🚀 Top-G by @DaviddTech 🤖 [533cf1ed]
🛡️ TOPG BTCUSDT 1H 21.05
@thisisruddy
⌛1 hour
⚪️ Deep Backtest
Last updated: 3 hours agoTrades per Day
Key Performance Metrics
- First Traded Date: 2020-02-05 11:00:00
- Sharpe Ratio: 0.34
- Sortino Ratio: 0.98
- Calmar: -1.49
- Longest DD Days: 25.00
- Volatility: 100.91
- Skew: -0.01
- Kurtosis: -1.58
- Expected Daily: 2.25
- Expected Monthly: 59.62
- Expected Yearly: 27,250.02
- Kelly Criterion: 35.32
- Daily Value-at-Risk: -6.43
- Expected Shortfall (cVaR): -7.03
- Last Trade Date: 2025-02-12 17:00:00
- Max Consecutive Wins: 5
- Number Winning Trades 44
- Max Consecutive Losses: 6
- Number Losing Trades: 36
- Gain/Pain Ratio: -1.49
- Gain/Pain (1M): 2.69
- Payoff Ratio: 2.09
- Common Sense Ratio: 2.69
- Tail Ratio: 1.68
- Outlier Win Ratio: 0.00
- Outlier Loss Ratio: 0.00
- Recovery Factor: 0.00
- Ulcer Index: 0.10
- Serenity Index: 6.36
AI Trading Bot Quantitative Analyst
Performance Analysis
After evaluating the QuantStats report, several key performance metrics warrant discussion:
Metric | Value |
---|---|
Net Profit | 429.67% |
Annualized Return (CAGR %) | 39.76% |
Sharpe Ratio | 0.361 |
Profit Factor | 2.674 |
Maximum Drawdown | 27.88% |
Volatility (Annualized) | 100.34% |
Percent Profitable | 55.7% |
The strategy shows a commendable net profit of 429.67% and an annualized return of 39.76%. The Profit Factor of 2.674 indicates that profits are considerably higher than losses. However, the Sharpe Ratio of 0.361 is below the recommended threshold of 0.5, suggesting the returns are less consistent when adjusted for risk. Despite this, the maximum drawdown of 27.88% is within acceptable limits, indicating effective risk mitigation to some degree.
Strategy Viability
This strategy exhibits potential for real-world trading with adequate performance under past market conditions. The maximum drawdown is below 40%, which is positive, yet the Sharpe Ratio suggests that enhancing risk-adjusted performance is advisable. It is vital to recognize the specific market conditions which favor this strategy and assess their probability to persist in the future.
Risk Management
While the strategy demonstrates some effective risk management practices, as indicated by the maximum drawdown, there remains room for improvement:
- Reduce leverage to lower the drawdown more effectively, minimizing potential large losses.
- Implement more sophisticated stop-loss strategies to protect profits further.
- Consider position sizing based on volatility to balance risk and reward optimally.
Improvement Suggestions
To boost the strategy's robustness and performance, consider these recommendations:
- Conduct parameter optimization to achieve better risk-adjusted returns and improve consistency.
- Employ additional technical indicators for refining trade entries and exits.
- Perform extensive out-of-sample and in-depth stress testing to verify robustness across various market scenarios.
- Explore alternative risk management frameworks, such as dynamic VaR calculations, to adapt to changing market conditions.
Final Opinion
In conclusion, the strategy offers strong potential with significant net profit and controlled drawdown levels. However, the lower-than-ideal Sharpe Ratio indicates room for improvement in risk-adjusted returns. By tweaking operational parameters and implementing advanced risk management practices, the strategy's stability and profitability can be substantially enhanced.
