BotifyX 🧠 by @DaviddTech 🤖 [3bd40173]
🛡️ BOTIFY – RUNEUSDT 15MIN
@MannyBoy
⌛15 minutes
⚪️ Deep Backtest
Last updated: 8 minutes agoTrades per Day
Key Performance Metrics
- First Traded Date: 2021-12-02 04:45:00
- Sharpe Ratio: 0.49
- Sortino Ratio: 1.71
- Calmar: -3.59
- Longest DD Days: 314.00
- Volatility: 44.20
- Skew: 0.12
- Kurtosis: 0.80
- Expected Daily: 0.26
- Expected Monthly: 5.64
- Expected Yearly: 93.24
- Kelly Criterion: 5.71
- Daily Value-at-Risk: -3.59
- Expected Shortfall (cVaR): -4.85
- Last Trade Date: 2025-02-13 22:30:00
- Max Consecutive Wins: 14
- Number Winning Trades 635
- Max Consecutive Losses: 7
- Number Losing Trades: 578
- Gain/Pain Ratio: -3.59
- Gain/Pain (1M): 1.12
- Payoff Ratio: 1.02
- Common Sense Ratio: 1.12
- Tail Ratio: 1.14
- Outlier Win Ratio: 2.98
- Outlier Loss Ratio: 3.36
- Recovery Factor: 0.00
- Ulcer Index: 0.16
- Serenity Index: 113.25
AI Trading Bot Quantitative Analyst
Performance Analysis
Upon reviewing the provided QuantStats report, several performance metrics stand out that merit attention:
Metric | Strategy |
---|---|
CAGR (Compound Annual Growth Rate) | 144.41% |
Sharpe Ratio | 0.504 |
Profit Factor | 1.173 |
Maximum Drawdown | -37.38% |
Volatility | 43.85% |
Win Rate | 52.44% |
Average Win/Loss Ratio | 1.064 |
The strategy exhibits strong growth with a CAGR of 144.41%, and achieves a Sharpe Ratio of 0.504, indicating reasonable risk-adjusted returns given the crypto context. Although the maximum drawdown is slightly below the desired threshold, it remains manageable and shows a commendable level of risk control for such volatile markets.
Strategy Viability
Based on the data provided, this strategy is viable for real-world trading under the recent market conditions. It demonstrates a solid return profile with a reasonable distribution of wins and losses (Profit Factor of 1.173). The strategy has a slight edge over breakeven, improving its dependability. Continuous evaluation, however, should be undertaken to ensure these market conditions prevail.
Risk Management
The strategy limits risk effectively with a maximum drawdown under 40%. However, risk management could be enhanced by:
- Reducing leverage, which could significantly decrease drawdown potential without disproportionately affecting returns.
- Enhancing stop-loss strategies to further curtail losses.
- Implementing volatility-based position sizing to dynamically adjust exposure.
Improvement Suggestions
To enhance the strategy’s performance and robustness, consider the following recommendations:
- Optimize parameters for improved return-consistency without increasing drawdown.
- Incorporate additional market indicators to refine entry and exit strategies, improving trade setup selection.
- Conduct rigorous backtesting across different market regimes and apply forward-testing to ensure robustness.
- Consider adopting sophisticated risk management tactics such as stress testing or regime shifts in volatility.
Final Opinion
In summary, the strategy demonstrates good performance, showing solid returns and acceptable risk-adjusted metrics. While the drawdown is slightly high, it remains within an acceptable range for crypto trading. There's meaningful room for optimization, particularly in risk management and parameter fine-tuning.
Recommendation: Proceed with refining and testing the strategy. Emphasize incorporating suggested improvements to increase its robustness, while adapting the risk management framework to mitigate possible high market volatility.
