[Mine-Q] Crash reversal in uptrend
public
@djgambhirBTCUSDT · 2h · 2021-12-31 → 2026-08-31 · 20,454 bars in 9.7ms
Underperformed the market. Holding BTCUSDT returned +63.84% over the same period, against this strategy’s -4.29%.
Net P&L
-4.29%
−$428.55
Max drawdown
-5.24%
Max run-up
+2.47%
Trades
51
41.2% win rate
Profit factor
0.65
2021-12-31drawdown · worst -5.24%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -4.41% | -4.57% | 26 | 35% |
| Validation | 2024-10-19 → 2025-09-25 | +0.83% | -1.02% | 15 | 53% |
| Out-of-sample | 2025-09-25 → 2026-08-31 | -0.69% | -1.42% | 10 | 40% |
Risk-adjusted
- Sharpe
- -0.57
- Sortino
- -0.80
- Calmar
- -0.18
- Return ÷ max drawdown
- -0.82
- CAGR
- -0.93%
- Exposure
- 1.2%
Per trade
- Expectancy
- −$8.40 · -0.34%
- Average win / loss
- $37.40 / −$40.46
- Payoff ratio
- 0.92
- Largest win / loss
- $189.45 / −$98.61
- Longest losing streak(winning: 4)
- 6 trades
Drawdown over time
- Max drawdown
- -5.24%
- Longest time under water(still going at the end)
- 1657 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$123.06
- Funding
- −$13.17
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 199
- Benchmark(buy and hold)
- +63.84%
Monte Carlo
1,000 alternative histories, each 51 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 | -9.88% | -4.47% | +2.19% |
| Max drawdown | -10.59% | -6.06% | -2.68% |
88% of histories lost money, and 65% had a deeper drawdown than this run’s -5.24%. 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
Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss
Trades
51 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | long | 2022-02-17 14:00 @ 42,250.75 | 2022-02-17 18:00 @ 41,112.62 | 4h | −$70.06 | -2.80% | stop loss |
| 2 | long | 2022-03-31 18:00 @ 45,833.46 | 2022-04-01 02:00 @ 44,828.32 | 8h | −$57.14 | -2.30% | stop loss |
| 3 | long | 2022-08-09 12:00 @ 23,262.35 | 2022-08-10 00:00 @ 22,770.51 | 12h | −$54.84 | -2.22% | stop loss |
| 4 | long | 2022-09-13 14:00 @ 21,192.64 | 2022-09-13 18:00 @ 20,364.04 | 4h | −$98.61 | -4.02% | stop loss |
| 5 | long | 2023-01-30 12:00 @ 23,079.82 | 2023-01-30 18:00 @ 22,610.77 | 6h | −$52.03 | -2.14% | stop loss |
| 6 | long | 2023-02-05 18:00 @ 22,853.07 | 2023-02-06 08:00 @ 22,868.53 | 14h | −$1.03 | -0.04% | time stop |
| 7 | long | 2023-02-17 00:00 @ 23,531.31 | 2023-02-17 14:00 @ 23,776.64 | 14h | $22.28 | +0.92% | time stop |
| 8 | long | 2023-03-22 20:00 @ 26,658.63 | 2023-03-23 10:00 @ 27,605.28 | 14h | $83.57 | +3.45% | time stop |
| 9 | long | 2023-03-27 16:00 @ 26,892.68 | 2023-03-28 06:00 @ 26,957.31 | 14h | $3.47 | +0.14% | time stop |
| 10 | long | 2023-04-19 12:00 @ 29,305.86 | 2023-04-19 22:00 @ 28,703.97 | 10h | −$52.61 | -2.15% | stop loss |
| 11 | long | 2023-10-09 12:00 @ 27,461.49 | 2023-10-10 02:00 @ 27,576.18 | 14h | $7.37 | +0.30% | time stop |
| 12 | long | 2023-12-11 04:00 @ 42,321.16 | 2023-12-11 18:00 @ 41,371.12 | 14h | −$57.49 | -2.36% | time stop |
| 13 | long | 2023-12-26 06:00 @ 42,801.56 | 2023-12-26 08:00 @ 42,145.31 | 2h | −$40.05 | -1.66% | stop loss |
| 14 | long | 2024-01-03 12:00 @ 43,737.65 | 2024-01-03 12:00 @ 42,157.76 | 0m | −$89.35 | -3.71% | stop loss |
| 15 | long | 2024-02-13 16:00 @ 48,762.95 | 2024-02-13 22:00 @ 49,521.99 | 6h | $34.49 | +1.45% | signal |
| 16 | long | 2024-03-05 20:00 @ 61,509.60 | 2024-03-06 06:00 @ 66,463.10 | 10h | $189.45 | +7.91% | signal |
| 17 | long | 2024-03-14 16:00 @ 70,918.68 | 2024-03-14 18:00 @ 68,875.06 | 2h | −$73.71 | -3.02% | stop loss |
| 18 | long | 2024-03-15 06:00 @ 67,492.20 | 2024-03-15 20:00 @ 68,989.10 | 14h | $50.57 | +2.09% | time stop |
| 19 | long | 2024-04-01 06:00 @ 69,226.04 | 2024-04-01 20:00 @ 69,668.26 | 14h | $11.63 | +0.48% | time stop |
