athena-v1

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📊 Strategy Overview

This report is produced by https://www.itrade.icu Quantitative Trading Lab.

We used real market data combined with a quant backtesting engine to conduct a continuous 5 years and 8 months backtest and live trading test on the BoneEdge strategy, achieving significant results.

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Lookahead Bias Analysis

The strategy underwent lookahead bias testing, and the results show:

• has_bias: No → No lookahead bias

• biased_entry_signals: 0 → No biased entry signals

• biased_exit_signals: 0 → No biased exit signals

• biased_indicators: None → No biased indicators

This means the strategy did not use future data during backtesting and therefore did not produce inflated results.

                                                        Lookahead Analysis
┏━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━┳━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━┓
┃           filename       ┃        strategy      ┃ has_bias ┃ total_signals ┃ biased_entry_signals ┃ biased_exit_signals ┃ biased_indicators ┃
┡━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━╇━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━┩
│ BoneEdgeStrategyV1.py    │ BoneEdgeStrategyV1   │       No │            20 │                    0 │                   0 │                   │
└──────────────────────────┴──────────────────────┴──────────┴───────────────┴──────────────────────┴─────────────────────┴───────────────────┘

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Backtest Report

The strategy was backtested on data from 2020-01-01 to 2025-08-01. Full monthly report: View Complete Report

Summary Statistics (2020-01-01 to 2025-08-01)

Metric	Value
Total Trades	25,165
Total Return (%)	48,771.03%
Total Profit (USDT)	4,877,102.39
Avg. Return per Trade	762.05%
Avg. Monthly Profit	76,204.72 USDT
Win Rate (%)	80.92%
Max Drawdown (%)	87.85%

