90% win rate dip buy

publicmade in Claude Code
@djgambhir

BTCUSDT · Binance USD-M perpetual · 1h · 2023-01-01 → 2026-09-01 · 32,137 bars in 22.1ms

Underperformed the market. Holding BTCUSDT returned +375.69% over the same period, against this strategy’s -11.73%.

Net P&L
-11.73%
−$1,173.12
Max drawdown
-16.02%
Max run-up
+13.48%
Trades
30
86.7% won (26 of 30)
Profit factor
0.64

The rules

The rules

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BTCUSDT with every trade

BTCUSDT with every trade

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2023-01-01drawdown · worst -16.02%2026-09-01

Month by month

18 of 45 months up · best +2.7% Nov 2024 · worst −8.3% Aug 2025 · 2 losing months in a row at worst

YearJanFebMarAprMayJunJulAugSepOctNovDecYear
20230.0%0.0%+0.9%+0.9%−0.2%−8.1%0.0%0.0%0.0%0.0%+0.9%+0.6%−5.4%
2024+0.9%+0.9%+0.8%+0.8%+1.7%0.0%0.0%0.0%−1.5%−5.4%+2.7%+0.9%+1.6%
20250.0%0.0%0.0%+0.9%0.0%+0.9%+1.7%−8.3%0.0%+0.9%0.0%0.0%−4.3%
2026+0.9%0.0%−7.3%+1.8%0.0%0.0%0.0%+0.8%0.0%···−4.0%

Training · validation · out-of-sample

Training · validation · out-of-sample

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Risk-adjusted

Sharpe
-0.29
Sortino
-0.40
Calmar
-0.21
Return ÷ max drawdown
-0.73
CAGR
-3.35%
Exposure
5.7%
Per-trade detail

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Time under water

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Costs and mechanics

Fees paid
−$285.29
Funding
−$130.38
Liquidations
0
Warmup bars(loaded before the start date)
202
Benchmark(buy and hold)
+375.69%

Monte Carlo

Monte Carlo

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All 30 trades

All 30 trades

A Pro feature. Pro isn’t on sale yet; beta testers get it free — ask on the pricing page.

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 2023-01-01 so the requested window is fully tradable.

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