Vector Candles [v5] by @DavidTech 🧠 by @DaviddTech 🤖 [b2b48786]
🛡️ VECTOR CANDLE BTC 4H
@mpx1204
⌛4 hours
⚪️ Deep Backtest
Last updated: 3 hours agoTrades per Day
Key Performance Metrics
- First Traded Date: 2020-04-30 09:00:00
- Sharpe Ratio: 0.26
- Sortino Ratio: 2.65
- Calmar: -4.52
- Longest DD Days: 15.00
- Volatility: 668.36
- Skew: 4.09
- Kurtosis: 18.05
- Expected Daily: 11.52
- Expected Monthly: 887.26
- Expected Yearly: 85,735,511,792,683.00
- Kelly Criterion: 26.39
- Daily Value-at-Risk: -10.37
- Expected Shortfall (cVaR): -11.46
- Last Trade Date: 2025-02-03 16:00:00
- Max Consecutive Wins: 3
- Number Winning Trades 24
- Max Consecutive Losses: 5
- Number Losing Trades: 30
- Gain/Pain Ratio: -4.52
- Gain/Pain (1M): 2.33
- Payoff Ratio: 2.70
- Common Sense Ratio: 2.33
- Tail Ratio: 5.79
- Outlier Win Ratio: 6.38
- Outlier Loss Ratio: 0.00
- Recovery Factor: 0.00
- Ulcer Index: 0.11
- Serenity Index: 26.74
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 | 3894.6% |
Annualized Return (CAGR %) | 116.71% |
Sharpe Ratio | 0.258 |
Profit Factor | 2.258 |
Maximum Drawdown | -29.44% |
Volatility (Annualized) | 668.36% |
The strategy demonstrates a robust cumulative return of 3894.6% and a solid annualized return of 116.71%, suggesting strong performance in terms of total returns. The Profit Factor of 2.258 is commendable, indicating profitable operations. However, the Sharpe Ratio at 0.258 is below the acceptable threshold, signifying some room for improvement in risk-adjusted returns. The maximum drawdown of -29.44% is within acceptable limits for crypto trading, although there's potential to improve this further.
Strategy Viability
While the returns are impressive, the low Sharpe Ratio indicates the strategy faces challenges with consistency and risk management. As such, this may not be as viable under all market conditions without optimizations. The strategy’s performance relative to the industry benchmark demonstrates potential, yet improvements in risk-adjusted metrics are crucial for real-world trading.
Risk Management
The strategy shows robust risk metrics such as an acceptable drawdown and a favorable Profit Factor. However, to enhance its viability, risk management could benefit from improvements:
- Consider reducing leverage to decrease maximum drawdown further, improving safety and reliability.
- Implementing enhanced stop-loss mechanisms could prevent significant losses and provide better capital protection.
- Utilizing dynamic position sizing could help adjust risk exposure in response to market volatility.
Improvement Suggestions
To further enhance the strategy’s performance and robustness, consider the following recommendations:
- Optimize strategy parameters to find the sweet spot between maximizing returns and minimizing risk.
- Incorporate additional technical indicators or machine learning models to refine trade entry and exit points.
- Perform rigorous backtesting and out-of-sample testing to ensure the strategy's robustness across different market scenarios.
- Explore advanced risk management techniques such as diversification across non-correlated crypto assets to cushion against market downturns.
Final Opinion
The strategy shows remarkable potential with its high returns and satisfactory Profit Factor. However, improvements in the Sharpe Ratio and risk management are essential for broader applicability. Laying focus on lowering leverage and introducing more sophisticated risk metrics can substantially bolster the strategy's reliability.
Recommendation: Proceed with refinements and additional testing. By implementing the suggested improvements, the strategy can achieve greater stability and adaptability in ever-evolving crypto markets.
