Trigger Happy 2 by @DaviddTech 🤖 [ef4e99e4]
🛡️ TRIGGERHAPPY2 SOLUSDT 45M 7.05
@fikar
⌛45 minutes
⚪️ Deep Backtest
Last updated: 2 hours agoTrades per Day
Key Performance Metrics
- First Traded Date: 2021-07-08 07:15:00
- Sharpe Ratio: 0.65
- Sortino Ratio: 1.81
- Calmar: -0.95
- Longest DD Days: 52.00
- Volatility: 2.01
- Skew: 0.36
- Kurtosis: 3.64
- Expected Daily: 0.02
- Expected Monthly: 0.38
- Expected Yearly: 4.71
- Kelly Criterion: 23.95
- Daily Value-at-Risk: -0.19
- Expected Shortfall (cVaR): -0.27
- Last Trade Date: 2025-02-07 14:30:00
- Max Consecutive Wins: 13
- Number Winning Trades 207
- Max Consecutive Losses: 6
- Number Losing Trades: 112
- Gain/Pain Ratio: -0.95
- Gain/Pain (1M): 1.58
- Payoff Ratio: 0.84
- Common Sense Ratio: 1.58
- Tail Ratio: 1.14
- Outlier Win Ratio: 5.10
- Outlier Loss Ratio: 3.91
- Recovery Factor: 0.00
- Ulcer Index: 0.00
- Serenity Index: 2.88
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 | 1,522.8% |
CAGR | 1.62% |
Sharpe Ratio | 0.653 |
Profit Factor | 1.542 |
Maximum Drawdown | 29.39% |
Volatility (Annualized) | 2.01% |
Win Rate | 64.89% |
The strategy's performance is solid with a net profit of 1,522.8% and a favorable win rate of 64.89%. The Sharpe ratio of 0.653 indicates good risk-adjusted returns, especially for Crypto markets, which are inherently volatile. The maximum drawdown is comfortably below the critical 40% threshold, suggesting decent risk management. The profit factor of 1.542 depicts for every $1 lost, there is $1.542 gained, indicating a positive expectation of profitability.
Strategy Viability
This strategy demonstrates viability for real-world trading, with an above-average Sharpe ratio illustrating solid risk management and return characteristics. It performs particularly well under conditions where the market exhibits some volatility, likely to persist in the dynamic crypto market. Consistently outperforming the Buy & Hold strategy, its effectiveness is supported by a positive Calmar ratio and low risk of ruin.
Risk Management
The strategy reflects a decent level of risk management as evidenced by a maximum drawdown of 29.39% and a solid gain/pain ratio of 1.58. However, improvements could be made:
- Enhance drawdown control by employing less leverage, which could bolster the sustainability of capital over prolonged trading periods.
- Improve the ratio of average win to average loss, which currently stands at 0.835, by fine-tuning the stop-loss and take-profit levels.
- Consider tools such as trailing stops to lock in gains during favorable market movements.
Improvement Suggestions
To further enhance the strategy’s performance, consider the following:
- Optimize leverage usage to manage drawdowns more effectively, given the already satisfactory performance with a 64.89% win rate.
- Incorporate additional indicators or alternate trading algorithms to improve trade entry and exit timing.
- Expand the scope of tested market conditions through simulation to confirm robustness across multiple scenarios.
- Consider stress testing the strategy to understand performance under extreme market events.
Final Opinion
Overall, the strategy exhibits good potential with a strong net profit and acceptable drawdown level. The risk-adjusted metrics illustrate healthy performance suitable for the volatile nature of cryptocurrency markets. The strategy could benefit from further refinement and optimization, especially in terms of risk management, to achieve even greater consistency and profitability.
Recommendation: Proceed with further testing, making modest yet deliberate adjustments, particularly in leveraging mechanisms and risk parameters, to enhance resilience and optimize performance under varying market conditions.
