[Mine-Q] Trend + momentum ensemble
public
@djgambhir1000BONKUSDT · 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% win rate
Profit factor
1.34
2024-03-01drawdown · worst -30.60%2026-09-01
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2024-03-01 → 2025-08-31 | -5.11% | -30.60% | 41 | 32% |
| Validation | 2025-08-31 → 2026-03-02 | +23.83% | -5.14% | 9 | 67% |
| Out-of-sample | 2026-03-02 → 2026-09-01 | +4.81% | -8.51% | 12 | 42% |
Risk-adjusted
- Sharpe
- 0.43
- Sortino
- 0.65
- Calmar
- 0.28
- Return ÷ max drawdown
- 0.76
- CAGR
- +8.68%
- Exposure
- 77.1%
Per trade
- Expectancy
- $37.36 · +1.75%
- Average win / loss
- $382.95 / −$180.91
- Payoff ratio
- 2.12
- Largest win / loss
- $1,453.28 / −$570.00
- Longest losing streak(winning: 3)
- 8 trades
Drawdown over time
- Max drawdown
- -30.60%
- Longest time under water
- 703 days
- Worst drawdown recovered in
- 703 days
- Under water at the end
- 20 days
Costs and mechanics
- Fees paid
- −$148.61
- Funding
- −$553.75
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 199
- Benchmark(buy and hold)
- -86.11%
Monte Carlo
1,000 alternative histories, each 62 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 | -25.87% | +23.65% | +124.01% |
| Max drawdown | -39.10% | -21.90% | -11.73% |
28% of histories lost money, and 20% had a deeper drawdown than this run’s -30.60%. 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
1000BONKUSDT with every trade
Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss
Trades
62 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 62 | short | 2026-09-01 00:00 @ 0.00 | 2026-09-01 00:00 @ 0.00 | 0m | −$163.87 | -5.25% | end of data |
| 61 | short | 2026-07-08 12:00 @ 0.00 | 2026-08-21 00:00 @ 0.00 | 43d 12h | $859.41 | +29.58% | signal |
| 60 | short | 2026-05-16 12:00 @ 0.01 | 2026-07-03 12:00 @ 0.00 | 48d | $748.43 | +27.54% | signal |
| 59 | long | 2026-05-06 12:00 @ 0.01 | 2026-05-16 00:00 @ 0.01 | 9d 12h | −$160.12 | -5.81% | signal |
| 58 | short | 2026-05-04 12:00 @ 0.01 | 2026-05-05 00:00 @ 0.01 | 12h | −$0.45 | -0.02% | signal |
| 57 | short | 2026-05-03 12:00 @ 0.01 | 2026-05-04 00:00 @ 0.01 | 12h | $2.51 | +0.09% | signal |
| 56 | short | 2026-05-02 12:00 @ 0.01 | 2026-05-03 00:00 @ 0.01 | 12h | −$45.41 | -1.64% | signal |
| 55 | short | 2026-04-28 00:00 @ 0.01 | 2026-04-28 12:00 @ 0.01 | 12h | $36.90 | +1.34% | signal |
| 54 | short | 2026-04-27 00:00 @ 0.01 | 2026-04-27 12:00 @ 0.01 | 12h | $14.63 | +0.53% | signal |
| 53 | short | 2026-04-13 00:00 @ 0.01 | 2026-04-14 00:00 @ 0.01 | 1d | −$253.54 | -8.99% | signal |
| 52 | short | 2026-03-27 12:00 @ 0.01 | 2026-04-08 00:00 @ 0.01 | 11d 12h | −$192.32 | -6.71% | signal |
