🚀 SuperF Dead [v5] by @DaviddTech 🤖 [41d748e9]
🛡️ SUPERFDEADV5 BTCUSDT 1H 7.05
@gentlesir
⌛1 hour
⚪️ Deep Backtest
Last updated: 13 minutes agoTrades per Day
Key Performance Metrics
- First Traded Date: 2020-04-03 02:00:00
- Sharpe Ratio: 0.41
- Sortino Ratio: 1.08
- Calmar: -1.75
- Longest DD Days: 38.00
- Volatility: 44.84
- Skew: -0.64
- Kurtosis: -1.25
- Expected Daily: 0.83
- Expected Monthly: 18.96
- Expected Yearly: 702.90
- Kelly Criterion: 21.61
- Daily Value-at-Risk: -3.89
- Expected Shortfall (cVaR): -4.23
- Last Trade Date: 2025-02-03 17:00:00
- Max Consecutive Wins: 19
- Number Winning Trades 150
- Max Consecutive Losses: 5
- Number Losing Trades: 77
- Gain/Pain Ratio: -1.75
- Gain/Pain (1M): 1.49
- Payoff Ratio: 0.76
- Common Sense Ratio: 1.49
- Tail Ratio: 1.04
- Outlier Win Ratio: 0.00
- Outlier Loss Ratio: 0.00
- Recovery Factor: 0.00
- Ulcer Index: 0.09
- Serenity Index: 18.60
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 | 476% |
Sharpe Ratio | 0.427 |
Sortino Ratio | 1.131 |
Profit Factor | 1.524 |
Maximum Drawdown | 25.27% |
Volatility (Annualized) | 44.66% |
Percent Profitable | 66.37% |
The strategy exhibits a promising net profit of 476% with a reasonable maximum drawdown of 25.27%, which is below the 40% threshold usually considered acceptable for this market. However, the Sharpe Ratio is slightly below 0.5, suggesting opportunities to improve risk-adjusted returns.
Strategy Viability
The strategy demonstrates potential viability for real-world trading. Despite the slightly lower Sharpe Ratio, which is below the desired level for crypto markets, the maximum drawdown is comfortably within the allowable limits, indicating decent downside protection. The positive profit factor and high percent profitability suggest robustness, though enhancements could ensure more consistent returns across varying market conditions.
Risk Management
Currently, the strategy boasts reasonable risk management with zero margin calls reported, which implies effective capital preservation. However, improving the Sharpe Ratio and reducing downside risk further could be achieved with the following enhancements:
- Reducing leverage can help to lower the maximum drawdown even further, providing a safety cushion against adverse market movements.
- Consider introducing a more comprehensive stop-loss mechanism to protect gains and limit losses.
- Optimize position sizing according to market volatility to better manage risks.
Improvement Suggestions
To enhance the strategy’s effectiveness and adaptability, consider these recommendations:
- Conduct a detailed parameter optimization to find the best settings for maximizing returns while mitigating risks.
- Incorporate additional technical indicators or machine learning algorithms to refine entry and exit signals.
- Perform stress tests under various hypothetical market scenarios to assess the strategy's robustness.
- Use out-of-sample tests to ensure the strategy's robustness across different time frames and market conditions.
Final Opinion
Overall, the strategy shows a strong profit potential with room for enhancement in risk-adjusted performance. The current setup demonstrates good risk management, but there's an opportunity to optimize for better stability and resilience.
