Expected Yearly: 3.32
- Kelly Criterion: 10.49
- Daily Value-at-Risk: -0.11
- Expected Shortfall (cVaR): -0.12
- Last Trade Date: 2025-02-02 23:30:00
- Max Consecutive Wins: 8
- Number Winning Trades 183
- Max Consecutive Losses: 9
- Number Losing Trades: 295
- Gain/Pain Ratio: -0.97
- Gain/Pain (1M): 1.38
- Payoff Ratio: 2.24
- Common Sense Ratio: 1.38
- Tail Ratio: 2.19
- Outlier Win Ratio: 2.86
- Outlier Loss Ratio: 0.00
- Recovery Factor: 0.00
- Ulcer Index: 0.00
- Serenity Index: 3.41
AI Trading Bot Quantitative Analyst
Performance Analysis
Upon reviewing the provided QuantStats report, several performance metrics stand out that merit attention:
Metric | Strategy |
---|---|
Net Profit (%) | 632.43% |
CAGR | 0.91% |
Sharpe Ratio | 0.399 |
Sortino Ratio | 1.001 |
Profit Factor | 1.43 |
Maximum Drawdown (%) | -18.17% |
Volatility | 1.64% |
Percent Profitable | 38.28% |
The strategy showcases an impressive net profit of 632.43%, with a maximum drawdown of -18.17%, which is comfortably below the acceptable threshold for crypto trading. However, the Sharpe Ratio of 0.399 slightly underperforms the good threshold of 0.5. The profit factor of 1.43 shows that the strategy generates $1.43 for every $1.00 lost, indicating decent profitability.
Strategy Viability
Based on the data provided, the strategy is promising for real-world trading, although slightly underperforming on the Sharpe Ratio. It achieves remarkable returns with reasonable drawdown levels. However, considering its lower Sharpe Ratio, the risk-adjusted returns could be improved. It would be beneficial to scrutinize the market conditions under which this strategy excels, verifying their persistence in the near future.
Risk Management
The strategy exhibits reasonable risk management, as evidenced by its moderate maximum drawdown and favorable Gain/Pain Ratio of 1.38. Despite no margin calls reported, there are potential areas for risk management improvements:
- Implement leverage adjustments to further reduce drawdown risks, thereby enhancing risk management.
- Incorporate additional volatility-based position sizing strategies to optimize trade entries and exits based on prevailing market conditions.
- Explore enhanced stop-loss mechanisms to better protect profits.
Improvement Suggestions
To bolster the strategy's robustness and performance, consider these enhancement recommendations:
- Refine and optimize strategic parameters to elevate the Sharpe Ratio above 0.5.
- Apply a broader array of technical indicators to enhance trade precision.
- Conduct rigorous out-of-sample and forward testing for robustness verification across diverse market conditions.
- Incorporate advanced risk management techniques, such as Value-at-Risk (VaR) analysis and stress testing to bolster resilience.
Final Opinion
In conclusion, the strategy demonstrates commendable profitability with a robust net profit and contained drawdown levels. The slightly suboptimal Sharpe Ratio highlights an area for improvement in risk-adjusted performance. Notably, it is crucial to further refine and test the strategy to ensure consistent excellence across varied market dynamics.
Recommendation: Proceed with additional testing and optimization while implementing suggested improvements to enhance risk management and achieve greater risk-adjusted returns. By refining these aspects, the strategy has the potential to become even more robust and lucrative for crypto trading endeavors.
Standard Monthly Profit
This shows the total profits or losses of the strategy after closing a trade and the percentage gain or loss of the strategy over time.
