MACD Liquidity Spectrum by @DaviddTech 🤖 [a368eae6]
🛡️ MACDLIQUIDITYSPECTRUM FXSUSDT 1H 16.4
@bunie33
⌛1 hour
⚪️ Deep Backtest
Last updated: 2 hours agoTrades per Day
Key Performance Metrics
- First Traded Date: 2022-04-18 14:00:00
- Sharpe Ratio: 0.71
- Sortino Ratio: 2.67
- 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: 2024-08-03 12:00:00
- Max Consecutive Wins: 0
- Number Winning Trades 59
- Max Consecutive Losses: 0
- Number Losing Trades: 40
AI Trading Bot Quantitative Analyst
Performance Analysis
Upon reviewing the provided QuantStats report, several performance metrics stand out that merit attention:
Metric | Strategy |
---|---|
Net Profit | 1373.67% |
Gross Profit | 3105.01% |
Gross Loss | 1731.34% |
Max Run-up | 95.63% |
Max Drawdown | 28.22% |
Sharpe Ratio | 0.714 |
Sortino Ratio | 2.667 |
Profit Factor | 1.793 |
Percent Profitable | 59.6% |
The strategy shows a net profit of 1373.67%, demonstrating strong performance over the evaluation period. A Sharpe Ratio of 0.714 indicates good risk-adjusted returns, especially in the context of cryptocurrency markets, where values above 0.5 are considered solid. The maximum drawdown is well within a comfortable range at 28.22%, suggesting effective risk controls are in place. The strategy also boasts a decent profit factor, with nearly 60% of trades being profitable.
Strategy Viability
Based on the data provided, the strategy appears viable for real-world trading scenarios, with strong profit metrics and satisfactory drawdown levels. The Sharpe Ratio suggests that the strategy can effectively handle the inherent volatility of the crypto market. It outperforms the buy & hold return, implying that the strategy can potentially capitalize on both market upturns and downturns.
Risk Management
The maximum drawdown of 28.22% is commendable and suggests a robust approach to risk management. However, improvements can always be made, particularly in managing market volatility. Suggestions include:
- Reducing leverage usage to further decrease drawdown risks.
- Implementing a more rigorous stop-loss strategy to curb potential losses.
- Enhancing position sizing methods to reflect prevailing market conditions.
Improvement Suggestions
To build upon the strategy's current success and further enhance its performance, consider the following recommendations:
- Optimize parameter settings and test various combinations to find the most effective setup.
- Introduce additional indicators that may improve timing for trade entries and exits.
- Perform additional out-of-sample and forward-testing across varying market cycles.
- Refine your existing risk management strategies to accommodate unexpected market events.
Final Opinion
Overall, the trading strategy presents strong potential with impressive profits and a well-controlled risk profile. Although there is room for improvement, particularly regarding volatility management, it is a substantial foundation. The strategy excels under its current conditions, and with the suggested enhancements, it could become even more robust and effective.
Recommendation: Proceed with further testing and the proposed modifications. Enhance the strategy's robustness by adhering to a comprehensive risk management framework while considering the addition of adaptive 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.
