[Mine-Q] Trend + momentum ensemble
public
@djgambhirDOGEUSDT · 12h · 2022-01-01 → 2026-09-01 · 3,409 bars in 5.3ms
Net P&L
+59.98%
$5,998.14
Max drawdown
-23.09%
Max run-up
+93.26%
Trades
115
34.8% win rate
Profit factor
1.47
2022-01-01drawdown · worst -23.09%2026-09-01
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | +2.88% | -23.09% | 77 | 34% |
| Validation | 2024-10-19 → 2025-09-25 | +55.05% | -17.86% | 21 | 48% |
| Out-of-sample | 2025-09-25 → 2026-09-01 | +0.29% | -16.69% | 17 | 24% |
Risk-adjusted
- Sharpe
- 0.57
- Sortino
- 0.87
- Calmar
- 0.46
- Return ÷ max drawdown
- 2.60
- CAGR
- +10.60%
- Exposure
- 75.4%
Per trade
- Expectancy
- $52.16 · +2.26%
- Average win / loss
- $470.07 / −$170.73
- Payoff ratio
- 2.75
- Largest win / loss
- $5,777.69 / −$699.23
- Longest losing streak(winning: 4)
- 10 trades
Drawdown over time
- Max drawdown
- -23.09%
- Longest time under water
- 490 days
- Worst drawdown recovered in
- 490 days
- Under water at the end
- 408 days
Costs and mechanics
- Fees paid
- −$343.61
- Funding
- −$487.37
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 202
- Benchmark(buy and hold)
- -51.22%
Monte Carlo
1,000 alternative histories, each 115 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 | -29.26% | +45.75% | +318.33% |
| Max drawdown | -42.56% | -24.50% | -14.10% |
21% of histories lost money, and 56% had a deeper drawdown than this run’s -23.09%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.
Settings
- ema200 length
- 200
- ema50 length
- 50
- roc20 length
- 20
- macd fast length
- 12
- macd slow length
- 26
- macd signal length
- 9
- atr14 length
- 14
- Long entry: roc20 > ▢
- 0
- Long entry: macd.hist > ▢
- 0
- Short entry: roc20 < ▢
- 0
- Short entry: macd.hist < ▢
- 0
- Stop loss (× atr14)
- 3
- Leverage (×)
- 1
- Position size (% of equity)
- 25
DOGEUSDT with every trade
Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss
Trades
115 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | short | 2022-01-01 12:00 @ 0.17 | 2022-01-13 12:00 @ 0.17 | 12d | −$9.95 | -0.40% | signal |
| 2 | short | 2022-01-21 12:00 @ 0.15 | 2022-02-07 00:00 @ 0.15 | 16d 12h | −$14.17 | -0.57% | signal |
| 3 | short | 2022-02-12 12:00 @ 0.14 | 2022-02-13 12:00 @ 0.15 | 1d | −$143.77 | -5.76% | signal |
| 4 | short | 2022-02-15 00:00 @ 0.15 | 2022-02-16 00:00 @ 0.15 | 1d | −$102.94 | -4.19% | signal |
| 5 | short | 2022-02-17 00:00 @ 0.15 | 2022-03-20 00:00 @ 0.12 | 31d | $409.90 | +16.85% | signal |
| 6 | long | 2022-04-04 12:00 @ 0.16 | 2022-04-07 12:00 @ 0.15 | 3d | −$136.27 | -5.38% | reverse |
| 7 | short | 2022-04-08 12:00 @ 0.15 | 2022-04-09 00:00 @ 0.14 | 12h | $47.07 | +1.88% | signal |
| 8 | short | 2022-04-09 12:00 @ 0.14 | 2022-04-10 00:00 @ 0.14 | 12h | −$24.91 | -0.99% | signal |
