🚀 Super FVMA + Zero Lag [v5] by @DaviddTech 🤖 [1228f5b9]
🛡️ TRROMEO SUPERFVMA+ZL SOLUSDT 2H 27.08
@trRomeo
⌛2 hours
⚪️ Deep Backtest
Last updated: 1 hour agoTrades per Day
Key Performance Metrics
- First Traded Date: 2020-10-02 08:00:00
- Sharpe Ratio: 0.42
- Sortino Ratio: 1.00
- Calmar: -0.63
- Longest DD Days: 36.00
- Volatility: 7.74
- Skew: 0.52
- Kurtosis: 0.08
- Expected Daily: 0.06
- Expected Monthly: 1.29
- Expected Yearly: 16.66
- Kelly Criterion: 12.65
- Daily Value-at-Risk: -0.64
- Expected Shortfall (cVaR): -0.79
- Last Trade Date: 2025-02-12 02:00:00
- Max Consecutive Wins: 7
- Number Winning Trades 99
- Max Consecutive Losses: 6
- Number Losing Trades: 106
- Gain/Pain Ratio: -0.63
- Gain/Pain (1M): 1.35
- Payoff Ratio: 1.45
- Common Sense Ratio: 1.35
- Tail Ratio: 1.44
- Outlier Win Ratio: 2.58
- Outlier Loss Ratio: 3.10
- Recovery Factor: 0.00
- Ulcer Index: 0.01
- Serenity Index: 1.13
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 | 1459.27% |
CAGR (Compound Annual Growth Rate) | 3.19% |
Sharpe Ratio | 0.431 |
Profit Factor | 1.416 |
Maximum Drawdown | 41.65% |
Volatility (Annualized) | 7.69% |
The strategy delivers a substantial net profit of 1459.27%, though the CAGR of 3.19% suggests moderate annual growth. While the Sharpe Ratio of 0.431 is slightly below the benchmark for crypto, the Profit Factor of 1.416 indicates higher than break-even efficiency. The maximum drawdown of 41.65% is a concern, slightly exceeding the preferred threshold, suggesting room for improvement in managing large losses.
Strategy Viability
Based on the metrics, the strategy presents a potential for real-world application, especially with scenarios leaning towards cautious optimism. The considerable net profit offsets some risk concerns. However, ensuring the strategy performs consistently requires attention to its risk mitigation and the adaptability of market conditions, particularly by monitoring underlying market factors which might affect performance persistency.
Risk Management
Evaluating the risk approach reveals areas for enhancement, particularly with the drawdown challenges. Effective risk management techniques such as dynamic leverage adjustments may help maintain or reduce drawdown while preserving profit efficiency. Suggested improvements include:
- Implementing adaptive position sizing to align risk exposure with changing volatility.
- Enhancing stop-loss strategies to quickly mitigate substantial downturns.
- Incorporating volatility-adjusted thresholds for asset exposure.
Improvement Suggestions
To bolster the strategy’s performance and robustness, consider these recommendations:
- Optimize the leverage use, reducing it to decrease maximum drawdown risks.
- Explore diversification in trading assets to spread risk and enhance gains.
- Utilize advanced technical indicators to refine entry and exit points for trades.
- Pursue thorough testing in diverse market conditions to assess strategy resilience.
- Implement scenario analysis and stress testing to evaluate robustness under extreme market conditions.
Final Opinion
In summary, the strategy exhibits strong net profit capabilities, paired with moderate risk-adjusted returns. The overall performance is promising, though refinement and testing are needed to ensure its effectiveness across varying market conditions. Addressing drawdown concerns through modified leverage use and advanced risk management can greatly enhance strategy sustainability.
