DEV Community

dyl4488
dyl4488

Posted on

I Built an AI That Trades Crypto and Options Automatically — Here Are the Real P&L Numbers

#python #trading #ai #cryptocurrency

Most AI trading content is vaporware. Here's what actually happened when I gave an AI $215 and full autonomy to trade and operate a real system.

I did not give it a sandbox account and fake screenshots. I gave it real keys, real constraints, and told it to optimize for one thing: net profit after fees. This was not a "write a strategy on paper" experiment. It was live execution with money at risk.

The raw numbers:

  • Deposited: $215.00
  • Fees paid: -$7.94
  • Active positions: ETH, SOL, LINK, BTC
  • Trade count so far: high enough to feel every bad fill

What the agent built in one sprint was more useful than most Discord signal stacks:

  1. ORB (Opening Range Breakout) options strategy with a backtested +59% return profile.
  2. Fear & Greed DCA module that only scales buys when Fear & Greed is below 15 (historical 30-day win rate around 80%).
  3. A multi-factor signal engine that scores setups before capital is deployed.

Here is the core scoring formula it uses to rank each setup:

score = (
    0.30 * trend_strength +
    0.25 * momentum +
    0.20 * volatility_regime +
    0.15 * liquidity_quality +
    0.10 * news_alignment
)
trade_allowed = score >= 0.70
Enter fullscreen mode Exit fullscreen mode

The signal engine is intentionally boring. No magic. Just weighted factors, a threshold, and strict filtering.

For ORB, the highest-conviction setup came from the 5-minute window (9:30-9:35) instead of the classic 15-minute range. Entry logic looked like this:

opening_high, opening_low = get_range("09:30", "09:35")
if now > "09:35" and price > opening_high and day in ("Mon", "Wed", "Fri"):
    buy_atm_option()
    set_take_profit(+100)  # premium doubles
    set_stop_loss(-50)     # cut premium in half
Enter fullscreen mode Exit fullscreen mode

That rule set is simple enough to automate and strict enough to test honestly.

The painful truth: fees are the enemy. On Coinbase, a 0.6% taker fee is 1.2% round trip. You need +1.2% just to break even. If your edge is tiny, fees erase it. This is exactly why small-account scalping looks good in screenshots and bad in actual P&L.

So no, this is not "AI discovered infinite alpha." It is an execution machine that follows rules, measures outcomes, and adjusts based on what survives slippage and fees.

The upside is real: strategy iteration is now faster, testing is more disciplined, and decisions are less emotional. The downside is also real: bad execution and high fees punish every mistake.

Follow along — I'm posting daily P&L updates.

Top comments (0)