Squeeze Momentum [v5] by @DavidTech 🧠 by @DaviddTech 🤖 [b693565a]
🛡️ ALTUSDT SQUEEZEMOMENTUMV5 45M 22.10.2024
@reid
⌛45 minutes
⚪️ Deep Backtest
Last updated: 1 hour agoTrades per Day
Key Performance Metrics
- First Traded Date: 2024-02-05 22:45:00
- Sharpe Ratio: 1.18
- Sortino Ratio: 5.52
- Calmar: -31.94
- Longest DD Days: 4.00
- Volatility: 112.13
- Skew: -0.59
- Kurtosis: -1.19
- Expected Daily: 3.71
- Expected Monthly: 114.78
- Expected Yearly: 963,376.05
- Kelly Criterion: 37.41
- Daily Value-at-Risk: -8.40
- Expected Shortfall (cVaR): -9.29
- Last Trade Date: 2024-11-24 03:15:00
- Max Consecutive Wins: 4
- Number Winning Trades 31
- Max Consecutive Losses: 3
- Number Losing Trades: 16
- Gain/Pain Ratio: -31.94
- Gain/Pain (1M): 2.42
- Payoff Ratio: 1.37
- Common Sense Ratio: 2.42
- Tail Ratio: 1.44
- Outlier Win Ratio: 0.00
- Outlier Loss Ratio: 0.00
- Recovery Factor: 0.00
- Ulcer Index: 0.05
- Serenity Index: 94.55
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.00% | 12.18% | 12.12% | 26.32% | -8.80% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
Live Trades Stats
ALT
Base Currency
7
Number of Trades
26.51%
Cumulative Returns
71.43%
Win Rate
2024-10-22
🟠 Incubation started
🛡️
7 Days
4.57%
30 Days
57.31%
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 | 261,388.47 USD | 261.39 | 129,634.61 USD | 129.63 | 131,753.87 USD | 131.75 |
Gross Profit | 438,570.17 | 438.57 | 222,908.98 | 222.91 | 215,661.19 | 215.66 |
Gross Loss | 177,181.70 | 177.18 | 93,274.38 | 93.27 | 83,907.32 | 83.91 |
Max Run-up | 296,157.03 | 76.38 | ||||
Max Drawdown | 59,867.83 | 18.76 | ||||
Buy & Hold Return | −65,073.53 | −65.07 | ||||
Sharpe Ratio | 0.996 | |||||
Sortino Ratio | 4.83 | |||||
Profit Factor | 2.475 | 2.39 | 2.57 | |||
Max Contracts Held | 6,079,139 | 5,424,286 | 6,079,139 | |||
Open PL | 1,326.89 | 0.37 | ||||
Commission Paid | 7,937.57 | 3,862.74 | 4,074.83 | |||
Total Closed Trades | 40 | 18 | 22 | |||
Total Open Trades | 1 | 0 | 1 | |||
Number Winning Trades | 26 | 11 | 15 | |||
Number Losing Trades | 14 | 7 | 7 | |||
Percent Profitable | 65.00 | 61.11 | 68.18 | |||
Avg Trade | 6,534.71 | 2.63 | 7,201.92 | 2.19 | 5,988.81 | 2.99 |
Avg Winning Trade | 16,868.08 | 6.90 | 20,264.45 | 7.21 | 14,377.41 | 6.67 |
Avg Losing Trade | 12,655.84 | 5.31 | 13,324.91 | 5.71 | 11,986.76 | 4.91 |
Ratio Avg Win / Avg Loss | 1.333 | 1.521 | 1.199 | |||
Largest Winning Trade | 40,732.06 | 8.32 | 40,732.06 | 8.32 | 24,252.18 | 8.21 |
Largest Losing Trade | 35,127.52 | 6.38 | 35,127.52 | 6.38 | 24,435.09 | 5.69 |
Avg # Bars in Trades | 36 | 39 | 34 | |||
Avg # Bars in Winning Trades | 33 | 24 | 40 | |||
Avg # Bars in Losing Trades | 43 | 62 | 23 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 364,293.12 USD | 364.29 | 191,366.17 USD | 191.37 | 172,926.94 USD | 172.93 |
Gross Profit | 576,650.15 | 576.65 | 320,032.55 | 320.03 | 256,617.60 | 256.62 |
Gross Loss | 212,357.03 | 212.36 | 128,666.38 | 128.67 | 83,690.65 | 83.69 |
Max Run-up | 372,702.01 | 80.27 | ||||
Max Drawdown | 59,867.83 | 18.76 | ||||
Buy & Hold Return | −51,314.34 | −51.31 | ||||
Sharpe Ratio | 1.183 | |||||
Sortino Ratio | 5.52 | |||||
Profit Factor | 2.715 | 2.487 | 3.066 | |||
Max Contracts Held | 6,079,139 | 5,959,747 | 6,079,139 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 9,954.41 | 5,523.00 | 4,431.41 | |||
Total Closed Trades | 47 | 23 | 24 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 31 | 14 | 17 | |||
Number Losing Trades | 16 | 9 | 7 | |||
Percent Profitable | 65.96 | 60.87 | 70.83 | |||
Avg Trade | 7,750.92 | 2.66 | 8,320.27 | 2.11 | 7,205.29 | 3.19 |
Avg Winning Trade | 18,601.62 | 6.80 | 22,859.47 | 7.13 | 15,095.15 | 6.52 |
Avg Losing Trade | 13,272.31 | 5.36 | 14,296.26 | 5.72 | 11,955.81 | 4.91 |
Ratio Avg Win / Avg Loss | 1.402 | 1.599 | 1.263 | |||
Largest Winning Trade | 40,732.06 | 8.32 | 40,732.06 | 8.32 | 31,088.04 | 8.21 |
Largest Losing Trade | 35,127.52 | 6.38 | 35,127.52 | 6.38 | 24,435.09 | 5.69 |
Avg # Bars in Trades | 36 | 39 | 34 | |||
Avg # Bars in Winning Trades | 32 | 24 | 39 | |||
Avg # Bars in Losing Trades | 45 | 61 | 23 | |||
Margin Calls | 0 | 0 | 0 |
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