https://github.com/himanshubhosale25/binance_trade_analysis
This project analyzes 90 days of Binance trade data to rank accounts based on risk-adjusted performance. It calculates key financial metrics like ROI, Sharpe Ratio, and Maximum Drawdown, then uses a weighted scoring system to identify the top 20 traders demonstrating both profitability and stability.
https://github.com/himanshubhosale25/binance_trade_analysis
binance financial-analysis python risk-management trading
Last synced: about 2 months ago
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This project analyzes 90 days of Binance trade data to rank accounts based on risk-adjusted performance. It calculates key financial metrics like ROI, Sharpe Ratio, and Maximum Drawdown, then uses a weighted scoring system to identify the top 20 traders demonstrating both profitability and stability.
- Host: GitHub
- URL: https://github.com/himanshubhosale25/binance_trade_analysis
- Owner: HimanshuBhosale25
- License: mit
- Created: 2025-02-11T18:48:00.000Z (over 1 year ago)
- Default Branch: master
- Last Pushed: 2025-02-25T21:12:22.000Z (over 1 year ago)
- Last Synced: 2025-03-11T05:32:25.392Z (over 1 year ago)
- Topics: binance, financial-analysis, python, risk-management, trading
- Language: Jupyter Notebook
- Homepage:
- Size: 4.64 MB
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
**Binance Trade Data Analysis**
===============================
📌 **Project Overview**
-----------------------
This project analyzes **historical trade data from Binance accounts** over a 90-day period to derive meaningful financial insights. The goal is to **rank accounts based on risk-adjusted performance**, identifying the top 20 accounts that demonstrate both **profitability and stability**.
📊 **Key Features**
-------------------
✔️ **Financial Metrics Calculation:** ROI, PnL, Sharpe Ratio, MDD, Win Rate, etc.\
✔️ **Risk-Aware Ranking System:** Prioritizes stable and consistent traders over high-risk ones.\
✔️ **Feature Engineering:** Extracts insights from trade data and assigns weighted scores.\
✔️ **Top 20 Accounts List:** Identifies the best-performing accounts based on calculated scores.
🏗 **Project Structure**
------------------------
``` sh
📂 Binance_Trade_Analysis/
│── 📜 primetrade_analysis.ipynb # Jupyter Notebook with full analysis
│── 📜 Binance_Trade_Analysis_Report.pdf # Final report detailing findings
│── 📜 metrics_results.csv # CSV file with calculated metrics
│── 📜 README.md # Project documentation (this file)
```
⚙️ **Methodology**
------------------
1️⃣ **Data Exploration & Cleaning** -- Loaded and processed the dataset, handled missing values.\
2️⃣ **Feature Engineering** -- Calculated key performance metrics like ROI, MDD, and Win Rate.\
3️⃣ **Ranking Algorithm** -- Developed a custom ranking system based on risk-adjusted metrics.\
4️⃣ **Scoring System** -- Assigned weights to different metrics to balance profitability and risk.\
5️⃣ **Evaluation & Insights** -- Identified the **top 20 best-performing accounts** based on the ranking.
📌 **Findings & Challenges**
----------------------------
🔹 The biggest challenge was balancing **high profitability** with **risk mitigation**.\
🔹 Some accounts had **high profits but large drawdowns**, making them unstable.\
🔹 The final ranking prioritized **Win Rate & Sharpe Ratio** to ensure **consistent performance**.\
🔹 Testing different metric weightings helped **fine-tune the scoring system**.
📂 **Deliverables**
-------------------
✅ **Jupyter Notebook** -- Full analysis and code implementation.\
✅ **CSV File** -- Contains calculated metrics for all accounts.\
✅ **Top 20 Accounts List** -- Best-performing accounts based on the ranking.\
✅ **Report** -- Summary of methodology, findings, and assumptions.
🚀 **How to Use**
-----------------
1️⃣ Clone the repository:
``` sh
git clone https://github.com/HimanshuBhosale25/Binance_Trade_Analysis.git
```
2️⃣ Open the Jupyter Notebook (`primetrade_analysis.ipynb`) and run the analysis.\
3️⃣ Check the `metrics_results.csv` file for calculated metrics.\
4️⃣ Read the report (`Binance_Trade_Analysis_Report.pdf`) for detailed insights.
🏆 **Conclusion**
-----------------
This project successfully provides a **structured and risk-aware ranking system** for Binance accounts, ensuring that top-performing traders are both **profitable and consistent**.