🚀 Trendhoo [v5] by @DaviddTech 🤖 [33d4b646]
🛡️ TRENDHOO RUNEUSDT 2H 04.06
@mpx1204
⌛2 hours
⚪️ Deep Backtest
Last updated: 3 hours agoTrades per Day
Key Performance Metrics
- First Traded Date: 2022-07-27 22:00:00
- Sharpe Ratio: 0.63
- Sortino Ratio: 1.57
- Calmar: -0.59
- Longest DD Days: 96.00
- Volatility: 5.96
- Skew: -1.75
- Kurtosis: 11.11
- Expected Daily: 0.02
- Expected Monthly: 0.49
- Expected Yearly: 6.03
- Kelly Criterion: 23.82
- Daily Value-at-Risk: -0.55
- Expected Shortfall (cVaR): -1.22
- Last Trade Date: 2025-02-02 04:00:00
- Max Consecutive Wins: 31
- Number Winning Trades 381
- Max Consecutive Losses: 5
- Number Losing Trades: 71
- Gain/Pain Ratio: -0.59
- Gain/Pain (1M): 1.39
- Payoff Ratio: 0.26
- Common Sense Ratio: 1.39
- Tail Ratio: 0.84
- Outlier Win Ratio: 9.20
- Outlier Loss Ratio: 2.72
- Recovery Factor: 0.00
- Ulcer Index: 0.02
- Serenity Index: 1.31
AI Trading Bot Quantitative Analyst
Performance Analysis
Upon reviewing the provided QuantStats report, several performance metrics stand out:
Metric | Strategy |
---|---|
Net Profit | 2142.08 |
Gross Profit | 9949.89 |
Gross Loss | 7807.81 |
Maximum Drawdown | -47.86% |
Sharpe Ratio | 0.631 |
Sortino Ratio | 1.574 |
Profit Factor | 1.274 |
Volatility | 5.96% |
CAGR | 4.12% |
Percent Profitable | 84.29% |
The strategy shows a strong performance with a good net profit and high profitability with 84.29% of trades being winners. The Sharpe ratio of 0.631 indicates that the strategy delivers good risk-adjusted returns, surpassing the 0.5 benchmark for crypto. The drawdown, however, is relatively high at 47.86%, above the desirable 40%, which indicates room for improvement in risk management.
Strategy Viability
The strategy’s data suggests it is viable for real-world trading, especially given the high percentage of profitable trades. It seems to perform well in high-volatility environments, which are common in cryptocurrency markets. Comparing to industry benchmarks, the strategy’s risk-adjusted returns and profitability percentage reflect potential for success, but the high drawdown remains a concern.
Risk Management
Effective risk management is crucial for this strategy. While the lack of margin calls and the gain/pain ratio of 1.39 are positive signs, the significant drawdown suggests opportunities to manage risk more effectively:
- Consider reducing leverage to decrease maximum drawdown and lower potential losses.
- Implement stop-loss orders to limit drawdowns.
- Explore dynamic hedging techniques to balance exposure during adverse market conditions.
Improvement Suggestions
To enhance the strategy’s performance and robustness, the following recommendations should be considered:
- Optimize trade position sizing to balance risk and return better.
- Add diversification to the trading portfolio to reduce unsystematic risk.
- Investigate additional technical indicators that can signal reliable entry and exit points, potentially boosting profitability while mitigating risks.
- Run comprehensive stress tests that consider extreme market conditions.
Final Opinion
In summary, this strategy is quite promising due to its high profitability and decent risk-adjusted returns, with a Sharpe ratio above 0.63. However, the high maximum drawdown presents a challenge that needs addressing to ensure long-term success.
Recommendation: Proceed with the strategy but prioritize improving risk management. Implement suggested optimizations and conduct further testing to validate the strategy’s robustness across different market environments. Reducing leverage could significantly mitigate the high drawdown risk, ensuring a more stable performance path.
