How we evaluate our trading strategy's performance
This video shows how we evaluate our trading strategies' results.
Performance to date
As at Saturday, 26th September 2020, 12pm (Paris time),here are the results so far.
Provisions:
Only Algorithmic trades are considered because Discretionary trades are still very experimental.
Open trades are included at the last rows and the current price is used to calculate the open gains/losses.
Pairs that we have just started paper trading are not included because they haven't traded long enough yet.
What the columns mean:
Posn — 1 for Long Trades, -1 for Short Trades. Used for calculations.
Move is the price movement during the duration of the trade.
% (of the move) is how much of the trading account has reduced or increased.
Another set of columns at the right puts in practice what this means in dollars.
Start Equity — Assumed Equity in USDs available for trading the pair.
Gain/Loss — Gain or Loss in USDs
End Equity — Equity after the trade is closed.
HODL Move — The price when we first traded / Price now.
HODL Gain — The percentage gain on the Assumed Initial Capital given the current price.
HODL Eq — The equity if you HODL'd.
SUMMARY
Our current parameters: allocate $1000 to trade each currency pair, trading 15 currency pairs, for a total of 15000 initial capital.
If we traded this strategy, our equity would now be $17,879. We have gained $2,879. That is a return of 19.20%.
If we compare this to having HODL'd, meaning we just bought and held during the same period, our equity would now be $15,299. We have gained $299.
That is a return of 1.99%.
This means that we are 963.81%, that is about 10 times, better off trading this strategy than if we just bought and held the same time.
Calculations:
INITIAL $
EQUITY $
TRADING GAIN (%)
HODL MOVE
HODL GAIN
HODL EQ
ADA
1000
983.584
-1.64%
0.85%
8.47
1008.47
ATOM
1000
1052.157
0.00%
-5.22%
-52.16
947.84
BSV
1000
1088.652
8.87%
-17.77%
-177.72
822.28
BTC
1000
1118.031
11.80%
13.86%
138.61
1138.61
DOT
1000
1105.262
10.53%
-24.09%
-240.86
759.14
EOS
1000
965.916
-3.41%
0.41%
4.14
1004.14
ETH
1000
1300.106
30.01%
46.90%
469.01
1469.01
IOTA
1000
1238.623
23.86%
-35.18%
-351.77
648.23
LINK
1000
1037.297
3.73%
-32.34%
-323.36
676.64
NEO
1000
1542.633
54.26%
104.29%
1042.87
2042.87
OMG
1000
2067.615
106.76%
102.25%
1022.46
2022.46
TRX
1000
940.154
-5.98%
-17.30%
-173.04
826.96
XLM
1000
1143.796
14.38%
-24.43%
-244.32
755.68
XTZ
1000
1481.108
48.11%
-24.30%
-243.03
756.97
ZRX
1000
814.549
-18.55%
-58.05%
-580.52
419.48
TOTAL
15000
17879.483
15298.760
2879.483
19.20%
<<-- Strategy Gain
298.760
1.99%
<<-- HODL Gain
9.638
<<-- How much our trading strategy is out-performing the HODL strategy
* Note: Trading commissions or fees charged by exchanges are not factored in. We use roughly 0.3%.
BREAKDOWN PER CURRENCY PAIR
Current exchange rates were used to calculate open trades' gains or losses.
Cardano (ADA)
DATE & TIME
PAIR
PRICE
POSITION
POSN
MOVE
%
START EQUITY
GAIN/LOSS
END EQUITY
ROI
HODL
2020-09-13T22:15:07+0200
ADA/USD
0.09446
Short
-1
0.00
-1.25%
1000.00000
-12.49206
987.50794
-1.25%
0.8%
2020-09-26T00:58:42+0200
ADA/USD
0.09564
Long
1
0.00
-0.40%
987.50794
-3.92360
983.58434
-1.64%
0.09526
Cosmos (ATO/ATOM)
DATE & TIME
PAIR
PRICE
POSITION
POSN
MOVE
%
START EQUITY
GAIN/LOSS
END EQUITY
ROI
HODL
2020-09-19T17:30:13+0200
ATO/USD
4.96
Short
-1
0.26
5.22%
1000.00000
52.15726
1052.15726
5.22%
-5.2%
Still Open.
