[Mine-Q] ADX-gated EMA 20/100 trend
public
@djgambhirBTCUSDT · 12h · 2021-12-30 → 2026-08-31 · 3,411 bars in 4.4ms
Underperformed the market. Holding BTCUSDT returned +66.79% over the same period, against this strategy’s +18.00%.
Net P&L
+18.00%
$1,799.71
Max drawdown
-13.34%
Max run-up
+21.46%
Trades
59
39.0% win rate
Profit factor
1.41
2021-12-30drawdown · worst -13.34%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -0.89% | -13.06% | 41 | 32% |
| Validation | 2024-10-19 → 2025-09-24 | +9.09% | -4.62% | 6 | 67% |
| Out-of-sample | 2025-09-24 → 2026-08-31 | +9.13% | -6.68% | 12 | 50% |
Risk-adjusted
- Sharpe
- 0.41
- Sortino
- 0.60
- Calmar
- 0.27
- Return ÷ max drawdown
- 1.35
- CAGR
- +3.61%
- Exposure
- 61.4%
Per trade
- Expectancy
- $30.50 · +1.25%
- Average win / loss
- $269.87 / −$122.43
- Payoff ratio
- 2.20
- Largest win / loss
- $1,108.33 / −$281.77
- Longest losing streak(winning: 4)
- 7 trades
Drawdown over time
- Max drawdown
- -13.34%
- Longest time under water
- 627 days
- Worst drawdown recovered in
- 627 days
- Under water at the end
- 4.0 days
Costs and mechanics
- Fees paid
- −$155.38
- Funding
- −$316.55
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 99
- Benchmark(buy and hold)
- +66.79%
Monte Carlo
1,000 alternative histories, each 59 trades drawn at random from this run’s own. The bands hold the middle 50% and 90% of them; the solid line is what actually happened.
this runmedian of the historiesmiddle 50% · 90%
| Unlucky (5%) | Typical | Lucky (95%) | |
|---|---|---|---|
| Return | -12.78% | +18.20% | +60.85% |
| Max drawdown | -21.10% | -11.46% | -6.15% |
19% of histories lost money, and 34% had a deeper drawdown than this run’s -13.34%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.
Settings
- ema20 length
- 20
- ema100 length
- 100
- adx length
- 14
- atr14 length
- 14
- Long entry: adx > ▢
- 25
- Short entry: adx > ▢
- 25
- Stop loss (× atr14)
- 3
- Trailing stop (× atr14)
- 4
- Leverage (×)
- 1
- Position size (% of equity)
- 25
BTCUSDT with every trade
Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss
Trades
59 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | short | 2022-01-07 12:00 @ 42,241.55 | 2022-02-04 12:00 @ 40,312.94 | 28d | $118.96 | +4.76% | trailing stop |
| 2 | short | 2022-02-14 00:00 @ 42,032.71 | 2022-02-28 12:00 @ 40,967.83 | 14d 12h | $63.58 | +2.51% | trailing stop |
| 3 | long | 2022-03-27 00:00 @ 44,498.20 | 2022-04-06 12:00 @ 43,161.48 | 10d 12h | −$86.93 | -3.41% | trailing stop |
| 4 | short | 2022-04-13 00:00 @ 40,052.69 | 2022-04-21 12:00 @ 42,889.37 | 8d 12h | −$180.30 | -7.14% | trailing stop |
| 5 | short | 2022-04-22 00:00 @ 40,441.61 | 2022-07-08 00:00 @ 22,551.04 | 77d | $1,108.33 | +44.71% | trailing stop |
| 6 | short | 2022-07-11 12:00 @ 20,461.01 | 2022-07-18 00:00 @ 22,301.42 | 6d 12h | −$247.65 | -8.99% | trailing stop |
| 7 | short | 2022-07-25 12:00 @ 21,927.21 | 2022-07-29 00:00 @ 24,217.06 | 3d 12h | −$281.77 | -10.46% | trailing stop |
| 8 | short | 2022-08-02 12:00 @ 22,867.43 | 2022-08-09 00:00 @ 23,809.06 | 6d 12h | −$108.57 | -4.14% | signal |
