athena-v1
📊 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.
Lookahead Bias Analysis
The strategy underwent lookahead bias testing, and the results show:
has_bias: No → No lookahead biasbiased_entry_signals: 0 → No biased entry signalsbiased_exit_signals: 0 → No biased exit signalsbiased_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 │ │
└──────────────────────────┴──────────────────────┴──────────┴───────────────┴──────────────────────┴─────────────────────┴───────────────────┘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)
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%
Monthly Breakdown
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
📊 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% ✅
🆚 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.
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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