90% win rate dip buy

publicmade in Claude Code
@djgambhir

ETHUSDT · Binance USD-M perpetual · 1h · 2023-01-01 → 2026-09-01 · 32,137 bars in 5.7ms

Underperformed the market. Holding ETHUSDT returned +106.95% over the same period, against this strategy’s -17.43%.

Net P&L
-17.43%
−$1,742.65
Max drawdown
-26.46%
Max run-up
+8.17%
Trades
32
84.4% won (27 of 32)
Profit factor
0.55

The rules

The rules

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ETHUSDT with every trade

ETHUSDT with every trade

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2023-01-01drawdown · worst -26.46%2026-09-01

Month by month

21 of 45 months up · best +1.8% Apr 2026 · worst −8.3% Oct 2023

YearJanFebMarAprMayJunJulAugSepOctNovDecYear
2023+0.9%0.0%+0.9%+1.8%−0.4%+1.3%+0.9%0.0%0.0%−8.3%+0.9%0.0%−2.5%
2024+1.8%0.0%+0.9%+0.8%0.0%0.0%0.0%−8.1%+1.7%−8.2%0.0%+0.9%−10.5%
2025−8.2%0.0%0.0%+0.9%+0.9%0.0%+0.9%+1.8%0.0%+0.9%0.0%+1.8%−1.5%
2026+0.9%0.0%−8.1%+1.8%0.0%0.0%+0.9%+0.9%0.0%···−4.0%

Training · validation · out-of-sample

Training · validation · out-of-sample

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Risk-adjusted

Sharpe
-0.61
Sortino
-0.78
Calmar
-0.19
Return ÷ max drawdown
-0.66
CAGR
-5.09%
Exposure
2.6%
Per-trade detail

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Time under water

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Costs and mechanics

Fees paid
−$291.58
Funding
−$44.63
Liquidations
0
Warmup bars(loaded before the start date)
202
Benchmark(buy and hold)
+106.95%

Monte Carlo

Monte Carlo

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All 32 trades

All 32 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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