RSI dip buy above the 200 EMA
publicmade in Claude CodeBTCUSDT · Binance USD-M perpetual · 1h · 2023-01-01 → 2026-09-01 · 32,137 bars in 31.6ms
Underperformed the market. Holding BTCUSDT returned +375.69% over the same period, against this strategy’s -4.82%.
The rules
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BTCUSDT with every trade
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Month by month
13 of 45 months up · best +2.5% Mar 2023 · worst −2.6% Mar 2024 · 3 losing months in a row at worst
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.0% | 0.0% | +2.5% | −0.3% | −0.1% | −0.3% | 0.0% | 0.0% | 0.0% | 0.0% | −0.2% | −2.6% | −1.0% |
| 2024 | +1.1% | +0.5% | −2.6% | +0.4% | +0.9% | 0.0% | 0.0% | 0.0% | −1.6% | −1.3% | +0.4% | −2.6% | −4.8% |
| 2025 | 0.0% | 0.0% | 0.0% | +0.6% | +0.3% | −0.7% | +0.6% | −0.4% | 0.0% | +0.5% | 0.0% | 0.0% | +0.9% |
| 2026 | +1.1% | 0.0% | −2.1% | +0.9% | 0.0% | 0.0% | 0.0% | +0.2% | 0.0% | · | · | · | +0.1% |
Training · validation · out-of-sample
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Risk-adjusted
- Sharpe
- -0.34
- Sortino
- -0.42
- Calmar
- -0.14
- Return ÷ max drawdown
- -0.51
- CAGR
- -1.34%
- Exposure
- 2.5%
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A Pro feature. Pro isn’t on sale yet; beta testers get it free — ask on the pricing page.
Costs and mechanics
- Fees paid
- −$146.05
- Funding
- −$38.69
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 202
- Benchmark(buy and hold)
- +375.69%
Monte Carlo
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All 30 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.