StiffTrend by @DaviddTech 🤖 [24beaca9]
🛡️ STIFFTREND SOLUSDT 30M 7.05
@cr3eps
⌛30 minutes
⚪️ Deep Backtest
Last updated: 40 seconds agoTrades per Day
Key Performance Metrics
- First Traded Date: 2023-03-12 22:00:00
- Sharpe Ratio: 0.66
- Sortino Ratio: 3.32
- Calmar: -2.92
- Longest DD Days: 16.00
- Volatility: 1.06
- Skew: 0.31
- Kurtosis: 0.36
- Expected Daily: 0.01
- Expected Monthly: 0.32
- Expected Yearly: 3.85
- Kelly Criterion: 29.71
- Daily Value-at-Risk: -0.10
- Expected Shortfall (cVaR): -0.11
- Last Trade Date: 2025-02-09 09:00:00
- Max Consecutive Wins: 6
- Number Winning Trades 67
- Max Consecutive Losses: 5
- Number Losing Trades: 46
- Gain/Pain Ratio: -2.92
- Gain/Pain (1M): 1.98
- Payoff Ratio: 1.31
- Common Sense Ratio: 1.98
- Tail Ratio: 1.22
- Outlier Win Ratio: 3.16
- Outlier Loss Ratio: 3.21
- Recovery Factor: 0.00
- Ulcer Index: 0.00
- Serenity Index: 4.83
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 | 1,705.96% |
CAGR | 0.89% |
Sharpe Ratio | 0.664 |
Sortino Ratio | 3.32 |
Profit Factor | 1.815 |
Maximum Drawdown | 41.04% |
Volatility (Annualized) | 1.06% |
Percent Profitable | 59.29% |
The strategy exhibits satisfactory returns with a net profit of 1,705.96%. The Sharpe ratio of 0.664 indicates good risk-adjusted returns, aligning well with the expectations for crypto trading strategies. The strategy's maximum drawdown of 41.04% slightly exceeds the optimal threshold but can be effectively managed with adjustments. A healthy profit factor of 1.815 suggests that for every dollar risked, there is a potential gain of approximately $1.815, reflecting a solid profitability profile.
Strategy Viability
Based on the data provided, the strategy appears viable for real-world trading with room for improvement. It achieves a significant net profit and steady risk-adjusted returns. Identifying market conditions where this strategy excels, such as volatile crypto markets, is crucial for sustained success. Given the positive return and advantage in capturing winning trades, this strategy has potential, but improvements can enhance resilience against drawdowns.
Risk Management
While the strategy demonstrates effective risk management with a relatively low risk of ruin and no margin calls, it can be further optimized to reduce the above-average maximum drawdown:
- Reducing leverage usage can significantly alleviate drawdown impacts, ensuring more sustainable performance.
- Improving stop-loss mechanisms to safeguard against sharp losses.
- Considering dynamic adjustments to position sizing based on market volatility could offer additional protection.
Improvement Suggestions
To enhance the strategy's overall performance and robustness, consider the following recommendations:
- Conduct parameter optimization to find the optimal balance between returns and drawdowns.
- Incorporate additional market indicators for improved trade timing and decision-making.
- Expand the scope of backtesting to different time periods and market conditions to test stability.
- Implement advanced risk management tools, such as Value-at-Risk (VaR) and stress testing, to enhance the strategy's resilience to market shifts.
Final Opinion
In summary, this trading strategy demonstrates a promising performance with profitable returns and reasonable volatility management. Despite a slight exceedance in maximum drawdown, with strategic adjustments and optimizations, it has strong potential for improved performance and sustainability. Fine-tuning risk management and parameter settings can bolster its efficacy in different market environments.
Recommendation: Proceed with further refinement and testing of the strategy. Implement the suggested improvements to enhance robustness and better manage volatility, ultimately maximizing returns while minimizing risk.