| 51 | short | 2026-03-20 12:00 @ 0.01 | 2026-03-25 00:00 @ 0.01 | 4d 12h | −$105.68 | -3.65% | signal |
| 50 | short | 2026-01-19 00:00 @ 0.01 | 2026-03-13 12:00 @ 0.01 | 53d 12h | $843.12 | +31.42% | signal |
| 49 | short | 2026-01-18 00:00 @ 0.01 | 2026-01-18 12:00 @ 0.01 | 12h | $9.51 | +0.35% | signal |
| 48 | short | 2026-01-17 00:00 @ 0.01 | 2026-01-17 12:00 @ 0.01 | 12h | $43.93 | +1.65% | signal |
| 47 | short | 2026-01-16 00:00 @ 0.01 | 2026-01-16 12:00 @ 0.01 | 12h | −$60.82 | -2.27% | signal |
| 46 | short | 2026-01-15 00:00 @ 0.01 | 2026-01-15 12:00 @ 0.01 | 12h | $77.24 | +2.90% | signal |
| 45 | long | 2026-01-06 00:00 @ 0.01 | 2026-01-14 12:00 @ 0.01 | 8d 12h | −$211.03 | -7.76% | reverse |
| 44 | short | 2025-10-10 00:00 @ 0.02 | 2026-01-02 12:00 @ 0.01 | 84d 12h | $1,281.03 | +53.42% | signal |
| 43 | short | 2025-09-21 12:00 @ 0.02 | 2025-10-07 00:00 @ 0.02 | 15d 12h | $110.68 | +4.67% | signal |
| 42 | long | 2025-09-09 00:00 @ 0.02 | 2025-09-20 12:00 @ 0.02 | 11d 12h | −$17.56 | -0.74% | signal |
| 41 | short | 2025-08-18 12:00 @ 0.02 | 2025-09-08 12:00 @ 0.02 | 21d | $36.71 | +1.55% | signal |
| 40 | long | 2025-08-14 00:00 @ 0.03 | 2025-08-14 12:00 @ 0.03 | 12h | −$134.92 | -5.62% | signal |
| 39 | long | 2025-08-13 00:00 @ 0.03 | 2025-08-13 12:00 @ 0.03 | 12h | $115.54 | +4.87% | signal |
| 38 | long | 2025-08-11 00:00 @ 0.03 | 2025-08-11 12:00 @ 0.03 | 12h | −$114.16 | -4.76% | signal |
| 37 | long | 2025-07-03 12:00 @ 0.02 | 2025-07-30 00:00 @ 0.03 | 26d 12h | $1,453.28 | +71.39% | signal |
| 36 | short | 2025-06-14 00:00 @ 0.02 | 2025-06-30 00:00 @ 0.02 | 16d | −$0.45 | -0.02% | signal |
| 35 | short | 2025-05-30 12:00 @ 0.02 | 2025-06-11 00:00 @ 0.02 | 11d 12h | −$20.29 | -0.99% | signal |
| 34 | long | 2025-05-23 00:00 @ 0.02 | 2025-05-29 00:00 @ 0.02 | 6d | −$287.40 | -13.60% | signal |
| 33 | long | 2025-05-09 12:00 @ 0.02 | 2025-05-17 12:00 @ 0.02 | 8d | −$318.30 | -14.52% | signal |
| 32 | long | 2025-04-26 00:00 @ 0.02 | 2025-05-06 12:00 @ 0.02 | 10d 12h | −$406.40 | -17.72% | reverse |
| 31 | short | 2025-04-22 00:00 @ 0.01 | 2025-04-22 12:00 @ 0.01 | 12h | −$159.82 | -6.85% | signal |
| 30 | short | 2025-04-02 12:00 @ 0.01 | 2025-04-12 00:00 @ 0.01 | 9d 12h | −$97.54 | -4.14% | signal |
| 29 | short | 2025-03-30 00:00 @ 0.01 | 2025-04-02 00:00 @ 0.01 | 3d | −$253.06 | -10.45% | signal |
| 28 | short | 2025-01-27 00:00 @ 0.03 | 2025-03-22 12:00 @ 0.01 | 54d 12h | $1,143.64 | +53.55% | signal |
| 27 | long | 2025-01-22 00:00 @ 0.03 | 2025-01-23 12:00 @ 0.03 | 1d 12h | −$112.09 | -5.18% | signal |
