🚀 SuperF Dead [v5] by @DaviddTech 🤖 [51174add]
🛡️ SUPERFDEAD OPUSDT 2H
@chibuku
⌛2 hours
⚪️ Deep Backtest
Last updated: 40 minutes agoTrades per Day
Key Performance Metrics
- First Traded Date: 2022-07-17 16:00:00
- Sharpe Ratio: 0.34
- Sortino Ratio: 3.18
- Calmar: -3.18
- Longest DD Days: 15.00
- Volatility: 59.57
- Skew: 1.40
- Kurtosis: 6.75
- Expected Daily: 1.76
- Expected Monthly: 44.36
- Expected Yearly: 8,093.59
- Kelly Criterion: 57.55
- Daily Value-at-Risk: -4.83
- Expected Shortfall (cVaR): -6.15
- Last Trade Date: 2025-02-03 05:00:00
- Max Consecutive Wins: 14
- Number Winning Trades 96
- Max Consecutive Losses: 2
- Number Losing Trades: 15
- Gain/Pain Ratio: -3.18
- Gain/Pain (1M): 2.93
- Payoff Ratio: 0.42
- Common Sense Ratio: 2.93
- Tail Ratio: 1.43
- Outlier Win Ratio: 5.17
- Outlier Loss Ratio: 0.00
- Recovery Factor: 0.00
- Ulcer Index: 0.04
- Serenity Index: 21.57
AI Trading Bot Quantitative Analyst
Performance Analysis
Upon reviewing the provided QuantStats report, several performance metrics stand out:
Metric | Strategy |
---|---|
Cumulative Return | 369.5% |
Annualized Return (CAGR %) | 83.3% |
Sharpe Ratio | 0.34 |
Sortino Ratio | 3.18 |
Profit Factor | 2.507 |
Maximum Drawdown | -28.45% |
Volatility (Annualized) | 59.57% |
The strategy exhibits a solid cumulative return of 369.5% and an attractive annualized return of 83.3%. The Profit Factor of 2.507 indicates healthy profitability, earning significantly more on winning trades compared to losses. The maximum drawdown of -28.45% stays within acceptable bounds for a crypto strategy, providing a buffer against market downturns.
Strategy Viability
The strategy demonstrates potential viability for real-world trading. It performs exceptionally in terms of profitability, with an impressive win rate of 86.49%. Despite the Sharpe Ratio being lower than 0.5, the Sortino Ratio of 3.18 indicates the strategy is better at managing downside risk. The market conditions supportive of such performance should be carefully studied to assess future persistence.
Risk Management
This strategy employs effective risk management strategies as evidenced by low volatility relative to the gains and a controlled maximum drawdown. Yet, given the drawdown and 59.57% volatility, further improvements could bolster the overall risk profile:
- Decreasing leverage can mitigate drawdown without severely impacting returns.
- Enhancing stop-loss placement could secure additional downside protection.
- Utilizing position sizing adjustments based on market volatility could help in maintaining stability.
Improvement Suggestions
To uplift the strategy's performance and enhance robustness, consider the following:
- Refine parameters to further align with current market conditions, maximizing returns while reducing drawdowns.
- Incorporate broader technical indicators for improved entry and exit accuracy.
- Perform stress testing to ensure strategy withstands extreme market conditions.
- Decrease leverage to ease drawdowns while maintaining return efficiency.
Final Opinion
In summary, this strategy exhibits robust returns and an adept risk management profile, making it a potentially valuable tool for crypto traders. The high win rate and profit factor underscore the potential for long-term success, albeit with opportunities for risk adjustment.
Recommendation: Proceed with optimized testing and parameter adjustments to fortify the strategy's robustness. Enhance the risk management framework to adapt to market volatility, seeking improvements for balanced performance.
