🚀 The Insider Strategy by @DaviddTech 🤖 [52d080a3]
🛡️ INSIDERSTRATEGY ETHUSDT 15M
@traveler
⌛15 minutes
⚪️ Deep Backtest
Last updated: 9 minutes agoTrades per Day
Key Performance Metrics
- First Traded Date: 2020-11-10 09:15:00
- Sharpe Ratio: 0.19
- Sortino Ratio: 0.33
- Calmar: -0.35
- Longest DD Days: 228.00
- Volatility: 81.45
- Skew: 0.27
- Kurtosis: -0.41
- Expected Daily: 0.43
- Expected Monthly: 9.39
- Expected Yearly: 193.69
- Kelly Criterion: 8.80
- Daily Value-at-Risk: -7.06
- Expected Shortfall (cVaR): -8.72
- Last Trade Date: 2025-02-11 06:00:00
- Max Consecutive Wins: 6
- Number Winning Trades 177
- Max Consecutive Losses: 7
- Number Losing Trades: 170
- Gain/Pain Ratio: -0.35
- Gain/Pain (1M): 1.21
- Payoff Ratio: 1.16
- Common Sense Ratio: 1.21
- Tail Ratio: 1.45
- Outlier Win Ratio: 2.51
- Outlier Loss Ratio: 2.69
- Recovery Factor: 0.00
- Ulcer Index: 0.42
- Serenity Index: 0.71
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 | 170.3% |
Annualized Return (CAGR %) | 26.31% |
Sharpe Ratio | 0.194 |
Profit Factor | 1.205 |
Maximum Drawdown | -75.79% |
Volatility (Annualized) | 81.45% |
The strategy delivers a decent cumulative return of 170.3% with an annualized return of 26.31%. However, the Sharpe Ratio of 0.194 is below the desirable level of 0.5, suggesting less efficient risk-adjusted returns. The Profit Factor of 1.205 is adequate, indicating more gains than losses per dollar, but the Maximum Drawdown of 75.79% is considerably high, signaling a need for robust risk management practices.
Strategy Viability
Based on the data provided, while the strategy showcases the ability to generate returns, its viability for real-world trading is questionable due to the high drawdowns and low Sharpe Ratio. These results highlight potential vulnerabilities, which could be detrimental under volatile market conditions. Its performance compared to industry benchmarks suggests a need for risk and return optimization to improve its long-term viability.
Risk Management
The strategy's current risk management approach needs refinement. The high maximum drawdown indicates that leverage and position sizing could be contributing to excessive risk. It is crucial to:
- Reduce leverage to limit drawdowns.
- Enhance position sizing strategies to balance returns and risks.
- Implement more rigorous stop-loss mechanisms to limit exposure to large losses.
Improvement Suggestions
To enhance the strategy's performance and robustness, consider the following recommendations:
- Optimize strategy parameters to lower drawdowns and improve risk-adjusted returns.
- Incorporate more diverse technical indicators to refine entry and exit points.
- Undertake forward-testing with varied market conditions to assess the strategy's resilience.
- Revise the risk management framework, possibly integrating Value-at-Risk (VaR) methodologies.
Final Opinion
In summary, while the strategy shows potential for generating returns, it is presently plagued by high volatility and substantial drawdowns. These factors indicate a need for comprehensive optimization and stress testing to enhance its risk management and performance metrics.
Recommendation: Prioritize extensive testing and the integration of suggested improvements. A focused revision on the risk management framework and trading parameters is essential to enhance the strategy’s robustness and potential for sustainable real-world application.
