BotifyX 🧠 by @DaviddTech 🤖 [58e5405c]
🛡️ BOTIFY SOLUSDT 1H 16.4
@steven0123
⌛1 hour
⚪️ Deep Backtest
Last updated: 44 minutes agoTrades per Day
Key Performance Metrics
- First Traded Date: 2021-07-21 04:00:00
- Sharpe Ratio: 0.68
- Sortino Ratio: 3.40
- Calmar: -1.55
- Longest DD Days: 44.00
- Volatility: 66.17
- Skew: 0.58
- Kurtosis: 2.16
- Expected Daily: 0.40
- Expected Monthly: 8.76
- Expected Yearly: 173.89
- Kelly Criterion: 8.21
- Daily Value-at-Risk: -7.31
- Expected Shortfall (cVaR): -8.89
- Last Trade Date: 2025-02-12 02:00:00
- Max Consecutive Wins: 10
- Number Winning Trades 335
- Max Consecutive Losses: 6
- Number Losing Trades: 293
- Gain/Pain Ratio: -1.55
- Gain/Pain (1M): 1.18
- Payoff Ratio: 1.03
- Common Sense Ratio: 1.18
- Tail Ratio: 1.18
- Outlier Win Ratio: 3.96
- Outlier Loss Ratio: 4.13
- Recovery Factor: 0.00
- Ulcer Index: 0.12
- Serenity Index: 16.05
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 | $619,008.87 |
Gross Profit | $4,385,692.08 |
Gross Loss | $3,766,683.21 |
CAGR | 73.86% |
Sharpe Ratio | 0.681 |
Sortino Ratio | 3.414 |
Profit Factor | 1.164 |
Maximum Drawdown | 54.77% |
Volatility (Annualized) | 66.17% |
Percent Profitable | 53.34% |
The strategy demonstrates notable profitability with a significant net profit. With a Sharpe Ratio of 0.681, it's performing well for crypto standards, suggesting that the strategy manages risk adequately relative to its returns. However, the maximum drawdown of 54.77% exceeds the ideal threshold of 40%, indicating potential risk areas, especially in turbulent markets.
Strategy Viability
Based on the data provided, this strategy shows promise but needs refinements, particularly concerning drawdown management. Its Sharpe Ratio and positive return make it a viable candidate for real-world trading, providing the conditions under which it performs are properly identified and is subject to further optimization.
The strategy performs best in volatile environments given its annualized volatility, suggesting potential continued performance if such market conditions persist. Comparatively, its CAGR outperforms a typical benchmark, indicating potential robustness.
Risk Management
The strategy's risk management techniques appear reasonable, with controlled average drawdowns and a decent Gain/Pain Ratio of 1.18. Nevertheless, the high maximum drawdown and volatility indicate areas for improvement:
- Consider reducing leverage to lower maximum drawdown, given its direct impact on such risk metrics.
- Implement stop-loss or trailing stop mechanisms effectively.
- Enhance diversification to avoid large drawdowns associated with market downturns.
Improvement Suggestions
To enhance the strategy’s effectiveness and robustness, consider the following recommendations:
- Optimize parameters for better risk-adjusted returns, potentially reducing leverage for less drawdown.
- Incorporate a broader set of indicators to refine entry and exit signals.
- Conduct stress testing and out-of-sample testing to evaluate performance across various market conditions.
- Explore advanced risk management techniques such as Kelly Criterion for more efficient capital allocation.
Final Opinion
In summary, the strategy exhibits strong potential with noteworthy returns and acceptable risk-adjusted performance metrics. While the high maximum drawdown represents a significant risk, adjustments in leverage and risk management could help mitigate this. Further testing and parameter optimization are advised to ensure the strategy remains robust across different market environments.
Recommendation: Proceed with further testing and optimization. Focus on improving drawdown management and adapting the strategy to sustain performance amid varying market conditions. Once optimized, this strategy has the capability to perform effectively as part of a diversified trading portfolio.
