90% win rate dip buy

publicmade in Claude Code
@djgambhir

SOLUSDT · Binance USD-M perpetual · 1h · 2023-01-01 → 2026-09-01 · 32,137 bars in 14.1ms

Underperformed the market. Holding SOLUSDT returned +933.57% over the same period, against this strategy’s +12.35%.

Only 24 trades. Too few to separate skill from luck. Treat every statistic here as provisional.

Net P&L
+12.35%
$1,234.64
Max drawdown
-8.13%
Max run-up
+13.14%
Trades
24
95.8% won (23 of 24)
Profit factor
2.40

The rules

The rules

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SOLUSDT with every trade

SOLUSDT with every trade

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2023-01-01drawdown · worst -8.13%2026-09-01

Month by month

17 of 45 months up · best +3.5% Jul 2023 · worst −8.1% Jul 2024

YearJanFebMarAprMayJunJulAugSepOctNovDecYear
2023+1.8%0.0%0.0%0.0%0.0%0.0%+3.5%0.0%0.0%0.0%+1.7%0.0%+7.1%
20240.0%0.0%+0.9%0.0%0.0%0.0%−8.1%+0.9%+0.9%0.0%+0.9%0.0%−4.9%
20250.0%0.0%+0.9%+0.9%0.0%0.0%+0.9%+0.9%+1.8%0.0%0.0%0.0%+5.4%
20260.0%0.0%+0.9%+0.9%+0.9%0.0%+0.9%+0.9%0.0%···+4.6%

Training · validation · out-of-sample

Training · validation · out-of-sample

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Risk-adjusted

Sharpe
0.61
Sortino
0.78
Calmar
0.40
Return ÷ max drawdown
1.52
CAGR
+3.23%
Exposure
0.4%
Per-trade detail

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Time under water

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Costs and mechanics

Fees paid
−$252.04
Funding
−$2.88
Liquidations
0
Warmup bars(loaded before the start date)
202
Benchmark(buy and hold)
+933.57%

Monte Carlo

Monte Carlo

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All 24 trades

All 24 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 2023-01-01 so the requested window is fully tradable.

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