🚀 Trendhoo [v5] by @DaviddTech 🤖 [2eeaaa9d]
🛡️ TRENDHOOV5 DOTUSDT 3H 20.08
@trRomeo
⌛3 hours
⚪️ Deep Backtest
Last updated: 28 minutes agoTrades per Day
Key Performance Metrics
- First Traded Date: 2020-10-06 18:00:00
- Sharpe Ratio: 0.46
- Sortino Ratio: 1.78
- Calmar: -1.38
- Longest DD Days: 16.00
- Volatility: 22.24
- Skew: 1.01
- Kurtosis: 1.14
- Expected Daily: 0.41
- Expected Monthly: 8.91
- Expected Yearly: 178.42
- Kelly Criterion: 27.57
- Daily Value-at-Risk: -1.68
- Expected Shortfall (cVaR): -1.97
- Last Trade Date: 2025-01-13 12:00:00
- Max Consecutive Wins: 7
- Number Winning Trades 42
- Max Consecutive Losses: 4
- Number Losing Trades: 35
- Gain/Pain Ratio: -1.38
- Gain/Pain (1M): 2.07
- Payoff Ratio: 1.82
- Common Sense Ratio: 2.07
- Tail Ratio: 2.11
- Outlier Win Ratio: 2.85
- Outlier Loss Ratio: 0.00
- Recovery Factor: 0.00
- Ulcer Index: 0.01
- Serenity Index: 1.88
AI Trading Bot Quantitative Analyst
Performance Analysis
Upon reviewing the provided QuantStats report, several performance metrics stand out that merit attention:
Metric | Strategy |
---|---|
Cumulative Return | 3554.71% |
Annualized Return (CAGR %) | 7.38% |
Sharpe Ratio | 0.464 |
Sortino Ratio | 1.776 |
Profit Factor | 2.349 |
Maximum Drawdown | -31.25% |
Volatility (Annualized) | 22.24% |
The strategy shows a substantial cumulative return of 3554.71%, reflecting strong overall performance. Despite its relatively modest Sharpe Ratio of 0.464, which suggests room for improvement in risk-adjusted returns, its Profit Factor of 2.349 indicates a healthy return per unit of risk taken. The Maximum Drawdown of -31.25% is within an acceptable range, especially in the context of Crypto trading, which is known for high volatility.
Strategy Viability
Based on the data, the strategy appears viable for real-world trading, though it could benefit from refinement. It performs well under volatile market conditions typical of the crypto space, as evidenced by its strong cumulative and annualized returns. Although the Sharpe Ratio is slightly below the desired threshold of 0.5, its positive Profit Factor and reasonable drawdown suggest a potentially profitable approach.
Risk Management
The strategy demonstrates effective risk management, with a Maximum Drawdown of 31.25%. There are several opportunities for enhancement to further mitigate risk and stabilize returns:
- Consider reducing leverage to decrease the potential for large drawdowns, while maintaining profitable outcomes.
- Enhance stop-loss mechanisms and dynamic position sizing to better control risk during volatile periods.
- Incorporate diversification across different crypto assets to minimize unsystematic risk.
Improvement Suggestions
To further enhance the strategy’s performance and robustness, consider the following recommendations:
- Optimize the current parameters to improve risk-adjusted returns while keeping drawdowns manageable.
- Incorporate additional technical indicators or machine learning models to improve trade signal accuracy.
- Conduct extensive out-of-sample and forward testing to validate strategy robustness across varying market conditions.
- Refine risk management frameworks by incorporating advanced techniques such as VaR analysis and stress testing.
Final Opinion
In summary, the strategy demonstrates promising performance with its impressive cumulative returns and strong Profit Factor. The reasonably controlled drawdown further enhances its appeal in the crypto market. While the strategy presents good potential, optimization and thorough validation are crucial to bolster its robustness.
Recommendation: Proceed with further testing and optimization of the strategy. Consider the suggested improvements to enhance risk management and adapt to higher volatility effectively, thereby improving the overall robustness and profitability of the trading strategy.
