🚀 Precision Trend Mastery by @DaviddTech 🤖 [1c1636be]
🛡️ PRECISION TREND NEAR 1H
@Gentle_sir
⌛1 hour
⚪️ Deep Backtest
Last updated: 1 hour agoTrades per Day
Key Performance Metrics
- First Traded Date: 2021-10-19 20:00:00
- Sharpe Ratio: 0.49
- Sortino Ratio: 1.07
- Calmar: -2.60
- Longest DD Days: 56.00
- Volatility: 98.41
- Skew: -0.08
- Kurtosis: -1.11
- Expected Daily: 1.07
- Expected Monthly: 24.92
- Expected Yearly: 1,344.45
- Kelly Criterion: 14.85
- Daily Value-at-Risk: -8.72
- Expected Shortfall (cVaR): -9.95
- Last Trade Date: 2025-02-10 21:00:00
- Max Consecutive Wins: 7
- Number Winning Trades 153
- Max Consecutive Losses: 7
- Number Losing Trades: 121
- Gain/Pain Ratio: -2.60
- Gain/Pain (1M): 1.36
- Payoff Ratio: 1.08
- Common Sense Ratio: 1.36
- Tail Ratio: 1.16
- Outlier Win Ratio: 2.22
- Outlier Loss Ratio: 0.00
- Recovery Factor: 0.00
- Ulcer Index: 0.15
- Serenity Index: 29.24
AI Trading Bot Quantitative Analyst
Performance Analysis
Upon reviewing the provided QuantStats report, several performance metrics stand out that merit attention:
Metric | Strategy |
---|---|
Cumulative Annual Growth Rate (CAGR) | 112.05% |
Sharpe Ratio | 0.503 |
Profit Factor | 1.378 |
Maximum Drawdown | -42.04% |
Volatility (Annualized) | 98.11% |
Percent Profitable | 56.04% |
The strategy shows a strong annual growth of 112.05% which is impressive in the volatile crypto markets. The Sharpe Ratio of 0.503 meets the benchmark for crypto, indicating decent risk-adjusted performance. However, the maximum drawdown slightly exceeds the preferable threshold of 40%, suggesting potential room for improvement in managing losses. The profit factor of 1.378 is positive, indicating that profitable trades are moderately outweighing losing trades.
Strategy Viability
Based on the data provided, the strategy exhibits potential for real-world trading, particularly in volatile market conditions typically seen in crypto. The strong CAGR and satisfactory Sharpe Ratio are encouraging, yet the maximum drawdown slightly over the ideal level urges caution. It is important to verify if such market conditions align with the strategy's assumptions and will continue to persist.
Risk Management
The strategy utilizes a balance of risk management techniques, evidenced by no margin calls and reasonable volatility management. However, there is an opportunity to enhance its risk controls as follows:
- Consider reducing leverage to bring the maximum drawdown to more acceptable levels.
- Implement tighter stop-loss measures to protect against unexpected market downturns.
- Explore dynamic position sizing to better align with market conditions and volatility.
Improvement Suggestions
To further bolster the strategy's performance and resilience across diverse market scenarios, consider the following enhancements:
- Optimize existing strategy parameters to maximize returns while minimizing drawdowns.
- Incorporate additional technical or sentiment indicators for improved trade timing.
- Engage in out-of-sample testing to validate strategy robustness under various conditions.
- Apply advanced risk management techniques, such as stress tests or Value-at-Risk (VaR) adjustments.
Final Opinion
In summary, the strategy reflects a balanced approach with a good performance history, demonstrating substantial returns and adequate risk measures, particularly in the context of crypto volatility. While the maximum drawdown could be a concern, it remains manageable with strategic leverage modifications and enhanced risk methodologies.
Recommendation: Continue developing the strategy with recommended improvements and further backtesting. Employ advanced risk management adjustments to ensure long-term sustainability and robustness amid the inherent volatility of cryptocurrency markets.
