BotifyX 🧠 by @DaviddTech 🤖 [31d754e8]
🛡️ EL PATRON LTC 2H
@
⌛2 hours
⚪️ Deep Backtest
Last updated: 1 hour agoTrades per Day
Key Performance Metrics
- First Traded Date: 2020-11-13 08:00:00
- Sharpe Ratio: 0.12
- Sortino Ratio: 0.20
- Calmar: 0.00
- Longest DD Days: 0.00
- Volatility: 0.00
- Skew: 0.00
- Kurtosis: 0.00
- Expected Daily: 0.00
- Expected Monthly: 0.00
- Expected Yearly: 0.00
- Kelly Criterion: 0.00
- Daily Value-at-Risk: 0.00
- Expected Shortfall (cVaR): 0.00
- Last Trade Date: 2025-02-10 02:00:00
- Max Consecutive Wins: 0
- Number Winning Trades 86
- Max Consecutive Losses: 0
- Number Losing Trades: 50
AI Trading Bot Quantitative Analyst
Performance Analysis
After evaluating the QuantStats report, several key performance indicators are observed that provide insights into the strategy's effectiveness:
Metric | Strategy |
---|---|
Net Profit | 28.26% |
Gross Profit | 140.28% |
Gross Loss | 112.02% |
Maximum Drawdown | -15.58% |
Buy & Hold Return | 105.49% |
Sharpe Ratio | 0.123 |
Sortino Ratio | 0.2 |
Profit Factor | 1.252 |
Percent Profitable | 63.24% |
The strategy presents modest returns with a net profit of 28.26% and a maximum drawdown of -15.58%, which is within an acceptable range for crypto trading. However, the Sharpe Ratio of 0.123 indicates underwhelming risk-adjusted returns, suggesting room for improvement in enhancing overall performance.
Strategy Viability
In assessing the strategy’s viability for real-world application, it demonstrates average viability. Despite achieving positive net and gross profits, the relatively low Sharpe and Sortino ratios hint at higher volatility and potential risk exposure. Market conditions favoring the strategy currently may not persist, warranting careful consideration before deploying it extensively.
Risk Management
The strategy showcases a reasonable maximum drawdown, efficiently managing potential downturns. Areas for risk management enhancement include:
- Implementing tighter stop-loss mechanisms to protect against significant losses.
- Exploring dynamic leverage adjustments to maintain consistent risk exposure.
- Utilizing portfolio diversification to alleviate unsystematic risk.
Improvement Suggestions
Suggestions to enhance the strategy's performance include:
- Refining strategy parameters to boost the Sharpe Ratio while maintaining or improving returns.
- Incorporating diverse technical indicators for better trading signals.
- Conducting backtesting across varied market scenarios to assess robustness.
- Enhancing risk management frameworks, including utilizing stress testing and VaR assessments.
Final Opinion
In summary, the strategy displays satisfactory potential but necessitates further evaluation to strengthen performance and risk management strategies. Despite achieving positive returns, enhancing key risk-adjusted metrics is crucial for increased real-world applicability.
Recommendation: Explore refining and testing the strategy further to optimize its key performance metrics. Focus on boosting the Sharpe Ratio, diversifying risk management approaches, and validating the strategy under diverse conditions before full-scale deployment.
