StiffTrend by @DaviddTech 🤖 [b2a50643]
🛡️ STIFFTREND RUNEUSDT 30M
@
⌛30 minutes
⚪️ Deep Backtest
Last updated: 2 hours agoTrades per Day
Key Performance Metrics
- First Traded Date: 2021-12-09 02:00:00
- Sharpe Ratio: 0.72
- Sortino Ratio: 2.48
- Calmar: -1.51
- Longest DD Days: 49.00
- Volatility: 2.34
- Skew: 0.16
- Kurtosis: 0.95
- Expected Daily: 0.02
- Expected Monthly: 0.39
- Expected Yearly: 4.80
- Kelly Criterion: 18.87
- Daily Value-at-Risk: -0.25
- Expected Shortfall (cVaR): -0.30
- Last Trade Date: 2025-02-13 10:30:00
- Max Consecutive Wins: 12
- Number Winning Trades 320
- Max Consecutive Losses: 6
- Number Losing Trades: 226
- Gain/Pain Ratio: -1.51
- Gain/Pain (1M): 1.47
- Payoff Ratio: 1.03
- Common Sense Ratio: 1.47
- Tail Ratio: 1.14
- Outlier Win Ratio: 3.64
- Outlier Loss Ratio: 3.33
- Recovery Factor: 0.00
- Ulcer Index: 0.00
- Serenity Index: 7.14
AI Trading Bot Quantitative Analyst
Performance Analysis
Upon reviewing the provided QuantStats report, several performance metrics stand out that merit attention:
Metric | Strategy |
---|---|
Cumulative Return | 290.4% |
Annualized Return (CAGR %) | 2.92% |
Sharpe Ratio | 0.745 |
Profit Factor | 1.389 |
Maximum Drawdown | -29.04% |
Volatility | 2.27% |
The strategy exhibits commendable performance reflected by a Sharpe Ratio of 0.745, indicating good risk-adjusted returns above the threshold of 0.5, which is particularly favorable in the volatile crypto market. The maximum drawdown of -29.04% is also acceptable since it stays below the critical 40% mark, suggesting effective control over potential losses.
Strategy Viability
Based on the data provided, this strategy appears viable for real-world trading under the current crypto market conditions. The profit factor of 1.389 indicates a positive expectation, with a net profit of 1907.48. While the annualized return is modest at 2.92%, the risk management reflected in the drawdown statistics suggests that the strategy is resilient to market volatilities.
Risk Management
The strategy employs reasonable risk management techniques, reflected by a moderate maximum drawdown and no margin calls. Yet, there are opportunities to enhance risk management further:
- Consider adjusting position sizing based on leverage to decrease potential maximum drawdown further.
- Incorporate dynamic stop-loss mechanisms to adapt to changing market environments better.
Improvement Suggestions
To enhance the strategy’s performance and robustness, consider the following recommendations:
- Explore parameter optimization to boost profitability while keeping risk in check.
- Incorporate additional technical indicators to refine market entries and exits.
- Expand testing to include a wider range of market conditions to ensure robustness.
- Utilize advanced risk management frameworks, such as Value-at-Risk (VaR) assessments, for better handling of unexpected market events.
Final Opinion
The strategy demonstrates solid performance in terms of risk-adjusted returns and risk management. Even though the annualized return is modest, the strategy's resilience and consistency are notable. It holds potential for further development and optimization to capitalize on market opportunities more effectively.
Recommendation: Proceed with the strategy, incorporating suggested improvements to enhance performance and adaptability across different market scenarios while ensuring robust risk management practices.
