🚀 Trendhoo [v5] by @DaviddTech 🤖 [300f8316]
🛡️ UPDATED: TRENDHOO BTC 2H
@TRADERDEV
⌛2 hours
⚪️ Deep Backtest
Last updated: 10 minutes agoTrades per Day
Key Performance Metrics
- First Traded Date: 2020-04-23 22:00:00
- Sharpe Ratio: 0.26
- Sortino Ratio: 0.77
- Calmar: -1.51
- Longest DD Days: 43.00
- Volatility: 39.98
- Skew: 0.34
- Kurtosis: -0.71
- Expected Daily: 0.50
- Expected Monthly: 10.96
- Expected Yearly: 248.23
- Kelly Criterion: 15.93
- Daily Value-at-Risk: -3.08
- Expected Shortfall (cVaR): -3.86
- Last Trade Date: 2025-02-01 02:00:00
- Max Consecutive Wins: 5
- Number Winning Trades 91
- Max Consecutive Losses: 7
- Number Losing Trades: 111
- Gain/Pain Ratio: -1.51
- Gain/Pain (1M): 1.55
- Payoff Ratio: 1.89
- Common Sense Ratio: 1.55
- Tail Ratio: 1.67
- Outlier Win Ratio: 1.83
- Outlier Loss Ratio: 4.01
- Recovery Factor: 0.00
- Ulcer Index: 0.05
- Serenity Index: 6.22
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 | 158.45% |
Gross Profit | 440.57% |
Gross Loss | 282.12% |
Annualized Return (CAGR %) | 21.98% |
Sharpe Ratio | 0.263 |
Profit Factor | 1.562 |
Maximum Drawdown | -16.67% |
Volatility (Annualized) | 39.98% |
Percent Profitable | 45.05% |
The strategy presents substantial net and gross profit values, indicative of successful trades. However, the Sharpe ratio of 0.263 is below the threshold of 0.5, suggesting that the returns may not be optimally risk-adjusted. The maximum drawdown of -16.67% is within acceptable limits, but the average winning trade ratio and the profit factor of 1.562 suggest reasonable efficiency in capitalizing on price movements.
Strategy Viability
While the strategy shows potential due to solid gross profit and reasonable downside protection with its maximum drawdown, it struggles with risk-adjusted return metrics such as the Sharpe ratio. Caution is advised as the strategy's profitability is volatile given a profitability ratio slightly below 50%. For real-world trading, market conditions should be extensively gauged to affirm if the current favorable conditions will persist.
Risk Management
The drawdown figures provided indicate a reasonable level of risk control, but the Sharpe ratio highlights a need to refine the risk-reward balance. Recommendations for enhancing risk management include:
- Consider reducing leverage, which could further mitigate drawdowns and boost the strategy's stability.
- Incorporate advanced stop-loss strategies to better manage unexpected drawdowns.
- Evaluate dynamic position-sizing models to adapt to fluctuating market conditions.
Improvement Suggestions
To strengthen the strategy's performance and risk-adjusted metrics, consider implementing the following:
- Adjust parameters to enhance the Sharpe ratio, possibly through backtesting with different datasets.
- Incorporate additional technical indicators to sharpen entry and exit points and reduce drawdowns.
- Expand the testing horizon with out-of-sample and forward-testing to assess robustness in varied market environments.
- Focus on improving the profit factor by balancing win rates and losses efficiently.
Final Opinion
Overall, the strategy demonstrates meaningful gains, but improvements are needed to enhance risk-adjusted performance and reliability, especially given the crypto market's inherent volatility. Current results suggest a promising has been identified; however, recalibration and additional testing are crucial.
Recommendation: Continue refining and testing the strategy with the outlined adjustments to bolster performance metrics, particularly the Sharpe ratio and profit factor, making it more robust for different market conditions.