| 9 | short | 2022-04-12 00:00 @ 0.13 | 2022-04-12 12:00 @ 0.14 | 12h | −$150.96 | -6.02% | signal |
| 10 | short | 2022-04-13 00:00 @ 0.14 | 2022-04-14 00:00 @ 0.14 | 1d | −$38.18 | -1.55% | signal |
| 11 | short | 2022-04-14 12:00 @ 0.15 | 2022-04-15 00:00 @ 0.14 | 12h | $14.61 | +0.59% | signal |
| 12 | short | 2022-04-15 12:00 @ 0.15 | 2022-04-16 00:00 @ 0.15 | 12h | $29.81 | +1.21% | signal |
| 13 | short | 2022-04-17 12:00 @ 0.14 | 2022-04-20 00:00 @ 0.14 | 2d 12h | $19.40 | +0.79% | signal |
| 14 | short | 2022-04-21 00:00 @ 0.14 | 2022-04-21 12:00 @ 0.14 | 12h | −$6.67 | -0.27% | signal |
| 15 | short | 2022-04-22 12:00 @ 0.14 | 2022-04-25 12:00 @ 0.14 | 3d | −$44.67 | -1.81% | signal |
| 16 | long | 2022-04-26 00:00 @ 0.16 | 2022-04-27 00:00 @ 0.14 | 1d | −$323.72 | -13.15% | signal |
| 17 | short | 2022-04-29 00:00 @ 0.14 | 2022-06-26 12:00 @ 0.07 | 58d 12h | $1,106.08 | +46.45% | signal |
| 18 | short | 2022-07-05 12:00 @ 0.07 | 2022-07-07 00:00 @ 0.07 | 1d 12h | −$86.08 | -3.24% | signal |
| 19 | short | 2022-07-11 12:00 @ 0.06 | 2022-07-18 12:00 @ 0.07 | 7d | −$87.12 | -3.30% | signal |
| 20 | short | 2022-07-26 00:00 @ 0.06 | 2022-07-28 00:00 @ 0.07 | 2d | −$228.02 | -8.72% | signal |
| 21 | short | 2022-08-03 00:00 @ 0.07 | 2022-08-03 12:00 @ 0.07 | 12h | −$56.30 | -2.20% | signal |
| 22 | short | 2022-08-04 00:00 @ 0.07 | 2022-08-05 00:00 @ 0.07 | 1d | −$44.03 | -1.73% | signal |
| 23 | short | 2022-08-10 12:00 @ 0.07 | 2022-08-11 00:00 @ 0.07 | 12h | −$101.95 | -4.03% | signal |
| 24 | long | 2022-08-15 00:00 @ 0.08 | 2022-08-19 00:00 @ 0.07 | 4d | −$365.69 | -14.59% | stop loss |
| 25 | short | 2022-08-19 12:00 @ 0.07 | 2022-09-24 00:00 @ 0.06 | 35d 12h | $197.44 | +8.17% | signal |
| 26 | short | 2022-10-03 00:00 @ 0.06 | 2022-10-04 12:00 @ 0.07 | 1d 12h | −$278.46 | -11.30% | stop loss |
| 27 | short | 2022-10-11 00:00 @ 0.06 | 2022-10-24 00:00 @ 0.06 | 13d | −$37.74 | -1.58% | signal |
| 28 | long | 2022-10-26 12:00 @ 0.07 | 2022-11-09 00:00 @ 0.09 | 13d 12h | $718.19 | +30.10% | signal |
| 29 | short | 2022-11-10 00:00 @ 0.07 | 2022-11-20 00:00 @ 0.08 | 10d | −$345.95 | -13.49% | reverse |
| 30 | long | 2022-11-20 12:00 @ 0.08 | 2022-11-21 00:00 @ 0.08 | 12h | −$146.66 | -5.92% | signal |
| 31 | short | 2022-11-21 12:00 @ 0.08 | 2022-11-25 12:00 @ 0.09 | 4d | −$391.08 | -16.01% | signal |
| 32 | long | 2022-11-26 00:00 @ 0.09 | 2022-12-12 00:00 @ 0.09 | 16d | $74.87 | +3.19% | signal |
| 33 | short | 2022-12-16 00:00 @ 0.08 | 2023-01-09 12:00 @ 0.08 | 24d 12h | $195.27 | +8.26% | signal |
| 34 | long | 2023-01-14 00:00 @ 0.08 | 2023-02-09 12:00 @ 0.09 | 26d 12h | $70.82 | +2.94% | signal |
| 35 | short | 2023-02-10 00:00 @ 0.08 | 2023-02-15 12:00 @ 0.09 | 5d 12h | −$151.15 | -6.22% | signal |
