🚀 Precision Trend Mastery by @DaviddTech 🤖 [61cab6aa]
🛡️ PRECISION TREND BTC 30MIN
@Gentle_sir
⌛30 minutes
⚪️ Deep Backtest
Last updated: 1 hour agoTrades per Day
Key Performance Metrics
- First Traded Date: 2020-04-03 02:00:00
- Sharpe Ratio: 0.57
- Sortino Ratio: 1.31
- Calmar: -2.28
- Longest DD Days: 166.00
- Volatility: 31.44
- Skew: -0.26
- Kurtosis: -1.14
- Expected Daily: 0.24
- Expected Monthly: 5.05
- Expected Yearly: 80.71
- Kelly Criterion: 9.05
- Daily Value-at-Risk: -2.89
- Expected Shortfall (cVaR): -3.37
- Last Trade Date: 2025-02-14 05:30:00
- Max Consecutive Wins: 9
- Number Winning Trades 670
- Max Consecutive Losses: 7
- Number Losing Trades: 494
- Gain/Pain Ratio: -2.28
- Gain/Pain (1M): 1.19
- Payoff Ratio: 0.87
- Common Sense Ratio: 1.19
- Tail Ratio: 0.97
- Outlier Win Ratio: 2.97
- Outlier Loss Ratio: 2.67
- Recovery Factor: 0.00
- Ulcer Index: 0.09
- Serenity Index: 78.66
AI Trading Bot Quantitative Analyst
Performance Analysis
Upon reviewing the provided QuantStats report, several performance metrics stand out that merit attention:
Metric | Value |
---|---|
Cumulative Return | 1136.58% |
Annualized Return (CAGR %) | 68.07% |
Sharpe Ratio | 0.59 |
Profit Factor | 1.22 |
Maximum Drawdown | 30.32% |
Volatility (Annualized) | 31.47% |
The strategy exhibits a robust cumulative return of 1136.58% with a respectable annualized return of 68.07%. The Sharpe Ratio of 0.59 suggests that the strategy provides a good risk-adjusted return, particularly important in the crypto market vertical. The maximum drawdown of 30.32% is within an acceptable range, indicating a solid downside protection, especially considering the high-risk nature of crypto assets.
Strategy Viability
Based on the data provided, this strategy appears to be viable for real-world trading, particularly in a high-volatility environment like the cryptocurrency market. It demonstrates the ability to outperform a typical buy-and-hold approach (1277.25% return), albeit with lower absolute returns but a more controlled risk exposure. This balance could prove more appealing to risk-averse investors seeking market exposure with decreased volatility.
Risk Management
The strategy employs generally effective risk management techniques. With a maximum drawdown of 30.32% and no recorded margin calls, it shows proficiency in managing leverage and protecting capital. However, the Gain/Pain Ratio (1.22) and payoff ratio (0.89) suggest some inefficiencies that should be addressed. Recommended improvements might include:
- Reviewing position sizing algorithms to optimize leverage use, potentially reducing drawdown further.
- Enhancing stop-loss mechanisms to minimize larger losses.
- Strategic diversification across different crypto assets to spread risk.
Improvement Suggestions
To further enhance the strategy’s performance and robustness, consider the following recommendations:
- Optimize and tweak the strategy parameters to target risk-adjusted performance more precisely.
- Introduce a wider array of technical and fundamental indicators to refine trade timing and improve outcomes.
- Undertake comprehensive backtesting under varied market conditions to verify performance consistency.
- Incorporate more sophisticated risk management systems, such as dynamic hedging or volatility-based position adjustments.
- Decrease the leverage used in the strategy, potentially decreasing drawdowns without significantly harming returns.
Final Opinion
In summary, the strategy shows promising capability with high cumulative and annualized returns, alongside good risk-adjusted figures (such as a Sharpe Ratio above 0.5). The maximum drawdown of 30.32% is notably comfortable within the crypto industry context. Nonetheless, optimizing risk management and strategically decreasing leverage could enhance the strategy's effectiveness further.
Recommendation: Proceed with this strategy while focusing on optimization and refinement. Continue testing and refining risk management frameworks to bolster resilience and adaptability in evolving market conditions.
