🚀 Precision Trend Mastery by @DaviddTech 🤖 [08052b5a]
🛡️ ETHUSDT 1H PRECISIONTRENDMASTERY 23.4
@mpx1204
⌛1 hour
⚪️ Deep Backtest
Last updated: 2 hours agoTrades per Day
Key Performance Metrics
- First Traded Date: 2020-10-26 16:00:00
- Sharpe Ratio: 0.46
- Sortino Ratio: 1.48
- Calmar: -4.21
- Longest DD Days: 98.00
- Volatility: 110.04
- Skew: 1.33
- Kurtosis: 1.32
- Expected Daily: 0.90
- Expected Monthly: 20.60
- Expected Yearly: 846.69
- Kelly Criterion: 6.76
- Daily Value-at-Risk: -6.95
- Expected Shortfall (cVaR): -8.12
- Last Trade Date: 2025-02-12 13:00:00
- Max Consecutive Wins: 5
- Number Winning Trades 224
- Max Consecutive Losses: 10
- Number Losing Trades: 439
- Gain/Pain Ratio: -4.21
- Gain/Pain (1M): 1.25
- Payoff Ratio: 2.45
- Common Sense Ratio: 1.25
- Tail Ratio: 2.26
- Outlier Win Ratio: 2.06
- Outlier Loss Ratio: 0.00
- Recovery Factor: 0.00
- Ulcer Index: 0.14
- Serenity Index: 346.65
AI Trading Bot Quantitative Analyst
Performance Analysis
Upon reviewing the provided QuantStats report, several performance metrics stand out that merit attention:
Metric | Strategy |
---|---|
Cumulative Annual Growth Rate (CAGR) | 189.29% |
Sharpe Ratio | 0.463 |
Profit Factor | 1.27 |
Maximum Drawdown | 45.11% |
Volatility (Annualized) | 110.41% |
Percent Profitable | 34.04% |
The strategy yields a remarkable cumulative annual growth rate of 189.29%, demonstrating a significant potential for returns. However, the Sharpe Ratio of 0.463, while close to the threshold for acceptability, suggests that there is room for improved risk-adjusted performance. The profit factor of 1.27 indicates a slightly favorable performance where gains exceed losses. The maximum drawdown of 45.11% is above the desirable threshold for crypto investments, pointing to higher potential downside risk that needs management.
Strategy Viability
Despite the impressive CAGR, the strategy's viability is marred by its high maximum drawdown. In crypto markets known for volatility, this level of drawdown may pose challenges. The Sharpe Ratio, understandingly challenging within crypto trading, indicates the need for enhanced stability in returns. The market conditions should ideally favor momentum-driven performance for the strategy to thrive sustainably. Further, the low percentage of profitable trades underscores the necessity for heightened efficiency in trade execution. Nevertheless, the strategy's consistent win/loss ratio provides a promising foundation upon which improvements can build.
Risk Management
The current risk management approach has room for refinement. Key areas identified for enhancement include:
- Reducing leverage to decrease potential drawdowns significantly.
- Implementing additional risk management strategies, such as dynamic stop-losses, to protect against adverse movements.
- Improved position sizing to mitigate significant exposure during market volatility spikes.
- Exploring diversification to balance the risk across different asset classes.
Improvement Suggestions
To strengthen the strategy's performance and robustness, consider the following improvement strategies:
- Adjust and optimize the strategy parameters to balance returns with risk, adhering to crypto market conditions.
- Incorporate more robust technical indicators and machine learning techniques for better trade signal accuracy.
- Conduct thorough stress testing under various market scenarios and perform out-of-sample testing before deployment.
- Explore risk management enhancements such as VaR modeling and Monte Carlo simulation for greater control over exposure.
Final Opinion
Overall, this strategy presents a promising opportunity for substantial returns, particularly within the dynamic and fast-paced crypto markets. While the return potential is commendable, addressing the significant drawdown and trade profitability aspects through the outlined improvement areas would be critical. By enhancing the strategy's robustness and effective risk management, you can ensure its long-term viability and sustainability across diverse market conditions.
Recommendation: Proceed with further testing and optimization modifications to enhance performance. It will be essential to ensure that the strategy is holistically balanced in terms of risk and return, optimizing aspects involving drawdown reduction and trade execution efficiency.
