Tabled Metrics Report v1.0 AIZEN
We have provided a table of metrics summary report on Artificial Intelligence Trading Model Version: v1.0 | Prediction Horizon: 72 to offer a clear and concise view of AIZEN's performance metrics
AIZEN Crypto Price Prediction Model - Performance Analysis:
Category
Metric/Details
Value/Insights
Model Version
Version
AIZEN-I (v1.0)
Prediction Horizon
Forecast Period
72 hours
Dataset Overview
Timeframe
Nov 2023 - Nov 2024 (23,110 predictions over 13 months)
Performance Highlights
Win Rate
69% across 68 selected tokens
sMAPE
9.5% (90.5% predictive accuracy)
Prediction Accuracy
Perfect Accuracy Rate
49.79%
Average Deviation
9.34%
Median Deviation
7.07%
Trading Returns
Cumulative Returns (Annualized)
Long Trades
107.15% (298.73%)
Short Trades
38.42% (147.09%)
Both Long & Short Trades
145.56% (404.32%)
Risk Management
Sharpe Ratios
Long Trades: 3.41, Short Trades: 6.73, Both: 3.57
Maximum Drawdowns
Long Trades: -51.80%, Short Trades: -35.07%, Both: -44.58%
Stop-Loss Mechanisms
Effective in risk mitigation
Consistency
Success Rate Range
37% - 69% across months
Deviation Range
Median Deviation (Min-Max)
5.38% (Oct 2024) - 10.18% (Apr 2024)
Temporal Analysis
Strong Periods
Dec 2023, Mar 2024
Challenging Periods
Apr 2024, May 2024
Scalability
Tokens Managed
68 tokens
Adaptive Performance
Resilience Across Market Conditions
High win rate in volatile markets, modest drawdowns during “pump and dump” events without risk management tools
Profitability Potential
Risk-Reward Ratios
High profitability with favorable win rate
Benchmarking
Alpha Performance vs. BTCUSDT
Long Trades: 41.63%, Short Trades: -110.01%, Both: 147.22%
Trading Implications
Stop-Loss Sizing
~7.07% (median deviation)
Volatility Adjustment
Apr-May period requires adjusted risk exposure
Strategy Optimization
Peak Months
Dec 2023, Mar 2024
Model Strengths
Predictive Precision
49.79% perfect hits, 9.34% average deviation
Adaptability
Resilient in volatile markets with sustained accuracy
Investment Use Cases
Systematic Trading
Effective for short to medium-term strategies
Portfolio Allocation
Adjust based on median deviation
Conclusion
Overall Performance
AIZEN-I is a robust, reliable trading tool, offering high profitability, predictive accuracy, and effective risk management. Particularly suitable for systematic trading and institutional strategies.