Crypto Data Downloader

• Downloads crypto kline (candlestick) data fast by making as many concurrent API requests as possible
  • Takes 3 minutes to download 1 month of entire market data (597 symbols), with 5 minutes time interval

Crypto Monitor

• Monitors the entire crypto market kline (candlestick) data, showing 20 symbols only below for illustration

Trading Models

• Neural Network models for trading: MLP, CNN, Transformer
• Below shows the training process of my private model

Fast Trading Simulator

• Numba accelerated minimalist trading simulator
• In 28 lines:
  • Multi-symbol
  • Multi-position, long & short, continuous from -1 to 1
  • Timeout, take-profit, stop-loss, trading fee
  • Initial cash, minimum cash, allocation ratio (risk control)

Archived Predecessors

Yinhan Tradebot Web App

• 2024-04-15 - 2024-08-26: My personal homemade tradebot achieved +300% profit with maximum -28% drawdown. I decided to convert it to a public App supporting multiple users. The name Yinhan (Serena) is from a girl that is really important to me.

• 2024-10-15 - 2024-12-14: The App was deployed running algorithm MSB0 with high-risk parameters aiming at quick return. It achieved +100% profit initially but later faced a severe drawdown of -60%, as the bot was shorting during a strong uptrend.

• 2024-12-19 - 2025-07-19: I switched to algorithm MSB1, it has the same mechanism as MSB0, but with much safer parameters. It performed steadily for 6 month, achieving +600% profit, until it crashed with a -30% drawdown in July 2025.

• I decided to stop the bot after the -30% drawdown, as it exceeded my statistical expectation and tolerance. This led me to start Serena Trading Research, the successor project that aims at: better modularity, partially open source and most importantly: much more robust trading algorithms. (as I realized that minimizing drawdown is far more important than maximizing profit!)

• More screenshots from the App:
  • A table of trades and a graph showing the entry and exit point (in the image below, shorting EPICUSDT during a strong uptrend led to a -40% loss)