4.7013
Bitcoin SV (BSV)
DATE & TIME
PAIR
PRICE
POSITION
POSN
MOVE
%
START EQUITY
GAIN/LOSS
END EQUITY
ROI
HODL
2020-07-06T22:20:37+0200
BSV/USD
189.51
Long
1
-17.05
-9.00%
1000.00000
-89.96887
910.03113
-9.00%
-17.8%
2020-07-16T22:24:35+0200
BSV/USD
172.46
Short
-1
-5.54
-3.21%
910.03113
-29.23329
880.79785
-11.92%
2020-07-22T17:22:38+0200
BSV/USD
178
Long
1
59.51
33.43%
880.79785
294.47348
1175.27133
17.53%
2020-08-07T14:01:26+0200
BSV/USD
237.51
Short
-1
13.69
5.76%
1175.27133
67.74226
1243.01359
24.30%
2020-08-16T06:15:50+0200
BSV/USD
223.82
Long
1
-8.91
-3.98%
1243.01359
-49.48285
1193.53074
19.35%
2020-08-16T14:23:19+0200
BSV/USD
214.91
Short
-1
-14.09
-6.56%
1193.53074
-78.25065
1115.28009
11.53%
2020-08-17T20:14:58+0200
BSV/USD
229
Long
1
-21.36
-9.33%
1115.28009
-104.02787
1011.25222
1.13%
2020-08-20T08:43:51+0200
BSV/USD
207.64
Short
-1
7.19
3.46%
1011.25222
35.01687
1046.26909
4.63%
2020-09-01T11:43:52+0200
BSV/USD
200.45
Long
1
-18.25
-9.10%
1046.26909
-95.25772
951.01136
-4.90%
2020-09-02T20:22:21+0200
BSV/USD
182.2
Short
-1
26.37
14.47%
951.01136
137.64089
1088.65225
8.87%
Still Open.
155.83
BITCOIN(BTC)
DATE & TIME
PAIR
PRICE
POSITION
POSN
MOVE
%
START EQUITY
GAIN/LOSS
END EQUITY
ROI
HODL
2020-07-09T06:25:14+0200
BTC/USD
9415
Long
1
-185.00
-1.96%
1000.00000
-19.64950
980.35050
-1.96%
13.9%
2020-07-09T19:01:27+0200
BTC/USD
9230
Short
-1
-67.00
-0.73%
980.35050
-7.11630
973.23420
-2.68%
2020-07-13T07:18:44+0200
BTC/USD
9297
Long
1
-166.40
-1.79%
973.23420
-17.41919
955.81501
-4.42%
2020-07-16T18:47:21+0200
BTC/USD
9130.6
Short
-1
-389.00
-4.26%
955.81501
-40.72153
915.09348
-8.49%
2020-07-23T14:47:27+0200
BTC/USD
9519.6
Long
1
2243.40
23.57%
915.09348
215.65199
1130.74547
13.07%
2020-08-24T23:17:18+0200
BTC/USD
11763
Short
-1
-228.00
-1.94%
1130.74547
-21.91703
1108.82845
10.88%
2020-09-01T21:52:24+0200
BTC/USD
11991
Long
1
-573.00
-4.78%
1108.82845
-52.98630
1055.84215
5.58%
2020-09-02T13:20:01+0200
BTC/USD
11418
Short
-1
668.00
5.85%
1055.84215
61.77111
1117.61326
11.76%
2020-09-25T01:58:11+0200
BTC/USD
10750
Long
1
-20.00
-0.19%
1117.61326
-2.07928
1115.53398
11.55%
2020-09-25T02:28:46+0200
BTC/USD
10730
Short
-1
17.00
0.16%
1115.53398
1.76739
1117.30137
11.73%
2020-09-26T00:54:00+0200
BTC/USD
10713
Long
1
7.00
0.07%
1117.30137
0.73006
1118.03143
11.80%
10,720
POLKADOT (DOT)
DATE & TIME
PAIR
PRICE
POSITION
POSN
MOVE
%
START EQUITY
GAIN/LOSS
END EQUITY
ROI
HODL
2020-08-30T16:49:35+0200
DOT/USD
5.8
Short
-1
-0.55
-9.48%
1000.00000
-94.82759
905.17241
-9.48%
-24.1%
2020-08-31T18:15:29+0200
DOT/USD
6.35
Out
0
0.00
0.00%
905.17241
0.00000
905.17241
-9.48%
2020-09-12T01:35:55+0200
DOT/USD
4.6077
Long
1
-0.06
-1.33%
905.17241
-12.02260
893.14981
-10.69%
2020-09-12T09:06:17+0200
DOT/USD
4.5465
Short
-1
-0.08
-1.81%
893.14981
-16.20694
876.94287
-12.31%