Recommendation: Proceed with the strategy, focusing on improving risk management and robustness through optimization and adaptive controls. Conduct further tests and simulations to ensure resilient performance before scaling into larger 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 | 2.17% | 11.52% | -14.68% | 19.53% | -0.84% | 22.22% | 29.37% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | 2.43% | 6.41% | 17.86% | -1.72% | -6.98% | 12.76% | 14.07% | -16.85% | 19.39% | 34.45% | -9.12% | 16.97% |
2022 | 1.34% | 0.00% | 44.13% | 16.21% | -13.22% | 0.00% | 7.37% | 4.00% | 3.25% | 10.60% | 3.12% | 4.11% |
2021 | 0.00% | 0.00% | 2.69% | 0.00% | 0.00% | 0.00% | 7.19% | 0.00% | 0.00% | 24.95% | 8.09% | 14.03% |
2020 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.33% | 0.00% | -4.54% |
Live Trades Stats
SOL
Base Currency
47
Number of Trades
39.9%
Cumulative Returns
40.43%
Win Rate
2024-08-27
🟠 Incubation started
🛡️
7 Days
23.75%
30 Days
87.82%
60 Days
55.25%
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 | 9,074.10 USD | 907.41 | 5,176.98 USD | 517.70 | 3,897.13 USD | 389.71 |
Gross Profit | 31,431.85 | 3,143.18 | 17,296.99 | 1,729.70 | 14,134.86 | 1,413.49 |
Gross Loss | 22,357.74 | 2,235.77 | 12,120.01 | 1,212.00 | 10,237.73 | 1,023.77 |
Max Run-up | 12,130.93 | 93.11 | ||||
Max Drawdown | 2,085.15 | 28.93 | ||||
Buy & Hold Return | 53,224.97 | 5,322.50 | ||||
Sharpe Ratio | 0.433 | |||||
Sortino Ratio | 1.246 | |||||
Profit Factor | 1.406 | 1.427 | 1.381 | |||
Max Contracts Held | 446 | 349 | 446 | |||
Open PL | −20.67 | −0.21 | ||||
Commission Paid | 675.22 | 368.73 | 306.49 | |||
Total Closed Trades | 160 | 79 | 81 | |||
Total Open Trades | 1 | 0 | 1 | |||
Number Winning Trades | 80 | 39 | 41 | |||
Number Losing Trades | 80 | 40 | 40 | |||
Percent Profitable | 50.00 | 49.37 | 50.62 | |||
Avg Trade | 56.71 | 1.35 | 65.53 | 1.40 | 48.11 | 1.31 |
Avg Winning Trade | 392.90 | 7.93 | 443.51 | 8.13 | 344.75 | 7.75 |
Avg Losing Trade | 279.47 | 5.23 | 303.00 | 5.16 | 255.94 | 5.30 |
Ratio Avg Win / Avg Loss | 1.406 | 1.464 | 1.347 | |||
Largest Winning Trade | 1,350.53 | 9.83 | 1,265.23 | 9.78 | 1,350.53 | 9.83 |
Largest Losing Trade | 1,074.23 | 7.08 | 1,074.23 | 6.36 | 976.06 | 7.08 |
Avg # Bars in Trades | 37 | 36 | 38 | |||
Avg # Bars in Winning Trades | 43 | 42 | 43 | |||
Avg # Bars in Losing Trades | 31 | 30 | 33 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 13,026.87 USD | 1,302.69 | 3,775.31 USD | 377.53 | 9,251.56 USD | 925.16 |
Gross Profit | 49,674.83 | 4,967.48 | 26,157.77 | 2,615.78 | 23,517.06 | 2,351.71 |
Gross Loss | 36,647.96 | 3,664.80 | 22,382.46 | 2,238.25 | 14,265.50 | 1,426.55 |
Max Run-up | 14,711.90 | 94.25 | ||||
Max Drawdown | 5,243.09 | 41.65 | ||||
Buy & Hold Return | 70,911.27 | 7,091.13 | ||||
Sharpe Ratio | 0.416 | |||||
Sortino Ratio | 1.001 | |||||
Profit Factor | 1.355 | 1.169 | 1.649 | |||
Max Contracts Held | 446 | 349 | 446 | |||
Open PL | −210.95 | −1.50 | ||||
Commission Paid | 1,117.26 | 659.13 | 458.13 | |||
Total Closed Trades | 205 | 108 | 97 | |||
Total Open Trades | 1 | 1 | 0 | |||
Number Winning Trades | 99 | 49 | 50 | |||
Number Losing Trades | 106 | 59 | 47 | |||
Percent Profitable | 48.29 | 45.37 | 51.55 | |||
Avg Trade | 63.55 | 1.29 | 34.96 | 1.03 | 95.38 | 1.58 |
Avg Winning Trade | 501.77 | 8.01 | 533.83 | 8.11 | 470.34 | 7.91 |
Avg Losing Trade | 345.74 | 4.99 | 379.36 | 4.85 | 303.52 | 5.16 |
Ratio Avg Win / Avg Loss | 1.451 | 1.407 | 1.55 | |||
Largest Winning Trade | 1,736.76 | 9.83 | 1,736.76 | 9.78 | 1,563.59 | 9.83 |
Largest Losing Trade | 1,117.57 | 7.08 | 1,074.23 | 6.36 | 1,117.57 | 7.08 |
Avg # Bars in Trades | 35 | 32 | 38 | |||
Avg # Bars in Winning Trades | 41 | 39 | 44 | |||
Avg # Bars in Losing Trades | 29 | 26 | 33 | |||
Margin Calls | 0 | 0 | 0 |
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