← backtests · 09-16 20:51Z · MOCK data
research crypto.regime BTCUSD
isolated crypto.regime BTCUSD
Return−3.09%CAGR -1.31%
Max drawdown4.07%845 days
Sharpe / Sortino-1.19 / -1.08Calmar -0.32
Trades80win 28% · PF 0.54
Expectancy−0.118R$-39 per trade
Costs$627financing $-157 · turnover 2.2
| regime usd | Trades | Exp R | P&L |
|---|---|---|---|
| neutral | 23 | −0.04 | −307 |
| usd weakening | 30 | −0.02 | −48 |
| usd strengthening | 27 | −0.30 | −2,736 |
| session | Trades | Exp R | P&L |
|---|---|---|---|
| high | 4 | +0.47 | +506 |
| thin | 25 | −0.14 | −992 |
| normal | 30 | −0.23 | −2,250 |
| us hours | 21 | −0.05 | −355 |
| review class | Trades | Exp R | P&L |
|---|---|---|---|
| model error | 1 | −0.24 | −91 |
| wrong regime | 43 | −0.37 | −5,113 |
| normal variance | 12 | −0.27 | −1,044 |
| unexpected event | 2 | −0.54 | −405 |
| favourable variance | 22 | +0.51 | +3,561 |
- confidence minimum
- 2
- no conflicting position
- 8
MOCK data: results demonstrate the machinery, not edge in real markets
- risk
- risk-1.0.0+df3ec7da
- execution
- exec-1.0.0+821dd562
- confidence
- conf-1.0.0+18bcb659
- data_source
- mock
- feature_set
- fs-1.0.0+bbfe6af5
- regime_model
- regime-rules-1.0.0+ba09c5ab
- strategy:crypto.regime
- crypto.regime@1.0.0