BotifyX 🧠 by @DaviddTech 🤖 [f1256d9d]
🛡️ BOTIFYX RUNEUSDT 15M 21.05
@mannyboy101
⌛15 minutes
⚪️ Deep Backtest
Last updated: 3 hours agoTrades per Day
Key Performance Metrics
- First Traded Date: 2021-12-04 00:00:00
- Sharpe Ratio: 0.50
- Sortino Ratio: 2.19
- Calmar: -0.78
- Longest DD Days: 241.00
- Volatility: 1.41
- Skew: 0.07
- Kurtosis: 3.73
- Expected Daily: 0.00
- Expected Monthly: 0.10
- Expected Yearly: 1.21
- Kelly Criterion: 8.27
- Daily Value-at-Risk: -0.14
- Expected Shortfall (cVaR): -0.21
- Last Trade Date: 2025-02-13 22:30:00
- Max Consecutive Wins: 14
- Number Winning Trades 688
- Max Consecutive Losses: 9
- Number Losing Trades: 608
- Gain/Pain Ratio: -0.78
- Gain/Pain (1M): 1.18
- Payoff Ratio: 1.04
- Common Sense Ratio: 1.18
- Tail Ratio: 1.11
- Outlier Win Ratio: 3.91
- Outlier Loss Ratio: 4.17
- Recovery Factor: 0.00
- Ulcer Index: 0.01
- Serenity Index: 3.66
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 | 1394.22 |
Sharpe Ratio | 0.515 |
Sortino Ratio | 2.269 |
Profit Factor | 1.194 |
Maximum Drawdown | 33.95% |
Volatility | 1.39% |
Annualized Return (CAGR %) | 2.14% |
The strategy demonstrates a solid Sharpe Ratio of 0.515, indicating good risk-adjusted returns, especially for crypto markets. The Profit Factor of 1.194 suggests that the strategy is profitable over time but leaves room for optimization. A Maximum Drawdown of 33.95% is within acceptable limits, although risk can be further reduced. The Sortino Ratio of 2.269 and net profitability hint at promising returns with reasonable downside protection.
Strategy Viability
Based on the data provided, this strategy appears viable for real-world trading. Its risk-adjusted metrics, combined with a net profit of 1394.22, indicate potential in current market conditions. With a 53.27% win rate, it is effective but should be monitored for consistency across varying market conditions to ensure these results are persistent.
Risk Management
The strategy encompasses acceptable risk measures with a reasonable Max Drawdown. Reducing leverage could further lower the drawdown, enhancing stability. Suggestions for risk management improvements include:
- Employing dynamic leverage to adapt to varying market volatility.
- Implementing robust stop-loss mechanisms to curtail unexpected losses.
- Expanding diversification across multiple assets or trading pairs to balance risk.
Improvement Suggestions
To optimize the strategy's performance and resilience:
- Explore parameter adjustments to fine-tune entry and exit strategies for enhanced returns and decreased drawdowns.
- Incorporate additional indicators or machine learning techniques to refine decision-making processes.
- Conduct stress tests and out-of-sample validations to ensure robustness across different market scenarios.
- Leverage advanced risk management practices such as Value-at-Risk (VaR) analysis for better capital preservation.
Final Opinion
In summary, the strategy manifests good performance with significant profitability and adequate risk management, making it a promising candidate for trading in crypto markets. With appropriate optimization and enhancements, particularly in risk management and parameter tuning, this strategy can continue to yield positive results.
