BotifyX 🧠 by @DaviddTech 🤖 [c6335734]
🛡️ BOTIFY BTCUSDT 2H
@kubajs
⌛2 hours
⚪️ Deep Backtest
Last updated: 1 hour agoTrades per Day
Key Performance Metrics
- First Traded Date: 2020-05-06 13:00:00
- Sharpe Ratio: 0.50
- Sortino Ratio: 1.53
- 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: 2024-10-30 10:00:00
- Max Consecutive Wins: 0
- Number Winning Trades 164
- Max Consecutive Losses: 0
- Number Losing Trades: 63
AI Trading Bot Quantitative Analyst
Performance Analysis
Upon reviewing the provided QuantStats report, several performance metrics stand out that merit attention:
Metric | Strategy Value |
---|---|
Net Profit | 1158.93% |
Gross Profit | 2206.67% |
Gross Loss | 1047.75% |
Maximum Drawdown | 22.07% |
Buy & Hold Return | 670.05% |
Sharpe Ratio | 0.498 |
Sortino Ratio | 1.51 |
Profit Factor | 2.106 |
Percent Profitable | 72% |
The strategy demonstrates a robust net profit of 1158.93% and an impressive buy & hold return of 670.05%. Its profit factor of 2.106 suggests solid profitability where profits are more than twice the losses. The maximum drawdown of 22.07% is well within an acceptable range for crypto strategies. While the Sharpe Ratio is just shy of the minimum preferred threshold of 0.5, it is nonetheless close and has room for slight improvement.
Strategy Viability
Based on the data provided, this strategy appears to hold significant potential for success in real-world trading. The high net profit and profitability percentage indicate a viable strategy under certain market conditions. It achieves substantial returns with a controlled drawdown, especially effective during volatile markets common in cryptocurrency trading.
Risk Management
The strategy appears to utilize effective risk management given the acceptable drawdown figures. However, the closeness of the Sharpe Ratio to 0.5 suggests room for improvement. Suggestions include:
- Incorporating dynamic position sizing to adjust based on changing market conditions.
- Enhancing stop-loss procedures to safeguard against unpredictable market drops.
- Reducing leverage if practical, to further minimize drawdowns and associated risks.
Improvement Suggestions
To elevate the strategy’s efficacy, consider these enhancements:
- Fine-tune strategy parameters to improve the Sharpe Ratio, aiming for more efficient risk-adjusted returns.
- Explore the integration of additional technical indicators to optimize trade triggering mechanisms.
- Conduct extensive out-of-sample validation and forward-testing to ensure robustness across varying market conditions.
- Strengthen the risk management framework using advanced methods such as Value-at-Risk (VaR) assessment and sensitivity analysis.
Final Opinion
In conclusion, the strategy exhibits strong potential with its solid profit margins and well-managed drawdowns. Although there are areas for optimization—particularly around improving the risk-adjusted return metrics—the foundations of a successful strategy are evident.
Recommendation: It is advisable to proceed with supplementary testing and optimization, targeting an enhanced Sharpe Ratio and refining the risk management processes to better accommodate the high volatility inherent in cryptocurrency markets.