| 9 | long | 2022-08-09 12:00 @ 23,262.35 | 2022-08-19 00:00 @ 22,239.90 | 9d 12h | −$119.50 | -4.60% | trailing stop |
| 10 | short | 2022-08-20 00:00 @ 20,820.84 | 2022-09-09 00:00 @ 20,726.21 | 20d | $8.81 | +0.34% | trailing stop |
| 11 | short | 2022-09-14 00:00 @ 20,158.57 | 2022-10-25 12:00 @ 20,020.32 | 41d 12h | $31.46 | +1.22% | trailing stop |
| 12 | long | 2022-10-29 00:00 @ 20,586.82 | 2022-11-08 00:00 @ 19,660.65 | 10d | −$121.90 | -4.73% | trailing stop |
| 13 | short | 2022-11-10 00:00 @ 15,901.82 | 2022-12-13 12:00 @ 17,612.19 | 33d 12h | −$280.66 | -11.02% | trailing stop |
| 14 | short | 2023-01-01 00:00 @ 16,534.19 | 2023-01-08 12:00 @ 17,141.58 | 7d 12h | −$90.23 | -3.64% | trailing stop |
| 15 | long | 2023-01-12 12:00 @ 18,198.04 | 2023-02-09 12:00 @ 21,855.61 | 28d | $463.45 | +18.89% | trailing stop |
| 16 | long | 2023-02-16 00:00 @ 24,337.57 | 2023-03-03 00:00 @ 22,564.82 | 15d | −$198.59 | -7.73% | trailing stop |
| 17 | short | 2023-03-10 12:00 @ 19,745.95 | 2023-03-12 12:00 @ 21,588.98 | 2d | −$237.78 | -9.44% | trailing stop |
| 18 | long | 2023-03-15 00:00 @ 24,687.44 | 2023-04-20 12:00 @ 28,352.59 | 36d 12h | $345.67 | +14.05% | trailing stop |
| 19 | short | 2023-05-13 12:00 @ 26,809.04 | 2023-05-28 12:00 @ 28,061.07 | 15d | −$114.53 | -4.50% | trailing stop |
| 20 | long | 2023-06-22 00:00 @ 29,994.50 | 2023-07-18 12:00 @ 29,405.77 | 26d 12h | −$66.90 | -2.66% | trailing stop |
| 21 | short | 2023-08-18 12:00 @ 26,474.20 | 2023-08-29 12:00 @ 27,368.87 | 11d | −$86.53 | -3.46% | trailing stop |
| 22 | short | 2023-09-01 00:00 @ 25,922.81 | 2023-09-14 12:00 @ 26,630.93 | 13d 12h | −$68.64 | -2.77% | trailing stop |
| 23 | long | 2023-10-03 12:00 @ 27,554.61 | 2023-10-16 12:00 @ 28,163.27 | 13d | $49.28 | +2.00% | trailing stop |
| 24 | long | 2023-10-17 12:00 @ 28,414.48 | 2023-10-23 12:00 @ 31,886.15 | 6d | $299.37 | +12.10% | trailing stop |
| 25 | long | 2023-10-24 00:00 @ 33,080.61 | 2023-11-14 12:00 @ 34,473.28 | 21d 12h | $83.66 | +3.28% | trailing stop |
| 26 | long | 2023-11-15 12:00 @ 36,261.75 | 2023-12-11 00:00 @ 40,741.67 | 25d 12h | $290.25 | +11.29% | trailing stop |
| 27 | long | 2023-12-11 12:00 @ 42,355.07 | 2024-01-03 12:00 @ 41,679.52 | 23d | −$87.30 | -3.30% | trailing stop |
| 28 | short | 2024-01-25 12:00 @ 40,157.47 | 2024-01-30 00:00 @ 43,487.44 | 4d 12h | −$216.23 | -8.25% | trailing stop |
| 29 | long | 2024-02-10 12:00 @ 47,182.13 | 2024-03-05 12:00 @ 60,838.06 | 24d | $679.50 | +26.47% | trailing stop |
| 30 | long | 2024-03-06 00:00 @ 63,760.25 | 2024-03-19 00:00 @ 64,313.03 | 13d | −$23.28 | -0.85% | trailing stop |
| 31 | long | 2024-03-21 00:00 @ 67,889.98 | 2024-04-13 12:00 @ 64,534.54 | 23d 12h | −$175.35 | -6.42% | trailing stop |
| 32 | long | 2024-04-21 12:00 @ 65,216.54 | 2024-04-28 00:00 @ 63,408.22 | 6d 12h | −$79.11 | -2.94% | signal |
| 33 | short | 2024-04-28 12:00 @ 63,446.31 | 2024-05-06 00:00 @ 65,301.24 | 7d 12h | −$77.66 | -2.91% | trailing stop |
| 34 | short | 2024-06-24 12:00 @ 61,245.05 | 2024-07-14 12:00 @ 60,434.58 | 20d | $45.99 | +1.74% | trailing stop |
| 35 | long | 2024-07-20 12:00 @ 66,459.29 | 2024-08-01 12:00 @ 63,171.82 | 12d | −$140.52 | -5.28% | trailing stop |
