CoralChannels by @DaviddTech 🤖 [e3659ba3]
🛡️ CORALCHANNELS BTCUSDT 1H 23.4
@marcob
⌛1 hour
⚪️ Deep Backtest
Last updated: 20 minutes agoTrades per Day
Key Performance Metrics
- First Traded Date: 2020-04-03 03:00:00
- Sharpe Ratio: 0.19
- Sortino Ratio: 0.34
- Calmar: -0.46
- Longest DD Days: 56.00
- Volatility: 86.97
- Skew: -0.10
- Kurtosis: -1.03
- Expected Daily: 0.47
- Expected Monthly: 10.34
- Expected Yearly: 225.56
- Kelly Criterion: 4.26
- Daily Value-at-Risk: -8.24
- Expected Shortfall (cVaR): -8.60
- Last Trade Date: 2025-02-12 12:00:00
- Max Consecutive Wins: 13
- Number Winning Trades 171
- Max Consecutive Losses: 5
- Number Losing Trades: 148
- Gain/Pain Ratio: -0.46
- Gain/Pain (1M): 1.09
- Payoff Ratio: 0.94
- Common Sense Ratio: 1.09
- Tail Ratio: 0.89
- Outlier Win Ratio: 3.20
- Outlier Loss Ratio: 2.46
- Recovery Factor: 0.00
- Ulcer Index: 0.21
- Serenity Index: 1.15
AI Trading Bot Quantitative Analyst
Performance Analysis
Upon reviewing the provided QuantStats report, several metrics highlight the strategy's performance:
Metric | Value |
---|---|
Net Profit | 246.01% |
Annualized Return (CAGR %) | 29.14% |
Sharpe Ratio | 0.214 |
Profit Factor | 1.115 |
Maximum Drawdown | 50.39% |
Volatility (Annualized) | 86.54% |
Percent Profitable | 53.94% |
While the strategy demonstrates a healthy net profit and reasonable annualized returns, the Sharpe Ratio of 0.214 signals a below-par risk-adjusted return. The maximum drawdown of 50.39% exceeds the acceptable threshold, indicating potential risk concerns that merit attention.
Strategy Viability
The strategy's viability is somewhat challenged by its risk-adjusted metrics. Although it has a reasonable win rate of 53.94%, the calculated Sharpe Ratio and maximum drawdown suggest that the strategy might not consistently yield returns commensurate with its risk level. It is essential to assess whether the favorable market conditions influencing the strategy's current performance will persist.
Risk Management
Effective risk management is currently lacking, as highlighted by the high drawdown and volatility. Suggested improvements include:
- Reducing leverage to decrease the maximum drawdown and align with safer risk thresholds.
- Implementing stricter stop-loss mechanisms to mitigate large losses.
- Diversifying asset exposure to handle systematic risk more effectively.
Improvement Suggestions
To bolster the strategy's performance, consider:
- Optimizing trading parameters to enhance profitability without elevating risk.
- Incorporating additional indicators to refine entry and exit strategies.
- Conducting out-of-sample testing to validate robustness under diverse market conditions.
- Enhancing risk frameworks using sophisticated techniques like Value-at-Risk (VaR) analysis.
Final Opinion
In summary, the strategy offers promising returns but falls short on risk-adjusted performance. The challenges around volatility and drawdown need addressing to ensure sustainability and robustness in various market environments.
Recommendation: It is advisable to refine and test the strategy further before full-scale deployment. Target enhancements in risk management and strategy optimization to overcome current limitations and adapt to potential volatile market shifts.