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 | 24.10% | 29.55% | 1.27% | 10.28% | -21.10% | -18.39% | 18.97% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | 27.34% | 3.70% | 13.13% | -6.67% | 6.40% | 31.43% | -4.59% | -30.03% | 4.42% | 5.52% | 2.60% | 27.40% |
2022 | 2.16% | 14.19% | 20.73% | 4.14% | 6.67% | 24.25% | 4.98% | -2.36% | -0.90% | 6.16% | 8.12% | -0.15% |
2021 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 6.87% | 3.34% | 19.17% |
Live Trades Stats
NEAR
Base Currency
70
Number of Trades
39.96%
Cumulative Returns
47.14%
Win Rate
2024-04-01
🟠 Incubation started
🛡️
7 Days
4.54%
30 Days
36.46%
60 Days
24.19%
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 | 747,394.86 USD | 747.39 | 757,452.67 USD | 757.45 | −10,057.81 USD | −10.06 |
Gross Profit | 2,191,039.27 | 2,191.04 | 1,453,424.15 | 1,453.42 | 737,615.12 | 737.62 |
Gross Loss | 1,443,644.41 | 1,443.64 | 695,971.48 | 695.97 | 747,672.93 | 747.67 |
Max Run-up | 750,974.35 | 88.57 | ||||
Max Drawdown | 220,654.34 | 40.41 | ||||
Buy & Hold Return | −7,145.57 | −7.15 | ||||
Sharpe Ratio | 0.609 | |||||
Sortino Ratio | 1.57 | |||||
Profit Factor | 1.518 | 2.088 | 0.987 | |||
Max Contracts Held | 592,700 | 546,685 | 592,700 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 60,781.82 | 35,437.61 | 25,344.21 | |||
Total Closed Trades | 204 | 111 | 93 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 120 | 70 | 50 | |||
Number Losing Trades | 84 | 41 | 43 | |||
Percent Profitable | 58.82 | 63.06 | 53.76 | |||
Avg Trade | 3,663.70 | 1.03 | 6,823.90 | 1.57 | −108.15 | 0.39 |
Avg Winning Trade | 18,258.66 | 4.96 | 20,763.20 | 5.17 | 14,752.30 | 4.68 |
Avg Losing Trade | 17,186.24 | 4.58 | 16,974.91 | 4.56 | 17,387.74 | 4.60 |
Ratio Avg Win / Avg Loss | 1.062 | 1.223 | 0.848 | |||
Largest Winning Trade | 71,506.92 | 10.00 | 71,506.92 | 8.14 | 61,815.79 | 10.00 |
Largest Losing Trade | 58,102.80 | 7.64 | 40,857.89 | 7.64 | 58,102.80 | 7.40 |
Avg # Bars in Trades | 23 | 22 | 25 | |||
Avg # Bars in Winning Trades | 23 | 22 | 25 | |||
Avg # Bars in Losing Trades | 23 | 23 | 24 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 998,106.90 USD | 998.11 | 769,644.27 USD | 769.64 | 228,462.63 USD | 228.46 |
Gross Profit | 4,037,620.98 | 4,037.62 | 2,025,994.34 | 2,025.99 | 2,011,626.63 | 2,011.63 |
Gross Loss | 3,039,514.07 | 3,039.51 | 1,256,350.07 | 1,256.35 | 1,783,164.00 | 1,783.16 |
Max Run-up | 1,149,924.35 | 92.23 | ||||
Max Drawdown | 409,627.67 | 42.04 | ||||
Buy & Hold Return | −57,480.71 | −57.48 | ||||
Sharpe Ratio | 0.488 | |||||
Sortino Ratio | 1.07 | |||||
Profit Factor | 1.328 | 1.613 | 1.128 | |||
Max Contracts Held | 592,700 | 546,685 | 592,700 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 112,967.84 | 53,730.82 | 59,237.01 | |||
Total Closed Trades | 274 | 137 | 137 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 153 | 80 | 73 | |||
Number Losing Trades | 121 | 57 | 64 | |||
Percent Profitable | 55.84 | 58.39 | 53.28 | |||
Avg Trade | 3,642.73 | 0.78 | 5,617.84 | 1.16 | 1,667.61 | 0.41 |
Avg Winning Trade | 26,389.68 | 5.06 | 25,324.93 | 5.20 | 27,556.53 | 4.91 |
Avg Losing Trade | 25,119.95 | 4.63 | 22,041.23 | 4.53 | 27,861.94 | 4.72 |
Ratio Avg Win / Avg Loss | 1.051 | 1.149 | 0.989 | |||
Largest Winning Trade | 128,355.88 | 10.00 | 93,871.88 | 8.15 | 128,355.88 | 10.00 |
Largest Losing Trade | 108,922.56 | 7.64 | 65,915.12 | 7.64 | 108,922.56 | 7.40 |
Avg # Bars in Trades | 22 | 22 | 22 | |||
Avg # Bars in Winning Trades | 22 | 20 | 23 | |||
Avg # Bars in Losing Trades | 22 | 24 | 21 | |||
Margin Calls | 0 | 0 | 0 |
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