```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 | 29.90% | 89.54% | 10.04% | 13.03% | 6.04% | -31.03% | 36.80% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | 49.37% | 5.37% | 12.65% | 42.24% | 22.40% | -4.38% | -1.25% | 39.87% | 33.37% | 53.60% | -10.24% | -16.97% |
2022 | 6.77% | -2.07% | 27.17% | 4.98% | 13.53% | 6.56% | 8.70% | -2.11% | -5.18% | 24.48% | 5.45% | -7.92% |
2021 | 4.02% | 1.43% | -7.74% | 14.51% | 0.00% | 6.59% | 14.67% | -21.24% | 21.47% | -11.55% | -12.51% | 14.40% |
2020 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -1.69% | 10.21% | 34.91% |
Live Trades Stats
ETH
Base Currency
152
Number of Trades
80.44%
Cumulative Returns
29.61%
Win Rate
2024-04-23
🟠 Incubation started
🛡️
7 Days
-2.32%
30 Days
1.27%
60 Days
-3.45%
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 | 5,492,033.99 USD | 5,492.03 | 4,084,842.43 USD | 4,084.84 | 1,407,191.56 USD | 1,407.19 |
Gross Profit | 15,100,741.90 | 15,100.74 | 9,356,247.19 | 9,356.25 | 5,744,494.71 | 5,744.49 |
Gross Loss | 9,608,707.91 | 9,608.71 | 5,271,404.76 | 5,271.40 | 4,337,303.16 | 4,337.30 |
Max Run-up | 5,795,717.03 | 98.56 | ||||
Max Drawdown | 1,137,670.81 | 45.11 | ||||
Buy & Hold Return | 689,177.90 | 689.18 | ||||
Sharpe Ratio | 0.485 | |||||
Sortino Ratio | 1.911 | |||||
Profit Factor | 1.572 | 1.775 | 1.324 | |||
Max Contracts Held | 6,583 | 6,583 | 5,704 | |||
Open PL | 91,050.97 | 1.63 | ||||
Commission Paid | 628,309.73 | 375,526.59 | 252,783.14 | |||
Total Closed Trades | 512 | 258 | 254 | |||
Total Open Trades | 1 | 1 | 0 | |||
Number Winning Trades | 179 | 94 | 85 | |||
Number Losing Trades | 333 | 164 | 169 | |||
Percent Profitable | 34.96 | 36.43 | 33.46 | |||
Avg Trade | 10,726.63 | 0.36 | 15,832.72 | 0.49 | 5,540.12 | 0.24 |
Avg Winning Trade | 84,361.69 | 5.59 | 99,534.54 | 5.50 | 67,582.29 | 5.68 |
Avg Losing Trade | 28,854.98 | 2.44 | 32,142.71 | 2.38 | 25,664.52 | 2.50 |
Ratio Avg Win / Avg Loss | 2.924 | 3.097 | 2.633 | |||
Largest Winning Trade | 760,026.82 | 6.42 | 605,444.92 | 6.42 | 760,026.82 | 6.42 |
Largest Losing Trade | 237,769.00 | 2.93 | 237,769.00 | 2.70 | 220,790.10 | 2.93 |
Avg # Bars in Trades | 36 | 36 | 36 | |||
Avg # Bars in Winning Trades | 46 | 42 | 50 | |||
Avg # Bars in Losing Trades | 31 | 33 | 29 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 8,812,705.12 USD | 8,812.71 | 4,091,782.20 USD | 4,091.78 | 4,720,922.92 USD | 4,720.92 |
Gross Profit | 44,247,481.55 | 44,247.48 | 22,728,149.72 | 22,728.15 | 21,519,331.83 | 21,519.33 |
Gross Loss | 35,434,776.43 | 35,434.78 | 18,636,367.52 | 18,636.37 | 16,798,408.91 | 16,798.41 |
Max Run-up | 9,883,381.44 | 99.15 | ||||
Max Drawdown | 2,839,742.81 | 45.11 | ||||
Buy & Hold Return | 554,137.40 | 554.14 | ||||
Sharpe Ratio | 0.457 | |||||
Sortino Ratio | 1.476 | |||||
Profit Factor | 1.249 | 1.22 | 1.281 | |||
Max Contracts Held | 12,776 | 9,449 | 12,776 | |||
Open PL | −23,865.18 | −0.27 | ||||
Commission Paid | 1,953,739.87 | 1,044,150.63 | 909,589.25 | |||
Total Closed Trades | 663 | 333 | 330 | |||
Total Open Trades | 1 | 1 | 0 | |||
Number Winning Trades | 224 | 116 | 108 | |||
Number Losing Trades | 439 | 217 | 222 | |||
Percent Profitable | 33.79 | 34.83 | 32.73 | |||
Avg Trade | 13,292.16 | 0.27 | 12,287.63 | 0.38 | 14,305.83 | 0.17 |
Avg Winning Trade | 197,533.40 | 5.59 | 195,932.33 | 5.53 | 199,253.07 | 5.65 |
Avg Losing Trade | 80,717.03 | 2.44 | 85,881.88 | 2.38 | 75,668.51 | 2.49 |
Ratio Avg Win / Avg Loss | 2.447 | 2.281 | 2.633 | |||
Largest Winning Trade | 1,475,785.63 | 6.42 | 1,189,369.76 | 6.42 | 1,475,785.63 | 6.42 |
Largest Losing Trade | 632,390.27 | 2.93 | 625,820.68 | 2.71 | 632,390.27 | 2.93 |
Avg # Bars in Trades | 35 | 36 | 34 | |||
Avg # Bars in Winning Trades | 45 | 43 | 46 | |||
Avg # Bars in Losing Trades | 30 | 33 | 28 | |||
Margin Calls | 0 | 0 | 0 |
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