🚀 Trendhoo [v5] by @DaviddTech 🤖 [cf7928ce]
🛡️ TRENDHOO UNIUSDT 2H
@youtube
⌛2 hours
⚪️ Deep Backtest
Last updated: 38 minutes agoTrades per Day
Key Performance Metrics
- First Traded Date: 2020-09-25 03:00:00
- Sharpe Ratio: 0.21
- Sortino Ratio: 0.48
- Calmar: -0.89
- Longest DD Days: 284.00
- Volatility: 23.57
- Skew: 0.28
- Kurtosis: -1.72
- Expected Daily: 0.11
- Expected Monthly: 2.33
- Expected Yearly: 31.87
- Kelly Criterion: 5.44
- Daily Value-at-Risk: -1.44
- Expected Shortfall (cVaR): -1.53
- Last Trade Date: 2025-02-11 06:00:00
- Max Consecutive Wins: 8
- Number Winning Trades 305
- Max Consecutive Losses: 10
- Number Losing Trades: 384
- Gain/Pain Ratio: -0.89
- Gain/Pain (1M): 1.14
- Payoff Ratio: 1.43
- Common Sense Ratio: 1.14
- Tail Ratio: 1.47
- Outlier Win Ratio: 0.00
- Outlier Loss Ratio: 0.00
- Recovery Factor: 0.00
- Ulcer Index: 0.08
- Serenity Index: 3.93
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 | 101.2% |
CAGR (Annualized Return) | 17.29% |
Sharpe Ratio | 0.211 |
Profit Factor | 1.131 |
Maximum Drawdown | 19.77% |
Volatility (Annualized) | 23.57% |
Percent Profitable | 44.27% |
The strategy has achieved a net profit of 101.2% with a respectable CAGR of 17.29%. However, the Sharpe Ratio of 0.211 suggests opportunities for improvement in risk-adjusted returns, especially since it is below the desired 0.5 threshold, yet the maximum drawdown of 19.77% is well within acceptable limits, indicating decent downside protection.
Strategy Viability
Based on the data provided, the strategy is entering a challenging territory regarding its viability for real-world trading. The Profit Factor of 1.131 shows some profitability, but it indicates only marginal gains over losses. The conditions under which this strategy excels need to be identified and closely monitored to ensure they persist for sustained success.
Risk Management
The strategy’s risk management appears moderate. With a maximum drawdown of 19.77%, it indicates a level of protection against severe downturns. However, improvements are necessary, given the Sharpe Ratio and low Percentage Profitable. Consider the following enhancements:
- Implementing more conservative position sizing to reduce risk exposure and improve drawdown metrics.
- Incorporating automated stop-loss mechanisms to mitigate larger losses.
- Enhancing volatility management, perhaps by reducing leverage or utilizing volatility hedges.
Improvement Suggestions
To enhance the strategy’s performance, consider the following recommendations:
- Optimize strategy parameters, particularly focusing on risk management metrics like leveraging parameters.
- Incorporate additional technical indicators that could enhance trade entry and exit accuracy.
- Conduct out-of-sample testing and real-time simulations to test robustness under varying market conditions.
- Explore different leverage levels to decrease the overall risk, as reducing leverage could potentially lower drawdowns.
Final Opinion
Overall, the strategy has potential, highlighted by its profitability and managed drawdown levels. However, it exhibits relatively weak risk-adjusted returns, suggesting that refinement is necessary to fully unlock its potential. The metrics reflect a trading strategy that, while moderately successful, necessitates further optimization and testing.
Recommendation: Proceed with caution, focusing on refinements and optimizations to improve risk-return profiles. Implement suggested improvements to bolster robustness and adapt the strategy to perform better across diverse market conditions.