Recommendation: Proceed with further testing and optimization of the strategy. Introduce suggested improvements to bolster robustness and adapt to changing market dynamics, aiming to maintain favorable 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 | -1.10% | 5.55% | 25.37% | 17.66% | 10.42% | -0.31% | 0.34% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | -7.91% | -9.33% | -2.60% | -2.92% | 5.25% | 4.69% | -2.81% | 26.45% | 12.93% | 30.13% | 51.54% | 7.21% |
2022 | 4.49% | -3.22% | 43.37% | 12.45% | 19.89% | -0.20% | 21.01% | 5.62% | -9.27% | 0.41% | 7.35% | 8.39% |
2021 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 9.90% |
Live Trades Stats
RUNE
Base Currency
312
Number of Trades
6.13%
Cumulative Returns
49.68%
Win Rate
2024-05-21
🟠 Incubation started
🛡️
7 Days
-4.4%
30 Days
21.3%
60 Days
7.12%
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 | 6,836.97 USD | 1,367.39 | 4,545.24 USD | 909.05 | 2,291.73 USD | 458.35 |
Gross Profit | 23,188.65 | 4,637.73 | 15,739.61 | 3,147.92 | 7,449.04 | 1,489.81 |
Gross Loss | 16,351.68 | 3,270.34 | 11,194.37 | 2,238.87 | 5,157.31 | 1,031.46 |
Max Run-up | 7,103.56 | 93.54 | ||||
Max Drawdown | 829.30 | 32.99 | ||||
Buy & Hold Return | −154.68 | −30.94 | ||||
Sharpe Ratio | 0.616 | |||||
Sortino Ratio | 3.127 | |||||
Profit Factor | 1.418 | 1.406 | 1.444 | |||
Max Contracts Held | 865 | 854 | 865 | |||
Open PL | −5.42 | −0.07 | ||||
Commission Paid | 663.18 | 462.24 | 200.94 | |||
Total Closed Trades | 986 | 522 | 464 | |||
Total Open Trades | 1 | 1 | 0 | |||
Number Winning Trades | 535 | 285 | 250 | |||
Number Losing Trades | 451 | 237 | 214 | |||
Percent Profitable | 54.26 | 54.60 | 53.88 | |||
Avg Trade | 6.93 | 0.64 | 8.71 | 0.60 | 4.94 | 0.69 |
Avg Winning Trade | 43.34 | 5.06 | 55.23 | 4.73 | 29.80 | 5.43 |
Avg Losing Trade | 36.26 | 4.60 | 47.23 | 4.38 | 24.10 | 4.85 |
Ratio Avg Win / Avg Loss | 1.195 | 1.169 | 1.236 | |||
Largest Winning Trade | 323.21 | 14.95 | 323.21 | 11.50 | 254.68 | 14.95 |
Largest Losing Trade | 352.47 | 13.70 | 352.47 | 10.72 | 159.81 | 13.70 |
Avg # Bars in Trades | 81 | 70 | 92 | |||
Avg # Bars in Winning Trades | 80 | 61 | 102 | |||
Avg # Bars in Losing Trades | 81 | 82 | 81 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 6,341.62 USD | 1,268.32 | 2,983.40 USD | 596.68 | 3,358.21 USD | 671.64 |
Gross Profit | 43,669.83 | 8,733.97 | 27,332.24 | 5,466.45 | 16,337.60 | 3,267.52 |
Gross Loss | 37,328.22 | 7,465.64 | 24,348.83 | 4,869.77 | 12,979.38 | 2,595.88 |
Max Run-up | 7,803.63 | 94.09 | ||||
Max Drawdown | 2,772.89 | 33.95 | ||||
Buy & Hold Return | −431.56 | −86.31 | ||||
Sharpe Ratio | 0.499 | |||||
Sortino Ratio | 2.191 | |||||
Profit Factor | 1.17 | 1.123 | 1.259 | |||
Max Contracts Held | 3,526 | 3,526 | 3,347 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 1,328.49 | 900.10 | 428.39 | |||
Total Closed Trades | 1,296 | 674 | 622 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 688 | 357 | 331 | |||
Number Losing Trades | 608 | 317 | 291 | |||
Percent Profitable | 53.09 | 52.97 | 53.22 | |||
Avg Trade | 4.89 | 0.48 | 4.43 | 0.41 | 5.40 | 0.55 |
Avg Winning Trade | 63.47 | 5.07 | 76.56 | 4.68 | 49.36 | 5.49 |
Avg Losing Trade | 61.40 | 4.72 | 76.81 | 4.40 | 44.60 | 5.07 |
Ratio Avg Win / Avg Loss | 1.034 | 0.997 | 1.107 | |||
Largest Winning Trade | 587.55 | 14.95 | 340.30 | 11.50 | 587.55 | 14.95 |
Largest Losing Trade | 480.54 | 13.73 | 444.32 | 10.72 | 480.54 | 13.73 |
Avg # Bars in Trades | 80 | 71 | 90 | |||
Avg # Bars in Winning Trades | 81 | 62 | 101 | |||
Avg # Bars in Losing Trades | 79 | 81 | 77 | |||
Margin Calls | 0 | 0 | 0 |
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