2020-09-12T12:31:36+0200
DOT/USD
4.629
Long
1
0.48
10.47%
876.94287
91.80525
968.74812
-3.13%
2020-09-16T06:41:03+0200
DOT/USD
5.1136
Short
-1
0.71
13.98%
968.74812
135.43453
1104.18265
10.42%
2020-09-24T23:02:00+0200
DOT/USD
4.3987
Long
1
0.00
0.10%
1104.18265
1.07941
1105.26206
10.53%
4.403
EOS(EOS)
DATE & TIME
PAIR
PRICE
POSITION
POSN
MOVE
%
START EQUITY
GAIN/LOSS
END EQUITY
ROI
HODL
2020-07-14T10:13:39+0200
EOS/USD
2.5366
Short
-1
-0.09
-3.48%
1000.00000
-34.81038
965.18962
-3.48%
0.4%
2020-07-21T10:01:03+0200
EOS/USD
2.6249
Long
1
0.40
15.38%
965.18962
148.44263
1113.63225
11.36%
2020-08-05T06:50:36+0200
EOS/USD
3.0286
Short
-1
-0.20
-6.68%
1113.63225
-74.38678
1039.24547
3.92%
2020-08-10T20:21:42+0200
EOS/USD
3.2309
Long
1
-0.23
-7.15%
1039.24547
-74.27088
964.97459
-3.50%
2020-08-12T10:49:53+0200
EOS/USD
3
Short
-1
-0.16
-5.42%
964.97459
-52.26946
912.70514
-8.73%
2020-08-14T18:04:54+0200
EOS/USD
3.1625
Long
1
0.13
4.24%
912.70514
38.67272
951.37786
-4.86%
2020-08-22T10:03:20+0200
EOS/USD
3.2965
Short
-1
-0.07
-2.27%
951.37786
-21.61632
929.76154
-7.02%
2020-09-01T18:27:35+0200
EOS/USD
3.3714
Long
1
-0.35
-10.28%
929.76154
-95.58502
834.17651
-16.58%
2020-09-03T08:38:41+0200
EOS/USD
3.0248
Short
-1
0.48
15.79%
834.17651
131.73966
965.91617
-3.41%
Still Open.
2.5471
ETHEREUM (ETH)
DATE & TIME
PAIR
PRICE
POSITION
POSN
MOVE
%
START EQUITY
GAIN/LOSS
END EQUITY
ROI
HODL
2020-07-07T17:41:10+0200
ETH/USD
238.76
Long
1
4.00
1.68%
1000.00000
16.75322
1016.75322
1.68%
46.9%
2020-07-13T07:17:45+0200
ETH/USD
242.76
Short
-1
9.21
3.79%
1016.75322
38.57430
1055.32753
5.53%
2020-07-18T10:48:47+0200
ETH/USD
233.55
Long
1
0.55
0.24%
1055.32753
2.48525
1057.81278
5.78%
2020-07-19T17:57:19+0200
ETH/USD
234.1
Short
-1
-10.23
-4.37%
1057.81278
-46.22565
1011.58713
1.16%
2020-07-21T17:52:30+0200
ETH/USD
244.33
Long
1
161.40
66.06%
1011.58713
668.23625
1679.82337
67.98%
2020-08-24T23:18:31+0200
ETH/USD
405.73
Short
-1
-71.34
-17.58%
1679.82337
-295.36539
1384.45798
38.45%
2020-09-01T21:53:14+0200
ETH/USD
477.07
Long
1
-76.79
-16.10%
1384.45798
-222.84472
1161.61327
16.16%
2020-09-03T23:53:56+0200
ETH/USD
400.28
Short
-1
47.52
11.87%
1161.61327
137.90312
1299.51639
29.95%
2020-09-26T00:55:24+0200
ETH/USD
352.76
Long
1
-0.93
-0.26%
1299.51639
-3.42598
1296.09041
29.61%
2020-09-26T11:34:18+0200
ETH/USD
351.83
Short
-1
1.09
0.31%
1296.09041
4.01540
1300.10581
30.01%
350.74
IOTA (IOTA)
DATE & TIME
PAIR
PRICE
POSITION
POSN
MOVE
%
START EQUITY
GAIN/LOSS
END EQUITY
ROI
HODL
2020-08-11T08:09:32+0200
IOT/USD
0.3919
Short
-1
-0.01
-1.35%
1000.00000
-13.47282
986.52718
-1.35%
-35.2%
2020-08-13T05:57:18+0200
IOT/USD
0.39718
Out
0
0.00
0.00%
986.52718
0.00000
986.52718
-1.35%
2020-08-27T15:42:51+0200
IOT/USD
0.34124
Short
-1
0.09
25.55%
986.52718
252.09580
1238.62297
23.86%
Still Open.
