[Mine-Q] Crash reversal in uptrend
public
@djgambhirBTCUSDT · 4h · 2021-12-31 → 2026-08-31 · 10,230 bars in 4.7ms
Underperformed the market. Holding BTCUSDT returned +66.47% over the same period, against this strategy’s -6.55%.
Only 23 trades. Too few to separate skill from luck. Treat every statistic here as provisional.
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -4.33% | -5.43% | 12 | 8% |
| Validation | 2024-10-19 → 2025-09-25 | -1.54% | -2.16% | 7 | 29% |
| Out-of-sample | 2025-09-25 → 2026-08-31 | -0.78% | -1.69% | 4 | 25% |
Risk-adjusted
- Sharpe
- -0.93
- Sortino
- -1.10
- Calmar
- -0.17
- Return ÷ max drawdown
- -0.78
- CAGR
- -1.44%
- Exposure
- 1.1%
Per trade
- Expectancy
- −$28.46 · -1.17%
- Average win / loss
- $63.21 / −$47.76
- Payoff ratio
- 1.32
- Largest win / loss
- $104.92 / −$113.02
- Longest losing streak(winning: 2)
- 15 trades
Drawdown over time
- Max drawdown
- -8.35%
- Longest time under water(still going at the end)
- 1299 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$55.25
- Funding
- −$13.34
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 199
- Benchmark(buy and hold)
- +66.47%
Monte Carlo
1,000 alternative histories, each 23 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.
| Unlucky (5%) | Typical | Lucky (95%) | |
|---|---|---|---|
| Return | -10.33% | -6.53% | -2.34% |
| Max drawdown | -10.61% | -7.01% | -3.56% |
100% of histories lost money, and 26% had a deeper drawdown than this run’s -8.35%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.
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
Trades
23 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | long | 2022-04-01 04:00 @ 44,593.82 | 2022-04-01 16:00 @ 46,514.30 | 12h | $104.92 | +4.20% | signal |
| 2 | long | 2023-02-10 00:00 @ 21,797.66 | 2023-02-11 04:00 @ 21,664.47 | 1d 4h | −$18.90 | -0.75% | time stop |
| 3 | long | 2023-02-17 04:00 @ 23,843.77 | 2023-02-17 08:00 @ 23,631.17 | 4h | −$24.99 | -0.99% | signal |
| 4 | long | 2023-04-19 12:00 @ 29,305.86 | 2023-04-20 12:00 @ 28,476.92 | 1d | −$73.93 | -2.94% | stop loss |
| 5 | long | 2024-03-14 20:00 @ 69,514.30 | 2024-03-15 08:00 @ 66,471.72 | 12h | −$113.02 | -4.53% | stop loss |
| 6 | long | 2024-04-01 16:00 @ 68,294.56 | 2024-04-02 00:00 @ 66,299.51 | 8h | −$75.50 | -3.06% | stop loss |
| 7 | long | 2024-04-02 08:00 @ 66,516.70 | 2024-04-03 12:00 @ 66,080.98 | 1d 4h | −$19.62 | -0.80% | time stop |
| 8 | long | 2024-06-08 00:00 @ 69,390.88 | 2024-06-09 04:00 @ 69,287.04 | 1d 4h | −$7.08 | -0.29% | time stop |
| 9 | long | 2024-06-11 04:00 @ 68,485.89 | 2024-06-11 08:00 @ 67,145.77 | 4h | −$50.46 | -2.07% | stop loss |
| 10 | long | 2024-07-30 00:00 @ 66,763.45 | 2024-07-31 04:00 @ 66,014.89 | 1d 4h | −$30.09 | -1.24% | time stop |
| 11 | long | 2024-09-30 12:00 @ 63,807.16 | 2024-10-01 12:00 @ 62,481.99 | 1d | −$53.44 | -2.21% | stop loss |
| 12 | long | 2024-10-01 20:00 @ 61,752.15 | 2024-10-02 16:00 @ 60,000.24 | 20h | −$71.28 | -2.96% | stop loss |
| 13 | long | 2024-10-31 20:00 @ 70,142.03 | 2024-11-02 00:00 @ 69,481.50 | 1d 4h | −$25.61 | -1.07% | time stop |
| 14 | long | 2024-11-26 00:00 @ 93,082.61 | 2024-11-27 04:00 @ 92,626.67 | 1d 4h | −$16.46 | -0.69% | time stop |
| 15 | long | 2024-12-19 00:00 @ 100,201.24 | 2024-12-19 16:00 @ 96,667.67 | 16h | −$87.02 | -3.65% | stop loss |
| 16 | long | 2025-01-07 16:00 @ 97,934.98 | 2025-01-08 04:00 @ 95,217.76 | 12h | −$68.21 | -2.89% | stop loss |
| 17 | long | 2025-05-19 12:00 @ 102,932.68 | 2025-05-19 16:00 @ 104,719.55 | 4h | $38.30 | +1.64% | signal |
| 18 | long | 2025-07-25 04:00 @ 115,407.78 | 2025-07-26 00:00 @ 117,559.88 | 20h | $41.01 | +1.74% | signal |
| 19 | long | 2025-08-14 16:00 @ 118,209.54 | 2025-08-15 20:00 @ 116,876.62 | 1d 4h | −$29.54 | -1.25% | time stop |
| 20 | long | 2026-01-19 04:00 @ 92,675.23 | 2026-01-20 04:00 @ 91,009.85 | 1d | −$44.98 | -1.91% | stop loss |
| 21 | long | 2026-03-18 16:00 @ 71,450.59 | 2026-03-19 12:00 @ 69,077.89 | 20h | −$80.09 | -3.42% | stop loss |
| 22 | long | 2026-04-27 16:00 @ 76,775.35 | 2026-04-28 20:00 @ 76,278.24 | 1d 4h | −$17.18 | -0.74% | time stop |
| 23 | long | 2026-05-13 16:00 @ 78,810.46 | 2026-05-14 16:00 @ 81,229.35 | 1d | $68.63 | +2.96% | signal |
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.