← backtests · 09-16 20:51Z · MOCK data
walk-forward crypto.volatility BTCUSD
walk forward crypto.volatility BTCUSD
Traded / total2 / 10
Trades · exp R17 · −0.151
Mean exp R+0.208
Modal share1.00embargo 48h
| # | Train | Validation | OOS | Chosen params | Train R | Val R | OOS trades | OOS R |
|---|---|---|---|---|---|---|---|---|
| 0 | 2024-05-01 → 2024-11-01 | 2024-11-03 → 2025-01-03 | 2025-01-05 → 2025-03-05 | {"target_r":1.5,"squeeze_pct":0.15} | +0.24 | +0.03 | 8 | +0.35 |
| 1 | 2024-07-01 → 2025-01-01 | 2025-01-03 → 2025-03-03 | 2025-03-05 → 2025-05-05 | {"target_r":1.5,"squeeze_pct":0.15} | +0.20 | +0.38 | 9 | −0.59 |
| 2 | 2024-09-01 → 2025-03-01 | 2025-03-03 → 2025-05-03 | 2025-05-05 → 2025-07-05 | none qualified | — | — | 0 | — |
| 3 | 2024-11-01 → 2025-05-01 | 2025-05-03 → 2025-07-03 | 2025-07-05 → 2025-09-05 | none qualified | — | — | 0 | — |
| 4 | 2025-01-01 → 2025-07-01 | 2025-07-03 → 2025-09-03 | 2025-09-05 → 2025-11-05 | none qualified | — | — | 0 | — |
| 5 | 2025-03-01 → 2025-09-01 | 2025-09-03 → 2025-11-03 | 2025-11-05 → 2026-01-05 | none qualified | — | — | 0 | — |
| 6 | 2025-05-01 → 2025-11-01 | 2025-11-03 → 2026-01-03 | 2026-01-05 → 2026-03-05 | none qualified | — | — | 0 | — |
| 7 | 2025-07-01 → 2026-01-01 | 2026-01-03 → 2026-03-03 | 2026-03-05 → 2026-05-05 | none qualified | — | — | 0 | — |
| 8 | 2025-09-01 → 2026-03-01 | 2026-03-03 → 2026-05-03 | 2026-05-05 → 2026-07-05 | none qualified | — | — | 0 | — |
| 9 | 2025-11-01 → 2026-05-01 | 2026-05-03 → 2026-07-03 | 2026-07-05 → 2026-09-05 | none qualified | — | — | 0 | — |