← backtests · 09-16 20:50Z · MOCK data
research crypto.trend ETHUSD
isolated crypto.trend ETHUSD
Return+0.49%CAGR 0.20%
Max drawdown2.90%740 days
Sharpe / Sortino0.16 / 0.13Calmar 0.07
Trades41win 39% · PF 1.10
Expectancy+0.052R$12 per trade
Costs$349financing $-143 · turnover 1.2
| regime usd | Trades | Exp R | P&L |
|---|---|---|---|
| neutral | 16 | +0.25 | +1,369 |
| usd weakening | 12 | +0.24 | +671 |
| usd strengthening | 13 | −0.37 | −1,552 |
| session | Trades | Exp R | P&L |
|---|---|---|---|
| high | 2 | −0.36 | −230 |
| thin | 10 | −0.14 | −491 |
| normal | 19 | +0.07 | +225 |
| us hours | 10 | +0.29 | +983 |
| review class | Trades | Exp R | P&L |
|---|---|---|---|
| model error | 1 | −0.74 | −279 |
| wrong regime | 17 | −0.61 | −3,341 |
| normal variance | 4 | −0.66 | −793 |
| thesis confirmed | 2 | +2.12 | +1,456 |
| unexpected event | 3 | −0.58 | −586 |
| favourable variance | 14 | +0.96 | +4,030 |
- confidence minimum
- 6
- no conflicting position
- 37
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.trend
- crypto.trend@1.0.0