BotifyX 🧠 by @DaviddTech 🤖 [e7f588ee]
🛡️ BOTIFYX BTCUSDT 1H 28.05
@ex7777777
⌛1 hour
⚪️ Deep Backtest
Last updated: 4 mins agoTrades per Day
Key Performance Metrics
- First Traded Date: 2015-02-12 12:00:00
- Sharpe Ratio: 0.23
- Sortino Ratio: 0.48
- Calmar: -0.52
- Longest DD Days: 833.00
- Volatility: 33.76
- Skew: 0.35
- Kurtosis: 1.81
- Expected Daily: 0.16
- Expected Monthly: 3.33
- Expected Yearly: 48.13
- Kelly Criterion: 12.38
- Daily Value-at-Risk: -3.22
- Expected Shortfall (cVaR): -4.33
- Last Trade Date: 2024-10-29 16:00:00
- Max Consecutive Wins: 9
- Number Winning Trades 789
- Max Consecutive Losses: 8
- Number Losing Trades: 715
- Gain/Pain Ratio: -0.52
- Gain/Pain (1M): 1.31
- Payoff Ratio: 1.18
- Common Sense Ratio: 1.31
- Tail Ratio: 1.26
- Outlier Win Ratio: 3.56
- Outlier Loss Ratio: 3.61
- Recovery Factor: 0.00
- Ulcer Index: 0.22
- Serenity Index: 10.55
AI Trading Bot Quantitative Analyst
Performance Analysis
Upon reviewing the provided QuantStats report, several performance metrics stand out that merit attention:
Metric | Value |
---|---|
Net Profit | 3017.26% |
CAGR | 22.32% |
Sharpe Ratio | 0.229 |
Profit Factor | 1.264 |
Maximum Drawdown | 86.7% |
Volatility (Annualized) | 33.59% |
Percent Profitable | 52.37% |
The strategy delivers a substantial net profit of 3017.26% with a healthy CAGR of 22.32%. However, the Sharpe ratio of 0.229 indicates room for improvement in risk-adjusted returns. The maximum drawdown of 86.7% is significant, suggesting a need for enhanced risk management to protect capital during downturns. The profit factor of 1.264 indicates the strategy generates $1.264 for every $1 lost.
Strategy Viability
Given the data, the strategy demonstrates the potential for real-world application, yet the high maximum drawdown presents a significant challenge. The strategy's consistent profitability (52.37%) is a positive indicator, but controlling drawdowns is essential for long-term sustainability. Evaluating the market conditions that could optimize the strategy’s performance is crucial to predict its future viability.
Risk Management
The strategy's high drawdown and volatility suggest the need for more robust risk management practices. Here are some recommendations to consider:
- Reduce leverage: Decreasing leverage can help reduce exposure and therefore lower drawdown risk.
- Implement stop-loss and take-profit orders to minimize losses during adverse market conditions.
- Introduce dynamic position sizing based on volatility to better manage market fluctuations.
Improvement Suggestions
To enhance the strategy's performance and robustness, consider implementing the following improvements:
- Optimize trading parameters to reduce drawdowns while maximizing returns.
- Add complementary indicators to refine entry and exit strategies.
- Conduct rigorous backtesting across different market scenarios to ensure robustness and adaptability.
- Incorporate stress testing and Value-at-Risk (VaR) adjustments for a comprehensive risk management approach.
Final Opinion
In summary, the strategy shows promising profitability but suffers from significant drawdowns, which need to be addressed. With the right adjustments, primarily focused on improving risk management, the strategy holds potential for enhanced performance in the current market setting.
Recommendation: Proceed with modifying and testing the strategy further. Implement suggested risk management improvements and evaluate the updated performance under varying market conditions to strengthen the strategy's overall robustness.
