AlphaGen > Details

10 MA and 20 Ma price channel Strategy

- by GUAN JING YING CHECK HO KAN

Cumulative PNL

19008.81

Daily PNL

+1247.59

Model Accuracy

N/A%

Real Time Model PNL

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Days Hours Minutes Seconds

Investment Objective

We use simple MA10, 20 price channel strategy. During the implementation process, we use the famous TA-lib for the calculation of technical indicator. And our trading asset is BNB.

Model Creator

GUAN JING YING

BTC, See you at 150000

CHECK HO KAN

STUDENT , seeking for position in trading firm

Video

Facts

Inception Date: 2020-12-01 00:00:00+08:00

Currency: USD

NAV: 834276.9

Charges & Expenses

Trading Fee (maker fee - sell): 0.1%

Trading Fee (taker fee - buy): 0.1%

Volatitlity Measures

Sharpe Ratio: -1.26

Standard Deviation: 0.03

Risk Rating: N/A

Trading Frequency: 755 trades

Performance

PNL	Total	Average
PNL	Total	Per Transaction	Daily	Monthly	Annual
$	634276.9	1311.62	3.62	157246.6	628986.38
%	317.14%	0.37%	0.0%	66.21%	306.39%

	No. of Days	Max. Consecutive Days	Maximum	Maximum (%)
Gain	72	6	344858.95	455.81%
Loss	51	5	-128459.13	-16.84%

Holdings

Fund	Percentage Holdings	PNL
cash	0.0%	N/A
BNB/USDT	100.0%	23192.227868

As of 2021-04-14

Portfolio Composition

Transaction History

Date	Fund	Price	Shares	Direction	Weight
2021-04-13	BNB/USDT	574.3198	133.215	BUY	104.01%
2021-04-13	BNB/USDT	572.2618	133.961	SELL	104.21%
2021-04-12	BNB/USDT	629.8363	133.955	BUY	105.44%
2021-04-12	BNB/USDT	608.0561	139.031	SELL	105.65%
2021-04-12	BNB/USDT	593.5444	139.032	BUY	103.13%
2021-04-12	BNB/USDT	596.5198	138.616	SELL	103.34%
2021-04-12	BNB/USDT	579.7843	138.616	BUY	100.44%
2021-04-12	BNB/USDT	582.5258	138.24	SELL	100.64%
2021-04-12	BNB/USDT	573.7708	138.239	BUY	99.13%
2021-04-12	BNB/USDT	570.0	139.432	SELL	99.33%
2021-04-12	BNB/USDT	559.9557	139.431	BUY	97.57%
2021-04-12	BNB/USDT	558.1499	140.162	SELL	97.77%
2021-04-12	BNB/USDT	544.44	140.16	BUY	95.37%
2021-04-12	BNB/USDT	536.8018	142.439	SELL	95.56%
2021-04-12	BNB/USDT	523.8994	142.439	BUY	93.26%
2021-04-11	BNB/USDT	525.9275	142.174	SELL	100.0%
2021-04-11	BNB/USDT	516.9208	142.171	BUY	98.28%
2021-04-11	BNB/USDT	507.6015	145.071	SELL	98.48%
2021-04-11	BNB/USDT	499.4752	145.071	BUY	96.9%
2021-04-11	BNB/USDT	498.1508	145.747	SELL	97.1%
2021-04-11	BNB/USDT	487.4889	145.746	BUY	95.02%
2021-04-11	BNB/USDT	484.3345	146.989	SELL	95.21%
2021-04-11	BNB/USDT	473.8551	146.986	BUY	93.15%
2021-04-11	BNB/USDT	467.6814	149.225	SELL	93.33%
2021-04-10	BNB/USDT	483.6039	149.225	BUY	102.51%
2021-04-10	BNB/USDT	482.282	149.933	SELL	102.71%
2021-04-10	BNB/USDT	470.9877	149.932	BUY	100.31%
2021-04-10	BNB/USDT	470.1911	150.487	SELL	100.51%
2021-04-10	BNB/USDT	459.4205	150.485	BUY	98.2%
2021-04-09	BNB/USDT	453.9937	152.589	SELL	100.0%
2021-04-09	BNB/USDT	443.9896	152.59	BUY	97.8%
2021-04-09	BNB/USDT	447.4421	151.716	SELL	97.99%
2021-04-09	BNB/USDT	437.3145	151.715	BUY	95.77%
2021-04-09	BNB/USDT	437.2606	152.037	SELL	95.97%
2021-04-09	BNB/USDT	427.9379	152.036	BUY	93.92%
2021-04-09	BNB/USDT	424.5878	153.543	SELL	94.11%
2021-04-08	BNB/USDT	417.6636	153.541	BUY	99.65%
2021-04-08	BNB/USDT	412.8752	155.632	SELL	99.85%
2021-04-08	BNB/USDT	406.3003	155.633	BUY	98.26%
2021-04-08	BNB/USDT	410.7689	154.248	SELL	98.46%
2021-04-08	BNB/USDT	400.0615	154.249	BUY	95.89%
2021-04-08	BNB/USDT	401.583	153.973	SELL	96.08%
2021-04-08	BNB/USDT	393.5338	153.972	BUY	94.16%
2021-04-08	BNB/USDT	391.8444	154.945	SELL	94.34%
2021-04-07	BNB/USDT	384.675	154.944	BUY	102.33%
2021-04-07	BNB/USDT	383.2	155.852	SELL	102.53%
2021-04-06	BNB/USDT	408.3221	155.851	BUY	101.13%
2021-04-06	BNB/USDT	406.4838	156.869	SELL	101.33%
2021-04-06	BNB/USDT	398.5399	156.867	BUY	99.35%
2021-04-06	BNB/USDT	395.668	158.322	SELL	99.55%
2021-04-06	BNB/USDT	388.0	158.324	BUY	97.62%
2021-04-06	BNB/USDT	394.2262	156.135	SELL	97.81%
2021-04-06	BNB/USDT	387.0983	156.133	BUY	96.04%
2021-04-06	BNB/USDT	382.6541	158.263	SELL	96.24%
2021-04-05	BNB/USDT	375.3284	158.263	BUY	101.88%
2021-04-05	BNB/USDT	374.3948	158.975	SELL	102.09%
2021-04-05	BNB/USDT	366.0795	158.975	BUY	99.82%
2021-04-05	BNB/USDT	368.1559	158.395	SELL	100.02%
2021-04-05	BNB/USDT	360.2636	158.395	BUY	97.87%
2021-04-05	BNB/USDT	360.6421	158.546	SELL	98.07%
2021-04-04	BNB/USDT	351.244	158.705	BUY	100.68%

