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DaviddTech
DaviddTech
Traders should know
  • Home
  • Free Indicators
  • Docs & Tools
    • Documentation
    • Risk Calculator
    • Win Rate Calendar
    • Submit A Feature/Bug
    • Bug & Feature Tracker
    • Bybit Slippage Calculator

fx156 macdliquidityspectrum btcusdt 1h 16.4

  • Homepage
MOMENTUM 1 hour @fx156
● Live

MACD Liquidity Spectrum by @DaviddTech 🤖 [11e7a353]

🛡️ MACDLIQUIDITYSPECTRUM BTCUSDT 1H 16.4

Trading Pair
BTC
Base Currency
by DaviddTech - May 9, 2024
0

Performance Overview

Live Trading
Last 7 days: +11.54% Updated 3 hours ago
Total Return Primary
1232.09%
Net Profit Performance
Win Rate Success
56.02%
Trade Success Ratio
Max Drawdown Risk
🔒
Risk Control
Profit Factor Efficiency
1.48
Risk-Reward Ratio
Incubation Delta Live
55.26%
Live vs Backtest
Total Trades Volume
191
Executed Trades

Equity Curve Analysis

Performance comparison between backtest and live trading results

Backtest Performance
Live Trading
First Trade
Apr 16, 2020
1,895
Days
191
Trades
Last Trade
May 22, 2025
ℹ️ All backtests include realistic trading fees and slippage

Strategy Analysis & Data

Comprehensive performance metrics and detailed analysis

Performance Metrics

Detailed trading performance analysis and key metrics

Trades per Day

Key Performance Metrics

  • First Traded Date: 2020-04-16 09:00:00
  • Sharpe Ratio: 0.45
  • Sortino Ratio: 1.04
  • Calmar: -1.92
  • Longest DD Days: 26.00
  • Volatility: 82.09
  • Skew: -0.16
  • Kurtosis: -1.70
  • Expected Daily: 1.56
  • Expected Monthly: 38.51
  • Expected Yearly: 4,886.57
  • Kelly Criterion: 18.96
  • Daily Value-at-Risk: -5.30
  • Expected Shortfall (cVaR): -5.35
  • Last Trade Date: 2025-05-22 01:00:00
  • Max Consecutive Wins: 10
  • Number Winning Trades 107
  • Max Consecutive Losses: 9
  • Number Losing Trades: 84
  • Gain/Pain Ratio: -1.92
  • Gain/Pain (1M): 1.50
  • Payoff Ratio: 1.15
  • Common Sense Ratio: 1.50
  • Tail Ratio: 1.47
  • Outlier Win Ratio: 0.00
  • Outlier Loss Ratio: 0.00
  • Recovery Factor: 0.00
  • Ulcer Index: 0.13
  • Serenity Index: 27.89

Trade Analysis

Individual trade breakdown and analysis

List of Trades

Key : Pink Background = Live Trades | Black Background = Backtest Trades

Monthly Profit & Loss

Monthly performance breakdown with profit/loss indicators


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.

Incubation Period
Live Trading

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Year/MonthJanuaryFebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember
20200.00%0.00%0.00%3.94%-2.49%-7.94%-0.96%-9.53%-7.69%4.79%25.71%19.09%
20217.55%31.13%5.16%3.60%22.58%10.10%0.53%5.73%-3.10%6.76%13.87%7.58%
20223.76%1.13%5.16%2.48%7.87%10.05%7.69%9.13%-2.96%0.55%7.67%0.17%
202318.18%0.71%9.21%-2.49%6.41%0.47%0.00%-5.04%-2.18%6.22%7.82%4.57%
202410.29%26.51%17.87%-10.79%3.97%5.53%0.28%2.19%11.84%-1.05%12.08%••••Login to see results
2025••••Login to see results••••Login to see results••••Login to see results••••Login to see results••••Login to see results••••Login to see results0.00%0.00%0.00%0.00%0.00%0.00%