Recommendation: Proceed with further refinement and testing of the strategy. Implement suggested improvements, particularly in risk management, to better manage leverage and enhance the Sharpe Ratio for improved stability in fluctuating 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 | 3.53% | 4.86% | -3.05% | 3.19% | -10.67% | -0.26% | 1.08% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | 2.99% | 5.04% | 9.59% | -0.20% | 0.00% | -2.96% | 0.00% | 1.34% | 0.00% | 4.43% | -2.70% | 0.07% |
2022 | 23.85% | 11.54% | 20.20% | -3.37% | 5.95% | 1.69% | 5.01% | 7.92% | 9.27% | -2.77% | 6.70% | 0.00% |
2021 | 1.47% | 7.99% | 12.02% | 3.05% | 3.97% | 10.79% | 7.62% | 1.33% | 14.12% | 6.13% | 7.03% | 3.92% |
2020 | 0.00% | 0.00% | 0.00% | 2.42% | -5.08% | -13.61% | -1.23% | -2.53% | 12.03% | -4.67% | -1.86% | 25.55% |
Live Trades Stats
BTC
Base Currency
31
Number of Trades
-15.87%
Cumulative Returns
45.16%
Win Rate
2024-05-07
🟠 Incubation started
🛡️
7 Days
-7.76%
30 Days
-21.96%
60 Days
-9.54%
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 | 556,781.17 USD | 556.78 | 300,779.33 USD | 300.78 | 256,001.84 USD | 256.00 |
Gross Profit | 1,165,762.51 | 1,165.76 | 588,638.17 | 588.64 | 577,124.33 | 577.12 |
Gross Loss | 608,981.34 | 608.98 | 287,858.85 | 287.86 | 321,122.49 | 321.12 |
Max Run-up | 663,983.20 | 89.17 | ||||
Max Drawdown | 77,108.73 | 25.27 | ||||
Buy & Hold Return | 797,250.57 | 797.25 | ||||
Sharpe Ratio | 0.523 | |||||
Sortino Ratio | 1.558 | |||||
Profit Factor | 1.914 | 2.045 | 1.797 | |||
Max Contracts Held | 45 | 45 | 45 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 75,109.07 | 37,882.89 | 37,226.18 | |||
Total Closed Trades | 196 | 104 | 92 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 136 | 72 | 64 | |||
Number Losing Trades | 60 | 32 | 28 | |||
Percent Profitable | 69.39 | 69.23 | 69.57 | |||
Avg Trade | 2,840.72 | 0.69 | 2,892.11 | 0.68 | 2,782.63 | 0.71 |
Avg Winning Trade | 8,571.78 | 1.91 | 8,175.53 | 1.90 | 9,017.57 | 1.92 |
Avg Losing Trade | 10,149.69 | 2.07 | 8,995.59 | 2.07 | 11,468.66 | 2.07 |
Ratio Avg Win / Avg Loss | 0.845 | 0.909 | 0.786 | |||
Largest Winning Trade | 27,599.27 | 3.65 | 27,599.27 | 3.65 | 24,984.98 | 2.88 |
Largest Losing Trade | 33,302.15 | 4.24 | 26,573.46 | 4.24 | 33,302.15 | 3.07 |
Avg # Bars in Trades | 8 | 7 | 10 | |||
Avg # Bars in Winning Trades | 9 | 8 | 10 | |||
Avg # Bars in Losing Trades | 8 | 6 | 9 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 453,433.00 USD | 453.43 | 222,298.53 USD | 222.30 | 231,134.47 USD | 231.13 |
Gross Profit | 1,385,053.97 | 1,385.05 | 648,688.57 | 648.69 | 736,365.41 | 736.37 |
Gross Loss | 931,620.98 | 931.62 | 426,390.03 | 426.39 | 505,230.94 | 505.23 |
Max Run-up | 663,983.20 | 89.17 | ||||
Max Drawdown | 174,997.86 | 25.27 | ||||
Buy & Hold Return | 1,280,821.83 | 1,280.82 | ||||
Sharpe Ratio | 0.41 | |||||
Sortino Ratio | 1.077 | |||||
Profit Factor | 1.487 | 1.521 | 1.457 | |||
Max Contracts Held | 45 | 45 | 45 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 98,357.73 | 46,273.98 | 52,083.75 | |||
Total Closed Trades | 227 | 115 | 112 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 150 | 76 | 74 | |||
Number Losing Trades | 77 | 39 | 38 | |||
Percent Profitable | 66.08 | 66.09 | 66.07 | |||
Avg Trade | 1,997.50 | 0.55 | 1,933.03 | 0.55 | 2,063.70 | 0.56 |
Avg Winning Trade | 9,233.69 | 1.89 | 8,535.38 | 1.89 | 9,950.88 | 1.89 |
Avg Losing Trade | 12,098.97 | 2.06 | 10,933.08 | 2.07 | 13,295.55 | 2.05 |
Ratio Avg Win / Avg Loss | 0.763 | 0.781 | 0.748 | |||
Largest Winning Trade | 27,599.27 | 3.65 | 27,599.27 | 3.65 | 24,984.98 | 2.88 |
Largest Losing Trade | 33,302.15 | 4.24 | 26,573.46 | 4.24 | 33,302.15 | 3.07 |
Avg # Bars in Trades | 9 | 8 | 9 | |||
Avg # Bars in Winning Trades | 8 | 8 | 9 | |||
Avg # Bars in Losing Trades | 9 | 8 | 10 | |||
Margin Calls | 0 | 0 | 0 |
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