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 | 5.66% | 13.09% | -9.37% | 11.24% | -23.45% | -2.52% | -6.82% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | -7.94% | 5.32% | -7.26% | 14.26% | 13.95% | -6.05% | 2.60% | 18.05% | 13.53% | -1.36% | 21.08% | -19.31% |
2022 | -4.61% | 41.41% | 24.69% | 5.21% | 4.83% | 7.30% | 6.42% | 10.23% | -6.69% | 4.52% | 30.12% | -3.58% |
2021 | 3.12% | 10.87% | 9.87% | -14.09% | 20.84% | 1.08% | 16.98% | 6.11% | -14.83% | -20.25% | -4.66% | 12.17% |
2020 | 0.00% | 0.00% | 0.00% | 4.30% | 4.25% | 6.37% | 6.40% | -20.87% | 0.00% | -2.80% | -1.14% | 15.01% |
Live Trades Stats
BTC
Base Currency
48
Number of Trades
-70.96%
Cumulative Returns
41.67%
Win Rate
2024-04-23
🟠 Incubation started
🛡️
7 Days
-23.96%
30 Days
-73.14%
60 Days
-28.03%
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 | 553,274.39 USD | 553.27 | 475,535.47 USD | 475.54 | 77,738.92 USD | 77.74 |
Gross Profit | 1,948,443.41 | 1,948.44 | 1,100,798.00 | 1,100.80 | 847,645.41 | 847.65 |
Gross Loss | 1,395,169.01 | 1,395.17 | 625,262.53 | 625.26 | 769,906.48 | 769.91 |
Max Run-up | 625,219.47 | 87.16 | ||||
Max Drawdown | 170,948.12 | 41.39 | ||||
Buy & Hold Return | 877,657.30 | 877.66 | ||||
Sharpe Ratio | 0.343 | |||||
Sortino Ratio | 0.722 | |||||
Profit Factor | 1.397 | 1.761 | 1.101 | |||
Max Contracts Held | 97 | 90 | 97 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 150,186.23 | 72,643.14 | 77,543.09 | |||
Total Closed Trades | 271 | 121 | 150 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 151 | 69 | 82 | |||
Number Losing Trades | 120 | 52 | 68 | |||
Percent Profitable | 55.72 | 57.02 | 54.67 | |||
Avg Trade | 2,041.60 | 0.24 | 3,930.05 | 0.33 | 518.26 | 0.16 |
Avg Winning Trade | 12,903.60 | 1.80 | 15,953.59 | 1.95 | 10,337.14 | 1.68 |
Avg Losing Trade | 11,626.41 | 1.73 | 12,024.28 | 1.81 | 11,322.15 | 1.68 |
Ratio Avg Win / Avg Loss | 1.11 | 1.327 | 0.913 | |||
Largest Winning Trade | 59,098.12 | 5.78 | 59,098.12 | 5.78 | 37,750.88 | 4.41 |
Largest Losing Trade | 57,280.72 | 3.46 | 57,280.72 | 2.18 | 42,431.51 | 3.46 |
Avg # Bars in Trades | 14 | 15 | 13 | |||
Avg # Bars in Winning Trades | 13 | 13 | 14 | |||
Avg # Bars in Losing Trades | 14 | 17 | 12 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 191,627.52 USD | 191.63 | 296,997.23 USD | 297.00 | −105,369.71 USD | −105.37 |
Gross Profit | 2,379,512.29 | 2,379.51 | 1,273,614.21 | 1,273.61 | 1,105,898.08 | 1,105.90 |
Gross Loss | 2,187,884.77 | 2,187.88 | 976,616.98 | 976.62 | 1,211,267.79 | 1,211.27 |
Max Run-up | 625,219.47 | 87.16 | ||||
Max Drawdown | 395,576.39 | 57.56 | ||||
Buy & Hold Return | 1,318,098.23 | 1,318.10 | ||||
Sharpe Ratio | 0.187 | |||||
Sortino Ratio | 0.336 | |||||
Profit Factor | 1.088 | 1.304 | 0.913 | |||
Max Contracts Held | 97 | 90 | 97 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 200,460.43 | 93,629.41 | 106,831.01 | |||
Total Closed Trades | 319 | 142 | 177 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 171 | 77 | 94 | |||
Number Losing Trades | 148 | 65 | 83 | |||
Percent Profitable | 53.61 | 54.23 | 53.11 | |||
Avg Trade | 600.71 | 0.13 | 2,091.53 | 0.21 | −595.31 | 0.07 |
Avg Winning Trade | 13,915.28 | 1.80 | 16,540.44 | 1.94 | 11,764.87 | 1.68 |
Avg Losing Trade | 14,783.01 | 1.79 | 15,024.88 | 1.84 | 14,593.59 | 1.75 |
Ratio Avg Win / Avg Loss | 0.941 | 1.101 | 0.806 | |||
Largest Winning Trade | 59,098.12 | 5.78 | 59,098.12 | 5.78 | 39,333.31 | 4.41 |
Largest Losing Trade | 57,280.72 | 3.77 | 57,280.72 | 2.18 | 52,681.82 | 3.77 |
Avg # Bars in Trades | 14 | 15 | 13 | |||
Avg # Bars in Winning Trades | 13 | 12 | 13 | |||
Avg # Bars in Losing Trades | 15 | 19 | 12 | |||
Margin Calls | 0 | 0 | 0 |
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