| 20 | long | 2024-05-23 18:00 @ 67,686.13 | 2024-05-23 20:00 @ 66,170.10 | 2h | −$57.04 | -2.34% | stop loss |
| 21 | long | 2024-05-28 04:00 @ 68,083.61 | 2024-05-28 18:00 @ 67,798.84 | 14h | −$13.05 | -0.54% | time stop |
| 22 | long | 2024-06-07 18:00 @ 69,847.97 | 2024-06-07 18:00 @ 68,465.82 | 0m | −$50.31 | -2.08% | stop loss |
| 23 | long | 2024-06-07 20:00 @ 69,301.06 | 2024-06-08 10:00 @ 69,474.10 | 14h | $3.12 | +0.13% | time stop |
| 24 | long | 2024-07-29 18:00 @ 66,994.10 | 2024-07-30 08:00 @ 66,900.62 | 14h | −$5.85 | -0.24% | time stop |
| 25 | long | 2024-09-16 02:00 @ 58,589.72 | 2024-09-16 14:00 @ 57,631.48 | 12h | −$41.86 | -1.74% | stop loss |
| 26 | long | 2024-09-30 02:00 @ 64,750.85 | 2024-09-30 08:00 @ 63,948.90 | 6h | −$32.27 | -1.35% | stop loss |
| 27 | long | 2024-10-21 14:00 @ 67,343.57 | 2024-10-22 04:00 @ 67,376.82 | 14h | −$1.69 | -0.07% | time stop |
| 28 | long | 2024-10-31 16:00 @ 70,652.73 | 2024-11-01 00:00 @ 69,408.45 | 8h | −$44.92 | -1.88% | stop loss |
| 29 | long | 2024-11-24 16:00 @ 96,005.50 | 2024-11-25 00:00 @ 97,940.91 | 8h | $44.98 | +1.89% | signal |
| 30 | long | 2024-11-25 18:00 @ 95,310.46 | 2024-11-25 22:00 @ 93,093.68 | 4h | −$57.93 | -2.42% | stop loss |
| 31 | long | 2024-12-02 08:00 @ 96,072.71 | 2024-12-02 16:00 @ 97,087.18 | 8h | $22.11 | +0.93% | signal |
| 32 | long | 2024-12-18 22:00 @ 101,002.40 | 2024-12-19 12:00 @ 102,399.52 | 14h | $30.05 | +1.26% | time stop |
| 33 | long | 2025-01-07 16:00 @ 97,934.98 | 2025-01-08 06:00 @ 96,435.41 | 14h | −$39.36 | -1.65% | time stop |
| 34 | long | 2025-01-20 00:00 @ 101,331.76 | 2025-01-20 08:00 @ 107,157.36 | 8h | $134.03 | +5.64% | signal |
| 35 | long | 2025-01-27 00:00 @ 102,580.51 | 2025-01-27 02:00 @ 100,849.88 | 2h | −$43.29 | -1.80% | stop loss |
| 36 | long | 2025-04-28 02:00 @ 92,916.88 | 2025-04-28 06:00 @ 94,164.46 | 4h | $29.82 | +1.24% | signal |
| 37 | long | 2025-05-05 02:00 @ 93,898.88 | 2025-05-05 16:00 @ 93,707.25 | 14h | −$7.41 | -0.31% | time stop |
| 38 | long | 2025-05-19 06:00 @ 103,011.30 | 2025-05-19 16:00 @ 104,719.55 | 10h | $37.33 | +1.55% | signal |
| 39 | long | 2025-05-29 18:00 @ 106,276.15 | 2025-05-30 08:00 @ 104,976.50 | 14h | −$32.00 | -1.32% | time stop |
| 40 | long | 2025-07-15 04:00 @ 117,232.64 | 2025-07-15 18:00 @ 117,392.12 | 14h | $0.38 | +0.02% | time stop |
| 41 | long | 2025-08-14 14:00 @ 118,388.37 | 2025-08-15 04:00 @ 118,894.32 | 14h | $7.59 | +0.32% | time stop |
| 42 | long | 2025-09-30 10:00 @ 112,765.65 | 2025-09-30 12:00 @ 112,981.10 | 2h | $2.19 | +0.09% | signal |
| 43 | long | 2025-10-07 18:00 @ 121,097.41 | 2025-10-08 08:00 @ 121,526.19 | 14h | $6.06 | +0.25% | time stop |
| 44 | long | 2025-10-29 00:00 @ 112,856.07 | 2025-10-29 14:00 @ 112,802.14 | 14h | −$3.65 | -0.15% | time stop |
| 45 | long | 2026-01-06 18:00 @ 91,565.81 | 2026-01-06 22:00 @ 93,189.16 | 4h | $40.31 | +1.67% | signal |
| 46 | long | 2026-01-12 12:00 @ 90,592.01 | 2026-01-12 16:00 @ 91,600.28 | 4h | $24.51 | +1.01% | signal |
| 47 | long | 2026-01-19 00:00 @ 93,632.72 | 2026-01-19 00:00 @ 92,501.75 | 0m | −$31.81 | -1.31% | stop loss |
| 48 | long | 2026-03-18 16:00 @ 71,450.59 | 2026-03-19 06:00 @ 70,778.54 | 14h | −$25.20 | -1.04% | time stop |
| 49 | long | 2026-04-12 02:00 @ 71,613.02 | 2026-04-12 16:00 @ 70,841.93 | 14h | −$28.29 | -1.17% | time stop |
| 50 | long | 2026-04-27 08:00 @ 77,572.21 | 2026-04-27 18:00 @ 76,425.41 | 10h | −$37.61 | -1.56% | stop loss |
| 51 | long | 2026-04-29 16:00 @ 75,904.28 | 2026-04-30 06:00 @ 75,554.49 | 14h | −$13.42 | -0.56% | time stop |
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.