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 | -1.22% | -6.13% | 9.02% | 0.91% | 2.17% | 0.31% | -4.01% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | 1.90% | -2.87% | -2.82% | -0.45% | 0.68% | 1.66% | -0.92% | 1.56% | -0.57% | -3.32% | -5.29% | 7.01% |
2022 | -5.48% | 3.03% | 0.05% | 1.52% | 1.32% | 15.76% | -0.16% | 3.31% | -4.38% | 4.56% | 9.47% | 1.04% |
2021 | 25.94% | 4.57% | -0.87% | 5.68% | 2.94% | 3.72% | 9.91% | 1.61% | 6.00% | -2.99% | 5.62% | -1.00% |
2020 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.97% | 2.68% | -10.02% | -2.61% |
Live Trades Stats
UNI
Base Currency
133
Number of Trades
-6.03%
Cumulative Returns
38.35%
Win Rate
2024-03-14
🟠 Incubation started
🛡️
7 Days
-3.3%
30 Days
-4.23%
60 Days
1.26%
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 | 116,665.12 USD | 116.67 | 84,366.59 USD | 84.37 | 32,298.53 USD | 32.30 |
Gross Profit | 693,805.49 | 693.81 | 337,725.90 | 337.73 | 356,079.59 | 356.08 |
Gross Loss | 577,140.37 | 577.14 | 253,359.31 | 253.36 | 323,781.06 | 323.78 |
Max Run-up | 146,113.27 | 62.45 | ||||
Max Drawdown | 36,628.80 | 19.77 | ||||
Buy & Hold Return | 186,652.84 | 186.65 | ||||
Sharpe Ratio | 0.287 | |||||
Sortino Ratio | 0.723 | |||||
Profit Factor | 1.202 | 1.333 | 1.1 | |||
Max Contracts Held | 11,685 | 10,511 | 11,685 | |||
Open PL | −145.56 | −0.07 | ||||
Commission Paid | 14,968.36 | 7,033.88 | 7,934.48 | |||
Total Closed Trades | 557 | 263 | 294 | |||
Total Open Trades | 1 | 1 | 0 | |||
Number Winning Trades | 254 | 126 | 128 | |||
Number Losing Trades | 303 | 137 | 166 | |||
Percent Profitable | 45.60 | 47.91 | 43.54 | |||
Avg Trade | 209.45 | 0.75 | 320.79 | 1.28 | 109.86 | 0.29 |
Avg Winning Trade | 2,731.52 | 8.63 | 2,680.36 | 8.77 | 2,781.87 | 8.49 |
Avg Losing Trade | 1,904.75 | 5.85 | 1,849.34 | 5.61 | 1,950.49 | 6.04 |
Ratio Avg Win / Avg Loss | 1.434 | 1.449 | 1.426 | |||
Largest Winning Trade | 4,765.40 | 12.77 | 4,427.77 | 10.61 | 4,765.40 | 12.77 |
Largest Losing Trade | 3,348.32 | 13.04 | 2,953.94 | 9.79 | 3,348.32 | 13.04 |
Avg # Bars in Trades | 22 | 23 | 21 | |||
Avg # Bars in Winning Trades | 24 | 24 | 24 | |||
Avg # Bars in Losing Trades | 20 | 22 | 18 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 101,202.89 USD | 101.20 | 81,978.01 USD | 81.98 | 19,224.88 USD | 19.22 |
Gross Profit | 876,168.08 | 876.17 | 410,343.44 | 410.34 | 465,824.65 | 465.82 |
Gross Loss | 774,965.19 | 774.97 | 328,365.42 | 328.37 | 446,599.77 | 446.60 |
Max Run-up | 146,113.27 | 62.45 | ||||
Max Drawdown | 45,532.37 | 19.77 | ||||
Buy & Hold Return | 104,953.36 | 104.95 | ||||
Sharpe Ratio | 0.213 | |||||
Sortino Ratio | 0.482 | |||||
Profit Factor | 1.131 | 1.25 | 1.043 | |||
Max Contracts Held | 11,685 | 10,511 | 11,685 | |||
Open PL | 1,035.20 | 0.51 | ||||
Commission Paid | 19,432.77 | 8,814.69 | 10,618.09 | |||
Total Closed Trades | 689 | 316 | 373 | |||
Total Open Trades | 1 | 1 | 0 | |||
Number Winning Trades | 305 | 147 | 158 | |||
Number Losing Trades | 384 | 169 | 215 | |||
Percent Profitable | 44.27 | 46.52 | 42.36 | |||
Avg Trade | 146.88 | 0.57 | 259.42 | 1.06 | 51.54 | 0.15 |
Avg Winning Trade | 2,872.68 | 8.61 | 2,791.45 | 8.71 | 2,948.26 | 8.52 |
Avg Losing Trade | 2,018.14 | 5.83 | 1,942.99 | 5.60 | 2,077.21 | 6.01 |
Ratio Avg Win / Avg Loss | 1.423 | 1.437 | 1.419 | |||
Largest Winning Trade | 4,765.40 | 12.77 | 4,526.40 | 10.61 | 4,765.40 | 12.77 |
Largest Losing Trade | 3,348.32 | 13.04 | 3,245.62 | 9.79 | 3,348.32 | 13.04 |
Avg # Bars in Trades | 22 | 24 | 21 | |||
Avg # Bars in Winning Trades | 24 | 24 | 24 | |||
Avg # Bars in Losing Trades | 21 | 24 | 19 | |||
Margin Calls | 0 | 0 | 0 |
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