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 | 26.60% | -11.65% | 13.89% | 45.46% | 4.18% | 20.14% | -9.64% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | 26.84% | -10.42% | 14.50% | 0.04% | 26.69% | 28.18% | -0.01% | 40.06% | 4.37% | 28.74% | 18.76% | 13.62% |
2022 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 6.82% | 10.47% | 28.99% | 5.61% | 24.11% | -0.24% |
Live Trades Stats
RUNE
Base Currency
131
Number of Trades
3.79%
Cumulative Returns
75.57%
Win Rate
2024-06-04
🟠 Incubation started
🛡️
7 Days
-9.57%
30 Days
44.38%
60 Days
-18.22%
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 | 12,545.85 USD | 2,509.17 | 2,490.37 USD | 498.07 | 10,055.48 USD | 2,011.10 |
Gross Profit | 20,351.78 | 4,070.36 | 8,978.48 | 1,795.70 | 11,373.30 | 2,274.66 |
Gross Loss | 7,805.93 | 1,561.19 | 6,488.11 | 1,297.62 | 1,317.82 | 263.56 |
Max Run-up | 14,655.56 | 96.70 | ||||
Max Drawdown | 2,435.05 | 28.59 | ||||
Buy & Hold Return | 713.68 | 142.74 | ||||
Sharpe Ratio | 0.916 | |||||
Sortino Ratio | 4.6 | |||||
Profit Factor | 2.607 | 1.384 | 8.63 | |||
Max Contracts Held | 4,177 | 4,155 | 4,177 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 597.50 | 474.85 | 122.64 | |||
Total Closed Trades | 324 | 249 | 75 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 285 | 223 | 62 | |||
Number Losing Trades | 39 | 26 | 13 | |||
Percent Profitable | 87.96 | 89.56 | 82.67 | |||
Avg Trade | 38.72 | 2.77 | 10.00 | 1.42 | 134.07 | 7.24 |
Avg Winning Trade | 71.41 | 3.64 | 40.26 | 1.94 | 183.44 | 9.72 |
Avg Losing Trade | 200.15 | 3.55 | 249.54 | 3.05 | 101.37 | 4.55 |
Ratio Avg Win / Avg Loss | 0.357 | 0.161 | 1.81 | |||
Largest Winning Trade | 1,361.24 | 23.68 | 224.41 | 10.04 | 1,361.24 | 23.68 |
Largest Losing Trade | 1,533.32 | 8.16 | 1,533.32 | 8.01 | 275.27 | 8.16 |
Avg # Bars in Trades | 15 | 4 | 51 | |||
Avg # Bars in Winning Trades | 14 | 3 | 54 | |||
Avg # Bars in Losing Trades | 17 | 8 | 34 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 10,710.40 USD | 2,142.08 | 3,087.38 USD | 617.48 | 7,623.02 USD | 1,524.60 |
Gross Profit | 49,749.46 | 9,949.89 | 18,106.27 | 3,621.25 | 31,643.19 | 6,328.64 |
Gross Loss | 39,039.06 | 7,807.81 | 15,018.89 | 3,003.78 | 24,020.16 | 4,804.03 |
Max Run-up | 19,044.79 | 97.44 | ||||
Max Drawdown | 8,410.04 | 47.86 | ||||
Buy & Hold Return | −219.27 | −43.85 | ||||
Sharpe Ratio | 0.631 | |||||
Sortino Ratio | 1.574 | |||||
Profit Factor | 1.274 | 1.206 | 1.317 | |||
Max Contracts Held | 15,038 | 6,937 | 15,038 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 1,569.06 | 1,042.72 | 526.34 | |||
Total Closed Trades | 452 | 330 | 122 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 381 | 291 | 90 | |||
Number Losing Trades | 71 | 39 | 32 | |||
Percent Profitable | 84.29 | 88.18 | 73.77 | |||
Avg Trade | 23.70 | 2.77 | 9.36 | 1.35 | 62.48 | 6.61 |
Avg Winning Trade | 130.58 | 4.10 | 62.22 | 1.96 | 351.59 | 11.02 |
Avg Losing Trade | 549.85 | 4.37 | 385.10 | 3.20 | 750.63 | 5.79 |
Ratio Avg Win / Avg Loss | 0.237 | 0.162 | 0.468 | |||
Largest Winning Trade | 1,787.21 | 23.68 | 463.98 | 10.04 | 1,787.21 | 23.68 |
Largest Losing Trade | 2,584.27 | 16.18 | 2,584.27 | 8.01 | 2,524.20 | 16.18 |
Avg # Bars in Trades | 13 | 4 | 39 | |||
Avg # Bars in Winning Trades | 13 | 3 | 45 | |||
Avg # Bars in Losing Trades | 13 | 7 | 21 | |||
Margin Calls | 0 | 0 | 0 |
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