Triple T3 Starlight by @DaviddTech 🤖 [b1b99a1f]
🛡️ TRIPLET3STARLIGHT BTCUSDT 1H 9.4
@gentlesir
⌛1 hour
⚪️ Deep Backtest
Last updated: 2 hours agoTrades per Day
Key Performance Metrics
- First Traded Date: 2020-06-12 01:00:00
- Sharpe Ratio: 0.35
- Sortino Ratio: 0.83
- Calmar: -1.08
- Longest DD Days: 93.00
- Volatility: 87.23
- Skew: 1.23
- Kurtosis: 0.64
- Expected Daily: 0.72
- Expected Monthly: 16.26
- Expected Yearly: 509.59
- Kelly Criterion: 5.20
- Daily Value-at-Risk: -4.95
- Expected Shortfall (cVaR): -5.60
- Last Trade Date: 2025-02-03 22:00:00
- Max Consecutive Wins: 5
- Number Winning Trades 128
- Max Consecutive Losses: 11
- Number Losing Trades: 279
- Gain/Pain Ratio: -1.08
- Gain/Pain (1M): 1.20
- Payoff Ratio: 2.58
- Common Sense Ratio: 1.20
- Tail Ratio: 2.51
- Outlier Win Ratio: 1.79
- Outlier Loss Ratio: 0.00
- Recovery Factor: 0.00
- Ulcer Index: 0.23
- Serenity Index: 11.63
AI Trading Bot Quantitative Analyst
Performance Analysis
Upon reviewing the provided QuantStats report, several performance metrics stand out:
Metric | Strategy |
---|---|
Cumulative Return | 887.5% |
Annualized Return (CAGR %) | 63.61% |
Sharpe Ratio | 0.345 |
Profit Factor | 1.169 |
Maximum Drawdown | -59.32% |
Volatility (Annualized) | 87.23% |
The strategy shows a significant cumulative return of 887.5% with an annualized return of 63.61%, suggesting strong profit potential. However, the Sharpe Ratio of 0.345 indicates that the risk-adjusted returns are below the generally acceptable threshold for crypto. The maximum drawdown of -59.32% is notably high, which poses a concern for risk management.
Strategy Viability
Based on the data, the strategy displays potential for viability, but caution is warranted due to its high drawdown and relatively modest Sharpe Ratio. While the strategy does generate substantial returns, its efficacy could be significantly influenced by market conditions. Historical success suggests potential, but these metrics indicate that further refinement and stabilization are necessary.
Risk Management
The strategy's current risk management approach might need enhancement, particularly concerning its significant drawdown figure. Recommendations include:
- Reducing leverage to decrease maximum drawdown and stabilize equity curves.
- Implementing tighter stop-loss mechanisms to manage risk effectively.
- Adopting volatility-based position sizing to tailor exposure dynamically.
Improvement Suggestions
To enhance the strategy's performance and robustness, consider these recommendations:
- Optimize existing parameters to balance returns and drawdowns more effectively.
- Investigate additional technical indicators to refine trade entry and exit points.
- Conduct forward and out-of-sample testing to ensure applicability during diverse market conditions.
- Explore advanced risk management techniques like stress testing and scenario analysis.
Final Opinion
In summary, the strategy reveals a potentially lucrative return profile but requires enhancements to its risk management framework to achieve robust results. The performance could be improved by reducing leverage and refining current strategies to manage drawdowns while boosting the Sharpe Ratio.
Recommendation: Proceed with further development and testing of the strategy, with an emphasis on optimizing risk management and refining trading strategies to ensure long-term sustainability and improved risk-adjusted returns.
