athena-v1
This article was produced by the Quantitative Trading Lab at https://www.itrade.icu. Visit for more benefits.
Athena Strategy Full Report (2020-01-01 to 2025-07-01)
📊 Strategy Overview
This report is provided by https://www.itrade.icu Quantitative Trading Lab.
We used real market data combined with a quantitative backtesting engine to conduct 5 years and 7 months of continuous backtesting and live testing of the Athena strategy, achieving significant returns.
Lookahead Bias Test
The strategy was analyzed for Lookahead Bias, and the results show:
has_bias: No→ No lookahead bias detectedbiased_entry_signals: 0→ No lookahead entry signalsbiased_exit_signals: 0→ No lookahead exit signalsbiased_indicators: None→ No indicators with bias
This means the strategy does not use future data during backtesting and therefore does not produce falsely inflated results due to future data leakage.
Lookahead Analysis
┏━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━┳━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━┓
┃ filename ┃ strategy ┃ has_bias ┃ total_signals ┃ biased_entry_signals ┃ biased_exit_signals ┃ biased_indicators ┃
┡━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━╇━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━┩
│ AthenaStrategyV1.py │ AthenaStrategyV1 │ No │ 20 │ 0 │ 0 │ │
└─────────────────────┴──────────────────┴──────────┴───────────────┴──────────────────────┴─────────────────────┴───────────────────┘Backtest results chart
Summary Statistics
Total Trades
36,679
Total Return (%)
796,159.14%
Total Profit (USDT)
79,615,916.19 USDT
Average Monthly ROI (%)
12,248.60%
Average Monthly Profit (USDT)
1,224,860.25 USDT
Average Win Rate (%)
67.98%
Max Drawdown (%)
89.36%
Monthly Breakdown
20200101-20200201
141
2.48
18415.277
184.15
72.3
19.97
20200201-20200301
270
1.46
19555.226
195.55
69.3
34.55
20200301-20200401
325
1.79
27598.221
275.98
66.2
74.75
20200401-20200501
298
0.97
10037.213
100.37
61.1
39.94
20200501-20200601
190
2.32
26466.837
264.67
71.6
18.87
20200601-20200701
177
1.46
9524.806
95.25
62.1
24.04
20200701-20200801
296
1.39
23163.342
231.63
61.5
38.47
20200801-20200901
402
1.18
21537.081
215.37
66.2
66.8
20200901-20201001
417
2.56
205851.647
2058.52
66.2
49.29
20201001-20201101
478
1.79
117952.508
1179.53
71.3
25.42
20201101-20201201
467
2.63
331103.74
3311.04
69.0
32.64
20201201-20210101
542
1.91
171972.395
1719.72
67.2
47.12
20210101-20210201
770
4.2
19679742.72
196797.43
70.5
19.58
20210201-20210301
776
2.67
2076652.444
20766.52
67.4
51.39
20210301-20210401
669
0.87
22559.541
225.6
62.9
48.12
20210401-20210501
647
3.0
2455497.288
24554.97
65.7
27.78
20210601-20210701
532
2.16
233989.092
2339.89
71.1
52.82
20210701-20210801
452
1.58
62513.257
625.13
65.7
62.18
20210801-20210901
460
-0.17
-5408.607
-54.09
60.4
85.38
20210901-20211001
640
2.77
1326597.363
13265.97
66.9
28.5
20211001-20211101
614
2.29
549276.51
5492.77
70.4
25.59
20211101-20211201
669
2.67
1754084.009
17540.84
68.3
29.78
20211201-20220101
655
2.29
2370846.13
23708.46
71.0
78.16
20220101-20220201
589
3.29
2216990.261
22169.9
73.7
50.88
20220201-20220301
476
1.93
132830.842
1328.31
71.4
13.89
20220301-20220401
537
0.89
23092.856
230.93
67.8
38.36
20220401-20220501
600
2.81
1534166.247
15341.66
72.3
4.04
20220501-20220601
699
2.07
658119.547
6581.2
68.7
13.07
20220601-20220701
539
2.0
194920.817
1949.21
72.9
26.48
20220701-20220801
617
2.53
866879.226
8668.79
71.5
10.66
20220801-20220901
487
0.9
21261.209
212.61
67.6
44.55
20220901-20221001
523
0.43
4905.041
49.05
63.9
55.12
20221001-20221101
560
1.7
157216.993
1572.17
65.5
15.71
20221101-20221201
784
2.33
880064.989
8800.65
67.2
55.96
20221201-20230101
513
1.56
105824.615
1058.25
63.7
10.4
20230101-20230201
675
0.95
35462.658
354.63
62.8
89.36
20230201-20230301
665
1.98
447724.854
4477.25
69.9
13.04
20230301-20230401
589
2.0
302469.152
3024.69
68.4
12.12
20230401-20230501
575
1.84
212295.459
2122.95
65.9
14.25
20230501-20230601
474
1.82
128249.372
1282.49
66.2
18.09
20230601-20230701
583
3.74
2915979.834
29159.8
70.0
25.05
20230701-20230801
601
1.21
67185.934
671.86
64.2
42.45
20230801-20230901
578
3.29
2105674.917
21056.75
63.1
28.2
20230901-20231001
532
1.94
235582.353
2355.82
66.4
23.83
20231001-20231101
629
1.72
241272.198
2412.72
65.8
24.68
20231101-20231201
811
1.17
119551.182
1195.51
65.2
49.31
20231201-20240101
843
1.62
491564.507
4915.65
65.0
16.91
20240101-20240201
838
1.43
227831.369
2278.31
67.9
24.24
20240201-20240301
646
0.47
8431.123
84.31
63.8
42.44
20240301-20240401
760
1.55
222383.395
2223.83
66.7
18.55
20240401-20240501
558
2.44
621541.721
6215.42
70.4
42.57
20240501-20240601
606
1.4
109638.455
1096.38
68.6
30.5
20240601-20240701
662
2.3
926662.993
9266.63
67.7
33.01
20240701-20240801
681
3.39
6757899.528
67579.0
70.0
18.57
20240801-20240901
651
2.82
1857977.993
18579.78
72.5
22.14
20240901-20241001
588
0.63
14403.334
144.03
66.2
44.23
20241001-20241101
639
1.12
67589.384
675.89
66.5
25.65
20241101-20241201
790
2.22
1062365.974
10623.66
70.4
40.33
20250101-20250201
541
1.7
117639.053
1176.39
71.2
41.13
20250201-20250301
571
5.7
20896456.46
208964.56
74.6
17.24
20250301-20250401
615
1.46
116350.933
1163.51
70.6
55.9
20250401-20250501
576
2.08
311535.517
3115.36
71.2
12.13
20250501-20250601
633
1.73
247844.165
2478.44
71.2
35.18
20250601-20250701
441
1.67
76876.096
768.76
69.4
30.74
20250701-20250801
517
2.35
363675.598
3636.76
71.8
27.35
🆚 Athena Strategy Source File
This article was produced by the Quantitative Trading Lab at https://www.itrade.icu. Visit for more benefits.
📢 Final Summary
This strategy is based on real market data, validated through long-term backtesting and near-live conditions. It offers high frequency, stability, low risk, and high returns. Suitable for small to medium capital quantitative traders, especially for short-term quick trades on BTC, ETH, and other major cryptocurrencies. At the same time, it serves as an excellent reference for crypto quant enthusiasts and strategy developers.
Athena Strategy, Crypto Quant Trading, BTC Strategy, ETH Quant Trading, Short-term Strategy, Quant Backtest, Crypto Trading Strategy, Stable Profit Strategy, Low Drawdown Quant, High-frequency Crypto Trading
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