THE DEAD ZONE [v5] by @DavidTech 🧠 by @DaviddTech 🤖 [05a5cf06]
🛡️ THE DEADZONE 15MIN (1715)
@
⌛15 minutes
⚪️ Deep Backtest
Last updated: 2 hours agoTrades per Day
Key Performance Metrics
- First Traded Date: 2020-03-31 00:45:00
- Sharpe Ratio: 0.40
- Sortino Ratio: 0.75
- Calmar: -1.15
- Longest DD Days: 331.00
- Volatility: 37.14
- Skew: -1.92
- Kurtosis: 10.64
- Expected Daily: 0.25
- Expected Monthly: 5.39
- Expected Yearly: 87.76
- Kelly Criterion: 27.37
- Daily Value-at-Risk: -4.93
- Expected Shortfall (cVaR): -6.68
- Last Trade Date: 2025-02-11 22:30:00
- Max Consecutive Wins: 19
- Number Winning Trades 913
- Max Consecutive Losses: 6
- Number Losing Trades: 309
- Gain/Pain Ratio: -1.15
- Gain/Pain (1M): 1.58
- Payoff Ratio: 0.53
- Common Sense Ratio: 1.58
- Tail Ratio: 0.81
- Outlier Win Ratio: 4.40
- Outlier Loss Ratio: 2.76
- Recovery Factor: 0.00
- Ulcer Index: 0.24
- Serenity Index: 46.98
AI Trading Bot Quantitative Analyst
Performance Analysis
Upon reviewing the provided QuantStats report, several performance metrics stand out that warrant attention:
Metric | Strategy |
---|---|
Net Profit | 1522.48% |
Annualized Return (CAGR %) | 77.7% |
Sharpe Ratio | 0.41 |
Profit Factor | 1.576 |
Maximum Drawdown | 66.32% |
Volatility (Annualized) | 36.96% |
The strategy shows robust returns with a net profit of 1522.48% and a CAGR of 77.7%. The Sharpe Ratio of 0.41, although slightly below the ideal threshold for crypto strategies, still indicates reasonable risk-adjusted returns. The profit factor of 1.576 suggests that the strategy yields a fair profit for every dollar risked. However, the maximum drawdown of 66.32% is a point of concern, reflecting high levels of risk that could expose the strategy to significant losses in downturns.
Strategy Viability
Based on the current data, the strategy appears viable for real-world trading, particularly in favorable market conditions. Its net profit and historical performance provide an optimistic view; however, the high maximum drawdown needs addressing to enhance its suitability for broader market conditions. Additionally, the relatively lower Sharpe Ratio indicates potential room for refinement in balancing the risk-reward profile.
Risk Management
The strategy's risk management framework could be enhanced to reduce drawdowns and improve risk-adjusted returns. Current metrics indicate potential avenues for improvement:
- Reducing leverage can help decrease the maximum drawdown, thereby lowering overall risk exposure.
- Incorporating more assertive stop-loss techniques could shield against substantial losses.
- Position sizing strategies that adjust trades based on market volatility could lead to a more balanced risk profile.
Improvement Suggestions
To further augment the strategy’s robustness and success, consider the following recommendations:
- Optimize parameter settings to enhance the balance between return and risk, especially focusing on reducing drawdowns.
- Explore additional technical indicators to better time market entries and exits, potentially increasing the Sharpe Ratio.
- Conduct extensive backtesting and out-of-sample testing to validate the strategy in diverse market scenarios.
- Implement diversification techniques to reduce unsystematic risks inherent to specific cryptocurrency assets.
Final Opinion
In summary, this strategy demonstrates promising results with substantial returns. While the drawdown and Sharpe Ratio highlight areas for improvement, the potential for high net profits and a considerable percentage of winning trades (74.77%) underpin its overall strength.
Recommendation: Proceed with cautious optimism by implementing suggested enhancements and risk management improvements. Continual testing and parameter optimization will ensure the strategy adapts to various market conditions, thereby increasing its long-term viability.