| 26 | long | 2025-01-18 12:00 @ 0.03 | 2025-01-21 00:00 @ 0.03 | 2d 12h | −$239.06 | -10.75% | signal |
| 25 | short | 2025-01-08 12:00 @ 0.03 | 2025-01-18 00:00 @ 0.03 | 9d 12h | −$313.01 | -13.60% | signal |
| 24 | long | 2025-01-03 12:00 @ 0.03 | 2025-01-07 12:00 @ 0.03 | 4d | $54.42 | +2.38% | signal |
| 23 | short | 2025-01-02 00:00 @ 0.03 | 2025-01-02 12:00 @ 0.03 | 12h | −$203.59 | -8.70% | reverse |
| 22 | long | 2024-12-30 12:00 @ 0.03 | 2024-12-31 00:00 @ 0.03 | 12h | −$88.02 | -3.73% | signal |
| 21 | short | 2024-12-19 00:00 @ 0.03 | 2024-12-29 00:00 @ 0.03 | 10d | −$126.09 | -5.27% | reverse |
| 20 | long | 2024-11-07 00:00 @ 0.02 | 2024-12-10 00:00 @ 0.04 | 33d | $1,363.79 | +66.48% | signal |
| 19 | short | 2024-10-30 12:00 @ 0.02 | 2024-11-06 12:00 @ 0.02 | 7d | −$114.13 | -5.49% | signal |
| 18 | short | 2024-10-26 00:00 @ 0.02 | 2024-10-30 00:00 @ 0.02 | 4d | −$152.53 | -7.20% | signal |
| 17 | long | 2024-10-14 12:00 @ 0.02 | 2024-10-24 00:00 @ 0.02 | 9d 12h | −$58.29 | -2.73% | signal |
| 16 | short | 2024-10-10 00:00 @ 0.02 | 2024-10-11 12:00 @ 0.02 | 1d 12h | −$102.78 | -4.76% | signal |
| 15 | long | 2024-09-27 00:00 @ 0.02 | 2024-10-04 00:00 @ 0.02 | 7d | −$126.61 | -5.78% | signal |
| 14 | short | 2024-08-30 12:00 @ 0.02 | 2024-09-20 00:00 @ 0.02 | 20d 12h | $19.69 | +0.90% | signal |
| 13 | short | 2024-08-01 00:00 @ 0.02 | 2024-08-24 00:00 @ 0.02 | 23d | $307.80 | +14.60% | signal |
| 12 | long | 2024-07-16 00:00 @ 0.03 | 2024-07-30 00:00 @ 0.03 | 14d | $7.94 | +0.38% | signal |
| 11 | short | 2024-07-13 00:00 @ 0.02 | 2024-07-15 00:00 @ 0.02 | 2d | −$143.49 | -6.70% | signal |
| 10 | long | 2024-07-09 12:00 @ 0.03 | 2024-07-12 00:00 @ 0.02 | 2d 12h | −$215.94 | -9.83% | signal |
| 9 | short | 2024-07-05 00:00 @ 0.02 | 2024-07-09 00:00 @ 0.02 | 4d | −$367.51 | -16.06% | signal |
| 8 | long | 2024-07-02 12:00 @ 0.03 | 2024-07-03 12:00 @ 0.02 | 1d | −$201.36 | -8.61% | signal |
| 7 | short | 2024-06-14 00:00 @ 0.03 | 2024-07-02 00:00 @ 0.03 | 18d | $6.69 | +0.29% | signal |
| 6 | long | 2024-05-18 00:00 @ 0.02 | 2024-06-08 00:00 @ 0.03 | 21d | $373.77 | +16.66% | signal |
| 5 | long | 2024-05-04 00:00 @ 0.03 | 2024-05-08 12:00 @ 0.02 | 4d 12h | −$331.87 | -14.27% | signal |
| 4 | long | 2024-04-23 00:00 @ 0.02 | 2024-05-01 12:00 @ 0.02 | 8d 12h | $159.35 | +6.97% | signal |
| 3 | short | 2024-04-13 00:00 @ 0.02 | 2024-04-21 12:00 @ 0.02 | 8d 12h | −$570.00 | -23.47% | signal |
| 2 | long | 2024-03-27 00:00 @ 0.03 | 2024-04-02 12:00 @ 0.02 | 6d 12h | −$405.14 | -16.01% | signal |
| 1 | long | 2024-03-01 12:00 @ 0.02 | 2024-03-17 00:00 @ 0.03 | 15d 12h | $120.71 | +4.83% | 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.