[Mine-Q] Trend + momentum ensemble
public
@djgambhir1000PEPEUSDT · 12h · 2023-08-13 → 2026-09-01 · 2,231 bars in 2.7ms
Underperformed the market. Holding 1000PEPEUSDT returned +151.70% over the same period, against this strategy’s +103.33%.
Net P&L
+103.33%
$10,333.06
Max drawdown
-31.84%
Max run-up
+181.09%
Trades
75
29.3% win rate
Profit factor
1.52
2023-08-13drawdown · worst -31.84%2026-09-01
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2023-08-13 → 2025-06-12 | +108.64% | -31.84% | 44 | 27% |
| Validation | 2025-06-12 → 2026-01-21 | -3.12% | -15.50% | 17 | 35% |
| Out-of-sample | 2026-01-21 → 2026-09-01 | +0.60% | -10.79% | 14 | 29% |
Risk-adjusted
- Sharpe
- 0.79
- Sortino
- 1.38
- Calmar
- 0.82
- Return ÷ max drawdown
- 3.24
- CAGR
- +26.17%
- Exposure
- 73.5%
Per trade
- Expectancy
- $137.77 · +5.99%
- Average win / loss
- $1,377.34 / −$376.76
- Payoff ratio
- 3.66
- Largest win / loss
- $10,793.65 / −$1,556.83
- Longest losing streak(winning: 4)
- 7 trades
Drawdown over time
- Max drawdown
- -31.84%
- Longest time under water(still going at the end)
- 901 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$368.15
- Funding
- −$1,974.65
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 199
- Benchmark(buy and hold)
- +151.70%
Monte Carlo
1,000 alternative histories, each 75 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 | -37.97% | +95.89% | +857.36% |
| Max drawdown | -51.08% | -30.70% | -15.92% |
22% of histories lost money, and 45% had a deeper drawdown than this run’s -31.84%. 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
1000PEPEUSDT with every trade
Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss
Trades
75 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 75 | long | 2026-08-20 12:00 @ 0.00 | 2026-09-01 00:00 @ 0.00 | 11d 12h | $525.49 | +10.61% | end of data |
| 74 | short | 2026-08-12 12:00 @ 0.00 | 2026-08-20 00:00 @ 0.00 | 7d 12h | −$70.27 | -1.41% | signal |
| 73 | short | 2026-08-07 00:00 @ 0.00 | 2026-08-07 12:00 @ 0.00 | 12h | −$43.23 | -0.87% | signal |
| 72 | short | 2026-07-29 12:00 @ 0.00 | 2026-08-02 12:00 @ 0.00 | 4d | −$280.61 | -5.56% | signal |
| 71 | short | 2026-07-25 00:00 @ 0.00 | 2026-07-26 00:00 @ 0.00 | 1d | −$546.56 | -10.54% | stop loss |
| 70 | short | 2026-07-17 00:00 @ 0.00 | 2026-07-17 12:00 @ 0.00 | 12h | −$10.74 | -0.21% | signal |
| 69 | short | 2026-05-15 12:00 @ 0.00 | 2026-07-04 00:00 @ 0.00 | 49d 12h | $1,478.07 | +30.66% | signal |
| 68 | long | 2026-05-05 12:00 @ 0.00 | 2026-05-14 12:00 @ 0.00 | 9d | −$104.18 | -2.15% | signal |
| 67 | long | 2026-04-29 12:00 @ 0.00 | 2026-05-02 12:00 @ 0.00 | 3d | −$239.49 | -4.88% | reverse |
| 66 | short | 2026-04-28 00:00 @ 0.00 | 2026-04-28 12:00 @ 0.00 | 12h | $91.34 | +1.87% | signal |
| 65 | short | 2026-04-27 00:00 @ 0.00 | 2026-04-27 12:00 @ 0.00 | 12h | $45.49 | +0.93% | signal |
| 64 | short | 2026-03-27 12:00 @ 0.00 | 2026-04-03 12:00 @ 0.00 | 7d | −$297.60 | -6.02% | signal |
| 63 | short | 2026-03-22 00:00 @ 0.00 | 2026-03-25 12:00 @ 0.00 | 3d 12h | −$383.34 | -7.60% | signal |
| 62 | short | 2026-02-24 12:00 @ 0.00 | 2026-03-16 12:00 @ 0.00 | 20d | −$169.32 | -3.33% | signal |
