/usr/local/lib/python3.14/site-packages/dataclasses_json/core.py:184: RuntimeWarning: `NoneType` object value of non-optional type exchange_address detected when decoding TradingPairIdentifier.
  warnings.warn(

Strategy backtest informationΒΆ

This notebook provides the information about the strategy performance

  • The strategy backtesting methodology
  • Benchmarking against cryptocurrency indexes
  • Success of trading
Strategy name HyperAI
Report created 2026-03-22 14:28:11
Backtesting data start 2025-08-02 00:00:00
Backtesting data end 2026-03-11 00:00:00
Backtesting data window 221 days, 0:00:00
Trading period start 2025-08-02 00:00:00
Trading period end 2026-03-10 00:04:01
Trading period duration 220 days, 0:04:01
Trades 435

BenchmarkΒΆ

This is the benchmark of this strategy.

Here we compare the returns and different risk metrics of the strategy performance:

  • The strategy estimated performance based on this backtest
  • Buy and hold -cryptocurrency indexes

Performance and risk metricsΒΆ

Side-by-side comparison of strategy and buy and portfolio performance and risk metrics.

See risk-adjusted return to learn more about how to compare risk and reward ratios of different trading strategies.

Strategy BTC ETH
Start Period 2025-08-02 2025-08-02 2025-08-02
End Period 2026-03-10 2026-03-10 2026-03-10
Risk-Free Rate 0.0% 0.0% 0.0%
Time in Market 36.0% 99.0% 98.0%
Cumulative Return 123.4% -38.86% -43.6%
CAGRοΉͺ 279.45% -55.79% -61.34%
Sharpe 2.2 -1.49 -0.93
Prob. Sharpe Ratio 98.63% 12.27% 23.72%
Smart Sharpe 2.15 -1.46 -0.91
Sortino 5.4 -1.96 -1.29
Smart Sortino 5.29 -1.92 -1.27
Sortino/√2 3.82 -1.38 -0.92
Smart Sortino/√2 3.74 -1.36 -0.9
Omega 2.08 2.08 2.08
Max Drawdown -15.48% -49.82% -62.29%
Longest DD Days 56 155 200
Volatility (ann.) 70.77% 47.06% 73.2%
Calmar 18.06 -1.12 -0.98
Skew 4.32 -0.25 0.19
Kurtosis 30.25 6.78 2.49
Expected Daily 0.36% -0.22% -0.26%
Expected Monthly 10.57% -5.96% -6.91%
Expected Yearly 49.47% -21.81% -24.9%
Kelly Criterion 27.64% 18.16% 19.53%
Risk of Ruin 0.0% 0.0% 0.0%
Daily Value-at-Risk -5.67% -4.24% -6.49%
Expected Shortfall (cVaR) -5.67% -4.24% -6.49%
Max Consecutive Wins 8 5 6
Max Consecutive Losses 3 5 5
Gain/Pain Ratio 1.08 -0.2 -0.13
Gain/Pain (1M) 14.36 -0.81 -0.6
Payoff Ratio 1.83 1.75 1.84
Profit Factor 2.08 0.8 0.87
Common Sense Ratio 3.03 0.64 0.87
CPC Index 2.03 0.67 0.77
Tail Ratio 1.45 0.8 1.0
Outlier Win Ratio 18.39 7.71 5.79
Outlier Loss Ratio 3.78 4.02 3.21
MTD 8.29% 4.2% 3.67%
3M 42.14% -24.87% -38.66%
6M 66.61% -37.54% -52.75%
YTD 57.86% -20.31% -31.4%
1Y 123.4% -38.86% -43.6%
3Y (ann.) 279.45% -55.79% -61.34%
5Y (ann.) 279.45% -55.79% -61.34%
10Y (ann.) 279.45% -55.79% -61.34%
All-time (ann.) 279.45% -55.79% -61.34%
Best Day 28.94% 12.36% 14.4%
Worst Day -10.24% -14.0% -14.99%
Best Month 44.13% 5.12% 21.62%
Worst Month -6.77% -17.44% -22.22%
Best Year 57.86% -20.31% -17.79%
Worst Year 41.52% -23.28% -31.4%
Avg. Drawdown -5.92% -15.64% -25.8%
Avg. Drawdown Days 17 53 70
Recovery Factor 6.09 0.85 0.66
Ulcer Index 0.08 0.26 0.35
Serenity Index 3.32 -0.09 -0.08
Avg. Up Month 14.23% 4.66% 12.64%
Avg. Down Month -6.77% -3.46% -0.83%
Win Days 53.16% 47.93% 47.91%
Win Month 87.5% 25.0% 25.0%
Win Quarter 66.67% 33.33% 33.33%
Win Year 100.0% 0.0% 0.0%
Annualised return (raw) 2.794499 NaN NaN
Benchmark start 2025-08-02 00:00:00 2025-08-02 00:00:00 2025-08-02 00:00:00
Start price - 112568.69 3390.72
End price - 70160.62 2051.69
Price diff - -0.38 -0.39
Multiplier X - 0.62 0.61
Candle freq - 1 days 00:00:00 1 days 00:00:00

Equity curveΒΆ

The equity curve allows to examine how stable the strategy profitability is.

Here we plot

  • The strategy equity curve
  • Maximum drawdown
  • Daily profit
No description has been provided for this image

Monthly returnsΒΆ

Here we show the backtested returns by each month, and visualise the streaks of good and bad months.

No description has been provided for this image