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 | -2.75% | 17.66% | 2.09% | -2.71% | 0.81% | -2.27% | 3.80% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | 22.72% | -0.36% | 0.06% | -1.45% | -3.58% | 8.30% | 0.53% | -3.93% | 0.30% | 12.56% | -4.24% | 10.39% |
2022 | -0.36% | -1.31% | 6.40% | 0.39% | 1.73% | -4.40% | -0.02% | -2.85% | 0.39% | -2.99% | -3.94% | -1.73% |
2021 | 0.00% | -0.38% | -0.40% | -4.14% | -0.47% | -0.08% | 4.72% | -2.74% | -2.15% | 0.24% | 0.20% | 0.00% |
2020 | 0.00% | 0.00% | 0.00% | 8.60% | 2.54% | -8.93% | 18.95% | -2.65% | 1.71% | 14.53% | 6.59% | 7.34% |
Live Trades Stats
BTC
Base Currency
52
Number of Trades
29.89%
Cumulative Returns
42.31%
Win Rate
2024-01-07
🟠 Incubation started
🛡️
7 Days
-2.27%
30 Days
-7.08%
60 Days
-5.82%
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 | 95,292.59 USD | 95.29 | 95,292.59 USD | 95.29 | 0 USD | 0.00 |
Gross Profit | 266,436.40 | 266.44 | 266,436.40 | 266.44 | 0 | 0.00 |
Gross Loss | 171,143.81 | 171.14 | 171,143.81 | 171.14 | 0 | 0.00 |
Max Run-up | 111,381.20 | 53.46 | ||||
Max Drawdown | 26,927.84 | 16.67 | ||||
Buy & Hold Return | 513,688.76 | 513.69 | ||||
Sharpe Ratio | 0.23 | |||||
Sortino Ratio | 0.633 | |||||
Profit Factor | 1.557 | 1.557 | N/A | |||
Max Contracts Held | 27 | 27 | 0 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 12,335.06 | 12,335.06 | 0 | |||
Total Closed Trades | 150 | 150 | 0 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 69 | 69 | 0 | |||
Number Losing Trades | 81 | 81 | 0 | |||
Percent Profitable | 46.00 | 46.00 | N/A | |||
Avg Trade | 635.28 | 0.38 | 635.28 | 0.38 | N/A | |
Avg Winning Trade | 3,861.40 | 3.68 | 3,861.40 | 3.68 | N/A | |
Avg Losing Trade | 2,112.89 | 2.44 | 2,112.89 | 2.44 | N/A | |
Ratio Avg Win / Avg Loss | 1.828 | 1.828 | N/A | |||
Largest Winning Trade | 10,164.57 | 4.92 | 10,164.57 | 4.92 | N/A | |
Largest Losing Trade | 9,187.48 | 9.47 | 9,187.48 | 9.47 | N/A | |
Avg # Bars in Trades | 18 | 18 | 0 | |||
Avg # Bars in Winning Trades | 21 | 21 | 0 | |||
Avg # Bars in Losing Trades | 16 | 16 | 0 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 158,450.33 USD | 158.45 | 158,450.33 USD | 158.45 | 0 USD | 0.00 |
Gross Profit | 440,574.03 | 440.57 | 440,574.03 | 440.57 | 0 | 0.00 |
Gross Loss | 282,123.70 | 282.12 | 282,123.70 | 282.12 | 0 | 0.00 |
Max Run-up | 182,020.41 | 65.25 | ||||
Max Drawdown | 26,927.84 | 16.67 | ||||
Buy & Hold Return | 1,246,900.19 | 1,246.90 | ||||
Sharpe Ratio | 0.263 | |||||
Sortino Ratio | 0.767 | |||||
Profit Factor | 1.562 | 1.562 | N/A | |||
Max Contracts Held | 27 | 27 | 0 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 19,501.72 | 19,501.72 | 0 | |||
Total Closed Trades | 202 | 202 | 0 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 91 | 91 | 0 | |||
Number Losing Trades | 111 | 111 | 0 | |||
Percent Profitable | 45.05 | 45.05 | N/A | |||
Avg Trade | 784.41 | 0.42 | 784.41 | 0.42 | N/A | |
Avg Winning Trade | 4,841.47 | 3.84 | 4,841.47 | 3.84 | N/A | |
Avg Losing Trade | 2,541.65 | 2.39 | 2,541.65 | 2.39 | N/A | |
Ratio Avg Win / Avg Loss | 1.905 | 1.905 | N/A | |||
Largest Winning Trade | 13,015.92 | 4.92 | 13,015.92 | 4.92 | N/A | |
Largest Losing Trade | 9,187.48 | 9.47 | 9,187.48 | 9.47 | N/A | |
Avg # Bars in Trades | 19 | 19 | 0 | |||
Avg # Bars in Winning Trades | 23 | 23 | 0 | |||
Avg # Bars in Losing Trades | 16 | 16 | 0 | |||
Margin Calls | 0 | 0 | 0 |
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