Live Trading Statistics

Real-time trading performance and statistics

Live Trades Stats

47

Number of Trades

8.88%

Cumulative Returns

42.55%

Win Rate

2024-04-16

🟠 Incubation started

🛡️

7 Days

-5.1%

30 Days

49.12%

60 Days

-0.33%

90 Days

Strategy Audit & Screenshots

Visual verification of strategy performance with TradingView screenshots

  • Performance (Backtest)
  • Performance (Forward Test)
All USDAll %Long USDLong %Short USDShort %
Open P&l18413.761.44
Net Profit1176832.181176.83885718.53885.72291113.65291.11
Gross Profit2257554.152257.551392031.051392.03865523.1865.52
Gross Loss1080721.971080.72506312.52506.31574409.45574.41
Commission Paid53173.2429547.6723625.57
Buy & Hold Return842482.46842.48
Max Equity Run-up1496788.9795.45
Max Drawdown245444.0435.6
Max Contracts Held36.034.036.0
Total Closed Trades145.081.064.0
Total Open Trades1.00.01.0
Number Winning Trades87.053.034.0
Number Losing Trades58.028.030.0
Percent Profitable60.065.4353.13
Avg P&l8116.081.8910934.82.444548.651.21
Avg Winning Trade25948.95.8826264.745.8525456.565.94
Avg Losing Trade18633.144.0818082.594.0119146.984.16
Ratio Avg Win / Avg Loss1.3931.4521.33
Largest Winning Trade101708.04101708.0498617.11
Largest Winning Trade Percent7.727.717.72
Largest Losing Trade71916.4358764.9671916.43
Largest Losing Trade Percent5.285.285.28
Avg # Bars In Trades92.0102.079.0
Avg # Bars In Winning Trades85.096.067.0
Avg # Bars In Losing Trades103.0114.094.0
Sharpe Ratio0.581
Sortino Ratio1.978
Profit Factor2.0892.7491.507
Margin Calls0.00.00.0
All USDAll %Long USDLong %Short USDShort %
Open P&l-11583.44-0.87
Net Profit1232085.631232.091057994.341057.99174091.29174.09
Gross Profit3797564.693797.562243037.122243.041554527.581554.53
Gross Loss2565479.062565.481185042.781185.041380436.291380.44
Commission Paid104635.7257256.0247379.7
Buy & Hold Return1465933.521465.93
Max Equity Run-up1707462.3995.99
Max Drawdown650165.6136.66
Max Contracts Held36.034.036.0
Total Closed Trades191.0105.086.0
Total Open Trades1.00.01.0
Number Winning Trades107.064.043.0
Number Losing Trades84.041.043.0
Percent Profitable56.0260.9550.0
Avg P&l6450.711.4910076.142.032024.320.83
Avg Winning Trade35491.265.8435047.455.7936151.85.92
Avg Losing Trade30541.424.0528903.483.8332103.174.26
Ratio Avg Win / Avg Loss1.1621.2131.126
Largest Winning Trade127642.18127642.18102921.63
Largest Winning Trade Percent7.727.717.72
Largest Losing Trade91862.491862.476461.23
Largest Losing Trade Percent5.285.285.28
Avg # Bars In Trades91.0103.077.0
Avg # Bars In Winning Trades92.0102.076.0
Avg # Bars In Losing Trades90.0103.077.0
Sharpe Ratio0.447
Sortino Ratio1.044
Profit Factor1.481.8931.126
Margin Calls0.00.00.0

TradingView Screenshots

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⚪️ Other Backtest

AI Quantitative Analysis

Advanced AI-powered insights and strategy analysis

AI Quantitative Analyst

Ready to analyze
Risk Analysis
Performance Metrics
Market Insights
🤖
Hello! I'm your AI Quantitative Analyst. I can provide deep insights into this trading strategy's performance, risk metrics, and market behavior. What would you like to know?
Just now
📊

Comprehensive Strategy Analysis

AI Generated

Performance Analysis

Upon reviewing the provided QuantStats report, the strategy's performance metrics warrant a closer look:

Metric Value
Cumulative Return 1232.62%
Annualized Return (CAGR %) 67.53%
Sharpe Ratio 0.449
Profit Factor 1.481
Maximum Drawdown 36.66%
Volatility (Annualized) 82.09%

The strategy presents a strong cumulative return of 1232.62% with an annualized return of 67.53%. While the Sharpe ratio is slightly below the desired threshold at 0.449, it still implies decent risk-adjusted returns. The maximum drawdown of 36.66% is within acceptable limits, particularly given the high volatility of 82.09%. Profit factor of 1.481 indicates the strategy is profitable, generating $1.48 for every $1 lost.

Strategy Viability

Considering the data, this strategy is reasonably viable for real-world trading, particularly under volatile market conditions typical of cryptocurrency markets. The performance metrics suggest that while this strategy might not consistently outperform benchmarks in more stable markets, it holds potential advantages when market volatility is embraced as an opportunity.

Risk Management

The risk management strategy currently holds up decently, as evidenced by the acceptable maximum drawdown and the absence of margin calls. However, there is room for improvement particularly in moderating the high volatility observed:

  • Incorporating a dynamic position sizing model to adjust with volatility could better manage exposure.
  • Implementing stricter stop-loss and take-profit strategies to safeguard against sudden market shifts.
  • Develop a systematic approach to leverage to reduce risk, such as scaling back in highly volatile markets.

Improvement Suggestions

To further refine and possibly enhance the strategy’s outcomes, consider exploring the following enhancements:

  • Optimize entry and exit rules using a wider array of technical indicators to improve timing and selection of trades.
  • Conduct rigorous out-of-sample and forward testing across varying market conditions to gauge robustness.
  • Experiment with integrating alternative risk management tactics, like VaR metrics, to quantify and mitigate extreme event exposures.
  • Reduce leverage in positions to decrease drawdown risk without significantly impacting overall returns.

Final Opinion

In conclusion, this strategy shows promise with notable returns and manages to keep the maximum drawdown below critical thresholds despite the inherent high volatility of the crypto market. Although the Sharpe ratio suggests there is room for risk-adjusted performance improvement, the strategy remains profitable and resilient against market fluctuations.

Recommendation: Continue developing this strategy with an emphasis on refining risk management and return optimization measures. Leverage further testing and parameter adjustments to fortify its stability and adaptiveness in diverse market conditions. Proceed with optimism given crypto's potential and current performance.

⚡ Generated in 3.2s
🎯 95% Confidence
📈 Risk-Reward Analysis
📊 Performance Metrics
🎯 Market Comparison
AI is analyzing the strategy...

📹 Strategy Deep Dive

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Strategy Analysis Video

Live TradingView Chart

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How-to import CSV files.

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The settings will of started to download in the background.

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