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 | -1.42% | 0.00% | 74.57% | -0.73% | 2.13% | -4.17% | -0.21% | Login to see results | Login to see results | Login to see results | Login to see results | Login to see results |
2023 | 235.09% | -0.15% | 13.73% | -0.49% | 1.25% | 43.12% | -1.72% | 48.29% | -5.33% | -3.12% | 50.41% | 9.98% |
2022 | 0.00% | 0.00% | 0.76% | 2.20% | -2.18% | 0.00% | 0.00% | 0.00% | 3.95% | -0.86% | -6.04% | -18.82% |
2021 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.56% | -1.11% |
2020 | 0.00% | 0.00% | 0.00% | 4.66% | 0.00% | 0.00% | -3.23% | 169.83% | -14.83% | 42.26% | 0.00% | 0.00% |
Live Trades Stats
BTC
Base Currency
16
Number of Trades
-24.29%
Cumulative Returns
43.75%
Win Rate
2024-04-26
🟠 Incubation started
🛡️
7 Days
0.53%
30 Days
-2.16%
60 Days
-2.75%
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 | 5,142,280.95 USD | 5,142.28 | 4,845,428.42 USD | 4,845.43 | 296,852.53 USD | 296.85 |
Gross Profit | 5,883,834.48 | 5,883.83 | 5,060,041.48 | 5,060.04 | 823,792.99 | 823.79 |
Gross Loss | 741,553.52 | 741.55 | 214,613.07 | 214.61 | 526,940.46 | 526.94 |
Max Run-up | 6,237,770.31 | 98.42 | ||||
Max Drawdown | 291,798.19 | 29.44 | ||||
Buy & Hold Return | 732,628.68 | 732.63 | ||||
Sharpe Ratio | 0.3 | |||||
Sortino Ratio | 3.513 | |||||
Profit Factor | 7.934 | 23.578 | 1.563 | |||
Max Contracts Held | 530 | 327 | 530 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 79,406.12 | 42,615.42 | 36,790.70 | |||
Total Closed Trades | 38 | 23 | 15 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 17 | 11 | 6 | |||
Number Losing Trades | 21 | 12 | 9 | |||
Percent Profitable | 44.74 | 47.83 | 40.00 | |||
Avg Trade | 135,323.18 | 3.67 | 210,670.80 | 5.72 | 19,790.17 | 0.53 |
Avg Winning Trade | 346,107.91 | 11.01 | 460,003.77 | 14.38 | 137,298.83 | 4.82 |
Avg Losing Trade | 35,312.07 | 2.27 | 17,884.42 | 2.22 | 58,548.94 | 2.33 |
Ratio Avg Win / Avg Loss | 9.801 | 25.721 | 2.345 | |||
Largest Winning Trade | 2,255,823.36 | 38.01 | 2,255,823.36 | 38.01 | 666,857.25 | 12.36 |
Largest Losing Trade | 193,821.63 | 4.39 | 43,283.57 | 4.05 | 193,821.63 | 4.39 |
Avg # Bars in Trades | 42 | 45 | 37 | |||
Avg # Bars in Winning Trades | 66 | 70 | 60 | |||
Avg # Bars in Losing Trades | 22 | 22 | 22 | |||
Margin Calls | 0 | 0 | 0 |
All USD | All % | Long USD | Long % | Short USD | Short % | |
---|---|---|---|---|---|---|
Net Profit | 3,894,596.68 USD | 3,894.60 | 3,298,912.91 USD | 3,298.91 | 595,683.77 USD | 595.68 |
Gross Profit | 6,991,038.93 | 6,991.04 | 5,792,145.57 | 5,792.15 | 1,198,893.37 | 1,198.89 |
Gross Loss | 3,096,442.25 | 3,096.44 | 2,493,232.65 | 2,493.23 | 603,209.60 | 603.21 |
Max Run-up | 6,237,770.31 | 98.42 | ||||
Max Drawdown | 1,432,843.75 | 29.44 | ||||
Buy & Hold Return | 1,151,703.74 | 1,151.70 | ||||
Sharpe Ratio | 0.258 | |||||
Sortino Ratio | 2.654 | |||||
Profit Factor | 2.258 | 2.323 | 1.988 | |||
Max Contracts Held | 530 | 327 | 530 | |||
Open PL | 0 | 0.00 | ||||
Commission Paid | 166,123.70 | 120,193.86 | 45,929.85 | |||
Total Closed Trades | 54 | 35 | 19 | |||
Total Open Trades | 0 | 0 | 0 | |||
Number Winning Trades | 24 | 16 | 8 | |||
Number Losing Trades | 30 | 19 | 11 | |||
Percent Profitable | 44.44 | 45.71 | 42.11 | |||
Avg Trade | 72,122.16 | 2.49 | 94,254.65 | 3.51 | 31,351.78 | 0.61 |
Avg Winning Trade | 291,293.29 | 8.69 | 362,009.10 | 10.68 | 149,861.67 | 4.71 |
Avg Losing Trade | 103,214.74 | 2.47 | 131,222.77 | 2.52 | 54,837.24 | 2.37 |
Ratio Avg Win / Avg Loss | 2.822 | 2.759 | 2.733 | |||
Largest Winning Trade | 2,255,823.36 | 38.01 | 2,255,823.36 | 38.01 | 666,857.25 | 12.36 |
Largest Losing Trade | 624,402.41 | 4.39 | 624,402.41 | 4.05 | 193,821.63 | 4.39 |
Avg # Bars in Trades | 38 | 38 | 38 | |||
Avg # Bars in Winning Trades | 60 | 60 | 60 | |||
Avg # Bars in Losing Trades | 20 | 18 | 22 | |||
Margin Calls | 0 | 0 | 0 |
TradingView Screenshots
Slide this way to reveal live trades
USE SLIDER TO REVEAL RESULTS
Slide this way to reveal backtest
Slide this way to reveal live trades
USE SLIDER TO REVEAL RESULTS
Slide this way to reveal backtest