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 | 1.17% | 76.83% | 52.19% | 33.50% | 9.81% | -9.82% | 24.42% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | 33.06% | 55.13% | 12.26% | 79.43% | -22.11% | -2.81% | 62.67% | 16.88% | 4.48% | 103.34% | 39.32% | 36.93% |
2022 | 18.02% | 24.01% | 81.51% | 22.32% | 21.87% | 6.13% | 58.45% | 2.72% | 9.41% | 23.30% | -22.79% | 32.29% |
2021 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 16.55% | 51.20% | 33.32% | 9.14% | 58.78% | 16.85% |
Live Trades Stats
SOL
Base Currency
142
Number of Trades
55.58%
Cumulative Returns
45.77%
Win Rate
2024-04-16
🟠 Incubation started
🛡️
7 Days
10.72%
30 Days
-3.43%
60 Days
-6.79%
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 | 609,222.20 USD | 609,222.20 | 284,778.55 USD | 284,778.55 | 324,443.65 USD | 324,443.65 |
Gross Profit | 1,096,372.17 | 1,096,372.17 | 554,078.42 | 554,078.42 | 542,293.74 | 542,293.74 |
Gross Loss | 487,149.97 | 487,149.97 | 269,299.87 | 269,299.87 | 217,850.09 | 217,850.09 |
Max Run-up | 642,888.61 | 99.99 | ||||
Max Drawdown | 70,434.34 | 43.20 | ||||
Buy & Hold Return | 485.88 | 485.88 | ||||
Sharpe Ratio | 0.855 | |||||
Sortino Ratio | 5.667 | |||||
Profit Factor | 2.251 | 2.057 | 2.489 | |||
Max Contracts Held | 7,606 | 5,802 | 7,606 | |||
Open PL | 8,273.30 | 1.36 | ||||
Commission Paid | 23,967.25 | 10,923.71 | 13,043.53 | |||
Total Closed Trades | 487 | 226 | 261 | |||
Total Open Trades | 1 | 0 | 1 | |||
Number Winning Trades | 270 | 116 | 154 | |||
Number Losing Trades | 217 | 110 | 107 | |||
Percent Profitable | 55.44 | 51.33 | 59.00 | |||
Avg Trade | 1,250.97 | 1.35 | 1,260.08 | 2.15 | 1,243.08 | 0.66 |
Avg Winning Trade | 4,060.64 | 6.27 | 4,776.54 | 8.65 | 3,521.39 | 4.48 |
Avg Losing Trade | 2,244.93 | 4.77 | 2,448.18 | 4.70 | 2,035.98 | 4.85 |
Ratio Avg Win / Avg Loss | 1.809 | 1.951 | 1.73 | |||
Largest Winning Trade | 63,861.23 | 24.03 | 63,861.23 | 24.03 | 54,354.42 | 11.29 |
Largest Losing Trade | 34,982.68 | 13.74 | 33,905.97 | 13.74 | 34,982.68 | 13.18 |
Avg # Bars in Trades | 33 | 39 | 27 | |||
Avg # Bars in Winning Trades | 33 | 44 | 25 | |||
Avg # Bars in Losing Trades | 32 | 34 | 29 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 618,388.49 USD | 618,388.49 | 66,103.47 USD | 66,103.47 | 552,285.02 USD | 552,285.02 |
Gross Profit | 4,385,692.08 | 4,385,692.08 | 2,021,954.17 | 2,021,954.17 | 2,363,737.91 | 2,363,737.91 |
Gross Loss | 3,767,303.59 | 3,767,303.59 | 1,955,850.70 | 1,955,850.70 | 1,811,452.89 | 1,811,452.89 |
Max Run-up | 1,018,039.22 | 99.99 | ||||
Max Drawdown | 462,964.65 | 54.77 | ||||
Buy & Hold Return | 734.70 | 734.70 | ||||
Sharpe Ratio | 0.68 | |||||
Sortino Ratio | 3.402 | |||||
Profit Factor | 1.164 | 1.034 | 1.305 | |||
Max Contracts Held | 18,120 | 18,120 | 15,672 | |||
Open PL | −5,489.22 | −0.89 | ||||
Commission Paid | 147,655.71 | 67,241.00 | 80,414.71 | |||
Total Closed Trades | 628 | 290 | 338 | |||
Total Open Trades | 1 | 0 | 1 | |||
Number Winning Trades | 335 | 140 | 195 | |||
Number Losing Trades | 293 | 150 | 143 | |||
Percent Profitable | 53.34 | 48.28 | 57.69 | |||
Avg Trade | 984.70 | 1.02 | 227.94 | 1.66 | 1,633.98 | 0.46 |
Avg Winning Trade | 13,091.62 | 5.95 | 14,442.53 | 8.21 | 12,121.73 | 4.34 |
Avg Losing Trade | 12,857.69 | 4.63 | 13,039.00 | 4.44 | 12,667.50 | 4.83 |
Ratio Avg Win / Avg Loss | 1.018 | 1.108 | 0.957 | |||
Largest Winning Trade | 111,987.60 | 24.03 | 111,987.60 | 24.03 | 90,813.80 | 11.29 |
Largest Losing Trade | 104,958.91 | 13.74 | 86,546.92 | 13.74 | 104,958.91 | 13.52 |
Avg # Bars in Trades | 33 | 38 | 28 | |||
Avg # Bars in Winning Trades | 33 | 44 | 25 | |||
Avg # Bars in Losing Trades | 32 | 33 | 31 | |||
Margin Calls | 0 | 0 | 0 |
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