🚀 Trendhoo [v5] by @DaviddTech 🤖 [3d909aba]
🛡️ TRENDHOO BTCUSDT 45M 16.4
@gentlesir
⌛45 minutes
⚪️ Deep Backtest
Last updated: 52 minutes agoTrades per Day
Key Performance Metrics
- First Traded Date: 2020-03-30 11:45:00
- Sharpe Ratio: 0.14
- Sortino Ratio: 0.26
- Calmar: -0.37
- Longest DD Days: 93.00
- Volatility: 51.93
- Skew: 0.89
- Kurtosis: 1.84
- Expected Daily: 0.24
- Expected Monthly: 5.25
- Expected Yearly: 84.88
- Kelly Criterion: 6.15
- Daily Value-at-Risk: -3.87
- Expected Shortfall (cVaR): -4.50
- Last Trade Date: 2025-02-13 00:30:00
- Max Consecutive Wins: 6
- Number Winning Trades 129
- Max Consecutive Losses: 9
- Number Losing Trades: 166
- Gain/Pain Ratio: -0.37
- Gain/Pain (1M): 1.16
- Payoff Ratio: 1.48
- Common Sense Ratio: 1.16
- Tail Ratio: 1.49
- Outlier Win Ratio: 2.61
- Outlier Loss Ratio: 0.00
- Recovery Factor: 0.00
- Ulcer Index: 0.15
- Serenity Index: 0.56
AI Trading Bot Quantitative Analyst
Performance Analysis
Upon reviewing the provided QuantStats report, the strategy exhibits a mixed performance that deserves a closer look:
Metric | Value |
---|---|
Net Profit | 77.97% |
CAGR | 12.56% |
Sharpe Ratio | 0.145 |
Sortino Ratio | 0.269 |
Profit Factor | 1.158 |
Maximum Drawdown | 32.41% |
Volatility (Annualized) | 52.11% |
Winning Trades (%) | 43.84% |
The strategy's cumulative net profit of 77.97% and a CAGR of 12.56% indicate that it generates positive returns, which is promising. However, the Sharpe Ratio is low (0.145), suggesting suboptimal risk-adjusted returns, especially when contrasted with a volatility of 52.11%. Despite this, the maximum drawdown remains manageable at 32.41%, well within acceptable limits for crypto trading.
Strategy Viability
Although the strategy shows a positive net return, the low Sharpe and Sortino ratios raise concerns about its efficiency in real-world trading. It performs best in a bullish market, as indicated by a relatively favorable Profit Factor of 1.158, yet the lower percentage of winning trades (43.84%) requires attention. It is crucial to assess whether the current market conditions support the strategy's potential success moving forward.
Risk Management
The strategy's risk management is adequate, but there's considerable room for enhancement given its current drawdown and moderate gain/pain ratio (1.17). Recommendations for improving risk management include:
- Consider reducing leverage to further diminish drawdown risks.
- Enhance stop-loss strategies to cut losses earlier, potentially improving the payoff ratio.
- Adopt dynamic risk controls that adjust position size according to market volatility.
Improvement Suggestions
Here are some suggestions to enhance the strategy's effectiveness:
- Optimize the parameters for trade setups and exits to improve return consistency.
- Integrate additional technical indicators that could better forecast market trends and reversals.
- Run backtests across extended periods and varying markets to confirm robustness.
- Broaden the asset pool for trading to diversify risks and smooth returns.
Final Opinion
The strategy shows potential with positive returns and a manageably low maximum drawdown. However, the low risk-adjusted returns indicate that it requires refinements for optimal performance. Its resilience in volatile conditions may benefit from more strategic risk management and out-of-sample testing.
Recommendation: Proceed with cautious optimism, implementing suggested improvements to strengthen the strategy's robustness. Conduct comprehensive tests to adjust the strategy to evolving market conditions and achieve better risk-adjusted returns.
