🚀 Trendhoo [v5] by @DaviddTech 🤖 [374b6d9a]
🛡️ TRENDHOO – AVAX 1H
@biliqagoners
⌛1 hour
⚪️ Deep Backtest
Last updated: 2 hours agoTrades per Day
Key Performance Metrics
- First Traded Date: 2020-10-18 21:00:00
- Sharpe Ratio: 0.34
- Sortino Ratio: 2.22
- Calmar: -5.12
- Longest DD Days: 113.00
- Volatility: 152.20
- Skew: 0.78
- Kurtosis: 1.18
- Expected Daily: 1.73
- Expected Monthly: 43.44
- Expected Yearly: 7,489.59
- Kelly Criterion: 13.27
- Daily Value-at-Risk: -10.94
- Expected Shortfall (cVaR): -13.28
- Last Trade Date: 2024-10-31 20:00:00
- Max Consecutive Wins: 7
- Number Winning Trades 211
- Max Consecutive Losses: 9
- Number Losing Trades: 246
- Gain/Pain Ratio: -5.12
- Gain/Pain (1M): 1.41
- Payoff Ratio: 1.65
- Common Sense Ratio: 1.41
- Tail Ratio: 1.63
- Outlier Win Ratio: 2.63
- Outlier Loss Ratio: 0.00
- Recovery Factor: 0.00
- Ulcer Index: 0.21
- Serenity Index: 948.32
AI Trading Bot Quantitative Analyst
Performance Analysis
Upon reviewing the provided QuantStats report, several performance metrics stand out that merit attention:
Metric | Strategy |
---|---|
Net Profit | 24,102.51% |
Cumulative Return | 60,616.07% |
Sharpe Ratio | 0.329 |
Sortino Ratio | 2.145 |
Profit Factor | 1.404 |
Maximum Drawdown | -64.77% |
Volatility (Annualized) | 151.53% |
The strategy shows robust growth in cumulative returns at 60,616.07%, although the Sharpe Ratio of 0.329 suggests room for improvement in risk-adjusted returns. The Sortino Ratio of 2.145 indicates better downside risk management compared to the overall volatility seen. However, a maximum drawdown of -64.77% indicates a high level of risk, which is beyond an ideal constraint for crypto strategies.
Strategy Viability
While the strategy showcases substantial net and cumulative returns, the current risk-return profile might challenge its viability for real-world trading, especially given the high drawdown. Retail investors or funds that can tolerate such drawdowns and volatility might see potential. Additionally, the prevailing market trends supporting such results may not persist, so adaptability is crucial.
Risk Management
The strategy's risk management could be improved, notably by addressing the significant drawdown and volatility. Recommendations for enhancement include:
- Reduction in leverage, which can notably decrease the maximum drawdown risk.
- Implementing more stringent stop-loss mechanisms to protect capital during adverse market conditions.
- Dynamic adjustment of position sizes based on market volatility to reduce risk exposure.
Improvement Suggestions
To further enhance the strategy’s performance and robustness, consider the following recommendations:
- Recalibrate key parameters to ensure an optimal balance between risk and return, especially to address the significant drawdown.
- Explore additional technical and market sentiment indicators to refine trade timing and execution.
- Undertake stress testing under varying market conditions to ensure the strategy's adaptability and resilience.
- Consider incorporating hedging strategies or diversification to reduce unsystematic risk.
Final Opinion
In summary, while the strategy demonstrates considerable returns, the elevated levels of drawdown and volatility suggest a need for urgent enhancement in risk management practices. The positive growth trajectory is promising, but more adjustments are necessary to sustain long-term viability and reduce risk.
Recommendation: Consider implementing suggested strategy optimizations and risk management improvements. Proceed with caution by conducting further tests and validations across various market scenarios to bolster resilience and performance.
