← backtests · 09-16 20:49Z · MOCK data
research crypto.trend BTCUSD
isolated crypto.trend BTCUSD
Return−1.22%CAGR -0.52%
Max drawdown2.70%813 days
Sharpe / Sortino-0.37 / -0.33Calmar -0.19
Trades46win 30% · PF 0.78
Expectancy−0.097R$-27 per trade
Costs$464financing $-200 · turnover 1.6
| regime usd | Trades | Exp R | P&L |
|---|---|---|---|
| neutral | 16 | +0.08 | +619 |
| usd weakening | 19 | −0.11 | −787 |
| usd strengthening | 11 | −0.33 | −1,056 |
| session | Trades | Exp R | P&L |
|---|---|---|---|
| thin | 8 | −0.04 | −46 |
| normal | 23 | −0.20 | −1,525 |
| us hours | 15 | +0.03 | +347 |
| review class | Trades | Exp R | P&L |
|---|---|---|---|
| wrong regime | 25 | −0.56 | −4,330 |
| normal variance | 4 | −0.55 | −614 |
| thesis confirmed | 1 | +1.46 | +583 |
| unexpected event | 3 | −0.60 | −544 |
| favourable variance | 13 | +0.92 | +3,681 |
- confidence minimum
- 18
- no conflicting position
- 37
- broker:BROKER REJECT (simulated requote)
- 1
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