0.25404
LINK (LINK)
DATE & TIME
PAIR
PRICE
POSITION
POSN
MOVE
%
START EQUITY
GAIN/LOSS
END EQUITY
ROI
HODL
2020-08-29T10:45:17+0200
LINK/USD
15.911
Long
1
-2.38
-14.98%
1000.00000
-149.77060
850.22940
-14.98%
-32.3%
2020-09-03T15:33:14+0200
LINK/USD
13.528
Short
-1
2.81
20.79%
850.22940
176.72679
1026.95619
2.70%
2020-09-26T01:00:39+0200
LINK/USD
10.7161
Long
1
0.08
0.74%
1026.95619
7.56123
1034.51742
3.45%
2020-09-26T10:12:26+0200
LINK/USD
10.795
Short
-1
0.03
0.27%
1034.51742
2.77916
1037.29658
3.73%
10.766
NEO (NEO)
DATE & TIME
PAIR
PRICE
POSITION
POSN
MOVE
%
START EQUITY
GAIN/LOSS
END EQUITY
ROI
HODL
2020-07-17T00:56:20+0200
NEO/USD
10.707
Long
1
7.53
70.36%
1000.00000
703.55842
1703.55842
70.36%
104.3%
2020-09-04T08:17:45+0200
NEO/USD
18.24
Short
-1
-1.72
-9.43%
1703.55842
-160.64257
1542.91585
54.29%
2020-09-11T17:53:29+0200
NEO/USD
19.96
Long
1
0.14
0.70%
1542.91585
10.82206
1553.73790
55.37%
2020-09-21T20:21:56+0200
NEO/USD
20.1
Short
-1
-0.92
-4.58%
1553.73790
-71.19366
1482.54424
48.25%
2020-09-23T20:12:16+0200
NEO/USD
21.021
Long
1
0.85
4.05%
1482.54424
60.08885
1542.63309
54.26%
21.873
OMG NETWORK (OMG)
DATE & TIME
PAIR
PRICE
POSITION
POSN
MOVE
%
START EQUITY
GAIN/LOSS
END EQUITY
ROI
HODL
2020-07-27T18:06:01+0200
OMG/USD
1.5229
Short
-1
-0.10
-6.36%
1000.00000
-63.62860
936.37140
-6.36%
102.2%
2020-07-29T08:48:51+0200
OMG/USD
1.6198
Long
1
-0.06
-3.67%
936.37140
-34.33786
902.03354
-9.80%
2020-07-30T10:16:29+0200
OMG/USD
1.5604
Short
-1
-0.05
-3.06%
902.03354
-27.57434
874.45920
-12.55%
2020-07-31T10:48:51+0200
OMG/USD
1.6081
Long
1
-0.04
-2.46%
874.45920
-21.53385
852.92535
-14.71%
2020-08-08T01:03:23+0200
OMG/USD
1.5685
Short
-1
-0.23
-14.91%
852.92535
-127.19110
725.73425
-27.43%
2020-08-10T20:22:31+0200
OMG/USD
1.8024
Long
1
3.70
205.15%
725.73425
1488.83431
2214.56856
121.46%
2020-08-20T20:20:00+0200
OMG/USD
5.5
Short
-1
0.25
4.56%
2214.56856
101.06486
2315.63342
131.56%
2020-08-21T00:02:27+0200
OMG/USD
5.249
Long
1
-1.37
-26.02%
2315.63342
-602.44408
1713.18933
71.32%
2020-09-06T13:32:21+0200
OMG/USD
3.8834
Short
-1
0.80
20.69%
1713.18933
354.42558
2067.61492
106.76%
Still Open.