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 | -6.20% | 26.68% | -4.44% | -19.66% | -3.25% | -6.56% | 3.58% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | 30.11% | -1.34% | 17.63% | 2.83% | 8.45% | 13.81% | -14.18% | 3.89% | -2.86% | 28.22% | 5.74% | 7.75% |
2022 | 38.41% | 11.48% | -8.04% | 18.03% | 6.19% | 17.48% | -10.27% | 1.43% | 12.62% | -4.23% | 15.22% | -4.22% |
2021 | -10.33% | 24.87% | -9.84% | -9.05% | -7.90% | 29.84% | -7.12% | 11.10% | 5.51% | 24.53% | 9.07% | 10.12% |
2020 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -6.89% | -0.86% | -11.64% | 5.46% | 13.92% | 24.31% | 26.05% |
Live Trades Stats
BTC
Base Currency
83
Number of Trades
-38.52%
Cumulative Returns
24.1%
Win Rate
2024-04-09
🟠 Incubation started
🛡️
7 Days
-0.48%
30 Days
2.26%
60 Days
-5.36%
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 | 1,481,868.04 USD | 1,481.87 | 1,350,749.03 USD | 1,350.75 | 131,119.01 USD | 131.12 |
Gross Profit | 4,604,043.88 | 4,604.04 | 3,118,597.35 | 3,118.60 | 1,485,446.53 | 1,485.45 |
Gross Loss | 3,122,175.84 | 3,122.18 | 1,767,848.32 | 1,767.85 | 1,354,327.52 | 1,354.33 |
Max Run-up | 2,032,650.26 | 96.23 | ||||
Max Drawdown | 523,539.46 | 30.53 | ||||
Buy & Hold Return | 683,654.36 | 683.65 | ||||
Sharpe Ratio | 0.48 | |||||
Sortino Ratio | 1.352 | |||||
Profit Factor | 1.475 | 1.764 | 1.097 | |||
Max Contracts Held | 65 | 63 | 65 | |||
Open PL | −19,541.97 | −1.24 | ||||
Commission Paid | 185,619.04 | 114,820.76 | 70,798.28 | |||
Total Closed Trades | 324 | 183 | 141 | |||
Total Open Trades | 1 | 1 | 0 | |||
Number Winning Trades | 108 | 65 | 43 | |||
Number Losing Trades | 216 | 118 | 98 | |||
Percent Profitable | 33.33 | 35.52 | 30.50 | |||
Avg Trade | 4,573.67 | 0.63 | 7,381.14 | 0.71 | 929.92 | 0.52 |
Avg Winning Trade | 42,630.04 | 6.17 | 47,978.42 | 5.73 | 34,545.27 | 6.83 |
Avg Losing Trade | 14,454.52 | 2.14 | 14,981.77 | 2.05 | 13,819.67 | 2.25 |
Ratio Avg Win / Avg Loss | 2.949 | 3.202 | 2.5 | |||
Largest Winning Trade | 315,460.06 | 13.17 | 315,460.06 | 12.55 | 85,437.04 | 13.17 |
Largest Losing Trade | 94,249.22 | 4.51 | 94,249.22 | 4.51 | 75,314.41 | 4.51 |
Avg # Bars in Trades | 44 | 38 | 51 | |||
Avg # Bars in Winning Trades | 58 | 58 | 59 | |||
Avg # Bars in Losing Trades | 36 | 27 | 48 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 887,504.98 USD | 887.50 | 1,120,299.14 USD | 1,120.30 | −232,794.16 USD | −232.79 |
Gross Profit | 6,151,878.37 | 6,151.88 | 3,720,522.40 | 3,720.52 | 2,431,355.97 | 2,431.36 |
Gross Loss | 5,264,373.39 | 5,264.37 | 2,600,223.26 | 2,600.22 | 2,664,150.13 | 2,664.15 |
Max Run-up | 2,032,650.26 | 96.23 | ||||
Max Drawdown | 1,235,165.35 | 59.32 | ||||
Buy & Hold Return | 960,503.20 | 960.50 | ||||
Sharpe Ratio | 0.345 | |||||
Sortino Ratio | 0.826 | |||||
Profit Factor | 1.169 | 1.431 | 0.913 | |||
Max Contracts Held | 65 | 63 | 65 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 281,443.65 | 156,462.14 | 124,981.51 | |||
Total Closed Trades | 407 | 223 | 184 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 128 | 75 | 53 | |||
Number Losing Trades | 279 | 148 | 131 | |||
Percent Profitable | 31.45 | 33.63 | 28.80 | |||
Avg Trade | 2,180.60 | 0.43 | 5,023.76 | 0.55 | −1,265.19 | 0.27 |
Avg Winning Trade | 48,061.55 | 6.04 | 49,606.97 | 5.64 | 45,874.64 | 6.60 |
Avg Losing Trade | 18,868.72 | 2.15 | 17,569.08 | 2.03 | 20,337.02 | 2.29 |
Ratio Avg Win / Avg Loss | 2.547 | 2.824 | 2.256 | |||
Largest Winning Trade | 315,460.06 | 13.17 | 315,460.06 | 12.55 | 182,127.05 | 13.17 |
Largest Losing Trade | 104,095.52 | 4.51 | 94,249.22 | 4.51 | 104,095.52 | 4.51 |
Avg # Bars in Trades | 42 | 37 | 47 | |||
Avg # Bars in Winning Trades | 56 | 57 | 55 | |||
Avg # Bars in Losing Trades | 35 | 27 | 44 | |||
Margin Calls | 0 | 0 | 0 |
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