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 | -1.22% | 4.08% | 14.98% | -25.51% | 19.73% | -9.58% | -14.14% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | 19.65% | 17.48% | 19.06% | 15.11% | 3.71% | 23.50% | 6.31% | 11.51% | 8.31% | 15.19% | 20.42% | 10.11% |
2022 | -2.99% | -15.89% | -6.93% | -13.92% | 8.11% | 5.37% | 16.68% | 23.69% | -8.43% | -9.92% | -18.72% | -10.61% |
2021 | 11.11% | 22.78% | -12.06% | -7.91% | 11.24% | -9.41% | -26.83% | -12.90% | -7.21% | -13.15% | -5.99% | 6.75% |
2020 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -1.88% | 8.15% |
Live Trades Stats
ETH
Base Currency
87
Number of Trades
54.44%
Cumulative Returns
48.28%
Win Rate
2024-01-17
🟠 Incubation started
🛡️
7 Days
19.5%
30 Days
18.04%
60 Days
14.28%
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 | 83,831.30 USD | 83.83 | 16,065.57 USD | 16.07 | 67,765.73 USD | 67.77 |
Gross Profit | 489,592.49 | 489.59 | 219,650.61 | 219.65 | 269,941.88 | 269.94 |
Gross Loss | 405,761.18 | 405.76 | 203,585.04 | 203.59 | 202,176.15 | 202.18 |
Max Run-up | 170,542.96 | 81.27 | ||||
Max Drawdown | 116,678.69 | 75.79 | ||||
Buy & Hold Return | 482,204.08 | 482.20 | ||||
Sharpe Ratio | 0.171 | |||||
Sortino Ratio | 0.284 | |||||
Profit Factor | 1.207 | 1.079 | 1.335 | |||
Max Contracts Held | 659 | 623 | 659 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 62,600.50 | 28,570.30 | 34,030.19 | |||
Total Closed Trades | 260 | 127 | 133 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 135 | 64 | 71 | |||
Number Losing Trades | 125 | 63 | 62 | |||
Percent Profitable | 51.92 | 50.39 | 53.38 | |||
Avg Trade | 322.43 | 0.10 | 126.50 | 0.14 | 509.52 | 0.06 |
Avg Winning Trade | 3,626.61 | 1.36 | 3,432.04 | 1.42 | 3,802.00 | 1.30 |
Avg Losing Trade | 3,246.09 | 1.27 | 3,231.51 | 1.17 | 3,260.91 | 1.36 |
Ratio Avg Win / Avg Loss | 1.117 | 1.062 | 1.166 | |||
Largest Winning Trade | 18,573.41 | 4.87 | 16,726.05 | 4.87 | 18,573.41 | 4.08 |
Largest Losing Trade | 12,926.31 | 3.57 | 12,926.31 | 2.47 | 12,723.95 | 3.57 |
Avg # Bars in Trades | 20 | 21 | 20 | |||
Avg # Bars in Winning Trades | 18 | 20 | 16 | |||
Avg # Bars in Losing Trades | 23 | 21 | 24 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 170,297.53 USD | 170.30 | 17,302.66 USD | 17.30 | 152,994.87 USD | 152.99 |
Gross Profit | 1,001,825.11 | 1,001.83 | 464,369.87 | 464.37 | 537,455.24 | 537.46 |
Gross Loss | 831,527.58 | 831.53 | 447,067.21 | 447.07 | 384,460.37 | 384.46 |
Max Run-up | 248,701.82 | 86.35 | ||||
Max Drawdown | 116,678.69 | 75.79 | ||||
Buy & Hold Return | 500,754.94 | 500.75 | ||||
Sharpe Ratio | 0.194 | |||||
Sortino Ratio | 0.333 | |||||
Profit Factor | 1.205 | 1.039 | 1.398 | |||
Max Contracts Held | 696 | 696 | 659 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 121,486.45 | 59,746.90 | 61,739.56 | |||
Total Closed Trades | 347 | 171 | 176 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 177 | 85 | 92 | |||
Number Losing Trades | 170 | 86 | 84 | |||
Percent Profitable | 51.01 | 49.71 | 52.27 | |||
Avg Trade | 490.77 | 0.09 | 101.19 | 0.10 | 869.29 | 0.09 |
Avg Winning Trade | 5,660.03 | 1.35 | 5,463.17 | 1.39 | 5,841.90 | 1.32 |
Avg Losing Trade | 4,891.34 | 1.22 | 5,198.46 | 1.18 | 4,576.91 | 1.26 |
Ratio Avg Win / Avg Loss | 1.157 | 1.051 | 1.276 | |||
Largest Winning Trade | 29,384.60 | 4.87 | 29,384.60 | 4.87 | 26,031.01 | 4.08 |
Largest Losing Trade | 23,149.13 | 3.57 | 23,149.13 | 2.84 | 22,358.11 | 3.57 |
Avg # Bars in Trades | 21 | 22 | 20 | |||
Avg # Bars in Winning Trades | 18 | 20 | 16 | |||
Avg # Bars in Losing Trades | 24 | 24 | 24 | |||
Margin Calls | 0 | 0 | 0 |
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