🚀 Trendhoo [v5] by @DaviddTech 🤖 [36cabd03]
🛡️ TRENDHOOV5 FTMUSDT 2H 7.05
@minstemann
⌛2 hours
⚪️ Deep Backtest
Last updated: 33 minutes agoTrades per Day
Key Performance Metrics
- First Traded Date: 2022-02-20 16:00:00
- Sharpe Ratio: 0.40
- Sortino Ratio: 1.19
- Calmar: -2.41
- Longest DD Days: 63.00
- Volatility: 50.66
- Skew: -1.19
- Kurtosis: 3.28
- Expected Daily: 0.55
- Expected Monthly: 12.22
- Expected Yearly: 298.85
- Kelly Criterion: 15.77
- Daily Value-at-Risk: -5.74
- Expected Shortfall (cVaR): -8.23
- Last Trade Date: 2025-01-09 00:00:00
- Max Consecutive Wins: 17
- Number Winning Trades 254
- Max Consecutive Losses: 5
- Number Losing Trades: 120
- Gain/Pain Ratio: -2.41
- Gain/Pain (1M): 1.30
- Payoff Ratio: 0.62
- Common Sense Ratio: 1.30
- Tail Ratio: 0.63
- Outlier Win Ratio: 3.59
- Outlier Loss Ratio: 2.87
- Recovery Factor: 0.00
- Ulcer Index: 0.13
- Serenity Index: 27.62
AI Trading Bot Quantitative Analyst
Performance Analysis
Upon reviewing the provided QuantStats report, several performance metrics stand out that merit attention:
Metric | Strategy |
---|---|
Cumulative Return | 90.72% |
Annualized Return (CAGR %) | 90.72% |
Sharpe Ratio | 0.404 |
Sortino Ratio | 1.194 |
Profit Factor | 1.289 |
Maximum Drawdown | -39.74% |
Volatility (Annualized) | 50.66% |
The strategy exhibits a reasonable cumulative return of 90.72% with a Sharpe Ratio of 0.404, slightly below the acceptable threshold for crypto. The maximum drawdown of -39.74% is within acceptable limits, showing effective risk management. However, there is room for improvement in the risk-adjusted returns, as highlighted by the low Sharpe ratio.
Strategy Viability
Based on the data provided, this strategy seems to hold potential for real-world trading given its solid yearly returns. However, the Sharpe Ratio slightly below 0.5 indicates a need for enhancement in risk-adjusted performance. The strategy's maximum drawdown is acceptable, though the Calmar ratio suggests that risk management can be optimized further. It's crucial to ascertain that market conditions underpinning the strategy's performance continue to thrive.
Risk Management
The strategy's risk management shows strengths but also areas requiring attention, given the volatility and risk metrics:
- The maximum drawdown being just under 40% is good; however, using less leverage could significantly reduce this further, enhancing resilience.
- Diversifying the assets or employing hedging techniques could reduce unsystematic risk and volatility.
- Incorporate more rigorous stop-loss mechanisms to cap potential losses effectively.
Improvement Suggestions
To further enhance the strategy's performance and robustness, consider the following recommendations:
- Optimize strategy parameters to boost the Sharpe Ratio, ensuring returns are balanced with reduced volatility.
- Enhance entry and exit strategies using additional indicators or signals.
- Conduct backtesting across varied datasets to validate robustness in different market environments.
- Implement advanced risk management techniques such as dynamic position sizing based on market volatility.
Final Opinion
In summary, the strategy exhibits commendable returns and a manageable drawdown, which is impressive in the volatile crypto markets. However, the risk-adjusted performance as indicated by the Sharpe Ratio could improve. Strategic upgrades to manage risk and enhance return consistency are recommended.
Recommendation: Proceed with further testing and refinement of the strategy. Focus on optimizing leverage and enhancing risk management frameworks to unlock more robust and consistent performance.
