Heiken-Ashi T3 by @DaviddTech 🤖 [e1fbe78e]
🛡️ HAT3 ETHUSDT 1H 28.05
@reid
⌛30 minutes
⚪️ Deep Backtest
Last updated: 3 hours agoTrades per Day
Key Performance Metrics
- First Traded Date: 2020-11-02 00:30:00
- Sharpe Ratio: 0.77
- Sortino Ratio: 2.46
- Calmar: -5.72
- Longest DD Days: 68.00
- Volatility: 47.67
- Skew: -0.10
- Kurtosis: -1.14
- Expected Daily: 0.56
- Expected Monthly: 12.36
- Expected Yearly: 304.81
- Kelly Criterion: 17.94
- Daily Value-at-Risk: -3.89
- Expected Shortfall (cVaR): -4.11
- Last Trade Date: 2025-02-13 06:30:00
- Max Consecutive Wins: 8
- Number Winning Trades 370
- Max Consecutive Losses: 5
- Number Losing Trades: 270
- Gain/Pain Ratio: -5.72
- Gain/Pain (1M): 1.45
- Payoff Ratio: 1.06
- Common Sense Ratio: 1.45
- Tail Ratio: 1.07
- Outlier Win Ratio: 2.92
- Outlier Loss Ratio: 0.00
- Recovery Factor: 0.00
- Ulcer Index: 0.06
- Serenity Index: 316.58
AI Trading Bot Quantitative Analyst
Performance Analysis
Upon reviewing the provided QuantStats report, several performance metrics stand out that merit attention:
Metric | Value |
---|---|
Net Profit | 2717.18% |
CAGR (Annualized Return) | 118.37% |
Sharpe Ratio | 0.788 |
Sortino Ratio | 2.523 |
Profit Factor | 1.491 |
Maximum Drawdown | 22.53% |
Volatility (Annualized) | 47.64% |
Percent Profitable | 57.99% |
The strategy demonstrates a significant net profit of 2717.18% and a strong annualized return of 118.37%. A Sharpe ratio of 0.788 indicates good risk-adjusted returns in the context of crypto trading. The maximum drawdown of 22.53% is comfortably within acceptable limits, showing decent downside protection. A win rate of 57.99% corroborates the strategy's effectiveness over time.
Strategy Viability
Based on the data provided, this strategy exhibits promising results for real-world trading conditions, especially given its superior return metrics and manageable risk. The market environment seems favorable for this strategy, though continued monitoring is necessary to ensure profitability persists. The strategy seems robust across the evaluated timespan, outperforming typical passive investment benchmarks.
Risk Management
The strategy's solid risk management is evident from its maximum drawdown and controlled volatility. However, to further refine its approach, consider:
- Implementing position scaling to dynamically adjust to volatility, potentially enhancing returns while mitigating risk.
- Examining additional stop-loss or take-profit mechanisms for improved risk control.
- Developing diversification strategies to decrease potential risk exposure to individual assets.
Improvement Suggestions
To further enhance this strategy's performance, consider the following improvements:
- Refining parameter settings to maximize returns and minimize drawdowns, particularly under varying market conditions.
- Expanding the set of technical indicators used for decision-making to capture more trading scenarios.
- Conducting thorough out-of-sample testing and walk-forward analysis to ensure the strategy's robustness in different market phases.
- Explore lowering leverage as a method to decrease maximum drawdown without significantly impacting returns.
Final Opinion
In conclusion, this strategy presents strong potential with its high returns, reasonable drawdown levels, and good risk-adjusted metrics. With further optimization and testing, especially on its risk management and versatility in varying markets, this strategy could serve as a valuable component of a diversified trading portfolio.
Recommendation: Proceed with further optimization and testing of the strategy, focusing on robustness and improved risk management techniques to handle potential volatility effectively. The current framework holds promise, and with enhancements, could deliver even greater results in real-world deployment.
