🚀 Super FVMA + Zero Lag [v5] by @DaviddTech 🤖 [dfce0680]
🛡️ SUPERFVMAV5 RUNEUSDT 2H
@remip
⌛2 hours
⚪️ Deep Backtest
Last updated: 47 minutes agoTrades per Day
Key Performance Metrics
- First Traded Date: 2022-03-15 08:00:00
- Sharpe Ratio: 0.11
- Sortino Ratio: 0.20
- Calmar: -0.20
- Longest DD Days: 69.00
- Volatility: 70.41
- Skew: -0.66
- Kurtosis: -0.94
- Expected Daily: 0.21
- Expected Monthly: 4.49
- Expected Yearly: 69.48
- Kelly Criterion: 3.14
- Daily Value-at-Risk: -7.89
- Expected Shortfall (cVaR): -8.01
- Last Trade Date: 2025-02-13 22:00:00
- Max Consecutive Wins: 8
- Number Winning Trades 127
- Max Consecutive Losses: 4
- Number Losing Trades: 73
- Gain/Pain Ratio: -0.20
- Gain/Pain (1M): 1.05
- Payoff Ratio: 0.60
- Common Sense Ratio: 1.05
- Tail Ratio: 0.64
- Outlier Win Ratio: 0.00
- Outlier Loss Ratio: 0.00
- Recovery Factor: 0.00
- Ulcer Index: 0.18
- Serenity Index: 0.09
AI Trading Bot Quantitative Analyst
Performance Analysis
Upon reviewing the provided QuantStats report, several performance metrics stand out that merit attention:
Metric | Strategy |
---|---|
Cumulative Return | 33.45% |
Annualized Return (CAGR %) | 10.41% |
Sharpe Ratio | 0.117 |
Profit Factor | 1.059 |
Maximum Drawdown | -48.65% |
Volatility (Annualized) | 70.52% |
Percent Profitable | 63.82% |
The strategy shows a moderate cumulative return of 33.45% with an annualized return of 10.41%. However, the Sharpe Ratio of 0.117 indicates that the risk-adjusted returns are low, highlighting some inefficiencies in the strategy. The profit factor is slightly above 1, which is satisfactory but leaves room for improvement. The maximum drawdown of -48.65% exceeds the preferred range, suggesting a significant risk during downturns. Despite these challenges, the strategy has a good win rate of 63.82%.
Strategy Viability
Based on the data provided, the strategy presents some challenges for real-world trading, especially due to the low Sharpe Ratio and high drawdown. These metrics suggest that the strategy may struggle in volatile market conditions. The comparison might reveal below industry benchmark performance; however, the high win rate indicates potential if risk management improvements are made.
Risk Management
The current strategy's risk management could benefit from enhancements, as evidenced by the maximum drawdown figure. Suggested areas for improvement include:
- Reducing leverage to lower the maximum drawdown and enhance capital preservation.
- Employing more robust stop-loss mechanisms to protect against significant losses.
- Diversifying asset exposure to reduce unsystematic risk and improve resilience.
Improvement Suggestions
To enhance the strategy’s performance and robustness, consider the following recommendations:
- Optimize the strategy parameters to improve returns while keeping drawdowns within acceptable levels.
- Incorporate additional technical indicators that might improve trade entry and exit timing.
- Conduct further backtesting across various market conditions to ensure robustness and adapt the strategy accordingly.
- Review the strategy’s leverage usage and adjust it to ensure a more balanced risk-return profile.
Final Opinion
In summary, while the strategy shows potential with a decent win rate, it currently suffers from high drawdown and low risk-adjusted returns. Optimizing risk management and fine-tuning the strategy can potentially lead to enhanced performance.
