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[Mine-Q] Trend + momentum ensemble

publicmade in Claude Code
@djgambhir

BOMEUSDT · Binance USD-M perpetual · 12h · 2024-06-24 → 2026-09-01 · 1,599 bars in 1.8ms

Net P&L
-1.63%
−$162.98
Max drawdown
-26.62%
Max run-up
+54.41%
Trades
48
31.3% won (15 of 48)
Profit factor
0.97

The rules

The rules

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BOMEUSDT with every trade

BOMEUSDT with every trade

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2024-06-24drawdown · worst -26.62%2026-09-01

Month by month

13 of 28 months up · best +13.9% Aug 2026 · worst −12.2% Aug 2025 · 5 losing months in a row at worst

YearJanFebMarAprMayJunJulAugSepOctNovDecYear
2024·····0.0%−9.6%−0.1%−6.4%−0.9%−2.5%+2.7%−16.1%
2025+8.7%+3.5%+0.7%+1.9%−0.9%−2.5%+0.6%−12.2%−1.1%−2.0%+6.9%+2.8%+5.1%
2026+2.1%+3.3%−1.9%−8.8%−3.2%+4.9%+2.1%+13.9%0.0%···+11.5%

Training · validation · out-of-sample

Training · validation · out-of-sample

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Risk-adjusted

Sharpe
0.10
Sortino
0.17
Calmar
-0.03
Return ÷ max drawdown
-0.06
CAGR
-0.75%
Exposure
77.0%
Per-trade detail

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Time under water

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Costs and mechanics

Fees paid
−$103.71
Funding
−$6.40
Liquidations
0
Warmup bars(the market’s first candles)
199
Benchmark(buy and hold)
-89.26%

Monte Carlo

Monte Carlo

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All 48 trades

All 48 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 BOMEUSDT history before then to warm up on, so the test starts at 2024-06-24: the first candle with every indicator ready.

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