| 36 | short | 2024-08-05 00:00 @ 58,132.87 | 2024-08-08 12:00 @ 59,358.96 | 3d 12h | −$57.33 | -2.18% | trailing stop |
| 37 | short | 2024-08-12 00:00 @ 58,681.36 | 2024-08-27 00:00 @ 62,820.26 | 15d | −$187.86 | -7.20% | signal |
| 38 | short | 2024-09-05 00:00 @ 57,933.21 | 2024-09-13 12:00 @ 60,227.07 | 8d 12h | −$105.58 | -4.12% | trailing stop |
| 39 | long | 2024-09-22 00:00 @ 63,333.26 | 2024-10-01 12:00 @ 61,177.99 | 9d 12h | −$92.86 | -3.66% | trailing stop |
| 40 | long | 2024-10-07 00:00 @ 62,801.76 | 2024-10-10 12:00 @ 59,031.94 | 3d 12h | −$154.71 | -6.15% | trailing stop |
| 41 | long | 2024-10-18 12:00 @ 67,706.24 | 2024-11-03 12:00 @ 67,827.97 | 16d | −$10.11 | -0.41% | trailing stop |
| 42 | long | 2024-11-09 00:00 @ 76,497.50 | 2024-12-05 12:00 @ 93,529.45 | 26d 12h | $504.28 | +20.40% | trailing stop |
| 43 | short | 2025-02-26 00:00 @ 88,621.37 | 2025-03-02 12:00 @ 89,964.42 | 4d 12h | −$40.96 | -1.58% | trailing stop |
| 44 | short | 2025-03-04 00:00 @ 86,176.06 | 2025-04-12 12:00 @ 84,617.14 | 39d 12h | $52.63 | +2.03% | trailing stop |
| 45 | long | 2025-04-25 12:00 @ 94,621.12 | 2025-06-05 12:00 @ 102,344.74 | 41d | $196.44 | +7.55% | trailing stop |
| 46 | long | 2025-06-24 00:00 @ 105,312.06 | 2025-07-25 00:00 @ 115,350.34 | 31d | $232.62 | +8.78% | trailing stop |
| 47 | long | 2025-08-07 12:00 @ 116,492.39 | 2025-08-18 00:00 @ 115,927.82 | 10d 12h | −$22.51 | -0.83% | trailing stop |
| 48 | short | 2025-09-26 00:00 @ 108,912.81 | 2025-09-29 12:00 @ 113,965.72 | 3d 12h | −$126.98 | -4.70% | trailing stop |
| 49 | long | 2025-10-02 12:00 @ 118,739.84 | 2025-10-10 12:00 @ 118,599.77 | 8d | −$10.67 | -0.40% | trailing stop |
| 50 | short | 2025-10-16 00:00 @ 110,676.96 | 2025-12-03 12:00 @ 93,975.44 | 48d 12h | $413.92 | +15.51% | trailing stop |
| 51 | short | 2026-01-01 00:00 @ 87,590.78 | 2026-01-05 00:00 @ 92,393.90 | 4d | −$152.54 | -5.50% | trailing stop |
| 52 | short | 2026-01-08 12:00 @ 90,174.16 | 2026-01-13 12:00 @ 95,444.10 | 5d | −$160.64 | -5.88% | trailing stop |
| 53 | long | 2026-01-15 00:00 @ 96,927.38 | 2026-01-20 00:00 @ 91,261.75 | 5d | −$161.90 | -6.01% | trailing stop |
| 54 | short | 2026-01-22 12:00 @ 89,891.72 | 2026-03-04 00:00 @ 70,446.62 | 40d 12h | $574.08 | +21.64% | trailing stop |
| 55 | short | 2026-03-19 00:00 @ 71,188.66 | 2026-04-07 12:00 @ 71,958.51 | 19d 12h | −$32.80 | -1.17% | trailing stop |
| 56 | long | 2026-04-14 00:00 @ 74,399.78 | 2026-05-17 12:00 @ 77,108.33 | 33d 12h | $104.06 | +3.73% | trailing stop |
| 57 | short | 2026-05-29 00:00 @ 73,576.68 | 2026-06-15 12:00 @ 67,084.24 | 17d 12h | $249.15 | +8.85% | trailing stop |
| 58 | short | 2026-06-17 12:00 @ 64,761.65 | 2026-07-05 12:00 @ 63,993.95 | 18d | $37.97 | +1.32% | trailing stop |
| 59 | long | 2026-08-20 12:00 @ 71,910.58 | 2026-08-31 12:00 @ 78,533.89 | 11d | $253.67 | +8.79% | end of data |
How this was run
Orders fill at the next bar’s open, never at the close that produced the signal. When one bar’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 2022-01-01 so the requested window is fully tradable.