🚀 Super FVMA + Zero Lag [v5] by @DaviddTech 🤖 [fface838]
🛡️ SUPERFVMAV5 BTCUSDT 1H
@SaM
⌛1 hour
⚪️ Deep Backtest
Last updated: 3 hours agoTrades per Day
Key Performance Metrics
- First Traded Date: 2020-04-06 21:30:00
- Sharpe Ratio: 0.65
- Sortino Ratio: 1.78
- Calmar: -4.10
- Longest DD Days: 146.00
- Volatility: 40.50
- Skew: -1.38
- Kurtosis: 3.41
- Expected Daily: 0.68
- Expected Monthly: 15.19
- Expected Yearly: 445.64
- Kelly Criterion: 24.04
- Daily Value-at-Risk: -5.21
- Expected Shortfall (cVaR): -6.97
- Last Trade Date: 2025-02-07 18:30:00
- Max Consecutive Wins: 25
- Number Winning Trades 521
- Max Consecutive Losses: 5
- Number Losing Trades: 138
- Gain/Pain Ratio: -4.10
- Gain/Pain (1M): 1.44
- Payoff Ratio: 0.38
- Common Sense Ratio: 1.44
- Tail Ratio: 0.70
- Outlier Win Ratio: 4.45
- Outlier Loss Ratio: 2.27
- Recovery Factor: 0.00
- Ulcer Index: 0.10
- Serenity Index: 705.71
AI Trading Bot Quantitative Analyst
Performance Analysis
Upon reviewing the provided QuantStats report, the following key performance metrics are noteworthy:
Metric | Strategy |
---|---|
Cumulative Return | 6913.25% |
Annualized Return (CAGR %) | 140.5% |
Sharpe Ratio | 0.648 |
Profit Factor | 1.441 |
Maximum Drawdown | -36.38% |
Volatility (Annualized) | 40.5% |
Percent Profitable | 79.06% |
The strategy shows a robust cumulative return of 6913.25% with an annualized return of 140.5%, indicating strong performance. A Sharpe ratio of 0.648 is encouraging, suggesting decent risk-adjusted returns, especially in the crypto space. The maximum drawdown of 36.38% is within an acceptable range for high-volatility assets like cryptocurrencies, and the strategy's profit factor of 1.441 is positive, reflecting profitability.
Strategy Viability
The strategy's high returns and acceptable risk metrics suggest viability for real-world trading in the crypto market. The market environment in which it operates has been favorable considering the high percent profitability of 79.06%. However, the strategy’s performance should be compared against similar benchmarks to confirm its competitiveness.
Risk Management
The strategy demonstrates competent risk management, seen in its balanced Sharpe ratio and reasonable drawdown. Nonetheless, the volatility of 40.5% implies there is space for refining risk strategies to lessen exposure to market swings. Suggestions include:
- Reducing leverage to potentially decrease the maximum drawdown further.
- Implementing dynamic stop-loss limits to protect against unexpected market volatility.
- Developing a diversification plan to lower unsystematic risk.
Improvement Suggestions
Enhancing this trading strategy could involve several adjustments:
- Revisiting and fine-tuning parameters to enhance returns while keeping the drawdown within a safer range.
- Introducing complementary indicators or signals to refine entry and exit decisions.
- Testing the strategy under diverse market conditions (stress testing) to ensure robustness.
- Employing more sophisticated risk management techniques like risk capital allocation and VaR calculations.
Final Opinion
In conclusion, the strategy presents a promising performance with satisfactory returns and risk metrics. Despite reasonable volatility, it achieves a balance between returns and acceptable drawdowns, demonstrating effective risk control. Ongoing improvements and optimizations could enhance its effectiveness across varying market conditions.