| 61 | short | 2026-01-19 00:00 @ 0.01 | 2026-02-15 00:00 @ 0.00 | 27d | $570.08 | +11.54% | signal |
| 60 | short | 2026-01-18 00:00 @ 0.01 | 2026-01-18 12:00 @ 0.01 | 12h | −$1.68 | -0.03% | signal |
| 59 | short | 2026-01-17 00:00 @ 0.01 | 2026-01-17 12:00 @ 0.01 | 12h | $55.23 | +1.12% | signal |
| 58 | short | 2026-01-16 00:00 @ 0.01 | 2026-01-16 12:00 @ 0.01 | 12h | −$54.69 | -1.11% | signal |
| 57 | short | 2026-01-13 12:00 @ 0.01 | 2026-01-14 00:00 @ 0.01 | 12h | −$569.38 | -11.20% | signal |
| 56 | long | 2026-01-03 00:00 @ 0.01 | 2026-01-13 00:00 @ 0.01 | 10d | −$251.07 | -4.88% | reverse |
| 55 | short | 2025-12-13 00:00 @ 0.00 | 2026-01-02 00:00 @ 0.00 | 20d | −$735.44 | -13.79% | signal |
| 54 | short | 2025-10-10 00:00 @ 0.01 | 2025-12-10 00:00 @ 0.00 | 61d | $2,217.41 | +46.42% | signal |
| 53 | short | 2025-09-22 00:00 @ 0.01 | 2025-10-03 00:00 @ 0.01 | 11d | $86.09 | +1.81% | signal |
| 52 | long | 2025-09-13 00:00 @ 0.01 | 2025-09-20 12:00 @ 0.01 | 7d 12h | −$396.44 | -8.17% | signal |
| 51 | short | 2025-08-26 00:00 @ 0.01 | 2025-09-09 00:00 @ 0.01 | 14d | −$275.87 | -5.60% | signal |
| 50 | short | 2025-08-18 12:00 @ 0.01 | 2025-08-23 00:00 @ 0.01 | 4d 12h | −$420.53 | -8.36% | signal |
| 49 | long | 2025-08-13 00:00 @ 0.01 | 2025-08-15 00:00 @ 0.01 | 2d | −$475.42 | -9.24% | signal |
| 48 | long | 2025-08-09 12:00 @ 0.01 | 2025-08-12 00:00 @ 0.01 | 2d 12h | −$508.63 | -9.64% | signal |
| 47 | short | 2025-07-30 12:00 @ 0.01 | 2025-08-09 00:00 @ 0.01 | 9d 12h | −$315.14 | -5.89% | signal |
| 46 | long | 2025-07-10 00:00 @ 0.01 | 2025-07-29 00:00 @ 0.01 | 19d | $358.07 | +6.80% | signal |
| 45 | short | 2025-06-13 12:00 @ 0.01 | 2025-07-03 12:00 @ 0.01 | 20d | $195.14 | +3.74% | signal |
| 44 | long | 2025-06-10 12:00 @ 0.01 | 2025-06-12 12:00 @ 0.01 | 2d | −$453.71 | -8.51% | signal |
| 43 | short | 2025-06-06 00:00 @ 0.01 | 2025-06-10 00:00 @ 0.01 | 4d | −$1,067.32 | -19.08% | signal |
| 42 | long | 2025-05-09 00:00 @ 0.01 | 2025-05-31 00:00 @ 0.01 | 22d | $198.25 | +3.57% | signal |
| 41 | short | 2025-05-08 00:00 @ 0.01 | 2025-05-08 12:00 @ 0.01 | 12h | −$594.87 | -10.45% | signal |
| 40 | short | 2025-05-05 00:00 @ 0.01 | 2025-05-07 12:00 @ 0.01 | 2d 12h | −$77.09 | -1.35% | signal |
| 39 | short | 2025-05-04 00:00 @ 0.01 | 2025-05-04 12:00 @ 0.01 | 12h | −$34.42 | -0.60% | signal |
| 38 | short | 2025-05-03 00:00 @ 0.01 | 2025-05-03 12:00 @ 0.01 | 12h | $220.20 | +3.89% | signal |
| 37 | short | 2025-04-03 00:00 @ 0.01 | 2025-04-13 00:00 @ 0.01 | 10d | −$316.97 | -5.52% | signal |
| 36 | short | 2025-03-29 12:00 @ 0.01 | 2025-04-02 00:00 @ 0.01 | 3d 12h | −$296.47 | -5.09% | signal |
| 35 | short | 2025-01-20 00:00 @ 0.02 | 2025-03-21 00:00 @ 0.01 | 60d | $2,708.21 | +52.65% | signal |
| 34 | long | 2025-01-19 00:00 @ 0.02 | 2025-01-19 12:00 @ 0.02 | 12h | −$830.21 | -15.51% | signal |
| 33 | long | 2025-01-18 00:00 @ 0.02 | 2025-01-18 12:00 @ 0.02 | 12h | −$404.29 | -7.42% | signal |
| 32 | short | 2025-01-13 12:00 @ 0.02 | 2025-01-16 00:00 @ 0.02 | 2d 12h | −$1,100.71 | -19.22% | signal |
| 31 | long | 2025-01-02 00:00 @ 0.02 | 2025-01-08 00:00 @ 0.02 | 6d | −$254.93 | -4.40% | signal |
