🚀 Trendhoo [v5] by @DaviddTech 🤖 [5ac259f5]
🛡️ BTC TRENDHOO 45MIN
@
⌛45 minutes
⚪️ Deep Backtest
Last updated: 55 seconds agoTrades per Day
Key Performance Metrics
- First Traded Date: 2020-04-03 00:30:00
- Sharpe Ratio: 0.52
- Sortino Ratio: 1.43
- Calmar: -3.99
- Longest DD Days: 22.00
- Volatility: 44.74
- Skew: 0.22
- Kurtosis: 0.95
- Expected Daily: 0.95
- Expected Monthly: 21.96
- Expected Yearly: 982.43
- Kelly Criterion: 31.02
- Daily Value-at-Risk: -3.24
- Expected Shortfall (cVaR): -4.52
- Last Trade Date: 2025-02-04 13:15:00
- Max Consecutive Wins: 13
- Number Winning Trades 141
- Max Consecutive Losses: 5
- Number Losing Trades: 72
- Gain/Pain Ratio: -3.99
- Gain/Pain (1M): 1.88
- Payoff Ratio: 0.96
- Common Sense Ratio: 1.88
- Tail Ratio: 1.54
- Outlier Win Ratio: 2.96
- Outlier Loss Ratio: 2.72
- Recovery Factor: 0.00
- Ulcer Index: 0.04
- Serenity Index: 57.82
AI Trading Bot Quantitative Analyst
Performance Analysis
Upon reviewing the provided QuantStats report, several performance metrics stand out that merit attention:
Metric | Value |
---|---|
Net Profit | 622.51% |
Annualized Return (CAGR %) | 50.4% |
Sharpe Ratio | 0.523 |
Profit Factor | 1.879 |
Maximum Drawdown | -14.9% |
Volatility (Annualized) | 44.74% |
Percent Profitable | 66.2% |
The strategy exhibits commendable returns, with a cumulative net profit of 622.51%. The annualized return of 50.4% is substantial, and a Sharpe Ratio of 0.523 suggests a reasonable risk-adjusted performance, especially given the crypto market's typical volatility. The strategy's maximum drawdown is well within acceptable limits at -14.9%, indicating strong downside protection capabilities. With a profit factor of 1.879 and 66.2% of trades being profitable, the trading approach appears sustainable and effective.
Strategy Viability
Based on the current data, this strategy appears viable for real-world trading. It performs well under the market conditions of the analysis period, especially with its high win rate and acceptable drawdown. The trading environment in cryptocurrencies often involves high volatility, making this strategy's consistent returns and moderate risk to reward an attractive proposition.
Risk Management
The strategy employs decent risk management techniques, as evidenced by a moderate maximum drawdown and profitable trade-win rate. However, to further refine its risk approach, consider the following recommendations:
- Adjust leverage as necessary. Though not currently excessive, reducing leverage can further stabilize drawdowns.
- Incorporate additional stop-loss mechanisms to enhance downside risk control.
- Introduce dynamic position sizing based on market conditions or volatility metrics to optimize returns with minimized risk.
Improvement Suggestions
Enhance the strategy's performance and robustness through these recommendations:
- Optimize strategy parameters, potentially rebalancing between aggressive and conservative settings to maximize the Sharpe ratio.
- Utilize a wider array of indicators to bolster trade timing for entries and exits.
- Conduct further testing, including out-of-sample and forward-testing, to ensure the strategy's robustness across various market cycles.
- Integrate advanced risk and capital management systems, such as Value-at-Risk (VaR) adjustments and stress scenarios, to account for unforeseen market shifts.
Final Opinion
The strategy showcases strong performance with consistent profit generation and moderate risk metrics, which are crucial in the volatile cryptocurrency market. There's room for improvement, particularly in refining the risk management and leveraging strategies.
Recommendation: Proceed with refining the strategy by applying optimization techniques and monitoring it through further testing phases. Improving leverage usage and risk management will bolster its robustness and reliability.