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 | 24.68% | 45.67% | 10.53% | 15.90% | 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 | 0.00% |
2023 | -4.31% | 27.01% | -8.25% | -28.56% | -21.16% | 70.44% | 36.11% | 158.69% | -13.62% | 63.68% | 5.82% | -1.86% |
2022 | 5.86% | 3.87% | 7.85% | 48.01% | 7.25% | 1.80% | 12.93% | 4.75% | -23.53% | 153.13% | 15.56% | 32.07% |
2021 | -4.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 7.45% | 0.67% | 0.00% | 27.31% | 1.48% | -5.72% |
2020 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -14.41% | 1.23% | -3.74% |
Live Trades Stats
AVAX
Base Currency
114
Number of Trades
138.26%
Cumulative Returns
45.61%
Win Rate
2024-03-25
🟠 Incubation started
🛡️
7 Days
49.78%
30 Days
123.89%
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 | 11,321,371.90 USD | 11,321.37 | 5,385,769.43 USD | 5,385.77 | 5,935,602.46 USD | 5,935.60 |
Gross Profit | 28,053,506.38 | 28,053.51 | 13,446,458.98 | 13,446.46 | 14,607,047.40 | 14,607.05 |
Gross Loss | 16,732,134.49 | 16,732.13 | 8,060,689.55 | 8,060.69 | 8,671,444.94 | 8,671.44 |
Max Run-up | 11,367,142.41 | 99.32 | ||||
Max Drawdown | 2,251,861.33 | 64.77 | ||||
Buy & Hold Return | 1,205,928.19 | 1,205.93 | ||||
Sharpe Ratio | 0.323 | |||||
Sortino Ratio | 2.264 | |||||
Profit Factor | 1.677 | 1.668 | 1.684 | |||
Max Contracts Held | 3,854,914 | 3,854,914 | 3,585,446 | |||
Open PL | −109,163.71 | −0.96 | ||||
Commission Paid | 1,439,025.16 | 704,958.17 | 734,067.00 | |||
Total Closed Trades | 344 | 160 | 184 | |||
Total Open Trades | 1 | 1 | 0 | |||
Number Winning Trades | 159 | 72 | 87 | |||
Number Losing Trades | 185 | 88 | 97 | |||
Percent Profitable | 46.22 | 45.00 | 47.28 | |||
Avg Trade | 32,910.96 | 0.47 | 33,661.06 | 0.28 | 32,258.71 | 0.63 |
Avg Winning Trade | 176,437.15 | 3.85 | 186,756.37 | 3.73 | 167,897.10 | 3.94 |
Avg Losing Trade | 90,443.97 | 2.43 | 91,598.74 | 2.54 | 89,396.34 | 2.34 |
Ratio Avg Win / Avg Loss | 1.951 | 2.039 | 1.878 | |||
Largest Winning Trade | 1,041,020.32 | 6.47 | 1,041,020.32 | 4.95 | 1,007,146.12 | 6.47 |
Largest Losing Trade | 658,377.53 | 6.26 | 643,044.66 | 6.26 | 658,377.53 | 4.11 |
Avg # Bars in Trades | 20 | 15 | 23 | |||
Avg # Bars in Winning Trades | 22 | 17 | 27 | |||
Avg # Bars in Losing Trades | 17 | 14 | 20 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 32,623,632.13 USD | 32,623.63 | 15,906,562.13 USD | 15,906.56 | 16,717,070.00 USD | 16,717.07 |
Gross Profit | 99,536,474.17 | 99,536.47 | 46,350,239.55 | 46,350.24 | 53,186,234.62 | 53,186.23 |
Gross Loss | 66,912,842.04 | 66,912.84 | 30,443,677.42 | 30,443.68 | 36,469,164.61 | 36,469.16 |
Max Run-up | 34,141,636.26 | 99.77 | ||||
Max Drawdown | 7,195,724.95 | 64.77 | ||||
Buy & Hold Return | 466,580.06 | 466.58 | ||||
Sharpe Ratio | 0.339 | |||||
Sortino Ratio | 2.222 | |||||
Profit Factor | 1.488 | 1.522 | 1.458 | |||
Max Contracts Held | 5,440,499 | 4,760,759 | 5,440,499 | |||
Open PL | 1,201,965.55 | 3.67 | ||||
Commission Paid | 4,746,256.21 | 2,391,458.26 | 2,354,797.95 | |||
Total Closed Trades | 457 | 214 | 243 | |||
Total Open Trades | 1 | 0 | 1 | |||
Number Winning Trades | 211 | 97 | 114 | |||
Number Losing Trades | 246 | 117 | 129 | |||
Percent Profitable | 46.17 | 45.33 | 46.91 | |||
Avg Trade | 71,386.50 | 0.51 | 74,329.73 | 0.29 | 68,794.53 | 0.70 |
Avg Winning Trade | 471,736.84 | 3.99 | 477,837.52 | 3.69 | 466,545.92 | 4.24 |
Avg Losing Trade | 272,003.42 | 2.47 | 260,202.37 | 2.52 | 282,706.70 | 2.43 |
Ratio Avg Win / Avg Loss | 1.734 | 1.836 | 1.65 | |||
Largest Winning Trade | 4,499,120.39 | 6.47 | 3,221,677.46 | 4.95 | 4,499,120.39 | 6.47 |
Largest Losing Trade | 3,342,936.00 | 6.26 | 2,785,334.08 | 6.26 | 3,342,936.00 | 4.11 |
Avg # Bars in Trades | 20 | 16 | 23 | |||
Avg # Bars in Winning Trades | 23 | 18 | 27 | |||
Avg # Bars in Losing Trades | 17 | 16 | 19 | |||
Margin Calls | 0 | 0 | 0 |
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