Performance Analysis

Upon reviewing the provided QuantStats report, the strategy's performance displays several noteworthy metrics, all requiring close evaluation:

The strategy presents solid cumulative returns of 2209.63% and a robust annualized return of 141.09%. The Sharpe ratio of 0.55 indicates acceptable risk-adjusted performance, aligning well with the benchmark for crypto strategies. With a maximum drawdown of 38.32%, the strategy stays under the threshold of concern, but there remains potential for improvement to buffer against severe market downturns. Volatility is notably high at 94.53%, suggesting significant fluctuations in returns.

Strategy Viability

Considering the reported data, this strategy shows potential for success in real-world trading environments. It performs competitively when compared to standard crypto benchmarks, offering attractive returns. The crucial point is identifying exact conditions where it thrives and evaluating if these market conditions are likely to persist. The drawdown being under 40% while utilizing high leverage is commendable, yet managing this aspect further could enhance robustness.

Risk Management

Risk management within the strategy demonstrates a measured approach to handling potential losses as indicated by the drawdown metrics and lack of margin calls. However, the elevated volatility highlights room for enhanced techniques, such as:

• Adjusting leverage to minimize drawdown risks and improve resilience to market turbulence.
• Implementing stricter stop-loss orders to shield gains and curtail excessive risk-taking.
• Diversifying trading pairs to mitigate single-market risks, offering more balanced risk exposure.

Improvement Suggestions

To further bolster the strategy's performance and durability, consider these recommendations:

• Optimize leverage usage in order to keep drawdowns low, which could include simulations or back-testing scenarios with varied leverage.
• Expand the range of technical indicators for improved decision-making regarding trade entries and exits.
• Perform extensive out-of-sample and forward-testing to verify the strategy's efficiency across diverse circumstances.
• Refine the risk management setup to incorporate advanced strategies like conditional Value-at-Risk (VaR) calculations and stress testing against extreme market conditions.

Final Opinion

In summary, the strategy exhibits promising results characterized by high returns and satisfactory risk-adjusted measures like the Sharpe ratio. Its ability to keep drawdowns below 40% under high leverage is a notable strength, though high volatility warrants attention. Optimizing leverage use and enhancing risk management could improve its resilience significantly.

Recommendation: Continue with further refinement and testing. Implement the outlined improvements to scale robustness and adapt the risk management framework for handling volatility more efficiently. The strategy holds a positive outlook if optimizations are carried out effectively.