PNL - 1 Year

23192.23

PNL - 3 Year

634276.8961062001

Model Accuracy

N/A%

Model PNL

Backtest Statistics

Start: 2020-12-01 00:00:00+08:00

End: 2021-04-02 00:00:00+08:00

Duration: 122 days 00:00:00

Trading Period: 0 years 4 months 1 days

Beginning Balance: $200,000.00

Ending Balance: $834,276.90

Total Net Profit: $634,276.90

Annualized Return: 0.21%

Return on Initial Capital: 317.14%

Profit Factor: 101.14%

Gross Profit: $56,334,852.59

Gross Loss: $-55,700,575.69

Total Return: 317.14%

Max Return: 455.81%

Min Return: -16.84%

Number of Trades: 755

Number of Winning Trades: 315

Number of Losing Trades: 62

Win Ratio: 41.72%

Loss Ratio: 8.21%

Win Days: 72

Loss Days: 51

Max Win in Day: $344,858.95

Max Loss in Day: $-128,459.13

Sharpe Ratio: -1.2636

Sortino Ratio: 0.1113

Annualized Volatitlity: 3.29%

Information Ratio: 0.16%

Omega Ratio: 0.0%

Downside Risk: 2.33%

Beta: 0.7651

Alpha: -0.9278

Calmar Ratio: 0.0046

Tail Ratio: 0.9938

Stability of Timeseries: 81.8844%

Max Drawdown: 44.9396%

Max Drawdown Duration: 33 days 14:07:00

sqn: 1.7148

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10 MA and 20 Ma price channel Strategy

Cumulative PNL

Daily PNL

Model Accuracy

Real Time Model PNL

Investment Objective

Model Creator

Video

Facts

Charges & Expenses

Volatitlity Measures

Performance

Holdings

Portfolio Composition

Transaction History

PNL - 1 Year

PNL - 3 Year

Model Accuracy

Model PNL

Backtest Statistics

Choice of Fund