Recommendation: Continue with further optimization and testing. Focus on refining risk management and exploring alternative parameters to bolster performance and ensure reliability under diverse 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 | 0.30% | 10.94% | -0.14% | 15.99% | 4.89% | 10.19% | 0.00% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | 0.00% | 0.00% | -0.44% | 19.74% | -0.49% | 21.28% | 7.86% | 0.00% | 23.15% | 6.64% | -4.43% | 26.82% |
2022 | 0.00% | 6.35% | 0.00% | -1.15% | -1.58% | -6.19% | 3.88% | 8.69% | 7.56% | 10.03% | -5.80% | -0.27% |
2021 | 0.00% | 0.00% | 0.00% | -4.50% | 0.00% | 0.00% | 0.69% | -3.27% | -1.05% | 6.50% | -2.55% | 15.53% |
2020 | 0.00% | -0.21% | -7.48% | -9.71% | 0.00% | 10.84% | -4.92% | -4.94% | 19.10% | 1.00% | 0.00% | 0.00% |
Live Trades Stats
BTC
Base Currency
10
Number of Trades
8.75%
Cumulative Returns
60%
Win Rate
2024-05-21
🟠 Incubation started
🛡️
7 Days
-5.79%
30 Days
2.06%
60 Days
1.03%
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 | 363,165.32 USD | 363.17 | 163,219.95 USD | 163.22 | 199,945.38 USD | 199.95 |
Gross Profit | 523,262.67 | 523.26 | 208,395.46 | 208.40 | 314,867.21 | 314.87 |
Gross Loss | 160,097.35 | 160.10 | 45,175.51 | 45.18 | 114,921.84 | 114.92 |
Max Run-up | 380,633.46 | 82.18 | ||||
Max Drawdown | 30,769.18 | 27.88 | ||||
Buy & Hold Return | 676,313.63 | 676.31 | ||||
Sharpe Ratio | 0.371 | |||||
Sortino Ratio | 1.203 | |||||
Profit Factor | 3.268 | 4.613 | 2.74 | |||
Max Contracts Held | 43 | 43 | 40 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 20,598.39 | 7,395.35 | 13,203.04 | |||
Total Closed Trades | 70 | 23 | 47 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 38 | 16 | 22 | |||
Number Losing Trades | 32 | 7 | 25 | |||
Percent Profitable | 54.29 | 69.57 | 46.81 | |||
Avg Trade | 5,188.08 | 0.80 | 7,096.52 | 1.80 | 4,254.16 | 0.31 |
Avg Winning Trade | 13,770.07 | 3.47 | 13,024.72 | 3.47 | 14,312.15 | 3.47 |
Avg Losing Trade | 5,003.04 | 2.37 | 6,453.64 | 2.01 | 4,596.87 | 2.48 |
Ratio Avg Win / Avg Loss | 2.752 | 2.018 | 3.113 | |||
Largest Winning Trade | 42,252.45 | 6.27 | 41,066.96 | 5.17 | 42,252.45 | 6.27 |
Largest Losing Trade | 23,831.86 | 4.08 | 15,092.08 | 2.70 | 23,831.86 | 4.08 |
Avg # Bars in Trades | 43 | 39 | 46 | |||
Avg # Bars in Winning Trades | 45 | 43 | 46 | |||
Avg # Bars in Losing Trades | 42 | 31 | 45 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 395,631.29 USD | 395.63 | 66,609.03 USD | 66.61 | 329,022.26 USD | 329.02 |
Gross Profit | 686,375.51 | 686.38 | 208,395.46 | 208.40 | 477,980.05 | 477.98 |
Gross Loss | 290,744.22 | 290.74 | 141,786.43 | 141.79 | 148,957.79 | 148.96 |
Max Run-up | 530,739.24 | 86.54 | ||||
Max Drawdown | 108,750.48 | 27.88 | ||||
Buy & Hold Return | 952,845.93 | 952.85 | ||||
Sharpe Ratio | 0.341 | |||||
Sortino Ratio | 0.976 | |||||
Profit Factor | 2.361 | 1.47 | 3.209 | |||
Max Contracts Held | 43 | 43 | 40 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 29,022.38 | 10,711.91 | 18,310.47 | |||
Total Closed Trades | 80 | 26 | 54 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 44 | 16 | 28 | |||
Number Losing Trades | 36 | 10 | 26 | |||
Percent Profitable | 55.00 | 61.54 | 51.85 | |||
Avg Trade | 4,945.39 | 0.84 | 2,561.89 | 1.33 | 6,093.00 | 0.61 |
Avg Winning Trade | 15,599.44 | 3.45 | 13,024.72 | 3.47 | 17,070.72 | 3.44 |
Avg Losing Trade | 8,076.23 | 2.35 | 14,178.64 | 2.11 | 5,729.15 | 2.44 |
Ratio Avg Win / Avg Loss | 1.932 | 0.919 | 2.98 | |||
Largest Winning Trade | 47,218.19 | 6.27 | 41,066.96 | 5.17 | 47,218.19 | 6.27 |
Largest Losing Trade | 39,504.45 | 4.08 | 39,504.45 | 2.70 | 34,035.96 | 4.08 |
Avg # Bars in Trades | 42 | 37 | 44 | |||
Avg # Bars in Winning Trades | 43 | 43 | 43 | |||
Avg # Bars in Losing Trades | 40 | 29 | 44 | |||
Margin Calls | 0 | 0 | 0 |
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