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Monthly Breakdown

Month	Trades	Avg Profit %	Tot Profit USDT	Tot Profit %	Win%	Drawdown %
20200101-20200201	75	2.23	7134.079	71.34	76.0	13.36
20200201-20200301	90	1.64	4730.291	47.3	82.2	31.34
20200301-20200401	256	1.01	110.218	1.1	77.0	80.8
20200401-20200501	45	0.86	1318.929	13.19	77.8	7.1
20200501-20200601	44	3.23	5857.667	58.58	81.8	2.14
20200601-20200701	20	1.24	647.231	6.47	85.0	16.95
20200701-20200801	113	1.99	10527.731	105.28	85.8	16.85
20200801-20200901	490	1.93	148183.475	1481.83	86.3	18.64
20200901-20201001	702	0.56	1375.522	13.76	74.6	82.47
20201001-20201101	475	0.63	9630.134	96.3	73.5	53.85
20201101-20201201	884	1.25	181347.815	1813.48	71.7	61.66
20201201-20210101	740	1.24	97905.258	979.05	71.1	17.03
20210301-20210401	832	1.9	1438936.161	14389.36	83.7	13.18
20210401-20210501	873	1.66	840696.715	8406.97	81.4	12.32
20210601-20210701	525	0.34	-782.166	-7.82	76.4	81.39
20210701-20210801	651	1.02	54318.215	543.18	78.5	45.41
20210801-20210901	475	1.83	146491.762	1464.92	83.8	30.66
20210901-20211001	707	1.44	166380.375	1663.8	81.3	48.58
20211001-20211101	564	1.46	87586.41	875.86	81.7	62.87
20211101-20211201	837	1.24	211295.554	2112.96	76.6	34.78
20211201-20220101	339	0.74	10482.18	104.82	81.1	47.14
20220101-20220201	396	1.07	23432.52	234.33	85.1	49.33
20220201-20220301	271	-0.04	-2803.105	-28.03	81.5	55.84
20220301-20220401	447	1.52	82217.373	822.17	86.1	17.2
20220401-20220501	297	-0.17	-2984.815	-29.85	79.8	45.85
20220501-20220601	1051	1.28	198401.614	1984.02	81.4	49.28
20220601-20220701	655	0.64	11936.362	119.36	82.6	68.94
20220701-20220801	404	1.83	87935.187	879.35	84.4	17.19
20220801-20220901	244	0.74	4808.695	48.09	84.4	34.46
20220901-20221001	277	0.6	3223.84	32.24	79.1	39.58
20221001-20221101	140	1.11	5933.625	59.34	82.9	30.31
20221101-20221201	491	1.08	22591.663	225.92	77.4	87.85
20221201-20230101	51	2.42	4959.227	49.59	92.2	2.59
20230101-20230201	415	1.32	31547.187	315.47	84.8	63.12
20230201-20230301	408	1.01	21472.631	214.73	81.4	44.66
20230301-20230401	471	1.47	58519.347	585.19	83.9	50.32
20230401-20230501	105	-0.51	-2324.451	-23.24	78.1	43.06
20230501-20230601	100	-0.09	-1069.885	-10.7	83.0	33.23
20230601-20230701	172	1.56	11626.532	116.27	89.0	37.46
20230701-20230801	103	0.7	2102.426	21.02	83.5	37.3
20230801-20230901	93	0.4	341.385	3.41	82.8	32.42
20230901-20231001	238	0.29	897.444	8.97	78.2	41.59
20231001-20231101	355	1.58	47911.852	479.12	83.7	17.83
20231101-20231201	936	0.74	271909.246	2719.09	81.0	14.36
20231201-20240101	872	1.13	149830.99	1498.31	82.2	43.09
20240101-20240201	774	1.14	76709.657	767.1	85.3	16.89
20240201-20240301	388	-0.68	12932.931	129.33	79.4	66.57
20240301-20240401	904	0.89	46053.909	460.54	79.5	69.36
20240401-20240501	255	0.95	1651.045	16.51	83.5	82.63
20240501-20240601	300	0.75	7031.303	70.31	81.3	31.83
20240601-20240701	215	-0.44	-4389.756	-43.9	81.4	74.14
20240701-20240801	187	0.99	4444.89	44.45	84.0	51.18
20240801-20240901	177	0.41	845.779	8.46	83.6	52.05
20240901-20241001	127	1.29	6516.975	65.17	84.3	30.62
20241001-20241101	169	0.55	2832.502	28.33	85.8	33.54
20241101-20241201	662	1.52	172281.138	1722.81	84.3	36.18
20241201-20250101	544	0.62	9054.076	90.54	81.1	73.51
20250101-20250201	224	1.84	23473.329	234.73	86.2	43.17
20250201-20250301	318	0.99	6781.969	67.82	83.6	66.3
20250301-20250401	169	0.1	-851.133	-8.51	79.9	37.98
20250401-20250501	357	1.18	22627.681	226.28	81.2	47.85
20250501-20250601	280	1.01	12319.569	123.2	84.3	28.26
20250601-20250701	119	1.3	6232.478	62.32	82.4	17.97
20250701-20250801	267	1.12	13963.598	139.64	86.1	26.88

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📊 Live Trading Report

Strategy Name: BoneEdgeStrategyV1

• Start Time: 2025-08-16 18:01:25 (GMT+8)

• End Time: 2025-08-21 12:05:48 (GMT+8)

• Duration: 4 days 18 hrs 4 mins 23 secs

• Total Return: +9.29% ✅

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🆚 BoneEdge Strategy Source Code

This article was produced by the Quantitative Trading Lab at https://www.itrade.icu. Visit for more benefits.

📢 Final Summary

This strategy has been tested with real market data over an extended period, delivering high frequency, stability, controlled risk, and strong profitability. It’s ideal for small to medium capital quantitative traders, especially for short-term BTC/ETH trades. It also serves as a great reference case for crypto quant enthusiasts and strategy developers.

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Keywords: BoneEdge Strategy, Crypto Quant Strategy, BTC Quant, ETH Quant, Short-term Trading, Backtest, Automated Trading, Low Drawdown Strategy, High-Frequency Crypto Trading

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