RSI 45/55 swing

publicmade in Claude Code
@djgambhir

BTCUSDT · Binance USD-M perpetual · 1h · 2023-12-31 → 2025-01-01 · 8,788 bars in 21.3ms

Underperformed the market. Holding BTCUSDT returned +121.72% over the same period, against this strategy’s -9.59%.

Net P&L
-9.59%
−$958.55
Max drawdown
-13.87%
Max run-up
+4.80%
Trades
282
59.6% won (168 of 282)
Profit factor
0.82

The rules

The rules

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BTCUSDT with every trade

BTCUSDT with every trade

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2023-12-31drawdown · worst -13.87%2025-01-01

Month by month

3 of 14 months up · best +2.2% Feb 2024 · worst −3.3% Aug 2024 · 5 losing months in a row at worst

YearJanFebMarAprMayJunJulAugSepOctNovDecYear
2023···········−0.0%−0.0%
2024−0.6%+2.2%−0.9%−3.0%+0.4%−2.4%−1.2%−3.3%−1.4%−0.8%+1.6%−0.4%−9.6%
20250.0%···········0.0%

Training · validation · out-of-sample

Training · validation · out-of-sample

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Risk-adjusted

Sharpe
-1.25
Sortino
-1.65
Calmar
-0.69
Return ÷ max drawdown
-0.69
CAGR
-9.56%
Exposure
43.9%
Per-trade detail

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Time under water

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Costs and mechanics

Fees paid
−$536.61
Funding
−$89.81
Liquidations
0
Warmup bars(loaded before the start date)
14
Benchmark(buy and hold)
+121.72%

Monte Carlo

Monte Carlo

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All 282 trades

All 282 trades

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How this was run

Orders fill at the next candle’s open, never at the close that produced the signal. When one candle’s range covered both the stop and the target, the stop was taken, because the data cannot say which came first. Fees, slippage and funding are all charged.

Warmup history was loaded from before 2024-01-01 so the requested window is fully tradable.

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