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 | 26.37% | 40.75% | 22.42% | 39.27% | -8.72% | -6.62% | -2.61% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | 0.00% | 0.00% | -10.65% | 42.86% | 17.57% | 14.01% | 10.43% | 21.51% | -2.14% | 42.84% | 0.45% | -9.90% |
Live Trades Stats
SOL
Base Currency
43
Number of Trades
107.58%
Cumulative Returns
53.49%
Win Rate
2024-05-07
🟠 Incubation started
🛡️
7 Days
18.44%
30 Days
107.58%
60 Days
60.02%
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 | 643.50 USD | 643.50 | 463.62 USD | 463.62 | 179.88 USD | 179.88 |
Gross Profit | 1,366.77 | 1,366.77 | 991.12 | 991.12 | 375.66 | 375.66 |
Gross Loss | 723.28 | 723.28 | 527.50 | 527.50 | 195.78 | 195.78 |
Max Run-up | 862.06 | 90.94 | ||||
Max Drawdown | 165.31 | 41.04 | ||||
Buy & Hold Return | 678.34 | 678.34 | ||||
Sharpe Ratio | 0.742 | |||||
Sortino Ratio | 2.549 | |||||
Profit Factor | 1.89 | 1.879 | 1.919 | |||
Max Contracts Held | 52 | 52 | 42 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 65.19 | 48.20 | 16.99 | |||
Total Closed Trades | 70 | 47 | 23 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 44 | 32 | 12 | |||
Number Losing Trades | 26 | 15 | 11 | |||
Percent Profitable | 62.86 | 68.09 | 52.17 | |||
Avg Trade | 9.19 | 0.91 | 9.86 | 1.17 | 7.82 | 0.39 |
Avg Winning Trade | 31.06 | 2.71 | 30.97 | 2.71 | 31.30 | 2.69 |
Avg Losing Trade | 27.82 | 2.13 | 35.17 | 2.14 | 17.80 | 2.12 |
Ratio Avg Win / Avg Loss | 1.117 | 0.881 | 1.759 | |||
Largest Winning Trade | 113.89 | 4.88 | 113.89 | 4.88 | 96.08 | 3.75 |
Largest Losing Trade | 84.68 | 3.05 | 84.68 | 2.97 | 65.93 | 3.05 |
Avg # Bars in Trades | 20 | 17 | 25 | |||
Avg # Bars in Winning Trades | 21 | 21 | 23 | |||
Avg # Bars in Losing Trades | 17 | 10 | 27 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 1,705.96 USD | 1,705.96 | 765.41 USD | 765.41 | 940.55 USD | 940.55 |
Gross Profit | 3,799.14 | 3,799.14 | 2,396.28 | 2,396.28 | 1,402.86 | 1,402.86 |
Gross Loss | 2,093.18 | 2,093.18 | 1,630.87 | 1,630.87 | 462.31 | 462.31 |
Max Run-up | 1,794.06 | 95.43 | ||||
Max Drawdown | 344.40 | 41.04 | ||||
Buy & Hold Return | 923.35 | 923.35 | ||||
Sharpe Ratio | 0.664 | |||||
Sortino Ratio | 3.32 | |||||
Profit Factor | 1.815 | 1.469 | 3.034 | |||
Max Contracts Held | 52 | 52 | 42 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 195.33 | 135.50 | 59.82 | |||
Total Closed Trades | 113 | 75 | 38 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 67 | 46 | 21 | |||
Number Losing Trades | 46 | 29 | 17 | |||
Percent Profitable | 59.29 | 61.33 | 55.26 | |||
Avg Trade | 15.10 | 0.74 | 10.21 | 0.83 | 24.75 | 0.55 |
Avg Winning Trade | 56.70 | 2.63 | 52.09 | 2.65 | 66.80 | 2.58 |
Avg Losing Trade | 45.50 | 2.03 | 56.24 | 2.07 | 27.19 | 1.96 |
Ratio Avg Win / Avg Loss | 1.246 | 0.926 | 2.456 | |||
Largest Winning Trade | 223.19 | 4.88 | 177.19 | 4.88 | 223.19 | 3.75 |
Largest Losing Trade | 146.42 | 3.05 | 146.42 | 2.99 | 130.53 | 3.05 |
Avg # Bars in Trades | 19 | 20 | 19 | |||
Avg # Bars in Winning Trades | 20 | 22 | 17 | |||
Avg # Bars in Losing Trades | 18 | 16 | 21 | |||
Margin Calls | 0 | 0 | 0 |
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