3.08
TRON (TRX)
DATE & TIME
PAIR
PRICE
POSITION
POSN
MOVE
%
START EQUITY
GAIN/LOSS
END EQUITY
ROI
HODL
2020-09-11T18:38:38+0200
TRX/USD
0.03398
Long
1
0.00
-0.35%
1000.00000
-3.53149
996.46851
-0.35%
-17.3%
2020-09-11T22:50:17+0200
TRX/USD
0.03386
Out
0
0.00
0.00%
996.46851
0.00000
996.46851
-0.35%
2020-09-12T01:53:58+0200
TRX/USD
0.03339
Long
1
0.00
-2.04%
996.46851
-20.29346
976.17505
-2.38%
2020-09-12T09:03:56+0200
TRX/USD
0.03271
Out
0
0.00
0.00%
976.17505
0.00000
976.17505
-2.38%
2020-09-20T17:34:20+0200
TRX/USD
0.0271
Short
-1
0.00
-3.69%
976.17505
-36.02122
940.15383
-5.98%
0.0281
STELLAR LUMENS(XLM)
DATE & TIME
PAIR
PRICE
POSITION
POSN
MOVE
%
START EQUITY
GAIN/LOSS
END EQUITY
ROI
HODL
2020-08-12T06:56:35+0200
XLM/USD
0.09773
Short
-1
-0.01
-7.97%
1000.00000
-79.70940
920.29060
-7.97%
-24.4%
2020-08-14T15:23:08+0200
XLM/USD
0.10552
Long
1
0.00
-2.86%
920.29060
-26.33887
893.95173
-10.60%
2020-08-21T22:19:48+0200
XLM/USD
0.1025
Short
-1
0.03
27.95%
893.95173
249.84424
1143.79597
14.38%
0.073853
TEZOS(XTZ)
DATE & TIME
PAIR
PRICE
POSITION
POSN
MOVE
%
START EQUITY
GAIN/LOSS
END EQUITY
ROI
HODL
2020-07-28T18:58:55+0200
XTZ/USD
2.87
Short
-1
-0.33
-11.34%
1000.00000
-113.44948
886.55052
-11.34%
-24.3%
2020-08-05T06:51:58+0200
XTZ/USD
3.1956
Long
1
0.56
17.52%
886.55052
155.35996
1041.91048
4.19%
2020-08-19T05:28:36+0200
XTZ/USD
3.7556
Short
-1
1.58
42.15%
1041.91048
439.19706
1481.10755
48.11%
Still Open.
2.1725
OX (ZRX)
DATE & TIME
PAIR
PRICE
POSITION
POSN
MOVE
%
START EQUITY
GAIN/LOSS
END EQUITY
ROI
HODL
2020-08-29T18:11:51+0200
ZRX/USD
0.9499
Long
1
-0.36
-38.30%
1000.00000
-382.98768
617.01232
-38.30%
-58.1%
2020-09-02T08:39:13+0200
ZRX/USD
0.5861
Short
-1
0.19
32.02%
617.01232
197.53658
814.54890
-18.55%
Still Open.
0.39846
Back Test Results
These are the simulated test results given certain experimental parameters using data the last 12 months. Because the tests are done on many cryptocurrencies, ranges are given, instead of specific values.
It assumed an initial trading account of $10000 and commission fees of 0.3%. Numbers normally expressed in money are expressed in percentages of the initial trading account.
ALL Trades
Net Profit
160% — 1200%
Gross Profit
183% — 2100%
Gross Loss
19% — 800%
Max Drawdown
8% — 31%
Buy & Hold Return
1.5% — 58%
Sharpe Ratio
0.6 — 0.5
Profit Factor
9 — 2
Total Trades
10 — 70
Percent Profitable
40% — 60%
Avg Trade
13% — 18%
Avg Win Trade
26 % — 70%
Avg Los Trade
3% — 20%
Ratio Avg Win / Avg Loss
2% — 7%
Largest Win Trade
180.13 %
Largest Losing Trade
40% — 240%
Avg # Days in Trades
5 — 30 days
Avg # Days in Winning Trades
9 — 37 days
Avg # Days in Losing Trades
2 — 20 days
Please note:.
This is NOT an invitation to trade these signals. It is placed here only to keep us aware of when our actual paper-trading goes beyond these limits because that might indicate when we need to recalibrate. We may re-run tests based on those recalibrated parameters on the same data set or using another time-frame.
Trading Risk Disclosure
The information published in this site is provided with the understanding that the author is not engaged in rendering professional services. Nothing in this website is to be construed as financial advice or to be deemed a solicitation or an offer for you to open or close any contract or transaction. The material covered is for informational purposes only and it is general in nature. This website discusses an approach to trading that may not be personally specific, relevant, useful or appropriate for your needs.
Trading has large potential rewards, but also large potential risk. Trading and investing are speculative and include risk of loss. You must be aware of the risks and be willing to accept them before participating in any market. Trading is not suitable for many members of the public. You must carefully consider whether trading is appropriate for you in light of your experience, objectives, financial resources and other relevant circumstances. If you require expert advice that is specific to your needs, objectives, financial resources and other relevant circumstances, you should seek the services of a professional person near you.
This website cannot disclose all the risks and other significant aspects of markets and trading in general. You should therefore carefully study all documents and trading materials before you trade. If you choose to trade on any information you find on this website, you are acknowledging that any profit or loss is entirely your responsibility.
ACTUAL PAST PERFORMANCE AND HYPOTHETICAL RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
It should not be assumed that the methods, techniques, indicators, systems and strategies presented will be profitable or that they will not result in losses. The markets continually change and trading systems and methods do not work forever. Past results, actual or hypothetical, are not necessarily indicative of future results.
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM.
ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.