Recommendation: Proceed with the current strategy while focusing on optimization and risk management advancements. Explore the suggested improvements to bolster performance and ensure resiliency across different 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 | 6.29% | 19.38% | -25.54% | -10.57% | -2.60% | 7.57% | 19.61% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | 26.06% | 14.09% | 23.40% | 4.74% | 0.96% | 22.79% | 4.86% | 11.29% | 1.40% | 20.42% | 3.48% | 12.65% |
2022 | 0.00% | 7.76% | 9.48% | 7.57% | 0.00% | 4.67% | 7.12% | 15.37% | 16.37% | 0.94% | 4.60% | -0.60% |
2021 | 10.77% | 25.17% | 13.24% | 24.03% | 16.95% | -3.69% | 5.29% | 26.48% | 16.01% | 23.72% | 9.79% | 0.71% |
2020 | 0.00% | 0.00% | 0.00% | 27.81% | -7.02% | -5.94% | 13.57% | 1.83% | -5.19% | 5.90% | -6.89% | 30.62% |
Live Trades Stats
BTC
Base Currency
174
Number of Trades
3.08%
Cumulative Returns
70.69%
Win Rate
2024-01-03
🟠 Incubation started
🛡️
7 Days
-7.6%
30 Days
-33.6%
60 Days
-17.71%
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 | 7,109,696.27 USD | 7,109.70 | 5,894,855.15 USD | 5,894.86 | 1,214,841.12 USD | 1,214.84 |
Gross Profit | 10,840,590.65 | 10,840.59 | 7,904,226.98 | 7,904.23 | 2,936,363.67 | 2,936.36 |
Gross Loss | 3,730,894.38 | 3,730.89 | 2,009,371.83 | 2,009.37 | 1,721,522.55 | 1,721.52 |
Max Run-up | 7,548,125.39 | 98.69 | ||||
Max Drawdown | 602,378.16 | 18.37 | ||||
Buy & Hold Return | 543,084.25 | 543.08 | ||||
Sharpe Ratio | 0.921 | |||||
Sortino Ratio | 5.435 | |||||
Profit Factor | 2.906 | 3.934 | 1.706 | |||
Max Contracts Held | 561 | 547 | 561 | |||
Open PL | −5,836.83 | −0.08 | ||||
Commission Paid | 766,899.56 | 463,299.97 | 303,599.59 | |||
Total Closed Trades | 485 | 242 | 243 | |||
Total Open Trades | 1 | 1 | 0 | |||
Number Winning Trades | 398 | 204 | 194 | |||
Number Losing Trades | 87 | 38 | 49 | |||
Percent Profitable | 82.06 | 84.30 | 79.84 | |||
Avg Trade | 14,659.17 | 1.22 | 24,358.91 | 1.46 | 4,999.35 | 0.99 |
Avg Winning Trade | 27,237.66 | 1.94 | 38,746.21 | 2.15 | 15,135.90 | 1.71 |
Avg Losing Trade | 42,883.84 | 2.05 | 52,878.21 | 2.29 | 35,133.11 | 1.86 |
Ratio Avg Win / Avg Loss | 0.635 | 0.733 | 0.431 | |||
Largest Winning Trade | 202,248.46 | 6.16 | 202,248.46 | 4.99 | 168,828.66 | 6.16 |
Largest Losing Trade | 292,197.20 | 7.11 | 241,985.50 | 7.11 | 292,197.20 | 4.16 |
Avg # Bars in Trades | 15 | 18 | 11 | |||
Avg # Bars in Winning Trades | 14 | 17 | 11 | |||
Avg # Bars in Losing Trades | 16 | 21 | 12 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 6,913,254.70 USD | 6,913.25 | 8,520,900.61 USD | 8,520.90 | −1,607,645.91 USD | −1,607.65 |
Gross Profit | 22,605,364.94 | 22,605.36 | 15,910,884.60 | 15,910.88 | 6,694,480.34 | 6,694.48 |
Gross Loss | 15,692,110.24 | 15,692.11 | 7,389,983.99 | 7,389.98 | 8,302,126.25 | 8,302.13 |
Max Run-up | 9,204,591.49 | 98.93 | ||||
Max Drawdown | 3,275,296.46 | 36.38 | ||||
Buy & Hold Return | 1,291,729.25 | 1,291.73 | ||||
Sharpe Ratio | 0.648 | |||||
Sortino Ratio | 1.779 | |||||
Profit Factor | 1.441 | 2.153 | 0.806 | |||
Max Contracts Held | 581 | 547 | 581 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 1,986,163.09 | 1,062,777.91 | 923,385.18 | |||
Total Closed Trades | 659 | 312 | 347 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 521 | 255 | 266 | |||
Number Losing Trades | 138 | 57 | 81 | |||
Percent Profitable | 79.06 | 81.73 | 76.66 | |||
Avg Trade | 10,490.52 | 1.04 | 27,310.58 | 1.31 | −4,632.99 | 0.79 |
Avg Winning Trade | 43,388.42 | 1.84 | 62,395.63 | 2.09 | 25,167.22 | 1.61 |
Avg Losing Trade | 113,710.94 | 2.01 | 129,648.84 | 2.18 | 102,495.39 | 1.89 |
Ratio Avg Win / Avg Loss | 0.382 | 0.481 | 0.246 | |||
Largest Winning Trade | 308,531.18 | 6.16 | 308,531.18 | 4.99 | 214,096.95 | 6.16 |
Largest Losing Trade | 760,479.25 | 7.11 | 625,663.79 | 7.11 | 760,479.25 | 5.19 |
Avg # Bars in Trades | 14 | 18 | 11 | |||
Avg # Bars in Winning Trades | 14 | 17 | 11 | |||
Avg # Bars in Losing Trades | 17 | 24 | 12 | |||
Margin Calls | 0 | 0 | 0 |
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