Whale Strategy Full Report (20200101 - 20250701)
π 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 7 months backtest and live trading test on the Whale Strategy, achieving impressive results.
Lookahead Bias Test
The strategy underwent Lookahead Bias Analysis, and the results show:
has_bias: No β No lookahead biasbiased_entry_signals: 0 β No biased entry signalsbiased_exit_signals: 0 β No biased exit signalsbiased_indicators: None β No biased indicators
This means the strategy did not use future data during backtesting, so results are not artificially inflated.
Lookahead Analysis
ββββββββββββββββββββββ³ββββββββββββββββββ³βββββββββββ³ββββββββββββββββ³βββββββββββββββββββββββ³ββββββββββββββββββββββ³ββββββββββββββββββββ
β filename β strategy β has_bias β total_signals β biased_entry_signals β biased_exit_signals β biased_indicators β
β‘βββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ©
β WhaleStrategyV1.py β WhaleStrategyV1 β No β 20 β 0 β 0 β β
ββββββββββββββββββββββ΄ββββββββββββββββββ΄βββββββββββ΄ββββββββββββββββ΄βββββββββββββββββββββββ΄ββββββββββββββββββββββ΄ββββββββββββββββββββBacktest Report
The strategy was backtested using data from 2020-01-01 to 2025-07-01. View full reports here: Quarterly Report | Semi-Annual Report | Annual Report
Backtest Charts
Quarterly Report
Total Trades
2,038
Total Return (%)
1,422.36%
Total Profit (USDT)
142,236.83
Avg. Quarterly Return (%)
64.65%
Avg. Quarterly Profit (USDT)
6,465.31
Avg. Win Rate (%)
66.77%
Max Drawdown (%)
47.70%
Semi-Annual Report
Total Trades
2,039
Total Return (%)
1,544.03%
Total Profit (USDT)
154,403.11
Avg. Semi-Annual Return (%)
140.37%
Avg. Semi-Annual Profit (USDT)
14,036.65
Avg. Win Rate (%)
66.80%
Max Drawdown (%)
47.70%
Annual Report
Total Trades
2,075
Total Return (%)
2,843.71%
Total Profit (USDT)
284,372.16
Avg. Annual Return (%)
473.95%
Avg. Annual Profit (USDT)
47,395.36
Avg. Win Rate (%)
66.73%
Max Drawdown (%)
47.70%
π Whale Strategy Source Code
This article was produced by the Quantitative Trading Lab at https://www.itrade.icu. Visit for more benefits.
π’ Final Summary
This strategy has been tested with real market data over an extended period, delivering high frequency, stability, controlled risk, and strong profitability. Itβs 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: Whale 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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