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 | 3.98% | 12.11% | 16.78% | -0.64% | 4.57% | -2.27% | -1.22% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | 4.87% | 10.15% | 14.93% | 12.88% | -5.05% | 13.84% | -1.33% | 0.82% | 4.86% | 5.73% | 0.74% | 9.82% |
2022 | 5.38% | 10.26% | 18.60% | 7.10% | 10.38% | 13.33% | 3.83% | 10.26% | 7.39% | 5.00% | 0.61% | -1.01% |
2021 | -0.45% | 7.24% | 12.76% | 10.71% | -5.35% | 4.61% | 16.10% | 3.50% | 9.19% | 4.81% | 7.53% | 15.47% |
2020 | 0.00% | 0.00% | 0.00% | 2.37% | 1.82% | -15.34% | -2.78% | -4.27% | 7.80% | -1.62% | -3.92% | 17.98% |
Live Trades Stats
BTC
Base Currency
224
Number of Trades
-17.82%
Cumulative Returns
51.34%
Win Rate
2024-04-16
🟠 Incubation started
🛡️
7 Days
-12.38%
30 Days
-38.48%
60 Days
-16.41%
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 | 1,370,443.99 USD | 1,370.44 | 832,369.95 USD | 832.37 | 538,074.05 USD | 538.07 |
Gross Profit | 4,101,487.40 | 4,101.49 | 2,322,356.49 | 2,322.36 | 1,779,130.90 | 1,779.13 |
Gross Loss | 2,731,043.41 | 2,731.04 | 1,489,986.55 | 1,489.99 | 1,241,056.86 | 1,241.06 |
Max Run-up | 1,409,531.34 | 94.62 | ||||
Max Drawdown | 102,306.11 | 30.32 | ||||
Buy & Hold Return | 787,990.45 | 787.99 | ||||
Sharpe Ratio | 0.804 | |||||
Sortino Ratio | 2.151 | |||||
Profit Factor | 1.502 | 1.559 | 1.434 | |||
Max Contracts Held | 53 | 51 | 53 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 379,569.48 | 214,711.62 | 164,857.86 | |||
Total Closed Trades | 940 | 536 | 404 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 555 | 316 | 239 | |||
Number Losing Trades | 385 | 220 | 165 | |||
Percent Profitable | 59.04 | 58.96 | 59.16 | |||
Avg Trade | 1,457.92 | 0.21 | 1,552.93 | 0.20 | 1,331.87 | 0.21 |
Avg Winning Trade | 7,390.07 | 1.45 | 7,349.23 | 1.45 | 7,444.06 | 1.45 |
Avg Losing Trade | 7,093.62 | 1.59 | 6,772.67 | 1.59 | 7,521.56 | 1.59 |
Ratio Avg Win / Avg Loss | 1.042 | 1.085 | 0.99 | |||
Largest Winning Trade | 45,679.76 | 4.05 | 38,753.19 | 4.05 | 45,679.76 | 2.45 |
Largest Losing Trade | 54,973.52 | 5.89 | 36,681.80 | 5.89 | 54,973.52 | 2.55 |
Avg # Bars in Trades | 15 | 14 | 16 | |||
Avg # Bars in Winning Trades | 14 | 13 | 14 | |||
Avg # Bars in Losing Trades | 16 | 15 | 18 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 1,080,634.79 USD | 1,080.63 | 615,239.26 USD | 615.24 | 465,395.53 USD | 465.40 |
Gross Profit | 6,790,325.47 | 6,790.33 | 3,416,095.80 | 3,416.10 | 3,374,229.67 | 3,374.23 |
Gross Loss | 5,709,690.68 | 5,709.69 | 2,800,856.53 | 2,800.86 | 2,908,834.14 | 2,908.83 |
Max Run-up | 1,537,490.17 | 95.04 | ||||
Max Drawdown | 403,686.52 | 30.32 | ||||
Buy & Hold Return | 1,259,239.09 | 1,259.24 | ||||
Sharpe Ratio | 0.574 | |||||
Sortino Ratio | 1.309 | |||||
Profit Factor | 1.189 | 1.22 | 1.16 | |||
Max Contracts Held | 53 | 51 | 53 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 710,416.63 | 362,657.51 | 347,759.12 | |||
Total Closed Trades | 1,164 | 639 | 525 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 670 | 367 | 303 | |||
Number Losing Trades | 494 | 272 | 222 | |||
Percent Profitable | 57.56 | 57.43 | 57.71 | |||
Avg Trade | 928.38 | 0.16 | 962.82 | 0.15 | 886.47 | 0.16 |
Avg Winning Trade | 10,134.81 | 1.42 | 9,308.16 | 1.42 | 11,136.07 | 1.43 |
Avg Losing Trade | 11,558.08 | 1.56 | 10,297.27 | 1.55 | 13,102.86 | 1.57 |
Ratio Avg Win / Avg Loss | 0.877 | 0.904 | 0.85 | |||
Largest Winning Trade | 70,813.10 | 4.05 | 38,753.19 | 4.05 | 70,813.10 | 3.29 |
Largest Losing Trade | 56,775.63 | 5.89 | 51,598.95 | 5.89 | 56,775.63 | 2.57 |
Avg # Bars in Trades | 15 | 14 | 15 | |||
Avg # Bars in Winning Trades | 14 | 13 | 14 | |||
Avg # Bars in Losing Trades | 16 | 16 | 17 | |||
Margin Calls | 0 | 0 | 0 |
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