Year/Month | January | February | March | April | May | June | July | August | September | October | November | December |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -2.25% | 12.45% | -6.06% | 17.83% | 26.76% | -8.26% | -9.31% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | 31.66% | -4.85% | 5.14% | -0.75% | 18.95% | -4.65% | 1.20% | 0.83% | 12.12% | -1.16% | 12.56% | 18.54% |
2022 | 0.00% | 0.00% | 0.00% | 17.68% | 45.19% | 20.95% | 10.79% | 21.21% | 7.48% | 24.76% | 17.06% | 21.65% |
Live Trades Stats
FXS
Base Currency
15
Number of Trades
-3.99%
Cumulative Returns
46.67%
Win Rate
2024-04-16
🟠 Incubation started
🛡️
7 Days
0%
30 Days
0%
60 Days
0%
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 | 1,492.50 USDT | 1,492.50 | 690.56 USDT | 690.56 | 801.94 USDT | 801.94 |
Gross Profit | 2,325.66 | 2,325.66 | 1,177.98 | 1,177.98 | 1,147.68 | 1,147.68 |
Gross Loss | 833.16 | 833.16 | 487.42 | 487.42 | 345.74 | 345.74 |
Max Run-up | 2,068.88 | 95.63 | ||||
Max Drawdown | 205.01 | 13.84 | ||||
Buy & Hold Return | −83.20 | −83.20 | ||||
Sharpe Ratio | 0.924 | |||||
Sortino Ratio | 6.325 | |||||
Profit Factor | 2.791 | 2.417 | 3.319 | |||
Max Contracts Held | 354 | 200 | 354 | |||
Open PL | 139.27 | 8.75 | ||||
Commission Paid | 38.16 | 20.53 | 17.63 | |||
Total Closed Trades | 84 | 42 | 42 | |||
Total Open Trades | 1 | 0 | 1 | |||
Number Winning Trades | 52 | 24 | 28 | |||
Number Losing Trades | 32 | 18 | 14 | |||
Percent Profitable | 61.90 | 57.14 | 66.67 | |||
Avg Trade | 17.77 | 3.61 | 16.44 | 2.30 | 19.09 | 4.91 |
Avg Winning Trade | 44.72 | 8.69 | 49.08 | 7.70 | 40.99 | 9.54 |
Avg Losing Trade | 26.04 | 4.66 | 27.08 | 4.90 | 24.70 | 4.35 |
Ratio Avg Win / Avg Loss | 1.718 | 1.813 | 1.66 | |||
Largest Winning Trade | 163.62 | 29.47 | 142.56 | 18.84 | 163.62 | 29.47 |
Largest Losing Trade | 68.65 | 9.88 | 68.65 | 9.88 | 56.05 | 8.86 |
Avg # Bars in Trades | 52 | 44 | 59 | |||
Avg # Bars in Winning Trades | 63 | 49 | 75 | |||
Avg # Bars in Losing Trades | 33 | 38 | 26 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 1,373.67 USDT | 1,373.67 | 834.76 USDT | 834.76 | 538.91 USDT | 538.91 |
Gross Profit | 3,105.01 | 3,105.01 | 1,400.73 | 1,400.73 | 1,704.28 | 1,704.28 |
Gross Loss | 1,731.34 | 1,731.34 | 565.97 | 565.97 | 1,165.37 | 1,165.37 |
Max Run-up | 2,068.88 | 95.63 | ||||
Max Drawdown | 579.46 | 28.22 | ||||
Buy & Hold Return | −93.84 | −93.84 | ||||
Sharpe Ratio | 0.714 | |||||
Sortino Ratio | 2.667 | |||||
Profit Factor | 1.793 | 2.475 | 1.462 | |||
Max Contracts Held | 884 | 326 | 884 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 56.21 | 23.84 | 32.37 | |||
Total Closed Trades | 99 | 45 | 54 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 59 | 26 | 33 | |||
Number Losing Trades | 40 | 19 | 21 | |||
Percent Profitable | 59.60 | 57.78 | 61.11 | |||
Avg Trade | 13.88 | 3.03 | 18.55 | 2.37 | 9.98 | 3.59 |
Avg Winning Trade | 52.63 | 8.53 | 53.87 | 7.71 | 51.64 | 9.18 |
Avg Losing Trade | 43.28 | 5.08 | 29.79 | 4.95 | 55.49 | 5.20 |
Ratio Avg Win / Avg Loss | 1.216 | 1.809 | 0.931 | |||
Largest Winning Trade | 237.13 | 29.47 | 156.50 | 18.84 | 237.13 | 29.47 |
Largest Losing Trade | 223.71 | 11.76 | 78.56 | 9.88 | 223.71 | 11.76 |
Avg # Bars in Trades | 61 | 47 | 72 | |||
Avg # Bars in Winning Trades | 76 | 49 | 97 | |||
Avg # Bars in Losing Trades | 39 | 44 | 34 | |||
Margin Calls | 0 | 0 | 0 |
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