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 | 27.02% | 23.43% | 0.00% | 45.85% | -5.13% | 3.91% | 3.43% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | 27.21% | -21.93% | 26.74% | 0.71% | -6.83% | 6.82% | -8.40% | 12.13% | -4.49% | 23.89% | 0.00% | 4.73% |
2022 | 0.00% | 0.00% | 0.00% | 47.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -1.17% | 43.38% | 16.10% |
2021 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 26.63% | 0.00% | 0.00% | -2.95% | 0.00% | 0.00% |
2020 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 45.81% | 0.00% | 5.34% |
Live Trades Stats
DOT
Base Currency
16
Number of Trades
63.67%
Cumulative Returns
43.75%
Win Rate
2024-08-20
🟠 Incubation started
🛡️
7 Days
0%
30 Days
27.08%
60 Days
13.54%
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 | 20,785.34 USD | 2,078.53 | 1,328.75 USD | 132.88 | 19,456.59 USD | 1,945.66 |
Gross Profit | 34,091.29 | 3,409.13 | 8,076.40 | 807.64 | 26,014.89 | 2,601.49 |
Gross Loss | 13,305.95 | 1,330.59 | 6,747.65 | 674.76 | 6,558.30 | 655.83 |
Max Run-up | 20,786.46 | 95.41 | ||||
Max Drawdown | 3,628.34 | 31.25 | ||||
Buy & Hold Return | 98.72 | 9.87 | ||||
Sharpe Ratio | 0.467 | |||||
Sortino Ratio | 2.038 | |||||
Profit Factor | 2.562 | 1.197 | 3.967 | |||
Max Contracts Held | 9,449 | 5,772 | 9,449 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 595.39 | 201.01 | 394.38 | |||
Total Closed Trades | 61 | 26 | 35 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 35 | 12 | 23 | |||
Number Losing Trades | 26 | 14 | 12 | |||
Percent Profitable | 57.38 | 46.15 | 65.71 | |||
Avg Trade | 340.74 | 2.48 | 51.11 | 0.93 | 555.90 | 3.64 |
Avg Winning Trade | 974.04 | 7.56 | 673.03 | 7.33 | 1,131.08 | 7.68 |
Avg Losing Trade | 511.77 | 4.35 | 481.97 | 4.55 | 546.53 | 4.11 |
Ratio Avg Win / Avg Loss | 1.903 | 1.396 | 2.07 | |||
Largest Winning Trade | 3,843.66 | 9.80 | 1,985.45 | 9.47 | 3,843.66 | 9.80 |
Largest Losing Trade | 2,067.54 | 5.42 | 1,850.12 | 5.42 | 2,067.54 | 5.14 |
Avg # Bars in Trades | 33 | 27 | 37 | |||
Avg # Bars in Winning Trades | 34 | 34 | 33 | |||
Avg # Bars in Losing Trades | 31 | 21 | 43 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 35,547.15 USD | 3,554.71 | 10,114.35 USD | 1,011.43 | 25,432.80 USD | 2,543.28 |
Gross Profit | 61,906.51 | 6,190.65 | 23,733.14 | 2,373.31 | 38,173.37 | 3,817.34 |
Gross Loss | 26,359.36 | 2,635.94 | 13,618.79 | 1,361.88 | 12,740.57 | 1,274.06 |
Max Run-up | 38,943.52 | 97.50 | ||||
Max Drawdown | 7,833.92 | 31.25 | ||||
Buy & Hold Return | 250.54 | 25.05 | ||||
Sharpe Ratio | 0.464 | |||||
Sortino Ratio | 1.776 | |||||
Profit Factor | 2.349 | 1.743 | 2.996 | |||
Max Contracts Held | 16,704 | 16,704 | 13,104 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 1,124.07 | 499.79 | 624.28 | |||
Total Closed Trades | 77 | 36 | 41 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 42 | 16 | 26 | |||
Number Losing Trades | 35 | 20 | 15 | |||
Percent Profitable | 54.55 | 44.44 | 63.41 | |||
Avg Trade | 461.65 | 2.09 | 280.95 | 0.77 | 620.31 | 3.25 |
Avg Winning Trade | 1,473.96 | 7.54 | 1,483.32 | 7.37 | 1,468.21 | 7.64 |
Avg Losing Trade | 753.12 | 4.44 | 680.94 | 4.51 | 849.37 | 4.36 |
Ratio Avg Win / Avg Loss | 1.957 | 2.178 | 1.729 | |||
Largest Winning Trade | 5,413.51 | 9.80 | 5,413.51 | 9.47 | 5,198.14 | 9.80 |
Largest Losing Trade | 2,977.45 | 5.71 | 2,082.85 | 5.42 | 2,977.45 | 5.71 |
Avg # Bars in Trades | 31 | 25 | 37 | |||
Avg # Bars in Winning Trades | 33 | 30 | 35 | |||
Avg # Bars in Losing Trades | 29 | 21 | 41 | |||
Margin Calls | 0 | 0 | 0 |
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