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 | 0.00% | 0.00% | 2.27% | -0.29% | 1.17% | 0.00% | 0.03% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | 18.83% | 6.46% | 7.69% | 12.45% | 0.00% | 3.98% | 5.80% | 0.00% | 3.02% | 5.48% | -5.57% | 16.07% |
2022 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 76.07% | 0.00% | 2.12% | 5.72% | 7.48% | 1.84% |
Live Trades Stats
OP
Base Currency
31
Number of Trades
0.38%
Cumulative Returns
80.65%
Win Rate
2024-01-23
🟠 Incubation started
🛡️
7 Days
-5.7%
30 Days
-11.4%
60 Days
2.93%
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 | 371,424.80 USD | 371.42 | 329,278.74 USD | 329.28 | 42,146.05 USD | 42.15 |
Gross Profit | 497,426.54 | 497.43 | 436,180.89 | 436.18 | 61,245.65 | 61.25 |
Gross Loss | 126,001.74 | 126.00 | 106,902.15 | 106.90 | 19,099.59 | 19.10 |
Max Run-up | 397,805.55 | 84.38 | ||||
Max Drawdown | 28,451.92 | 28.45 | ||||
Buy & Hold Return | 402,717.30 | 402.72 | ||||
Sharpe Ratio | 0.485 | |||||
Sortino Ratio | 7.601 | |||||
Profit Factor | 3.948 | 4.08 | 3.207 | |||
Max Contracts Held | 681,818 | 681,818 | 333,927 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 8,652.93 | 7,292.34 | 1,360.59 | |||
Total Closed Trades | 80 | 64 | 16 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 71 | 57 | 14 | |||
Number Losing Trades | 9 | 7 | 2 | |||
Percent Profitable | 88.75 | 89.06 | 87.50 | |||
Avg Trade | 4,642.81 | 4.44 | 5,144.98 | 4.71 | 2,634.13 | 3.35 |
Avg Winning Trade | 7,006.01 | 5.73 | 7,652.30 | 6.02 | 4,374.69 | 4.54 |
Avg Losing Trade | 14,000.19 | 5.71 | 15,271.74 | 5.92 | 9,549.80 | 5.00 |
Ratio Avg Win / Avg Loss | 0.5 | 0.501 | 0.458 | |||
Largest Winning Trade | 14,771.21 | 10.62 | 14,771.21 | 10.62 | 9,096.19 | 7.43 |
Largest Losing Trade | 26,217.19 | 7.25 | 26,217.19 | 7.25 | 10,746.41 | 5.06 |
Avg # Bars in Trades | 14 | 9 | 33 | |||
Avg # Bars in Winning Trades | 13 | 8 | 34 | |||
Avg # Bars in Losing Trades | 19 | 17 | 28 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 369,503.69 USD | 369.50 | 317,480.69 USD | 317.48 | 52,023.00 USD | 52.02 |
Gross Profit | 614,678.19 | 614.68 | 475,748.51 | 475.75 | 138,929.68 | 138.93 |
Gross Loss | 245,174.50 | 245.17 | 158,267.82 | 158.27 | 86,906.68 | 86.91 |
Max Run-up | 474,659.64 | 86.57 | ||||
Max Drawdown | 53,322.73 | 28.45 | ||||
Buy & Hold Return | 89,721.52 | 89.72 | ||||
Sharpe Ratio | 0.34 | |||||
Sortino Ratio | 3.18 | |||||
Profit Factor | 2.507 | 3.006 | 1.599 | |||
Max Contracts Held | 681,818 | 681,818 | 336,142 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 12,159.97 | 8,727.08 | 3,432.88 | |||
Total Closed Trades | 111 | 74 | 37 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 96 | 64 | 32 | |||
Number Losing Trades | 15 | 10 | 5 | |||
Percent Profitable | 86.49 | 86.49 | 86.49 | |||
Avg Trade | 3,328.86 | 3.91 | 4,290.28 | 4.23 | 1,406.03 | 3.28 |
Avg Winning Trade | 6,402.90 | 5.47 | 7,433.57 | 5.83 | 4,341.55 | 4.74 |
Avg Losing Trade | 16,344.97 | 6.08 | 15,826.78 | 6.06 | 17,381.34 | 6.11 |
Ratio Avg Win / Avg Loss | 0.392 | 0.47 | 0.25 | |||
Largest Winning Trade | 14,771.21 | 10.62 | 14,771.21 | 10.62 | 9,596.03 | 7.43 |
Largest Losing Trade | 34,941.34 | 11.36 | 26,217.19 | 7.32 | 34,941.34 | 11.36 |
Avg # Bars in Trades | 13 | 9 | 22 | |||
Avg # Bars in Winning Trades | 13 | 8 | 23 | |||
Avg # Bars in Losing Trades | 16 | 15 | 16 | |||
Margin Calls | 0 | 0 | 0 |
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