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[Mine-Q] Trend + momentum ensemble

publicmade in Claude Code
@djgambhir

DOTUSDT · Binance USD-M perpetual · 12h · 2022-01-01 → 2026-09-01 · 3,409 bars in 3.2ms

Net P&L
+23.11%
$2,310.76
Max drawdown
-27.35%
Max run-up
+54.62%
Trades
116
32.8% won (38 of 116)
Profit factor
1.22

The rules

The rules

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DOTUSDT with every trade

DOTUSDT with every trade

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2022-01-01drawdown · worst -27.35%2026-09-01

Month by month

31 of 57 months up · best +21.9% Nov 2024 · worst −8.7% Jan 2024 · 4 losing months in a row at worst

YearJanFebMarAprMayJunJulAugSepOctNovDecYear
2022+4.3%−2.3%−3.7%+4.1%+5.4%+4.0%−3.8%+3.5%+0.7%−0.5%+3.0%+4.0%+19.8%
2023−0.9%−0.8%−4.1%−1.1%+1.6%+1.3%−7.1%+3.8%+0.6%+0.6%+2.7%+12.1%+7.8%
2024−8.7%+0.4%+1.0%+4.0%−7.7%+0.7%−3.1%+2.6%−2.6%+0.6%+21.9%−5.9%−0.0%
2025−6.6%+6.5%−2.3%+0.8%−1.2%+1.7%−0.2%−8.2%−0.2%−2.3%+0.8%+3.6%−8.1%
2026+2.8%−1.4%+0.1%−0.6%−2.7%+7.4%+1.2%−2.8%−0.0%···+3.7%

Training · validation · out-of-sample

Training · validation · out-of-sample

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Risk-adjusted

Sharpe
0.34
Sortino
0.50
Calmar
0.17
Return ÷ max drawdown
0.84
CAGR
+4.56%
Exposure
74.0%
Per-trade detail

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Time under water

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Costs and mechanics

Fees paid
−$335.64
Funding
−$795.08
Liquidations
0
Warmup bars(loaded before the start date)
202
Benchmark(buy and hold)
-96.79%

Monte Carlo

Monte Carlo

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All 116 trades

All 116 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 2022-01-01 so the requested window is fully tradable.

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