Today, a summary of the trading data over the past six months was made, and some problems were discovered. There hasn't been enough time to review the larger losses and profit delivery orders, which will be the next step in the plan.
Overall, it is still not very good. Although it seems to be in a profitable state, the recent frequent openings have led to a significant shrinkage. Here is the specific currency performance analysis:
Top currencies:
ETHUSDT (profit of 6,074 USDT) and BTCUSDT (profit of 4,014 USDT) contributed the largest profits, but the trading frequency (ETH 333 times/BTC 480 times) and win rate (ETH 58.6%/BTC 51.3%) show that ETH is more efficient.
Risk targets: Although LTCUSDT has a total profit of 2,776 USDT, its win rate is only 42.7% (61 wins/81 losses), indicating a high volatility risk.
Time dimension analysis
Win rate fluctuation:
The monthly win rate fluctuates between 38%-59%, with April performing the best (59%) and August the worst (38%), requiring an analysis of market conditions to adapt strategies.
Consecutive periods:
The longest consecutive loss lasted 9 days (need to be wary of risk control loopholes), while the longest profit lasted only 4 days, reflecting insufficient profitability continuity.
Capital curve characteristics
Cumulative profit and loss curve:
May saw a significant increase (monthly profit exceeding 9,700 USDT), but subsequent retraction was noticeable, needing to check whether the trading strategy at that time was overly aggressive.
Key chart interpretation
TOP20 currency distribution:
The top 20 currencies contributed the main profits, but the tail targets (such as BCHUSDT) had a win rate of less than 40%, suggesting optimization of target selection.
Monthly win rate bar chart: The win rate has a high correlation with market trends, necessitating the establishment of a trend recognition mechanism.
Improvement suggestions:
1. Set stricter stop-loss rules for low win rate, high volatility targets (such as LTCUSDT)
2. Analyze the profit strategy from May (such as position increase logic, target selection) and attempt to replicate it.
3. Initiate a dynamic position adjustment mechanism when consecutive losses exceed 3 days.