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 | -0.78% | -4.53% | 7.00% | 10.16% | -4.59% | -7.61% | -1.99% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | -2.64% | 2.89% | 6.48% | 7.61% | 3.98% | -0.25% | -5.66% | 18.64% | 1.01% | -2.01% | -8.34% | 2.15% |
2022 | 18.19% | 8.20% | 7.18% | 0.93% | 15.23% | 11.95% | 2.47% | 7.48% | 5.84% | 6.52% | -0.46% | -0.01% |
2021 | 2.72% | 0.00% | -15.73% | 0.96% | 22.87% | 9.82% | -9.41% | -9.99% | 0.21% | -3.64% | -1.36% | -7.27% |
2020 | 0.00% | 0.00% | -0.93% | -0.74% | 2.33% | -8.87% | 0.35% | -1.40% | 4.63% | -5.19% | -1.39% | -6.60% |
Live Trades Stats
BTC
Base Currency
65
Number of Trades
-19.89%
Cumulative Returns
41.54%
Win Rate
2024-04-16
🟠 Incubation started
🛡️
7 Days
2.46%
30 Days
9.56%
60 Days
9.3%
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 | 117,069.77 USD | 117.07 | 0 USD | 0.00 | 117,069.77 USD | 117.07 |
Gross Profit | 456,692.72 | 456.69 | 0 | 0.00 | 456,692.72 | 456.69 |
Gross Loss | 339,622.96 | 339.62 | 0 | 0.00 | 339,622.96 | 339.62 |
Max Run-up | 147,911.86 | 68.03 | ||||
Max Drawdown | 36,541.55 | 32.41 | ||||
Buy & Hold Return | 964,267.36 | 964.27 | ||||
Sharpe Ratio | 0.221 | |||||
Sortino Ratio | 0.43 | |||||
Profit Factor | 1.345 | N/A | 1.345 | |||
Max Contracts Held | 22 | 0 | 22 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 28,071.49 | 0 | 28,071.49 | |||
Total Closed Trades | 230 | 0 | 230 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 102 | 0 | 102 | |||
Number Losing Trades | 128 | 0 | 128 | |||
Percent Profitable | 44.35 | N/A | 44.35 | |||
Avg Trade | 509.00 | 0.26 | N/A | 509.00 | 0.26 | |
Avg Winning Trade | 4,477.38 | 2.88 | N/A | 4,477.38 | 2.88 | |
Avg Losing Trade | 2,653.30 | 1.82 | N/A | 2,653.30 | 1.82 | |
Ratio Avg Win / Avg Loss | 1.687 | N/A | 1.687 | |||
Largest Winning Trade | 32,479.41 | 12.31 | N/A | 32,479.41 | 12.31 | |
Largest Losing Trade | 8,638.58 | 3.54 | N/A | 8,638.58 | 3.54 | |
Avg # Bars in Trades | 22 | 0 | 22 | |||
Avg # Bars in Winning Trades | 24 | 0 | 24 | |||
Avg # Bars in Losing Trades | 21 | 0 | 21 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 73,979.00 USD | 73.98 | 0 USD | 0.00 | 73,979.00 USD | 73.98 |
Gross Profit | 574,818.84 | 574.82 | 0 | 0.00 | 574,818.84 | 574.82 |
Gross Loss | 500,839.84 | 500.84 | 0 | 0.00 | 500,839.84 | 500.84 |
Max Run-up | 159,932.91 | 69.70 | ||||
Max Drawdown | 68,479.40 | 32.41 | ||||
Buy & Hold Return | 1,530,035.39 | 1,530.04 | ||||
Sharpe Ratio | 0.14 | |||||
Sortino Ratio | 0.259 | |||||
Profit Factor | 1.148 | N/A | 1.148 | |||
Max Contracts Held | 22 | 0 | 22 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 39,495.60 | 0 | 39,495.60 | |||
Total Closed Trades | 295 | 0 | 295 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 129 | 0 | 129 | |||
Number Losing Trades | 166 | 0 | 166 | |||
Percent Profitable | 43.73 | N/A | 43.73 | |||
Avg Trade | 250.78 | 0.16 | N/A | 250.78 | 0.16 | |
Avg Winning Trade | 4,455.96 | 2.69 | N/A | 4,455.96 | 2.69 | |
Avg Losing Trade | 3,017.11 | 1.81 | N/A | 3,017.11 | 1.81 | |
Ratio Avg Win / Avg Loss | 1.477 | N/A | 1.477 | |||
Largest Winning Trade | 32,479.41 | 12.31 | N/A | 32,479.41 | 12.31 | |
Largest Losing Trade | 9,353.91 | 3.54 | N/A | 9,353.91 | 3.54 | |
Avg # Bars in Trades | 21 | 0 | 21 | |||
Avg # Bars in Winning Trades | 22 | 0 | 22 | |||
Avg # Bars in Losing Trades | 20 | 0 | 20 | |||
Margin Calls | 0 | 0 | 0 |
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