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 | 8.54% | -0.05% | 36.05% | 0.40% | 2.79% | 2.76% | 1.69% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | -8.21% | -12.97% | 1.57% | -0.15% | -4.37% | 1.09% | -0.37% | 25.02% | 14.41% | 26.16% | 36.59% | 8.97% |
2022 | 14.16% | 16.14% | 59.22% | 19.05% | 13.28% | 13.96% | 3.98% | 6.38% | -17.56% | -0.94% | 11.16% | 4.51% |
2021 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 10.41% |
Live Trades Stats
RUNE
Base Currency
413
Number of Trades
61.47%
Cumulative Returns
51.09%
Win Rate
2024-02-14
🟠 Incubation started
🛡️
7 Days
6.73%
30 Days
59.19%
60 Days
28.46%
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 | 830,045.89 USD | 830.05 | 532,378.43 USD | 532.38 | 297,667.46 USD | 297.67 |
Gross Profit | 3,966,191.10 | 3,966.19 | 2,173,814.96 | 2,173.81 | 1,792,376.14 | 1,792.38 |
Gross Loss | 3,136,145.21 | 3,136.15 | 1,641,436.53 | 1,641.44 | 1,494,708.68 | 1,494.71 |
Max Run-up | 892,821.79 | 90.17 | ||||
Max Drawdown | 154,084.98 | 35.73 | ||||
Buy & Hold Return | −53,987.78 | −53.99 | ||||
Sharpe Ratio | 0.555 | |||||
Sortino Ratio | 2.114 | |||||
Profit Factor | 1.265 | 1.324 | 1.199 | |||
Max Contracts Held | 210,366 | 172,455 | 210,366 | |||
Open PL | −2,336.63 | −0.25 | ||||
Commission Paid | 121,501.90 | 68,712.86 | 52,789.04 | |||
Total Closed Trades | 800 | 438 | 362 | |||
Total Open Trades | 1 | 0 | 1 | |||
Number Winning Trades | 424 | 236 | 188 | |||
Number Losing Trades | 376 | 202 | 174 | |||
Percent Profitable | 53.00 | 53.88 | 51.93 | |||
Avg Trade | 1,037.56 | 0.63 | 1,215.48 | 0.60 | 822.29 | 0.67 |
Avg Winning Trade | 9,354.22 | 5.07 | 9,211.08 | 4.69 | 9,533.92 | 5.54 |
Avg Losing Trade | 8,340.81 | 4.37 | 8,125.92 | 4.18 | 8,590.28 | 4.59 |
Ratio Avg Win / Avg Loss | 1.122 | 1.134 | 1.11 | |||
Largest Winning Trade | 103,141.19 | 25.94 | 53,315.36 | 17.62 | 103,141.19 | 25.94 |
Largest Losing Trade | 41,662.47 | 23.07 | 35,788.29 | 12.24 | 41,662.47 | 23.07 |
Avg # Bars in Trades | 89 | 71 | 111 | |||
Avg # Bars in Winning Trades | 92 | 61 | 131 | |||
Avg # Bars in Losing Trades | 86 | 83 | 90 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 1,350,192.15 USD | 1,350.19 | 522,553.49 USD | 522.55 | 827,638.67 USD | 827.64 |
Gross Profit | 10,870,178.22 | 10,870.18 | 4,935,163.74 | 4,935.16 | 5,935,014.48 | 5,935.01 |
Gross Loss | 9,519,986.07 | 9,519.99 | 4,412,610.26 | 4,412.61 | 5,107,375.81 | 5,107.38 |
Max Run-up | 1,784,290.61 | 94.83 | ||||
Max Drawdown | 572,904.84 | 37.38 | ||||
Buy & Hold Return | −87,208.98 | −87.21 | ||||
Sharpe Ratio | 0.487 | |||||
Sortino Ratio | 1.711 | |||||
Profit Factor | 1.142 | 1.118 | 1.162 | |||
Max Contracts Held | 669,510 | 485,046 | 669,510 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 324,833.47 | 164,463.91 | 160,369.55 | |||
Total Closed Trades | 1,213 | 636 | 577 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 635 | 333 | 302 | |||
Number Losing Trades | 578 | 303 | 275 | |||
Percent Profitable | 52.35 | 52.36 | 52.34 | |||
Avg Trade | 1,113.10 | 0.51 | 821.62 | 0.45 | 1,434.38 | 0.58 |
Avg Winning Trade | 17,118.39 | 5.15 | 14,820.31 | 4.74 | 19,652.37 | 5.61 |
Avg Losing Trade | 16,470.56 | 4.58 | 14,563.07 | 4.25 | 18,572.28 | 4.95 |
Ratio Avg Win / Avg Loss | 1.039 | 1.018 | 1.058 | |||
Largest Winning Trade | 154,314.72 | 25.94 | 77,330.81 | 17.62 | 154,314.72 | 25.94 |
Largest Losing Trade | 208,322.25 | 24.32 | 88,903.12 | 12.24 | 208,322.25 | 24.32 |
Avg # Bars in Trades | 86 | 72 | 102 | |||
Avg # Bars in Winning Trades | 89 | 65 | 115 | |||
Avg # Bars in Losing Trades | 84 | 80 | 88 | |||
Margin Calls | 0 | 0 | 0 |
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