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 11.63% | 39.59% | 32.33% | 12.37% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results | 0.00% |
2023 | 26.50% | 19.51% | -28.13% | 13.19% | 4.31% | 8.11% | -0.36% | -4.72% | -5.80% | 23.76% | 12.82% | -2.50% |
2022 | 17.96% | 26.76% | -2.55% | -19.61% | -18.38% | 4.70% | 53.52% | -4.97% | 2.59% | 8.36% | 16.58% | 11.98% |
2021 | -2.41% | 1.29% | -39.27% | -18.24% | -9.69% | 5.76% | -7.66% | 15.76% | -7.72% | -0.50% | -26.07% | 4.89% |
2020 | 4.54% | 3.45% | 19.42% | 9.29% | 39.86% | 19.10% | 5.39% | 6.02% | 28.66% | 58.43% | 59.26% | 32.70% |
2019 | -6.92% | 46.49% | 11.07% | -8.92% | -17.62% | 13.67% | 11.81% | -34.17% | 10.66% | 16.09% | -0.05% | 1.81% |
2018 | 0.79% | 6.13% | -5.59% | -17.25% | 26.31% | -0.84% | -5.52% | 0.69% | 10.11% | -7.31% | 4.00% | -11.98% |
2017 | -22.20% | 19.39% | -14.99% | 30.77% | -9.86% | -6.11% | 26.34% | 13.21% | -26.37% | 17.94% | 7.87% | 11.12% |
2016 | 1.95% | -9.06% | -6.77% | -0.01% | 1.40% | 18.39% | -16.24% | -2.85% | -19.16% | -6.33% | -23.84% | 1.04% |
2015 | 0.00% | 4.83% | 13.71% | 34.66% | -25.60% | -34.90% | -5.49% | -4.37% | -7.83% | -2.41% | 16.16% | -12.74% |
Live Trades Stats
BTC
Base Currency
73
Number of Trades
55.87%
Cumulative Returns
56.16%
Win Rate
2024-05-28
🟠 Incubation started
🛡️
7 Days
5.87%
30 Days
29.93%
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 | 402,134.66 USD | 2,010.67 | 402,134.66 USD | 2,010.67 | 0 USD | 0.00 |
Gross Profit | 1,879,901.78 | 9,399.51 | 1,879,901.78 | 9,399.51 | 0 | 0.00 |
Gross Loss | 1,477,767.12 | 7,388.84 | 1,477,767.12 | 7,388.84 | 0 | 0.00 |
Max Run-up | 421,978.53 | 98.97 | ||||
Max Drawdown | 95,508.54 | 86.70 | ||||
Buy & Hold Return | 6,185,754.14 | 30,928.77 | ||||
Sharpe Ratio | 0.218 | |||||
Sortino Ratio | 0.447 | |||||
Profit Factor | 1.272 | 1.272 | N/A | |||
Max Contracts Held | 698 | 698 | 0 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 6,031.03 | 6,031.03 | 0 | |||
Total Closed Trades | 1,431 | 1,431 | 0 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 748 | 748 | 0 | |||
Number Losing Trades | 683 | 683 | 0 | |||
Percent Profitable | 52.27 | 52.27 | N/A | |||
Avg Trade | 281.02 | 0.08 | 281.02 | 0.08 | N/A | |
Avg Winning Trade | 2,513.24 | 1.29 | 2,513.24 | 1.29 | N/A | |
Avg Losing Trade | 2,163.64 | 1.25 | 2,163.64 | 1.25 | N/A | |
Ratio Avg Win / Avg Loss | 1.162 | 1.162 | N/A | |||
Largest Winning Trade | 34,225.76 | 6.16 | 34,225.76 | 6.16 | N/A | |
Largest Losing Trade | 23,612.63 | 6.27 | 23,612.63 | 6.27 | N/A | |
Avg # Bars in Trades | 7 | 7 | 0 | |||
Avg # Bars in Winning Trades | 7 | 7 | 0 | |||
Avg # Bars in Losing Trades | 7 | 7 | 0 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 651,580.00 USD | 3,257.90 | 651,580.00 USD | 3,257.90 | 0 USD | 0.00 |
Gross Profit | 3,021,181.27 | 15,105.91 | 3,021,181.27 | 15,105.91 | 0 | 0.00 |
Gross Loss | 2,369,601.27 | 11,848.01 | 2,369,601.27 | 11,848.01 | 0 | 0.00 |
Max Run-up | 779,506.90 | 99.44 | ||||
Max Drawdown | 176,760.49 | 86.70 | ||||
Buy & Hold Return | 6,189,462.98 | 30,947.31 | ||||
Sharpe Ratio | 0.233 | |||||
Sortino Ratio | 0.482 | |||||
Profit Factor | 1.275 | 1.275 | N/A | |||
Max Contracts Held | 698 | 698 | 0 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 6,280.01 | 6,280.01 | 0 | |||
Total Closed Trades | 1,504 | 1,504 | 0 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 789 | 789 | 0 | |||
Number Losing Trades | 715 | 715 | 0 | |||
Percent Profitable | 52.46 | 52.46 | N/A | |||
Avg Trade | 433.23 | 0.08 | 433.23 | 0.08 | N/A | |
Avg Winning Trade | 3,829.13 | 1.27 | 3,829.13 | 1.27 | N/A | |
Avg Losing Trade | 3,314.13 | 1.24 | 3,314.13 | 1.24 | N/A | |
Ratio Avg Win / Avg Loss | 1.155 | 1.155 | N/A | |||
Largest Winning Trade | 52,296.17 | 6.16 | 52,296.17 | 6.16 | N/A | |
Largest Losing Trade | 50,705.54 | 6.27 | 50,705.54 | 6.27 | N/A | |
Avg # Bars in Trades | 7 | 7 | 0 | |||
Avg # Bars in Winning Trades | 7 | 7 | 0 | |||
Avg # Bars in Losing Trades | 8 | 8 | 0 | |||
Margin Calls | 0 | 0 | 0 |
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