| 36 | long | 2023-02-19 12:00 @ 0.09 | 2023-02-21 12:00 @ 0.09 | 2d | −$69.79 | -2.92% | signal |
| 37 | long | 2023-02-22 00:00 @ 0.09 | 2023-02-22 12:00 @ 0.09 | 12h | $10.08 | +0.42% | signal |
| 38 | short | 2023-02-25 00:00 @ 0.08 | 2023-03-17 12:00 @ 0.08 | 20d 12h | $164.81 | +6.93% | signal |
| 39 | short | 2023-03-27 12:00 @ 0.07 | 2023-03-29 12:00 @ 0.08 | 2d | −$70.75 | -2.93% | signal |
| 40 | long | 2023-04-02 00:00 @ 0.08 | 2023-04-21 00:00 @ 0.08 | 19d | $41.74 | +1.74% | signal |
| 41 | short | 2023-04-22 00:00 @ 0.08 | 2023-06-23 12:00 @ 0.07 | 62d 12h | $396.41 | +16.44% | signal |
| 42 | short | 2023-07-07 12:00 @ 0.07 | 2023-07-14 00:00 @ 0.07 | 6d 12h | −$204.34 | -8.14% | signal |
| 43 | long | 2023-07-15 12:00 @ 0.07 | 2023-08-03 12:00 @ 0.07 | 19d | −$25.09 | -1.02% | signal |
| 44 | long | 2023-08-13 00:00 @ 0.08 | 2023-08-15 12:00 @ 0.07 | 2d 12h | −$91.22 | -3.72% | signal |
| 45 | short | 2023-08-16 00:00 @ 0.07 | 2023-10-01 12:00 @ 0.06 | 46d 12h | $259.90 | +10.70% | signal |
| 46 | short | 2023-10-04 12:00 @ 0.06 | 2023-10-21 12:00 @ 0.06 | 17d | $25.51 | +1.02% | signal |
| 47 | long | 2023-10-23 12:00 @ 0.06 | 2023-11-22 00:00 @ 0.07 | 29d 12h | $225.41 | +9.01% | signal |
| 48 | long | 2023-11-29 00:00 @ 0.08 | 2023-12-18 12:00 @ 0.09 | 19d 12h | $207.47 | +8.11% | signal |
| 49 | long | 2023-12-26 00:00 @ 0.09 | 2023-12-27 00:00 @ 0.09 | 1d | −$89.91 | -3.45% | signal |
| 50 | long | 2024-01-02 12:00 @ 0.09 | 2024-01-03 00:00 @ 0.09 | 12h | −$58.41 | -2.26% | signal |
| 51 | short | 2024-01-06 12:00 @ 0.08 | 2024-01-14 12:00 @ 0.08 | 8d | −$74.66 | -2.90% | reverse |
| 52 | long | 2024-01-16 12:00 @ 0.08 | 2024-01-17 00:00 @ 0.08 | 12h | −$11.64 | -0.46% | signal |
| 53 | short | 2024-01-19 12:00 @ 0.08 | 2024-01-20 12:00 @ 0.09 | 1d | −$311.84 | -12.23% | stop loss |
| 54 | long | 2024-01-21 00:00 @ 0.09 | 2024-01-22 12:00 @ 0.08 | 1d 12h | −$127.96 | -5.17% | signal |
| 55 | short | 2024-01-24 00:00 @ 0.08 | 2024-01-30 00:00 @ 0.08 | 6d | −$98.64 | -4.04% | reverse |
| 56 | long | 2024-01-30 12:00 @ 0.08 | 2024-01-31 00:00 @ 0.08 | 12h | −$63.28 | -2.62% | signal |
| 57 | short | 2024-02-01 12:00 @ 0.08 | 2024-02-09 12:00 @ 0.08 | 8d | −$99.39 | -4.14% | signal |
| 58 | long | 2024-02-10 00:00 @ 0.08 | 2024-02-12 12:00 @ 0.08 | 2d 12h | −$56.43 | -2.38% | signal |
| 59 | long | 2024-02-13 00:00 @ 0.08 | 2024-03-17 00:00 @ 0.14 | 33d | $1,566.57 | +66.34% | signal |
| 60 | long | 2024-03-25 12:00 @ 0.17 | 2024-04-05 12:00 @ 0.17 | 11d | −$64.21 | -2.33% | signal |
| 61 | long | 2024-04-12 12:00 @ 0.20 | 2024-04-12 12:00 @ 0.16 | 0m | −$610.61 | -22.31% | stop loss |
| 62 | long | 2024-04-24 00:00 @ 0.16 | 2024-04-24 12:00 @ 0.16 | 12h | $52.47 | +2.03% | signal |
