crypto.momentum
Stage BACKTEST → next gate VALIDATION
| ✓ | trades | >= 30 | 157.000 |
| ✗ | expectancy r | > 0 | -0.125 |
| ✗ | profit factor | >= 1.1 | 0.786 |
| ✓ | max drawdown pct | <= 25 | 4.560 |
gate failed: expectancy_r > 0.0 (actual -0.1253)
gate failed: profit_factor >= 1.1 (actual 0.786)
Promote from the CLI: delta strategies promote crypto.momentum VALIDATION --actor NAME --note "…"
- registered
- true
- trades
- 157.000
- expectancy r
- -0.125
- profit factor
- 0.786
- max drawdown pct
- 4.560
- windows
- 10.000
- validation expectancy r
- 0.228
- parameter stability
- 0.333
- oos trades
- 36.000
- oos expectancy r
- -0.093
- oos profit factor
- 0.852
- paper trades
- 2.000
- paper expectancy r
- 0.070
| 09-16 20:53Z | RESEARCH → BACKTEST | demo-bootstrap | MOCK-data demo bootstrap run by the operator; synthetic results are not evidence of real edge MOCK |
| 09-16 20:51Z | walk forward | ETHUSD | {"wins":6,"mean_r":-0.1131,"trades":13,"pnl_usd":-291.04,"win_rate":0.4615,"expectancy_r": |
| 09-16 20:51Z | walk forward | BTCUSD | {"wins":10,"mean_r":-0.0809,"trades":23,"pnl_usd":-433,"win_rate":0.4348,"expectancy_r":-0 |
| 09-16 20:50Z | isolated | ETHUSD | {"end":"2026-09-16T20:01:00Z","start":"2024-05-01T01:00:00Z","calmar":-0.4,"sharpe":-0.977 |
| 09-16 20:50Z | isolated | BTCUSD | {"end":"2026-09-16T20:01:00Z","start":"2024-05-01T01:00:00Z","calmar":-0.123,"sharpe":-0.1 |