🚀 Trendhoo [v5] by @DaviddTech 🤖 [d4fcc05b]
🛡️ TRENDHOO ETH 20MIN
@MarcoB
⌛20 minutes
⚪️ Deep Backtest
Last updated: 1 hour agoTrades per Day
Key Performance Metrics
- First Traded Date: 2020-10-26 22:00:00
- Sharpe Ratio: 0.61
- Sortino Ratio: 2.05
- Calmar: -5.54
- Longest DD Days: 42.00
- Volatility: 80.50
- Skew: 0.24
- Kurtosis: -1.22
- Expected Daily: 1.06
- Expected Monthly: 24.80
- Expected Yearly: 1,327.88
- Kelly Criterion: 15.40
- Daily Value-at-Risk: -6.31
- Expected Shortfall (cVaR): -6.70
- Last Trade Date: 2025-02-03 06:20:00
- Max Consecutive Wins: 7
- Number Winning Trades 178
- Max Consecutive Losses: 6
- Number Losing Trades: 186
- Gain/Pain Ratio: -5.54
- Gain/Pain (1M): 1.46
- Payoff Ratio: 1.53
- Common Sense Ratio: 1.46
- Tail Ratio: 1.60
- Outlier Win Ratio: 1.89
- Outlier Loss Ratio: 0.00
- Recovery Factor: 0.00
- Ulcer Index: 0.08
- Serenity Index: 180.85
AI Trading Bot Quantitative Analyst
Performance Analysis
Upon reviewing the provided QuantStats report, several performance metrics stand out that merit attention:
Metric | Strategy |
---|---|
Sharpe Ratio | 0.611 |
Annualized Return (CAGR %) | 118.8% |
Maximum Drawdown | -23.27% |
Volatility (Annualized) | 80.5% |
Profit Factor | 1.46 |
Percent Profitable | 48.9% |
The strategy exhibits a respectable Sharpe Ratio of 0.611, indicating good risk-adjusted returns in the crypto market context. The annualized return of 118.8% is impressive, showcasing strong profit potential. The maximum drawdown of -23.27% is well within acceptable limits, suggesting effective risk controls. Additionally, the profit factor of 1.46 reveals that the strategy generates $1.46 for every $1 of loss.
Strategy Viability
Based on the data provided, this strategy appears viable for real-world trading. The solid performance metrics demonstrate the strategy’s ability to adapt and thrive in volatile market conditions, typical of the crypto environment. It is crucial, however, to maintain a watchful eye on market conditions to ensure they remain conducive to the strategy's success over time.
Risk Management
The strategy exhibits sound risk management principles, as indicated by the profitable returns despite high volatility. Nonetheless, further enhancements could include:
- Implementing adaptive leverage to minimize exposure during highly volatile periods, which could also reduce drawdown.
- Utilizing a trailing stop mechanism to better protect profits during bullish runs.
- Exploring asset diversification to balance out risk across different crypto assets.
Improvement Suggestions
To further bolster the strategy's performance and robustness, consider the following recommendations:
- Fine-tune strategy parameters regularly to adapt to evolving market conditions.
- Incorporate sentiment analysis to anticipate and leverage market shifts.
- Conduct stress testing and Monte Carlo simulations to ensure robustness and resilience across various scenarios.
- Explore incorporating machine learning techniques for optimizing trade entry and exits based on historical data trends.
Final Opinion
In summary, the strategy is marked by strong profitability and effective risk management, making it a compelling choice for crypto trading. Its strengths lie in achieving notable returns with a healthy Sharpe ratio, while managing drawdowns within acceptable levels.