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 | 25.32% | -2.55% | 21.49% | 17.07% | 12.49% | 10.86% | -9.75% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | 10.97% | 14.27% | -1.13% | -0.96% | 6.58% | 15.35% | 6.23% | 19.76% | 18.77% | 9.84% | 19.10% | 20.02% |
2022 | 29.93% | -6.59% | 13.56% | -2.48% | 17.72% | 5.95% | 16.77% | -6.63% | -0.52% | 3.27% | 6.82% | 7.74% |
2021 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -3.96% |
Live Trades Stats
RUNE
Base Currency
135
Number of Trades
59.7%
Cumulative Returns
54.07%
Win Rate
2024-05-05
🟠 Incubation started
🛡️
7 Days
50.82%
30 Days
111.06%
60 Days
31.79%
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 | 6,193.27 USD | 1,238.65 | 3,939.67 USD | 787.93 | 2,253.61 USD | 450.72 |
Gross Profit | 15,687.06 | 3,137.41 | 9,018.70 | 1,803.74 | 6,668.36 | 1,333.67 |
Gross Loss | 9,493.78 | 1,898.76 | 5,079.03 | 1,015.81 | 4,414.75 | 882.95 |
Max Run-up | 6,243.18 | 93.28 | ||||
Max Drawdown | 724.07 | 24.08 | ||||
Buy & Hold Return | −153.89 | −30.78 | ||||
Sharpe Ratio | 0.889 | |||||
Sortino Ratio | 3.91 | |||||
Profit Factor | 1.652 | 1.776 | 1.51 | |||
Max Contracts Held | 1,810 | 1,705 | 1,810 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 606.20 | 362.77 | 243.44 | |||
Total Closed Trades | 411 | 234 | 177 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 247 | 148 | 99 | |||
Number Losing Trades | 164 | 86 | 78 | |||
Percent Profitable | 60.10 | 63.25 | 55.93 | |||
Avg Trade | 15.07 | 0.69 | 16.84 | 0.90 | 12.73 | 0.41 |
Avg Winning Trade | 63.51 | 3.28 | 60.94 | 3.19 | 67.36 | 3.41 |
Avg Losing Trade | 57.89 | 3.21 | 59.06 | 3.03 | 56.60 | 3.40 |
Ratio Avg Win / Avg Loss | 1.097 | 1.032 | 1.19 | |||
Largest Winning Trade | 400.23 | 8.94 | 317.38 | 5.46 | 400.23 | 8.94 |
Largest Losing Trade | 303.35 | 5.12 | 303.35 | 5.12 | 290.56 | 5.11 |
Avg # Bars in Trades | 19 | 15 | 25 | |||
Avg # Bars in Winning Trades | 18 | 14 | 23 | |||
Avg # Bars in Losing Trades | 21 | 16 | 27 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 10,627.52 USD | 2,125.50 | 5,913.43 USD | 1,182.69 | 4,714.09 USD | 942.82 |
Gross Profit | 35,610.98 | 7,122.20 | 19,166.44 | 3,833.29 | 16,444.53 | 3,288.91 |
Gross Loss | 24,983.46 | 4,996.69 | 13,253.01 | 2,650.60 | 11,730.44 | 2,346.09 |
Max Run-up | 11,631.30 | 96.27 | ||||
Max Drawdown | 2,456.10 | 29.04 | ||||
Buy & Hold Return | −405.00 | −81.00 | ||||
Sharpe Ratio | 0.718 | |||||
Sortino Ratio | 2.476 | |||||
Profit Factor | 1.425 | 1.446 | 1.402 | |||
Max Contracts Held | 7,998 | 7,998 | 7,289 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 1,412.99 | 801.08 | 611.91 | |||
Total Closed Trades | 546 | 307 | 239 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 320 | 187 | 133 | |||
Number Losing Trades | 226 | 120 | 106 | |||
Percent Profitable | 58.61 | 60.91 | 55.65 | |||
Avg Trade | 19.46 | 0.63 | 19.26 | 0.78 | 19.72 | 0.44 |
Avg Winning Trade | 111.28 | 3.36 | 102.49 | 3.25 | 123.64 | 3.52 |
Avg Losing Trade | 110.55 | 3.24 | 110.44 | 3.07 | 110.66 | 3.43 |
Ratio Avg Win / Avg Loss | 1.007 | 0.928 | 1.117 | |||
Largest Winning Trade | 551.84 | 8.94 | 551.84 | 5.46 | 524.69 | 8.94 |
Largest Losing Trade | 476.25 | 5.12 | 476.25 | 5.12 | 420.22 | 5.11 |
Avg # Bars in Trades | 20 | 16 | 24 | |||
Avg # Bars in Winning Trades | 19 | 16 | 23 | |||
Avg # Bars in Losing Trades | 21 | 17 | 25 | |||
Margin Calls | 0 | 0 | 0 |
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