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 | 2.91% | 13.31% | 2.56% | -3.50% | 4.23% | 1.84% | 1.52% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | 16.58% | 13.69% | 12.31% | 6.23% | -5.17% | 5.00% | 0.00% | 4.20% | 0.65% | 17.44% | 6.74% | 5.97% |
2022 | 0.00% | 9.44% | 9.72% | -2.26% | 0.73% | 3.17% | 7.40% | -5.01% | 4.68% | 5.10% | 2.03% | 3.22% |
2021 | -2.59% | 14.46% | -4.44% | 2.75% | -0.76% | 4.34% | 8.90% | 6.88% | -3.22% | 10.47% | 3.39% | 3.61% |
2020 | 0.00% | 0.00% | 0.00% | 18.38% | -5.63% | -1.00% | 1.34% | -6.01% | -0.27% | 9.01% | 4.54% | 5.14% |
Live Trades Stats
BTC
Base Currency
35
Number of Trades
-0.42%
Cumulative Returns
48.57%
Win Rate
2024-05-06
🟠 Incubation started
🛡️
7 Days
-10.9%
30 Days
-23.32%
60 Days
-13.72%
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 | 635,407.45 USD | 635.41 | 635,407.45 USD | 635.41 | 0 USD | 0.00 |
Gross Profit | 995,640.51 | 995.64 | 995,640.51 | 995.64 | 0 | 0.00 |
Gross Loss | 360,233.05 | 360.23 | 360,233.05 | 360.23 | 0 | 0.00 |
Max Run-up | 692,882.83 | 87.39 | ||||
Max Drawdown | 61,853.43 | 13.54 | ||||
Buy & Hold Return | 866,464.91 | 866.46 | ||||
Sharpe Ratio | 0.634 | |||||
Sortino Ratio | 2.073 | |||||
Profit Factor | 2.764 | 2.764 | N/A | |||
Max Contracts Held | 27 | 27 | 0 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 59,087.90 | 59,087.90 | 0 | |||
Total Closed Trades | 178 | 178 | 0 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 124 | 124 | 0 | |||
Number Losing Trades | 54 | 54 | 0 | |||
Percent Profitable | 69.66 | 69.66 | N/A | |||
Avg Trade | 3,569.70 | 0.83 | 3,569.70 | 0.83 | N/A | |
Avg Winning Trade | 8,029.36 | 1.95 | 8,029.36 | 1.95 | N/A | |
Avg Losing Trade | 6,670.98 | 1.74 | 6,670.98 | 1.74 | N/A | |
Ratio Avg Win / Avg Loss | 1.204 | 1.204 | N/A | |||
Largest Winning Trade | 63,187.39 | 8.03 | 63,187.39 | 8.03 | N/A | |
Largest Losing Trade | 19,450.72 | 4.06 | 19,450.72 | 4.06 | N/A | |
Avg # Bars in Trades | 19 | 19 | 0 | |||
Avg # Bars in Winning Trades | 21 | 21 | 0 | |||
Avg # Bars in Losing Trades | 16 | 16 | 0 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 622,505.32 USD | 622.51 | 622,505.32 USD | 622.51 | 0 USD | 0.00 |
Gross Profit | 1,330,548.44 | 1,330.55 | 1,330,548.44 | 1,330.55 | 0 | 0.00 |
Gross Loss | 708,043.12 | 708.04 | 708,043.12 | 708.04 | 0 | 0.00 |
Max Run-up | 752,382.41 | 88.27 | ||||
Max Drawdown | 126,498.17 | 14.90 | ||||
Buy & Hold Return | 1,353,828.64 | 1,353.83 | ||||
Sharpe Ratio | 0.523 | |||||
Sortino Ratio | 1.425 | |||||
Profit Factor | 1.879 | 1.879 | N/A | |||
Max Contracts Held | 27 | 27 | 0 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 88,627.13 | 88,627.13 | 0 | |||
Total Closed Trades | 213 | 213 | 0 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 141 | 141 | 0 | |||
Number Losing Trades | 72 | 72 | 0 | |||
Percent Profitable | 66.20 | 66.20 | N/A | |||
Avg Trade | 2,922.56 | 0.70 | 2,922.56 | 0.70 | N/A | |
Avg Winning Trade | 9,436.51 | 1.95 | 9,436.51 | 1.95 | N/A | |
Avg Losing Trade | 9,833.93 | 1.74 | 9,833.93 | 1.74 | N/A | |
Ratio Avg Win / Avg Loss | 0.96 | 0.96 | N/A | |||
Largest Winning Trade | 63,187.39 | 8.03 | 63,187.39 | 8.03 | N/A | |
Largest Losing Trade | 46,665.34 | 4.06 | 46,665.34 | 4.06 | N/A | |
Avg # Bars in Trades | 20 | 20 | 0 | |||
Avg # Bars in Winning Trades | 20 | 20 | 0 | |||
Avg # Bars in Losing Trades | 19 | 19 | 0 | |||
Margin Calls | 0 | 0 | 0 |
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