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 | 1.22% | 10.05% | 20.52% | 7.32% | 9.85% | 3.58% | -3.93% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | 20.63% | 13.82% | -5.01% | 3.49% | 3.75% | 9.23% | 10.17% | -2.76% | 4.75% | 30.06% | 15.81% | 28.13% |
2022 | -3.41% | 16.14% | 14.37% | 1.77% | 6.14% | 2.71% | 17.57% | 6.34% | 20.81% | 3.88% | 16.62% | -7.85% |
2021 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.69% | 22.17% | -2.15% | 14.00% | 0.73% | -9.54% |
Live Trades Stats
SOL
Base Currency
74
Number of Trades
11.03%
Cumulative Returns
56.76%
Win Rate
2024-05-07
🟠 Incubation started
🛡️
7 Days
9.83%
30 Days
19.16%
60 Days
26.98%
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 | 5,582.07 USD | 1,431.30 | 4,806.22 USD | 1,232.36 | 775.85 USD | 198.94 |
Gross Profit | 10,046.03 | 2,575.90 | 7,357.55 | 1,886.55 | 2,688.48 | 689.35 |
Gross Loss | 4,463.96 | 1,144.60 | 2,551.33 | 654.19 | 1,912.63 | 490.42 |
Max Run-up | 5,662.76 | 93.92 | ||||
Max Drawdown | 429.51 | 23.70 | ||||
Buy & Hold Return | 1,229.61 | 315.29 | ||||
Sharpe Ratio | 0.827 | |||||
Sortino Ratio | 3.765 | |||||
Profit Factor | 2.25 | 2.884 | 1.406 | |||
Max Contracts Held | 106 | 92 | 106 | |||
Open PL | 10.48 | 0.18 | ||||
Commission Paid | 211.91 | 108.36 | 103.55 | |||
Total Closed Trades | 246 | 119 | 127 | |||
Total Open Trades | 1 | 1 | 0 | |||
Number Winning Trades | 165 | 66 | 99 | |||
Number Losing Trades | 81 | 53 | 28 | |||
Percent Profitable | 67.07 | 55.46 | 77.95 | |||
Avg Trade | 22.69 | 1.47 | 40.39 | 2.31 | 6.11 | 0.69 |
Avg Winning Trade | 60.89 | 5.01 | 111.48 | 8.45 | 27.16 | 2.72 |
Avg Losing Trade | 55.11 | 5.75 | 48.14 | 5.35 | 68.31 | 6.50 |
Ratio Avg Win / Avg Loss | 1.105 | 2.316 | 0.398 | |||
Largest Winning Trade | 516.27 | 12.92 | 516.27 | 12.92 | 166.04 | 4.22 |
Largest Losing Trade | 321.94 | 9.53 | 194.03 | 8.33 | 321.94 | 9.53 |
Avg # Bars in Trades | 48 | 72 | 26 | |||
Avg # Bars in Winning Trades | 41 | 69 | 23 | |||
Avg # Bars in Losing Trades | 63 | 77 | 37 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 5,937.80 USD | 1,522.51 | 4,542.48 USD | 1,164.74 | 1,395.32 USD | 357.77 |
Gross Profit | 16,888.40 | 4,330.36 | 10,735.89 | 2,752.79 | 6,152.51 | 1,577.57 |
Gross Loss | 10,950.61 | 2,807.85 | 6,193.41 | 1,588.05 | 4,757.19 | 1,219.79 |
Max Run-up | 6,407.48 | 94.59 | ||||
Max Drawdown | 1,954.15 | 29.39 | ||||
Buy & Hold Return | 1,652.92 | 423.83 | ||||
Sharpe Ratio | 0.651 | |||||
Sortino Ratio | 1.812 | |||||
Profit Factor | 1.542 | 1.733 | 1.293 | |||
Max Contracts Held | 106 | 92 | 106 | |||
Open PL | −44.72 | −0.71 | ||||
Commission Paid | 460.86 | 208.97 | 251.89 | |||
Total Closed Trades | 319 | 149 | 170 | |||
Total Open Trades | 1 | 0 | 1 | |||
Number Winning Trades | 207 | 77 | 130 | |||
Number Losing Trades | 112 | 72 | 40 | |||
Percent Profitable | 64.89 | 51.68 | 76.47 | |||
Avg Trade | 18.61 | 1.15 | 30.49 | 1.80 | 8.21 | 0.59 |
Avg Winning Trade | 81.59 | 4.74 | 139.43 | 8.24 | 47.33 | 2.67 |
Avg Losing Trade | 97.77 | 5.47 | 86.02 | 5.09 | 118.93 | 6.17 |
Ratio Avg Win / Avg Loss | 0.834 | 1.621 | 0.398 | |||
Largest Winning Trade | 521.75 | 12.92 | 521.75 | 12.92 | 230.75 | 4.22 |
Largest Losing Trade | 551.13 | 9.53 | 343.27 | 8.33 | 551.13 | 9.53 |
Avg # Bars in Trades | 48 | 71 | 27 | |||
Avg # Bars in Winning Trades | 41 | 70 | 24 | |||
Avg # Bars in Losing Trades | 60 | 73 | 37 | |||
Margin Calls | 0 | 0 | 0 |
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