Recommendation: Proceed with further optimization and testing of the strategy. Focus on improving the risk management processes and lowering leverage to reduce maximum drawdown levels, while exploring enhancements to improve the Sharpe Ratio and overall 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 | 0.26% | -1.63% | -7.92% | -2.59% | 1.50% | 0.00% | -4.69% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | 4.23% | 1.65% | 0.84% | -0.97% | 0.00% | -2.92% | 3.75% | 2.76% | 17.52% | 21.62% | 20.69% | -10.88% |
2022 | 0.00% | 0.00% | -2.89% | 14.75% | 1.66% | -2.19% | -3.72% | 9.35% | 3.48% | -1.64% | -2.08% | 6.31% |
Live Trades Stats
RUNE
Base Currency
67
Number of Trades
-34.93%
Cumulative Returns
53.73%
Win Rate
2024-01-03
🟠 Incubation started
🛡️
7 Days
-6.92%
30 Days
-13.84%
60 Days
-2.08%
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 | 99,657.12 USD | 99.66 | 98,641.26 USD | 98.64 | 1,015.86 USD | 1.02 |
Gross Profit | 387,534.16 | 387.53 | 382,782.80 | 382.78 | 4,751.36 | 4.75 |
Gross Loss | 287,877.04 | 287.88 | 284,141.54 | 284.14 | 3,735.50 | 3.74 |
Max Run-up | 153,284.10 | 63.44 | ||||
Max Drawdown | 42,862.66 | 25.71 | ||||
Buy & Hold Return | −19,845.64 | −19.85 | ||||
Sharpe Ratio | 0.39 | |||||
Sortino Ratio | 1.131 | |||||
Profit Factor | 1.346 | 1.347 | 1.272 | |||
Max Contracts Held | 166,058 | 166,058 | 57,605 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 17,994.87 | 17,704.41 | 290.45 | |||
Total Closed Trades | 133 | 127 | 6 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 91 | 87 | 4 | |||
Number Losing Trades | 42 | 40 | 2 | |||
Percent Profitable | 68.42 | 68.50 | 66.67 | |||
Avg Trade | 749.30 | 0.61 | 776.70 | 0.62 | 169.31 | 0.40 |
Avg Winning Trade | 4,258.62 | 3.07 | 4,399.80 | 3.10 | 1,187.84 | 2.55 |
Avg Losing Trade | 6,854.22 | 4.72 | 7,103.54 | 4.76 | 1,867.75 | 3.91 |
Ratio Avg Win / Avg Loss | 0.621 | 0.619 | 0.636 | |||
Largest Winning Trade | 12,507.82 | 6.02 | 12,507.82 | 6.02 | 1,532.52 | 3.80 |
Largest Losing Trade | 18,382.27 | 6.15 | 18,382.27 | 6.15 | 2,818.69 | 6.11 |
Avg # Bars in Trades | 7 | 7 | 8 | |||
Avg # Bars in Winning Trades | 5 | 5 | 8 | |||
Avg # Bars in Losing Trades | 10 | 11 | 9 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 30,073.14 USD | 30.07 | 25,123.07 USD | 25.12 | 4,950.08 USD | 4.95 |
Gross Profit | 601,576.59 | 601.58 | 585,331.33 | 585.33 | 16,245.26 | 16.25 |
Gross Loss | 571,503.45 | 571.50 | 560,208.27 | 560.21 | 11,295.18 | 11.30 |
Max Run-up | 153,284.10 | 63.44 | ||||
Max Drawdown | 114,408.59 | 48.65 | ||||
Buy & Hold Return | −80,044.10 | −80.04 | ||||
Sharpe Ratio | 0.108 | |||||
Sortino Ratio | 0.199 | |||||
Profit Factor | 1.053 | 1.045 | 1.438 | |||
Max Contracts Held | 166,058 | 166,058 | 57,605 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 29,382.41 | 28,409.72 | 972.69 | |||
Total Closed Trades | 200 | 190 | 10 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 127 | 121 | 6 | |||
Number Losing Trades | 73 | 69 | 4 | |||
Percent Profitable | 63.50 | 63.68 | 60.00 | |||
Avg Trade | 150.37 | 0.17 | 132.23 | 0.16 | 495.01 | 0.30 |
Avg Winning Trade | 4,736.82 | 3.15 | 4,837.45 | 3.17 | 2,707.54 | 2.75 |
Avg Losing Trade | 7,828.81 | 5.02 | 8,118.96 | 5.11 | 2,823.80 | 3.38 |
Ratio Avg Win / Avg Loss | 0.605 | 0.596 | 0.959 | |||
Largest Winning Trade | 12,507.82 | 6.02 | 12,507.82 | 6.02 | 9,431.35 | 3.81 |
Largest Losing Trade | 18,382.27 | 6.15 | 18,382.27 | 6.15 | 5,920.42 | 6.11 |
Avg # Bars in Trades | 8 | 8 | 8 | |||
Avg # Bars in Winning Trades | 6 | 6 | 8 | |||
Avg # Bars in Losing Trades | 11 | 11 | 8 | |||
Margin Calls | 0 | 0 | 0 |
TradingView Screenshots
Slide this way to reveal live trades
USE SLIDER TO REVEAL RESULTS
Slide this way to reveal backtest
Slide this way to reveal live trades
USE SLIDER TO REVEAL RESULTS
Slide this way to reveal backtest