| 63 | short | 2024-04-29 12:00 @ 0.14 | 2024-05-04 12:00 @ 0.16 | 5d | −$325.90 | -12.55% | signal |
| 64 | long | 2024-05-05 00:00 @ 0.16 | 2024-05-08 00:00 @ 0.15 | 3d | −$163.08 | -6.48% | signal |
| 65 | long | 2024-05-09 12:00 @ 0.15 | 2024-05-10 00:00 @ 0.15 | 12h | $102.47 | +4.14% | signal |
| 66 | long | 2024-05-10 12:00 @ 0.15 | 2024-05-11 00:00 @ 0.14 | 12h | −$127.12 | -5.08% | signal |
| 67 | long | 2024-05-18 00:00 @ 0.16 | 2024-05-20 00:00 @ 0.15 | 2d | −$107.98 | -4.37% | signal |
| 68 | long | 2024-05-21 00:00 @ 0.17 | 2024-05-30 12:00 @ 0.16 | 9d 12h | −$109.09 | -4.47% | signal |
| 69 | short | 2024-06-08 00:00 @ 0.15 | 2024-07-16 00:00 @ 0.12 | 38d | $391.99 | +16.23% | signal |
| 70 | long | 2024-07-21 00:00 @ 0.13 | 2024-07-31 00:00 @ 0.13 | 10d | −$174.00 | -6.92% | signal |
| 71 | short | 2024-07-31 12:00 @ 0.13 | 2024-08-24 00:00 @ 0.11 | 23d 12h | $247.70 | +10.03% | signal |
| 72 | short | 2024-08-28 00:00 @ 0.10 | 2024-09-10 00:00 @ 0.10 | 13d | −$127.81 | -5.05% | signal |
| 73 | long | 2024-09-26 12:00 @ 0.11 | 2024-10-02 00:00 @ 0.11 | 5d 12h | −$157.22 | -6.29% | signal |
| 74 | short | 2024-10-02 12:00 @ 0.11 | 2024-10-07 00:00 @ 0.11 | 4d 12h | −$124.08 | -5.04% | signal |
| 75 | short | 2024-10-07 12:00 @ 0.11 | 2024-10-09 12:00 @ 0.11 | 2d | $20.59 | +0.85% | signal |
| 76 | short | 2024-10-10 00:00 @ 0.11 | 2024-10-12 00:00 @ 0.11 | 2d | −$67.87 | -2.79% | signal |
| 77 | long | 2024-10-14 12:00 @ 0.11 | 2024-12-11 00:00 @ 0.39 | 57d 12h | $5,777.69 | +239.05% | signal |
| 78 | short | 2024-12-20 12:00 @ 0.27 | 2024-12-30 00:00 @ 0.31 | 9d 12h | −$699.23 | -18.11% | reverse |
| 79 | long | 2024-12-30 12:00 @ 0.32 | 2024-12-31 00:00 @ 0.31 | 12h | −$85.92 | -2.33% | signal |
| 80 | long | 2025-01-02 00:00 @ 0.33 | 2025-01-02 12:00 @ 0.34 | 12h | $185.83 | +5.07% | signal |
| 81 | long | 2025-01-03 00:00 @ 0.34 | 2025-01-08 00:00 @ 0.35 | 5d | $88.29 | +2.38% | signal |
| 82 | long | 2025-01-16 00:00 @ 0.39 | 2025-01-20 00:00 @ 0.36 | 4d | −$269.74 | -7.22% | signal |
| 83 | long | 2025-01-20 12:00 @ 0.38 | 2025-01-21 00:00 @ 0.35 | 12h | −$273.23 | -7.45% | signal |
| 84 | short | 2025-01-27 12:00 @ 0.31 | 2025-03-26 00:00 @ 0.19 | 57d 12h | $1,402.59 | +38.98% | signal |
| 85 | short | 2025-03-29 12:00 @ 0.17 | 2025-04-22 12:00 @ 0.16 | 24d | $136.19 | +3.45% | signal |
| 86 | short | 2025-05-03 12:00 @ 0.18 | 2025-05-04 00:00 @ 0.18 | 12h | $49.69 | +1.25% | signal |
| 87 | short | 2025-05-05 00:00 @ 0.17 | 2025-05-07 00:00 @ 0.17 | 2d | −$46.43 | -1.16% | signal |
| 88 | short | 2025-05-07 12:00 @ 0.17 | 2025-05-08 12:00 @ 0.18 | 1d | −$228.62 | -5.74% | signal |
| 89 | long | 2025-05-09 12:00 @ 0.21 | 2025-05-30 00:00 @ 0.21 | 20d 12h | $125.36 | +3.19% | signal |