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 | 10.75% | 24.39% | 1.90% | 6.57% | 5.25% | -7.11% | 23.41% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | 13.79% | 1.25% | 18.81% | 16.55% | -5.65% | 22.12% | 13.65% | 29.11% | 14.16% | 7.15% | -16.14% | 20.53% |
2022 | 4.58% | 0.82% | -1.97% | 11.08% | 6.56% | 14.92% | 8.75% | 1.77% | 12.05% | -2.96% | 6.03% | -8.74% |
2021 | 0.00% | 1.99% | 3.73% | 8.88% | 2.23% | 3.56% | 29.21% | 6.93% | 5.51% | 9.45% | 12.13% | 6.58% |
2020 | 0.00% | 0.00% | -0.63% | -2.10% | -9.09% | 13.33% | -35.07% | -32.93% | 0.09% | -18.63% | 17.96% | -0.87% |
Live Trades Stats
BTC
Base Currency
268
Number of Trades
89.38%
Cumulative Returns
75.75%
Win Rate
2024-01-19
🟠 Incubation started
🛡️
7 Days
17.75%
30 Days
33.22%
60 Days
12.23%
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 | 556,911.71 USD | 556.91 | 414,199.65 USD | 414.20 | 142,712.06 USD | 142.71 |
Gross Profit | 1,588,315.42 | 1,588.32 | 1,012,696.54 | 1,012.70 | 575,618.88 | 575.62 |
Gross Loss | 1,031,403.70 | 1,031.40 | 598,496.88 | 598.50 | 432,906.82 | 432.91 |
Max Run-up | 629,901.44 | 94.36 | ||||
Max Drawdown | 149,310.27 | 66.32 | ||||
Buy & Hold Return | 530,916.73 | 530.92 | ||||
Sharpe Ratio | 0.367 | |||||
Sortino Ratio | 0.625 | |||||
Profit Factor | 1.54 | 1.692 | 1.33 | |||
Max Contracts Held | 130 | 126 | 130 | |||
Open PL | 20.31 | 0.00 | ||||
Commission Paid | 316,926.87 | 186,991.39 | 129,935.48 | |||
Total Closed Trades | 954 | 554 | 400 | |||
Total Open Trades | 1 | 0 | 1 | |||
Number Winning Trades | 709 | 434 | 275 | |||
Number Losing Trades | 245 | 120 | 125 | |||
Percent Profitable | 74.32 | 78.34 | 68.75 | |||
Avg Trade | 583.76 | 0.46 | 747.65 | 0.53 | 356.78 | 0.38 |
Avg Winning Trade | 2,240.22 | 0.87 | 2,333.40 | 0.88 | 2,093.16 | 0.85 |
Avg Losing Trade | 4,209.81 | 0.70 | 4,987.47 | 0.75 | 3,463.25 | 0.66 |
Ratio Avg Win / Avg Loss | 0.532 | 0.468 | 0.604 | |||
Largest Winning Trade | 28,357.23 | 2.76 | 28,109.54 | 2.71 | 28,357.23 | 2.76 |
Largest Losing Trade | 53,184.40 | 5.23 | 41,834.10 | 5.23 | 53,184.40 | 3.10 |
Avg # Bars in Trades | 16 | 14 | 19 | |||
Avg # Bars in Winning Trades | 15 | 13 | 19 | |||
Avg # Bars in Losing Trades | 17 | 16 | 19 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 1,391,409.42 USD | 1,391.41 | 1,010,194.13 USD | 1,010.19 | 381,215.29 USD | 381.22 |
Gross Profit | 4,164,252.39 | 4,164.25 | 2,284,546.17 | 2,284.55 | 1,879,706.21 | 1,879.71 |
Gross Loss | 2,772,842.97 | 2,772.84 | 1,274,352.04 | 1,274.35 | 1,498,490.92 | 1,498.49 |
Max Run-up | 1,595,190.29 | 97.69 | ||||
Max Drawdown | 302,268.29 | 66.32 | ||||
Buy & Hold Return | 1,376,490.50 | 1,376.49 | ||||
Sharpe Ratio | 0.396 | |||||
Sortino Ratio | 0.745 | |||||
Profit Factor | 1.502 | 1.793 | 1.254 | |||
Max Contracts Held | 133 | 126 | 133 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 783,799.06 | 396,801.69 | 386,997.36 | |||
Total Closed Trades | 1,222 | 687 | 535 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 913 | 537 | 376 | |||
Number Losing Trades | 309 | 150 | 159 | |||
Percent Profitable | 74.71 | 78.17 | 70.28 | |||
Avg Trade | 1,138.63 | 0.48 | 1,470.44 | 0.55 | 712.55 | 0.38 |
Avg Winning Trade | 4,561.07 | 0.88 | 4,254.28 | 0.90 | 4,999.22 | 0.84 |
Avg Losing Trade | 8,973.60 | 0.71 | 8,495.68 | 0.72 | 9,424.47 | 0.70 |
Ratio Avg Win / Avg Loss | 0.508 | 0.501 | 0.53 | |||
Largest Winning Trade | 73,009.42 | 2.76 | 59,558.00 | 2.72 | 73,009.42 | 2.76 |
Largest Losing Trade | 160,977.85 | 5.23 | 67,837.16 | 5.23 | 160,977.85 | 3.10 |
Avg # Bars in Trades | 16 | 14 | 19 | |||
Avg # Bars in Winning Trades | 16 | 14 | 19 | |||
Avg # Bars in Losing Trades | 18 | 17 | 19 | |||
Margin Calls | 0 | 0 | 0 |
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