[Mine-Q] Crash reversal in uptrend
public
@djgambhirBTCUSDT · 1d · 2021-12-26 → 2026-08-31 · 1,710 bars in 0.7ms
Underperformed the market. Holding BTCUSDT returned +54.73% over the same period, against this strategy’s +2.18%.
Only 3 trades. Too few to separate skill from luck. Treat every statistic here as provisional.
Net P&L
+2.18%
$218.28
Max drawdown
-1.95%
Max run-up
+4.05%
Trades
3
66.7% win rate
Profit factor
3.63
2021-12-26drawdown · worst -1.95%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-18 | +1.97% | -0.29% | 1 | 100% |
| Validation | 2024-10-18 → 2025-09-24 | +1.03% | -0.06% | 1 | 100% |
| Out-of-sample | 2025-09-24 → 2026-08-31 | -0.80% | -1.95% | 1 | 0% |
Risk-adjusted
- Sharpe
- 0.49
- Sortino
- 0.99
- Calmar
- 0.24
- Return ÷ max drawdown
- 1.12
- CAGR
- +0.46%
- Exposure
- 1.1%
Per trade
- Expectancy
- $72.76 · +2.92%
- Average win / loss
- $150.60 / −$82.91
- Payoff ratio
- 1.82
- Largest win / loss
- $196.52 / −$82.91
- Longest losing streak(winning: 2)
- 1 trades
Drawdown over time
- Max drawdown
- -1.95%
- Longest time under water
- 624 days
- Worst drawdown recovered in
- not recovered
- Under water at the end
- 322 days
Costs and mechanics
- Fees paid
- −$7.74
- Funding
- −$3.09
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 199
- Benchmark(buy and hold)
- +54.73%
Settings
- ema200 length
- 200
- ema20 length
- 20
- atr14 length
- 14
- Long entry: close[3] − close > ▢ × atr14
- 2.5
- Stop loss (× atr14)
- 2
- Close after (bars)
- 6
- 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
3 trades
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.