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 | -2.94% | -2.71% | 5.15% | -2.56% | -1.80% | -3.07% | 0.79% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | 0.26% | -3.13% | 6.38% | -1.58% | 1.37% | -4.29% | -1.12% | 3.47% | -0.57% | -1.04% | 1.24% | 2.94% |
2022 | 1.05% | 0.00% | -0.13% | 3.94% | 1.40% | 0.47% | -1.37% | -2.17% | 1.42% | 0.69% | 0.00% | -5.89% |
2021 | 1.42% | -1.60% | 4.23% | 8.47% | 6.33% | 1.39% | 0.00% | 1.62% | 0.00% | -1.54% | 0.97% | 1.48% |
2020 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.92% | 0.00% |
Live Trades Stats
LTC
Base Currency
40
Number of Trades
4.37%
Cumulative Returns
62.5%
Win Rate
2024-02-24
🟠 Incubation started
🛡️
7 Days
-5.78%
30 Days
-3.62%
60 Days
-0.23%
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 | 23,542.73 USDT | 23.54 | 10,005.07 USDT | 10.01 | 13,537.66 USDT | 13.54 |
Gross Profit | 103,850.35 | 103.85 | 67,467.88 | 67.47 | 36,382.47 | 36.38 |
Gross Loss | 80,307.62 | 80.31 | 57,462.81 | 57.46 | 22,844.81 | 22.84 |
Max Run-up | 38,419.28 | 27.76 | ||||
Max Drawdown | 15,913.47 | 11.59 | ||||
Buy & Hold Return | 11,410.01 | 11.41 | ||||
Sharpe Ratio | 0.142 | |||||
Sortino Ratio | 0.245 | |||||
Profit Factor | 1.293 | 1.174 | 1.593 | |||
Max Contracts Held | 1,591 | 1,510 | 1,591 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 4,180.89 | 2,591.11 | 1,589.79 | |||
Total Closed Trades | 96 | 60 | 36 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 61 | 37 | 24 | |||
Number Losing Trades | 35 | 23 | 12 | |||
Percent Profitable | 63.54 | 61.67 | 66.67 | |||
Avg Trade | 245.24 | 0.51 | 166.75 | 0.36 | 376.05 | 0.76 |
Avg Winning Trade | 1,702.46 | 3.25 | 1,823.46 | 3.51 | 1,515.94 | 2.84 |
Avg Losing Trade | 2,294.50 | 4.25 | 2,498.38 | 4.70 | 1,903.73 | 3.39 |
Ratio Avg Win / Avg Loss | 0.742 | 0.73 | 0.796 | |||
Largest Winning Trade | 7,606.40 | 10.42 | 7,606.40 | 10.42 | 4,621.65 | 8.93 |
Largest Losing Trade | 5,424.69 | 9.00 | 5,424.69 | 8.38 | 4,689.23 | 9.00 |
Avg # Bars in Trades | 15 | 13 | 18 | |||
Avg # Bars in Winning Trades | 12 | 11 | 13 | |||
Avg # Bars in Losing Trades | 20 | 17 | 28 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 28,261.72 USDT | 28.26 | 18,120.12 USDT | 18.12 | 10,141.60 USDT | 10.14 |
Gross Profit | 140,280.03 | 140.28 | 98,382.35 | 98.38 | 41,897.68 | 41.90 |
Gross Loss | 112,018.31 | 112.02 | 80,262.24 | 80.26 | 31,756.08 | 31.76 |
Max Run-up | 38,419.28 | 27.76 | ||||
Max Drawdown | 21,388.49 | 15.58 | ||||
Buy & Hold Return | 106,904.01 | 106.90 | ||||
Sharpe Ratio | 0.123 | |||||
Sortino Ratio | 0.2 | |||||
Profit Factor | 1.252 | 1.226 | 1.319 | |||
Max Contracts Held | 1,591 | 1,510 | 1,591 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 5,978.99 | 3,912.23 | 2,066.76 | |||
Total Closed Trades | 136 | 88 | 48 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 86 | 54 | 32 | |||
Number Losing Trades | 50 | 34 | 16 | |||
Percent Profitable | 63.24 | 61.36 | 66.67 | |||
Avg Trade | 207.81 | 0.41 | 205.91 | 0.37 | 211.28 | 0.48 |
Avg Winning Trade | 1,631.16 | 3.05 | 1,821.90 | 3.38 | 1,309.30 | 2.51 |
Avg Losing Trade | 2,240.37 | 4.13 | 2,360.65 | 4.40 | 1,984.75 | 3.57 |
Ratio Avg Win / Avg Loss | 0.728 | 0.772 | 0.66 | |||
Largest Winning Trade | 7,606.40 | 10.42 | 7,606.40 | 10.42 | 4,621.65 | 8.93 |
Largest Losing Trade | 5,715.13 | 9.00 | 5,715.13 | 8.38 | 4,689.23 | 9.00 |
Avg # Bars in Trades | 16 | 15 | 16 | |||
Avg # Bars in Winning Trades | 12 | 12 | 11 | |||
Avg # Bars in Losing Trades | 22 | 20 | 27 | |||
Margin Calls | 0 | 0 | 0 |
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