| 90 | short | 2025-05-30 12:00 @ 0.20 | 2025-07-03 12:00 @ 0.17 | 34d | $614.45 | +15.53% | signal |
| 91 | long | 2025-07-11 00:00 @ 0.20 | 2025-07-30 12:00 @ 0.22 | 19d 12h | $409.28 | +9.96% | signal |
| 92 | short | 2025-08-02 00:00 @ 0.20 | 2025-08-07 12:00 @ 0.21 | 5d 12h | −$280.51 | -6.66% | signal |
| 93 | long | 2025-08-09 00:00 @ 0.23 | 2025-08-18 12:00 @ 0.22 | 9d 12h | −$170.23 | -4.11% | signal |
| 94 | long | 2025-08-25 00:00 @ 0.23 | 2025-08-25 12:00 @ 0.22 | 12h | −$222.18 | -5.42% | signal |
| 95 | short | 2025-08-26 00:00 @ 0.21 | 2025-08-28 12:00 @ 0.22 | 2d 12h | −$280.49 | -6.93% | signal |
| 96 | short | 2025-09-02 00:00 @ 0.21 | 2025-09-04 00:00 @ 0.22 | 2d | −$184.65 | -4.64% | signal |
| 97 | long | 2025-09-05 00:00 @ 0.21 | 2025-09-05 12:00 @ 0.22 | 12h | $74.85 | +1.91% | signal |
| 98 | long | 2025-09-08 00:00 @ 0.23 | 2025-09-22 12:00 @ 0.24 | 14d 12h | $160.70 | +4.07% | signal |
| 99 | short | 2025-09-26 00:00 @ 0.22 | 2025-10-01 12:00 @ 0.24 | 5d 12h | −$357.80 | -8.97% | signal |
| 100 | long | 2025-10-02 12:00 @ 0.26 | 2025-10-08 00:00 @ 0.25 | 5d 12h | −$150.27 | -3.85% | signal |
| 101 | long | 2025-10-08 12:00 @ 0.25 | 2025-10-09 12:00 @ 0.25 | 1d | −$33.50 | -0.87% | signal |
| 102 | short | 2025-10-11 00:00 @ 0.19 | 2026-01-03 00:00 @ 0.14 | 84d | $1,036.77 | +26.91% | signal |
| 103 | short | 2026-01-13 00:00 @ 0.14 | 2026-01-13 12:00 @ 0.14 | 12h | −$80.21 | -1.95% | signal |
| 104 | short | 2026-01-14 12:00 @ 0.15 | 2026-01-15 00:00 @ 0.15 | 12h | −$37.91 | -0.93% | signal |
| 105 | short | 2026-01-16 00:00 @ 0.14 | 2026-02-15 00:00 @ 0.11 | 30d | $837.35 | +20.51% | signal |
| 106 | short | 2026-02-24 00:00 @ 0.09 | 2026-02-25 12:00 @ 0.11 | 1d 12h | −$604.10 | -14.08% | stop loss |
| 107 | short | 2026-02-28 12:00 @ 0.09 | 2026-03-04 12:00 @ 0.10 | 4d | −$679.17 | -16.40% | stop loss |
| 108 | short | 2026-03-08 00:00 @ 0.09 | 2026-03-13 12:00 @ 0.10 | 5d 12h | −$456.05 | -11.49% | signal |
| 109 | short | 2026-03-20 12:00 @ 0.09 | 2026-03-25 12:00 @ 0.10 | 5d | −$126.11 | -3.27% | signal |
| 110 | short | 2026-03-26 12:00 @ 0.09 | 2026-04-06 12:00 @ 0.09 | 11d | −$77.76 | -2.03% | signal |
| 111 | short | 2026-04-13 12:00 @ 0.09 | 2026-04-14 00:00 @ 0.09 | 12h | −$139.98 | -3.68% | signal |
| 112 | long | 2026-04-29 12:00 @ 0.11 | 2026-05-18 12:00 @ 0.10 | 19d | −$170.61 | -4.52% | signal |
| 113 | short | 2026-05-19 00:00 @ 0.10 | 2026-08-12 00:00 @ 0.07 | 85d | $1,191.12 | +31.95% | signal |
| 114 | short | 2026-08-16 00:00 @ 0.07 | 2026-08-19 12:00 @ 0.07 | 3d 12h | −$221.38 | -5.50% | stop loss |
| 115 | long | 2026-08-21 00:00 @ 0.08 | 2026-09-01 00:00 @ 0.08 | 11d | $116.21 | +2.93% | 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.