← backtests · 09-16 20:51Z · MOCK data
research crypto.regime ETHUSD
isolated crypto.regime ETHUSD
Return−1.84%CAGR -0.78%
Max drawdown2.24%845 days
Sharpe / Sortino-0.73 / -0.69Calmar -0.35
Trades78win 37% · PF 0.66
Expectancy−0.065R$-24 per trade
Costs$466financing $-111 · turnover 1.6
| regime usd | Trades | Exp R | P&L |
|---|---|---|---|
| neutral | 22 | +0.04 | +253 |
| usd weakening | 30 | −0.07 | −977 |
| usd strengthening | 26 | −0.15 | −1,112 |
| session | Trades | Exp R | P&L |
|---|---|---|---|
| high | 4 | +0.47 | +572 |
| thin | 25 | −0.09 | −709 |
| normal | 28 | −0.09 | −925 |
| us hours | 21 | −0.10 | −773 |
| review class | Trades | Exp R | P&L |
|---|---|---|---|
| model error | 2 | −0.33 | −256 |
| wrong regime | 36 | −0.36 | −4,219 |
| normal variance | 11 | −0.26 | −934 |
| favourable variance | 29 | +0.40 | +3,574 |
- confidence minimum
- 4
- 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