Trading Results and Stats

Trading Results and Stats

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.

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