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[Mine-Q] Trend + momentum ensemble

publicmade in Claude Code
@djgambhir

1000BONKUSDT · Binance USD-M perpetual · 12h · 2024-03-01 → 2026-09-01 · 1,829 bars in 2.4ms

Net P&L
+23.16%
$2,316.06
Max drawdown
-30.60%
Max run-up
+58.48%
Trades
62
38.7% won (24 of 62)
Profit factor
1.34

The rules

The rules

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1000BONKUSDT with every trade

1000BONKUSDT with every trade

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2024-03-01drawdown · worst -30.60%2026-09-01

Month by month

18 of 31 months up · best +20.5% Nov 2024 · worst −12.4% Jul 2024 · 3 losing months in a row at worst

YearJanFebMarAprMayJunJulAugSepOctNovDecYear
2024··+2.1%−7.8%+4.9%−2.6%−12.4%+4.3%+2.9%−6.9%+20.5%−7.9%−6.4%
2025−6.7%+10.1%+0.9%−5.8%−9.1%−2.0%+17.8%−1.1%+4.0%+3.4%+5.7%+2.2%+17.7%
2026+3.6%+2.8%−2.8%−2.8%+0.9%+5.6%+4.9%+0.9%−1.3%···+11.9%

Training · validation · out-of-sample

Training · validation · out-of-sample

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Risk-adjusted

Sharpe
0.43
Sortino
0.65
Calmar
0.28
Return ÷ max drawdown
0.76
CAGR
+8.68%
Exposure
77.1%
Per-trade detail

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Time under water

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Costs and mechanics

Fees paid
−$148.61
Funding
−$553.75
Liquidations
0
Warmup bars(the market’s first candles)
199
Benchmark(buy and hold)
-86.11%

Monte Carlo

Monte Carlo

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All 62 trades

All 62 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.

The period asked for began 2022-01-01, and the archive has too little 1000BONKUSDT history before then to warm up on, so the test starts at 2024-03-01: the first candle with every indicator ready.

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