```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 | -8.02% | -10.72% | 45.35% | -16.20% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results | 0.00% |
2023 | 6.74% | 3.36% | 11.29% | -0.47% | 3.73% | 0.07% | 1.63% | 9.95% | 1.79% | 10.12% | 2.27% | 4.56% |
2022 | 16.76% | -3.12% | 6.80% | 5.06% | 10.10% | 3.84% | -4.35% | -1.09% | -5.57% | 5.41% | 17.31% | -0.05% |
2021 | 0.00% | 27.37% | 3.24% | -1.08% | 2.04% | 0.00% | 2.75% | 4.59% | 0.44% | -0.46% | 1.18% | 18.20% |
2020 | 0.00% | 0.00% | 0.00% | 0.00% | 7.39% | -3.27% | 14.53% | 5.99% | 5.69% | 31.71% | 12.00% | -8.37% |
Live Trades Stats
BTC
Base Currency
39
Number of Trades
50.96%
Cumulative Returns
66.67%
Win Rate
2024-01-23
🟠 Incubation started
🛡️
7 Days
-0.8%
30 Days
16.91%
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 | 4,614.88 USDT | 769.15 | 2,919.24 USDT | 486.54 | 1,695.64 USDT | 282.61 |
Gross Profit | 7,978.56 | 1,329.76 | 4,941.93 | 823.66 | 3,036.63 | 506.11 |
Gross Loss | 3,363.68 | 560.61 | 2,022.69 | 337.11 | 1,340.99 | 223.50 |
Max Run-up | 4,863.86 | 89.08 | ||||
Max Drawdown | 472.01 | 22.07 | ||||
Buy & Hold Return | 2,100.26 | 350.04 | ||||
Sharpe Ratio | 0.598 | |||||
Sortino Ratio | 2.462 | |||||
Profit Factor | 2.372 | 2.443 | 2.264 | |||
Max Contracts Held | 0 | 0 | 0 | |||
Open PL | 2.28 | 0.04 | ||||
Commission Paid | 395.54 | 235.64 | 159.90 | |||
Total Closed Trades | 188 | 115 | 73 | |||
Total Open Trades | 1 | 0 | 1 | |||
Number Winning Trades | 138 | 87 | 51 | |||
Number Losing Trades | 50 | 28 | 22 | |||
Percent Profitable | 73.40 | 75.65 | 69.86 | |||
Avg Trade | 24.55 | 1.12 | 25.38 | 1.32 | 23.23 | 0.82 |
Avg Winning Trade | 57.82 | 2.50 | 56.80 | 2.61 | 59.54 | 2.32 |
Avg Losing Trade | 67.27 | 2.68 | 72.24 | 2.70 | 60.95 | 2.67 |
Ratio Avg Win / Avg Loss | 0.859 | 0.786 | 0.977 | |||
Largest Winning Trade | 488.35 | 13.41 | 488.35 | 13.41 | 396.55 | 12.47 |
Largest Losing Trade | 268.56 | 9.28 | 235.47 | 6.12 | 268.56 | 9.28 |
Avg # Bars in Trades | 17 | 16 | 19 | |||
Avg # Bars in Winning Trades | 15 | 14 | 17 | |||
Avg # Bars in Losing Trades | 23 | 23 | 22 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 7,146.00 USDT | 1,191.00 | 5,663.00 USDT | 943.83 | 1,483.00 USDT | 247.17 |
Gross Profit | 13,432.48 | 2,238.75 | 9,310.26 | 1,551.71 | 4,122.22 | 687.04 |
Gross Loss | 6,286.47 | 1,047.75 | 3,647.26 | 607.88 | 2,639.22 | 439.87 |
Max Run-up | 7,336.71 | 92.49 | ||||
Max Drawdown | 1,252.51 | 22.07 | ||||
Buy & Hold Return | 4,078.54 | 679.76 | ||||
Sharpe Ratio | 0.504 | |||||
Sortino Ratio | 1.525 | |||||
Profit Factor | 2.137 | 2.553 | 1.562 | |||
Max Contracts Held | 0 | 0 | 0 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 614.84 | 386.00 | 228.84 | |||
Total Closed Trades | 227 | 141 | 86 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 164 | 104 | 60 | |||
Number Losing Trades | 63 | 37 | 26 | |||
Percent Profitable | 72.25 | 73.76 | 69.77 | |||
Avg Trade | 31.48 | 1.01 | 40.16 | 1.25 | 17.24 | 0.62 |
Avg Winning Trade | 81.91 | 2.52 | 89.52 | 2.67 | 68.70 | 2.26 |
Avg Losing Trade | 99.79 | 2.94 | 98.57 | 2.76 | 101.51 | 3.18 |
Ratio Avg Win / Avg Loss | 0.821 | 0.908 | 0.677 | |||
Largest Winning Trade | 2,052.08 | 19.80 | 2,052.08 | 19.80 | 433.34 | 12.47 |
Largest Losing Trade | 470.69 | 9.45 | 311.21 | 6.29 | 470.69 | 9.45 |
Avg # Bars in Trades | 18 | 16 | 20 | |||
Avg # Bars in Winning Trades | 15 | 14 | 17 | |||
Avg # Bars in Losing Trades | 24 | 20 | 28 | |||
Margin Calls | 0 | 0 | 0 |
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