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Ceres Strategy
5th November 2025
About This Script
This is a trading strategy suitable for traders who are trading low-frequency and HTF. It locates the trend, then either longs or shorts depending on the trend direction.
It contains a backtester and an active trade panel, with volatility-adjusted position sizing. Not suitable for LTF trading (<1H).
How To Use
Enter long, exit. Enter short, exit. It's that simple. All the optimization is already done for you.
Inputs:
- Position sizing: You can choose between volatility-adjusted position size or 100% equity per trade
- Compounding: Percentage of profits to reinvest
- Backtest Range: Allows you to test the system between certain dates
Backtest Table:
- Net Return: The total percentage gain or loss
- Profit Factor: The ratio of gross profits to gross losses
- Maximum Drawdown: Largest decline in ROI from the peak to following trough
- Recovery Factor: Net profit / max. drawdown. How efficiently the strategy recovers
- CAGR: Compound Annual Growth Rate. Annualized return
- Sharpe Ratio: Risk-adjusted returns
- Kurtosis: Measures the 'tailedness' of the return distribution
- Hit Rate: Percentage of trades that are profitable
- Total Trades: Number of total trades
- Best Trade: The largest single winning trade
- Worst Trade: The largest single worst loss
- Mean Trade: The average percentage return of a trade
- Expectancy: The average amount you can expect to win per trade expressed in R-multiples
- Skewness: Measures the asymmetry of the return distribution
Asset Performance Table
4H
| Asset | Net Return | Profit Factor | Max Drawdown | Date |
|---|---|---|---|---|
| BTC | 156% | 1.37 | 20.94% | 01/02/21 - 12/28/25 |
| ETH | 119% | 1.32 | 22.13% | 01/02/21 - 12/28/25 |
| BNB | 54% | 1.13 | 18.99% | 01/02/21 - 12/28/25 |
| SOL | 260% | 1.51 | 21.44% | 01/02/21 - 12/28/25 |
| TSLA | 63% | 1.23 | 32.5% | 07/02/10 - 12/28/25 |
| NVDA | 69% | 1.17 | 42.34% | 01/10/06 - 12/28/25 |
| AAPL | 259% | 1.44 | 20.96% | 01/10/06 - 12/28/25 |
| AMD | 82% | 1.17 | 33.11% | 01/10/06 - 12/28/25 |