Year/Month | January | February | March | April | May | June | July | August | September | October | November | December |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | Login to see results | Login to see results | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
2024 | 1.02% | -1.87% | -7.83% | 2.49% | 0.00% | 6.32% | 0.12% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | 1.65% | -1.21% | 18.71% | 8.42% | -4.48% | 9.21% | 6.54% | -1.05% | -2.96% | 6.02% | 2.50% | 11.97% |
2022 | 3.03% | 3.26% | 13.67% | 0.96% | 19.13% | 4.23% | 17.10% | 9.34% | -5.51% | -0.73% | -6.81% | 2.25% |
2021 | 0.00% | 0.00% | -3.96% | -2.31% | -1.95% | 7.88% | 6.08% | 10.88% | -2.02% | 7.84% | 7.83% | -4.65% |
2020 | 0.80% | 4.86% | -1.66% | 13.63% | 1.12% | -1.80% | 11.16% | -5.08% | 8.55% | -4.98% | 3.42% | 7.51% |
2019 | 0.28% | 0.10% | 4.42% | 4.23% | -5.67% | -3.12% | 5.24% | -0.03% | 4.94% | -5.38% | 3.26% | -2.81% |
2018 | 0.00% | 0.00% | 0.00% | -2.04% | 3.44% | 8.68% | 0.04% | 11.86% | 6.00% | -9.06% | 1.73% | 0.90% |
Live Trades Stats
ADA
Base Currency
53
Number of Trades
21.06%
Cumulative Returns
28.3%
Win Rate
2024-02-27
🟠 Incubation started
🛡️
7 Days
8.01%
30 Days
13.54%
60 Days
5.76%
90 Days
List of Trades
Key : Pink Background = Live Trades | Black Background = Backtest Trades
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 5,116.57 USD | 511.66 | 2,669.58 USD | 266.96 | 2,446.99 USD | 244.70 |
Gross Profit | 15,422.42 | 1,542.24 | 8,417.56 | 841.76 | 7,004.86 | 700.49 |
Gross Loss | 10,305.85 | 1,030.59 | 5,747.98 | 574.80 | 4,557.87 | 455.79 |
Max Run-up | 6,034.49 | 86.04 | ||||
Max Drawdown | 819.47 | 18.17 | ||||
Buy & Hold Return | 1,101.58 | 110.16 | ||||
Sharpe Ratio | 0.415 | |||||
Sortino Ratio | 1.073 | |||||
Profit Factor | 1.496 | 1.464 | 1.537 | |||
Max Contracts Held | 18,463 | 17,999 | 18,463 | |||
Open PL | 158.98 | 2.60 | ||||
Commission Paid | 427.59 | 233.92 | 193.67 | |||
Total Closed Trades | 425 | 228 | 197 | |||
Total Open Trades | 1 | 1 | 0 | |||
Number Winning Trades | 168 | 94 | 74 | |||
Number Losing Trades | 257 | 134 | 123 | |||
Percent Profitable | 39.53 | 41.23 | 37.56 | |||
Avg Trade | 12.04 | 1.17 | 11.71 | 1.20 | 12.42 | 1.12 |
Avg Winning Trade | 91.80 | 8.70 | 89.55 | 8.25 | 94.66 | 9.27 |
Avg Losing Trade | 40.10 | 3.75 | 42.90 | 3.73 | 37.06 | 3.78 |
Ratio Avg Win / Avg Loss | 2.289 | 2.088 | 2.555 | |||
Largest Winning Trade | 386.93 | 19.92 | 366.52 | 16.23 | 386.93 | 19.92 |
Largest Losing Trade | 129.18 | 5.32 | 124.94 | 5.32 | 129.18 | 5.31 |
Avg # Bars in Trades | 35 | 29 | 42 | |||
Avg # Bars in Winning Trades | 43 | 33 | 56 | |||
Avg # Bars in Losing Trades | 30 | 27 | 34 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 6,324.25 USD | 632.43 | 2,441.93 USD | 244.19 | 3,882.33 USD | 388.23 |
Gross Profit | 21,022.65 | 2,102.27 | 10,671.20 | 1,067.12 | 10,351.45 | 1,035.15 |
Gross Loss | 14,698.40 | 1,469.84 | 8,229.28 | 822.93 | 6,469.13 | 646.91 |
Max Run-up | 6,553.25 | 87.00 | ||||
Max Drawdown | 1,001.21 | 18.17 | ||||
Buy & Hold Return | 1,686.68 | 168.67 | ||||
Sharpe Ratio | 0.399 | |||||
Sortino Ratio | 1.001 | |||||
Profit Factor | 1.43 | 1.297 | 1.6 | |||
Max Contracts Held | 18,463 | 17,999 | 18,463 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 539.88 | 293.38 | 246.50 | |||
Total Closed Trades | 478 | 256 | 222 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 183 | 101 | 82 | |||
Number Losing Trades | 295 | 155 | 140 | |||
Percent Profitable | 38.28 | 39.45 | 36.94 | |||
Avg Trade | 13.23 | 1.15 | 9.54 | 1.05 | 17.49 | 1.26 |
Avg Winning Trade | 114.88 | 9.16 | 105.66 | 8.52 | 126.24 | 9.94 |
Avg Losing Trade | 49.83 | 3.82 | 53.09 | 3.82 | 46.21 | 3.82 |
Ratio Avg Win / Avg Loss | 2.306 | 1.99 | 2.732 | |||
Largest Winning Trade | 543.13 | 19.92 | 382.42 | 16.23 | 543.13 | 19.92 |
Largest Losing Trade | 148.80 | 5.32 | 148.80 | 5.32 | 141.64 | 5.31 |
Avg # Bars in Trades | 37 | 31 | 45 | |||
Avg # Bars in Winning Trades | 47 | 34 | 63 | |||
Avg # Bars in Losing Trades | 31 | 29 | 34 | |||
Margin Calls | 0 | 0 | 0 |
TradingView Screenshots
Slide this way to reveal live trades
USE SLIDER TO REVEAL RESULTS
Slide this way to reveal backtest
Slide this way to reveal live trades
USE SLIDER TO REVEAL RESULTS
Slide this way to reveal backtest