[Mine-Q] Trend + momentum ensemble
public
@djgambhirPOPCATUSDT · 12h · 2024-11-30 → 2026-09-01 · 1,281 bars in 1.2ms
Net P&L
+33.22%
$3,322.03
Max drawdown
-15.30%
Max run-up
+49.88%
Trades
32
43.8% win rate
Profit factor
2.16
2024-11-30drawdown · worst -15.30%2026-09-01
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2024-11-30 → 2025-12-19 | +20.71% | -15.30% | 18 | 44% |
| Validation | 2025-12-19 → 2026-04-26 | +10.33% | -3.67% | 4 | 75% |
| Out-of-sample | 2026-04-26 → 2026-09-01 | +0.03% | -6.11% | 10 | 30% |
Risk-adjusted
- Sharpe
- 0.83
- Sortino
- 1.19
- Calmar
- 1.16
- Return ÷ max drawdown
- 2.17
- CAGR
- +17.79%
- Exposure
- 74.7%
Per trade
- Expectancy
- $103.81 · +3.89%
- Average win / loss
- $442.70 / −$159.76
- Payoff ratio
- 2.77
- Largest win / loss
- $1,507.45 / −$342.13
- Longest losing streak(winning: 3)
- 5 trades
Drawdown over time
- Max drawdown
- -15.30%
- Longest time under water
- 263 days
- Worst drawdown recovered in
- 263 days
- Under water at the end
- 7.0 days
Costs and mechanics
- Fees paid
- −$92.72
- Funding
- $26.25
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 199
- Benchmark(buy and hold)
- -95.99%
Monte Carlo
1,000 alternative histories, each 32 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 | -4.30% | +30.35% | +88.82% |
| Max drawdown | -16.55% | -8.47% | -4.53% |
8% of histories lost money, and 8% had a deeper drawdown than this run’s -15.30%. 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
POPCATUSDT with every trade
Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss
Trades
32 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 32 | long | 2026-08-21 12:00 @ 0.05 | 2026-09-01 00:00 @ 0.05 | 10d 12h | $237.55 | +7.26% | end of data |
| 31 | short | 2026-08-11 00:00 @ 0.04 | 2026-08-20 00:00 @ 0.04 | 9d | −$20.01 | -0.61% | signal |
| 30 | short | 2026-07-13 00:00 @ 0.04 | 2026-08-02 12:00 @ 0.04 | 20d 12h | $18.78 | +0.57% | signal |
| 29 | short | 2026-06-28 00:00 @ 0.04 | 2026-07-03 00:00 @ 0.05 | 5d | −$327.45 | -9.77% | signal |
| 28 | short | 2026-05-15 12:00 @ 0.06 | 2026-06-21 12:00 @ 0.05 | 37d | $688.38 | +21.64% | signal |
| 27 | long | 2026-05-06 12:00 @ 0.07 | 2026-05-14 12:00 @ 0.06 | 8d | −$334.62 | -10.25% | signal |
| 26 | short | 2026-05-04 12:00 @ 0.06 | 2026-05-05 00:00 @ 0.06 | 12h | −$19.39 | -0.59% | signal |
| 25 | short | 2026-05-02 12:00 @ 0.06 | 2026-05-03 00:00 @ 0.06 | 12h | −$167.34 | -5.05% | signal |
| 24 | short | 2026-04-30 12:00 @ 0.06 | 2026-05-02 00:00 @ 0.06 | 1d 12h | −$31.36 | -0.94% | signal |
| 23 | short | 2026-04-28 12:00 @ 0.06 | 2026-04-29 00:00 @ 0.06 | 12h | −$40.18 | -1.21% | signal |
| 22 | short | 2026-03-26 00:00 @ 0.05 | 2026-04-08 00:00 @ 0.05 | 13d | $134.48 | +4.08% | signal |
| 21 | short | 2026-03-22 00:00 @ 0.05 | 2026-03-25 12:00 @ 0.05 | 3d 12h | −$170.34 | -5.10% | signal |
| 20 | short | 2026-01-16 00:00 @ 0.09 | 2026-03-05 12:00 @ 0.05 | 48d 12h | $1,296.66 | +43.02% | signal |
| 19 | short | 2026-01-15 00:00 @ 0.10 | 2026-01-15 12:00 @ 0.10 | 12h | $153.94 | +5.17% | signal |
| 18 | short | 2025-11-13 12:00 @ 0.12 | 2026-01-02 12:00 @ 0.09 | 50d | $745.38 | +26.72% | signal |
| 17 | short | 2025-10-11 00:00 @ 0.15 | 2025-11-12 12:00 @ 0.17 | 32d 12h | −$292.10 | -10.20% | signal |
| 16 | short | 2025-09-20 12:00 @ 0.26 | 2025-10-07 00:00 @ 0.25 | 16d 12h | $180.81 | +6.42% | signal |
| 15 | short | 2025-08-15 12:00 @ 0.30 | 2025-09-09 12:00 @ 0.27 | 25d | $298.21 | +10.87% | signal |
| 14 | short | 2025-07-29 00:00 @ 0.35 | 2025-08-09 12:00 @ 0.34 | 11d 12h | $59.32 | +2.17% | signal |
| 13 | long | 2025-07-11 00:00 @ 0.38 | 2025-07-25 00:00 @ 0.36 | 14d | −$119.51 | -4.33% | signal |
| 12 | short | 2025-07-09 00:00 @ 0.29 | 2025-07-10 00:00 @ 0.33 | 1d | −$342.13 | -12.03% | signal |
| 11 | short | 2025-06-13 12:00 @ 0.30 | 2025-07-03 00:00 @ 0.32 | 19d 12h | −$133.32 | -4.63% | signal |
| 10 | long | 2025-06-10 12:00 @ 0.40 | 2025-06-11 12:00 @ 0.39 | 1d | −$103.17 | -3.55% | signal |
| 9 | short | 2025-05-30 12:00 @ 0.39 | 2025-06-10 00:00 @ 0.40 | 10d 12h | −$86.09 | -2.94% | signal |
| 8 | long | 2025-04-23 12:00 @ 0.38 | 2025-05-18 00:00 @ 0.43 | 24d 12h | $309.64 | +10.88% | signal |
| 7 | short | 2025-03-29 12:00 @ 0.19 | 2025-04-11 12:00 @ 0.21 | 13d | −$286.73 | -9.83% | signal |
| 6 | short | 2025-03-04 12:00 @ 0.22 | 2025-03-23 12:00 @ 0.21 | 19d | $77.30 | +2.67% | signal |
| 5 | short | 2025-01-08 00:00 @ 0.71 | 2025-03-03 00:00 @ 0.29 | 54d | $1,507.45 | +59.77% | signal |
| 4 | short | 2024-12-10 12:00 @ 1.16 | 2025-01-04 00:00 @ 0.93 | 24d 12h | $489.90 | +20.42% | signal |
| 3 | long | 2024-12-07 00:00 @ 1.43 | 2024-12-09 12:00 @ 1.32 | 2d 12h | −$217.48 | -8.86% | signal |
| 2 | long | 2024-12-06 00:00 @ 1.35 | 2024-12-06 12:00 @ 1.35 | 12h | −$12.18 | -0.50% | signal |
| 1 | long | 2024-12-04 12:00 @ 1.43 | 2024-12-05 00:00 @ 1.33 | 12h | −$172.36 | -6.89% | 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.