| 30 | long | 2024-12-31 12:00 @ 0.02 | 2025-01-01 12:00 @ 0.02 | 1d | −$100.27 | -1.72% | signal |
| 29 | long | 2024-12-30 12:00 @ 0.02 | 2024-12-31 00:00 @ 0.02 | 12h | −$50.73 | -0.87% | signal |
| 28 | short | 2024-12-20 12:00 @ 0.01 | 2024-12-30 00:00 @ 0.02 | 9d 12h | −$1,453.88 | -23.48% | reverse |
| 27 | long | 2024-11-07 00:00 @ 0.01 | 2024-12-18 12:00 @ 0.02 | 41d 12h | $5,476.89 | +113.55% | signal |
| 26 | short | 2024-11-01 12:00 @ 0.01 | 2024-11-06 12:00 @ 0.01 | 5d | −$226.76 | -4.65% | signal |
| 25 | short | 2024-10-26 00:00 @ 0.01 | 2024-10-30 00:00 @ 0.01 | 4d | −$518.66 | -10.35% | signal |
| 24 | long | 2024-10-13 00:00 @ 0.01 | 2024-10-23 12:00 @ 0.01 | 10d 12h | −$62.78 | -1.25% | signal |
| 23 | long | 2024-09-26 12:00 @ 0.01 | 2024-10-03 12:00 @ 0.01 | 7d | −$153.04 | -3.02% | signal |
| 22 | short | 2024-08-30 00:00 @ 0.01 | 2024-09-14 00:00 @ 0.01 | 15d | −$178.58 | -3.50% | signal |
| 21 | short | 2024-08-02 12:00 @ 0.01 | 2024-08-24 00:00 @ 0.01 | 21d 12h | $535.10 | +10.76% | signal |
| 20 | long | 2024-07-16 12:00 @ 0.01 | 2024-07-31 00:00 @ 0.01 | 14d 12h | −$349.27 | -6.90% | signal |
| 19 | short | 2024-07-04 12:00 @ 0.01 | 2024-07-16 00:00 @ 0.01 | 11d 12h | −$958.27 | -18.08% | signal |
| 18 | long | 2024-06-29 12:00 @ 0.01 | 2024-06-30 00:00 @ 0.01 | 12h | −$218.21 | -4.07% | signal |
| 17 | long | 2024-06-26 00:00 @ 0.01 | 2024-06-29 00:00 @ 0.01 | 3d | −$555.75 | -10.11% | signal |
| 16 | long | 2024-05-03 12:00 @ 0.01 | 2024-06-08 00:00 @ 0.01 | 35d 12h | $3,069.74 | +64.94% | signal |
| 15 | long | 2024-04-23 00:00 @ 0.01 | 2024-05-01 00:00 @ 0.01 | 8d | −$154.84 | -3.25% | signal |
| 14 | long | 2024-04-12 12:00 @ 0.01 | 2024-04-12 12:00 @ 0.01 | 0m | −$1,556.83 | -30.20% | stop loss |
| 13 | long | 2024-04-09 00:00 @ 0.01 | 2024-04-10 00:00 @ 0.01 | 1d | −$511.39 | -9.68% | signal |
| 12 | long | 2024-02-15 00:00 @ 0.00 | 2024-04-02 12:00 @ 0.01 | 47d 12h | $10,793.65 | +417.61% | signal |
| 11 | short | 2024-01-19 00:00 @ 0.00 | 2024-02-13 00:00 @ 0.00 | 25d | $155.10 | +6.09% | signal |
| 10 | long | 2024-01-15 12:00 @ 0.00 | 2024-01-16 00:00 @ 0.00 | 12h | −$69.10 | -2.70% | signal |
| 9 | long | 2024-01-14 00:00 @ 0.00 | 2024-01-14 12:00 @ 0.00 | 12h | −$27.02 | -1.05% | signal |
| 8 | long | 2024-01-11 12:00 @ 0.00 | 2024-01-13 00:00 @ 0.00 | 1d 12h | −$398.03 | -14.91% | signal |
| 7 | short | 2024-01-04 00:00 @ 0.00 | 2024-01-11 00:00 @ 0.00 | 7d | −$331.35 | -12.04% | signal |
| 6 | long | 2023-12-28 00:00 @ 0.00 | 2023-12-29 00:00 @ 0.00 | 1d | −$212.17 | -7.56% | signal |
| 5 | long | 2023-12-22 12:00 @ 0.00 | 2023-12-27 00:00 @ 0.00 | 4d 12h | −$300.77 | -10.44% | signal |
| 4 | long | 2023-12-02 00:00 @ 0.00 | 2023-12-16 00:00 @ 0.00 | 14d | $500.44 | +18.16% | signal |
| 3 | long | 2023-10-24 00:00 @ 0.00 | 2023-11-21 12:00 @ 0.00 | 28d 12h | $222.57 | +8.24% | signal |
| 2 | short | 2023-10-06 00:00 @ 0.00 | 2023-10-22 00:00 @ 0.00 | 16d | $10.40 | +0.39% | signal |
| 1 | short | 2023-08-18 00:00 @ 0.00 | 2023-09-28 00:00 @ 0.00 | 41d | $788.44 | +31.54% | 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.