[Mine-Q] Trend + momentum ensemble

publicmade in Claude Code
@djgambhir

ADAUSDT · Binance USD-M perpetual · 12h · 2022-09-09 → 2026-09-01 · 2,907 bars in 12.1ms

Net P&L
+34.89%
$3,488.81
Max drawdown
-33.86%
Max run-up
+89.64%
Trades
100
29.0% won (29 of 100)
Profit factor
1.32

The rules

The rules

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ADAUSDT with every trade

ADAUSDT with every trade

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2022-09-09drawdown · worst -33.86%2026-09-01

Month by month

22 of 49 months up · best +44.7% Nov 2024 · worst −16.7% Mar 2025 · 4 losing months in a row at worst

YearJanFebMarAprMayJunJulAugSepOctNovDecYear
2022········−2.0%+1.8%+5.3%+4.3%+9.6%
2023+2.9%−4.4%−2.0%−0.1%−2.0%+0.4%−2.9%+3.8%+0.3%−0.1%+7.0%+17.1%+20.0%
2024−7.4%+1.3%−0.8%+5.3%−1.2%+0.5%−4.4%+1.4%−2.6%−4.2%+44.7%−6.0%+19.6%
2025−4.5%+5.3%−16.7%−0.7%−2.5%+1.6%+1.4%−1.1%−1.0%−1.3%+7.7%+2.5%−10.9%
2026+0.8%−0.3%−0.4%−5.5%+2.0%+8.5%−4.2%−3.8%−0.2%···−3.8%

Training · validation · out-of-sample

Training · validation · out-of-sample

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Risk-adjusted

Sharpe
0.48
Sortino
0.71
Calmar
0.23
Return ÷ max drawdown
1.03
CAGR
+7.81%
Exposure
72.7%
Per-trade detail

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Time under water

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Costs and mechanics

Fees paid
−$310.13
Funding
−$520.06
Liquidations
0
Warmup bars(loaded before the start date)
202
Benchmark(buy and hold)
-59.70%

Monte Carlo

Monte Carlo

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All 100 trades

All 100 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.

Warmup history was loaded from before 2022-09-09 so the requested window is fully tradable.

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