BoneEdge Strategy Full Report (2020-01-01 to 2025-08-01)
Disclaimer: There is no perfect strategy—any strategy may result in losses. This strategy is for reference only and does not constitute financial advice. Investors use this at their own risk. The author assumes no responsibility for any losses incurred.
📊 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)
| 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% |
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 |
📊 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
Support for Other Platforms?
Currently, this strategy is built for Freqtrade, but if you want to use it on TradingView (Pine Script), MetaTrader, or other platforms like Amibroker, you can easily achieve this by:
✅ Using AI Tools (Recommended)
- Provide the strategy code to an AI model like GPT to convert it into your target platform language.
✅ Supported Platforms
- TradingView (Pine Script) → Signal alerts & automation
- MetaTrader (MQL4/MQL5) → Stocks, Forex, Futures auto trading
- Amibroker, NinjaTrader → Technical analysis & automated strategies
Note: Always backtest after conversion to ensure logic consistency.
FAQ – Frequently Asked Questions
1. Why does the strategy show such high drawdown?
- Because the test period covered a full bull and bear cycle, including historical events like March 12 Crash, May 19 Crash, LUNA Collapse, FTX Bankruptcy, and other market disasters.
- ✅ High drawdown doesn’t mean the strategy is bad—it means the test is realistic and strict, not cherry-picked.
2. Is there a big difference between backtest and live results?
- We tested with maximum fees and strictest risk controls to be as close to real conditions as possible. However, markets are dynamic—live results may outperform or underperform backtest results.
3. If I lose money live trading, can the author compensate me?
- Sorry, no. The strategy was tested rigorously, but markets are unpredictable. Any gains or losses during live trading are fully your responsibility.
4. Who is this strategy for?
- Those who can handle some drawdown without panic
- Traders who accept long-term performance, not overnight riches
- People who understand risk management (no all-in, no over-leverage)
5. What leverage do you recommend?
- The strategy works on spot and leveraged trading, but higher leverage = higher volatility, which magnifies both risk and reward.
- ✅ For beginners: start with spot or low leverage (1-2x), then adjust gradually.
6. How often is the strategy updated?
- We update based on market conditions and user feedback, but the core framework remains stable to avoid strategy drift.
7. Can this strategy guarantee profits?
- The only guarantee is: no one can guarantee profits. The goal is long-term outperformance with controlled drawdown, not overnight fortune.
📢 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
✅ Do you want me to also translate the FAQ humorous remarks in the same playful tone or keep it formal? ✅ And should I format the big table of monthly data exactly as is (with English headers)?