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 | 9.82% | 23.51% | 2.00% | 13.58% | 16.73% | -5.95% | 11.91% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | 0.23% | 20.44% | 15.07% | 5.49% | -1.97% | 10.86% | 2.94% | 14.26% | 0.48% | -1.05% | 6.89% | 13.04% |
2022 | 7.82% | 13.67% | 6.32% | 10.11% | 14.46% | 14.54% | 11.55% | 6.13% | 4.86% | 5.97% | 1.57% | 2.85% |
2021 | 3.86% | 6.60% | -5.63% | -3.31% | 3.47% | -0.75% | 20.99% | -14.46% | 20.25% | 3.85% | 11.32% | 3.94% |
2020 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 12.57% | -5.89% |
Live Trades Stats
ETH
Base Currency
120
Number of Trades
48.15%
Cumulative Returns
53.33%
Win Rate
2024-05-28
🟠 Incubation started
🛡️
7 Days
-2.13%
30 Days
34.6%
60 Days
14.94%
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 | 1,626,310.77 USD | 1,626.31 | 1,269,453.32 USD | 1,269.45 | 356,857.45 USD | 356.86 |
Gross Profit | 4,062,831.52 | 4,062.83 | 2,638,996.65 | 2,639.00 | 1,423,834.87 | 1,423.83 |
Gross Loss | 2,436,520.75 | 2,436.52 | 1,369,543.33 | 1,369.54 | 1,066,977.42 | 1,066.98 |
Max Run-up | 1,631,258.85 | 94.49 | ||||
Max Drawdown | 143,042.70 | 22.53 | ||||
Buy & Hold Return | 870,823.93 | 870.82 | ||||
Sharpe Ratio | 0.831 | |||||
Sortino Ratio | 2.551 | |||||
Profit Factor | 1.667 | 1.927 | 1.334 | |||
Max Contracts Held | 1,160 | 1,073 | 1,160 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 319,045.36 | 204,803.71 | 114,241.65 | |||
Total Closed Trades | 520 | 318 | 202 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 306 | 190 | 116 | |||
Number Losing Trades | 214 | 128 | 86 | |||
Percent Profitable | 58.85 | 59.75 | 57.43 | |||
Avg Trade | 3,127.52 | 0.34 | 3,991.99 | 0.35 | 1,766.62 | 0.33 |
Avg Winning Trade | 13,277.23 | 1.92 | 13,889.46 | 1.84 | 12,274.44 | 2.05 |
Avg Losing Trade | 11,385.61 | 1.92 | 10,699.56 | 1.87 | 12,406.71 | 1.99 |
Ratio Avg Win / Avg Loss | 1.166 | 1.298 | 0.989 | |||
Largest Winning Trade | 90,566.44 | 5.67 | 90,566.44 | 3.61 | 87,673.69 | 5.67 |
Largest Losing Trade | 55,311.43 | 3.39 | 55,311.43 | 3.39 | 52,807.94 | 3.35 |
Avg # Bars in Trades | 14 | 15 | 13 | |||
Avg # Bars in Winning Trades | 14 | 15 | 11 | |||
Avg # Bars in Losing Trades | 15 | 14 | 15 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 2,549,060.03 USD | 2,549.06 | 725,155.98 USD | 725.16 | 1,823,904.05 USD | 1,823.90 |
Gross Profit | 8,248,345.89 | 8,248.35 | 3,718,470.20 | 3,718.47 | 4,529,875.69 | 4,529.88 |
Gross Loss | 5,699,285.86 | 5,699.29 | 2,993,314.23 | 2,993.31 | 2,705,971.63 | 2,705.97 |
Max Run-up | 2,842,312.07 | 96.76 | ||||
Max Drawdown | 422,238.88 | 22.53 | ||||
Buy & Hold Return | 581,839.51 | 581.84 | ||||
Sharpe Ratio | 0.767 | |||||
Sortino Ratio | 2.461 | |||||
Profit Factor | 1.447 | 1.242 | 1.674 | |||
Max Contracts Held | 2,201 | 2,113 | 2,201 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 672,999.79 | 352,613.67 | 320,386.12 | |||
Total Closed Trades | 640 | 367 | 273 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 370 | 211 | 159 | |||
Number Losing Trades | 270 | 156 | 114 | |||
Percent Profitable | 57.81 | 57.49 | 58.24 | |||
Avg Trade | 3,982.91 | 0.30 | 1,975.90 | 0.26 | 6,680.97 | 0.35 |
Avg Winning Trade | 22,292.83 | 1.89 | 17,623.08 | 1.79 | 28,489.78 | 2.02 |
Avg Losing Trade | 21,108.47 | 1.89 | 19,187.91 | 1.82 | 23,736.59 | 1.98 |
Ratio Avg Win / Avg Loss | 1.056 | 0.918 | 1.2 | |||
Largest Winning Trade | 116,747.34 | 8.01 | 95,546.14 | 3.61 | 116,747.34 | 8.01 |
Largest Losing Trade | 106,543.80 | 3.39 | 94,990.43 | 3.39 | 106,543.80 | 3.35 |
Avg # Bars in Trades | 14 | 15 | 13 | |||
Avg # Bars in Winning Trades | 13 | 15 | 11 | |||
Avg # Bars in Losing Trades | 16 | 15 | 16 | |||
Margin Calls | 0 | 0 | 0 |
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