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 | 4.80% | 5.38% | -3.10% | 16.68% | -4.15% | 13.60% | 18.40% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | 45.29% | 33.25% | 15.91% | -3.93% | -0.85% | 8.14% | 4.69% | 6.88% | -1.27% | 3.94% | -3.03% | 25.62% |
2022 | 0.00% | -8.04% | -13.97% | 22.00% | 12.10% | -5.93% | -1.00% | 8.82% | 4.27% | 20.08% | 7.28% | -0.20% |
Live Trades Stats
FTM
Base Currency
99
Number of Trades
3.38%
Cumulative Returns
65.66%
Win Rate
2024-05-07
🟠 Incubation started
🛡️
7 Days
0%
30 Days
-42.54%
60 Days
-1.94%
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 | 573,789.57 USD | 573.79 | 326,674.71 USD | 326.67 | 247,114.86 USD | 247.11 |
Gross Profit | 1,294,917.58 | 1,294.92 | 810,836.68 | 810.84 | 484,080.90 | 484.08 |
Gross Loss | 721,128.01 | 721.13 | 484,161.97 | 484.16 | 236,966.04 | 236.97 |
Max Run-up | 700,586.39 | 90.05 | ||||
Max Drawdown | 202,545.86 | 28.30 | ||||
Buy & Hold Return | −59,242.34 | −59.24 | ||||
Sharpe Ratio | 0.511 | |||||
Sortino Ratio | 2.193 | |||||
Profit Factor | 1.796 | 1.675 | 2.043 | |||
Max Contracts Held | 4,545,596 | 4,375,866 | 4,545,596 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 48,226.29 | 29,678.50 | 18,547.79 | |||
Total Closed Trades | 275 | 144 | 131 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 189 | 102 | 87 | |||
Number Losing Trades | 86 | 42 | 44 | |||
Percent Profitable | 68.73 | 70.83 | 66.41 | |||
Avg Trade | 2,086.51 | 1.61 | 2,268.57 | 1.72 | 1,886.37 | 1.49 |
Avg Winning Trade | 6,851.42 | 3.71 | 7,949.38 | 3.73 | 5,564.15 | 3.68 |
Avg Losing Trade | 8,385.21 | 3.00 | 11,527.67 | 3.17 | 5,385.59 | 2.85 |
Ratio Avg Win / Avg Loss | 0.817 | 0.69 | 1.033 | |||
Largest Winning Trade | 73,013.94 | 10.46 | 73,013.94 | 9.93 | 22,994.21 | 10.46 |
Largest Losing Trade | 89,303.28 | 7.49 | 89,303.28 | 6.85 | 29,757.02 | 7.49 |
Avg # Bars in Trades | 8 | 5 | 10 | |||
Avg # Bars in Winning Trades | 6 | 4 | 8 | |||
Avg # Bars in Losing Trades | 11 | 7 | 15 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 544,466.31 USD | 544.47 | 389,902.57 USD | 389.90 | 154,563.74 USD | 154.56 |
Gross Profit | 2,430,040.78 | 2,430.04 | 1,246,764.30 | 1,246.76 | 1,183,276.48 | 1,183.28 |
Gross Loss | 1,885,574.47 | 1,885.57 | 856,861.73 | 856.86 | 1,028,712.74 | 1,028.71 |
Max Run-up | 970,840.10 | 92.62 | ||||
Max Drawdown | 402,838.43 | 39.74 | ||||
Buy & Hold Return | −60,636.21 | −60.64 | ||||
Sharpe Ratio | 0.404 | |||||
Sortino Ratio | 1.194 | |||||
Profit Factor | 1.289 | 1.455 | 1.15 | |||
Max Contracts Held | 6,489,017 | 4,375,866 | 6,489,017 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 93,705.65 | 48,147.99 | 45,557.66 | |||
Total Closed Trades | 374 | 180 | 194 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 254 | 126 | 128 | |||
Number Losing Trades | 120 | 54 | 66 | |||
Percent Profitable | 67.91 | 70.00 | 65.98 | |||
Avg Trade | 1,455.79 | 1.52 | 2,166.13 | 1.64 | 796.72 | 1.40 |
Avg Winning Trade | 9,567.09 | 3.78 | 9,894.95 | 3.71 | 9,244.35 | 3.85 |
Avg Losing Trade | 15,713.12 | 3.29 | 15,867.81 | 3.21 | 15,586.56 | 3.35 |
Ratio Avg Win / Avg Loss | 0.609 | 0.624 | 0.593 | |||
Largest Winning Trade | 91,387.08 | 11.52 | 73,013.94 | 9.93 | 91,387.08 | 11.52 |
Largest Losing Trade | 139,763.23 | 7.87 | 89,303.28 | 6.85 | 139,763.23 | 7.87 |
Avg # Bars in Trades | 7 | 5 | 9 | |||
Avg # Bars in Winning Trades | 6 | 4 | 7 | |||
Avg # Bars in Losing Trades | 10 | 7 | 12 | |||
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