Recommendation: Proceed with the strategy, while implementing suggested optimizations to enhance performance further and ensure its sustainability and adaptability 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 | 4.35% | 40.85% | -14.74% | 5.65% | 21.99% | -3.30% | 0.09% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | 17.80% | 1.87% | 13.00% | 3.91% | -2.84% | 6.82% | 20.04% | 6.99% | -4.11% | 20.84% | -4.08% | 17.32% |
2022 | 17.84% | -4.42% | 20.36% | 0.46% | 20.83% | 5.30% | 20.35% | 19.82% | 10.48% | 4.12% | -2.48% | 9.06% |
2021 | 4.69% | -2.67% | -3.75% | 8.78% | 7.61% | 0.09% | 2.05% | 14.22% | 7.68% | 24.65% | -1.79% | -2.90% |
2020 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -9.11% | 9.86% | 9.69% |
Live Trades Stats
ETH
Base Currency
85
Number of Trades
67.91%
Cumulative Returns
48.24%
Win Rate
2024-02-22
🟠 Incubation started
🛡️
7 Days
13.16%
30 Days
44.82%
60 Days
4.53%
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 | 1,494,149.82 USD | 1,494.15 | 830,168.50 USD | 830.17 | 663,981.32 USD | 663.98 |
Gross Profit | 3,793,463.57 | 3,793.46 | 2,111,625.38 | 2,111.63 | 1,681,838.19 | 1,681.84 |
Gross Loss | 2,299,313.75 | 2,299.31 | 1,281,456.88 | 1,281.46 | 1,017,856.87 | 1,017.86 |
Max Run-up | 1,514,991.10 | 95.03 | ||||
Max Drawdown | 183,287.13 | 23.18 | ||||
Buy & Hold Return | 666,297.89 | 666.30 | ||||
Sharpe Ratio | 0.776 | |||||
Sortino Ratio | 3.229 | |||||
Profit Factor | 1.65 | 1.648 | 1.652 | |||
Max Contracts Held | 2,457 | 1,790 | 2,457 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 223,975.78 | 124,530.63 | 99,445.15 | |||
Total Closed Trades | 279 | 157 | 122 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 137 | 71 | 66 | |||
Number Losing Trades | 142 | 86 | 56 | |||
Percent Profitable | 49.10 | 45.22 | 54.10 | |||
Avg Trade | 5,355.38 | 0.52 | 5,287.70 | 0.47 | 5,442.47 | 0.60 |
Avg Winning Trade | 27,689.52 | 2.76 | 29,741.20 | 2.92 | 25,482.40 | 2.58 |
Avg Losing Trade | 16,192.35 | 1.63 | 14,900.66 | 1.55 | 18,176.02 | 1.74 |
Ratio Avg Win / Avg Loss | 1.71 | 1.996 | 1.402 | |||
Largest Winning Trade | 129,086.98 | 2.92 | 107,985.34 | 2.92 | 129,086.98 | 2.62 |
Largest Losing Trade | 71,090.32 | 2.06 | 45,185.42 | 1.67 | 71,090.32 | 2.06 |
Avg # Bars in Trades | 44 | 41 | 48 | |||
Avg # Bars in Winning Trades | 51 | 46 | 56 | |||
Avg # Bars in Losing Trades | 38 | 37 | 38 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 2,742,579.97 USD | 2,742.58 | 1,426,968.01 USD | 1,426.97 | 1,315,611.96 USD | 1,315.61 |
Gross Profit | 8,694,682.06 | 8,694.68 | 4,667,397.74 | 4,667.40 | 4,027,284.32 | 4,027.28 |
Gross Loss | 5,952,102.09 | 5,952.10 | 3,240,429.73 | 3,240.43 | 2,711,672.36 | 2,711.67 |
Max Run-up | 2,922,834.97 | 97.36 | ||||
Max Drawdown | 671,909.11 | 23.27 | ||||
Buy & Hold Return | 591,290.10 | 591.29 | ||||
Sharpe Ratio | 0.611 | |||||
Sortino Ratio | 2.053 | |||||
Profit Factor | 1.461 | 1.44 | 1.485 | |||
Max Contracts Held | 4,711 | 3,509 | 4,711 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 540,494.41 | 293,964.60 | 246,529.81 | |||
Total Closed Trades | 364 | 201 | 163 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 178 | 91 | 87 | |||
Number Losing Trades | 186 | 110 | 76 | |||
Percent Profitable | 48.90 | 45.27 | 53.37 | |||
Avg Trade | 7,534.56 | 0.51 | 7,099.34 | 0.47 | 8,071.24 | 0.56 |
Avg Winning Trade | 48,846.53 | 2.76 | 51,290.09 | 2.92 | 46,290.62 | 2.59 |
Avg Losing Trade | 32,000.55 | 1.64 | 29,458.45 | 1.56 | 35,679.90 | 1.76 |
Ratio Avg Win / Avg Loss | 1.526 | 1.741 | 1.297 | |||
Largest Winning Trade | 276,656.69 | 3.09 | 276,656.69 | 3.09 | 171,561.55 | 2.62 |
Largest Losing Trade | 204,136.04 | 2.06 | 158,155.56 | 1.67 | 204,136.04 | 2.06 |
Avg # Bars in Trades | 43 | 42 | 43 | |||
Avg # Bars in Winning Trades | 50 | 49 | 50 | |||
Avg # Bars in Losing Trades | 36 | 37 | 35 | |||
Margin Calls | 0 | 0 | 0 |
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