Paper Trading
Donchian-50 breakout.
Trend following, live on paper.
Rule-based trend following across 20 crypto coins on the 4-hour chart. Entries on the 50-period Donchian breakout, 1% risk per position, $10,000 virtual starting capital. Every figure below comes from simulated trading with no real money at risk.
Last updated: 2026-10-27 21:30:10
Equity
$6,989
Total return
-30.11%
Current drawdown
38.48%
Implied leverage
1.7x
Universe & Signal Proximity
All 20 coins, sorted by proximity to the next Donchian breakout. Click a coin to chart it.
BNB · Donchian-50 Chart
O/H/L/C: 749.46 / 749.62 / 746.30 / 746.97
2026-10-27 20:00 UTC · active candle
Donchian-50 bands▲Entry✕ExitADX (trend strength, ≥25)Trading session: entry open 12/16/20/00 UTCActive candle positiveActive candle negative4-hour candles with Donchian-50 upper/lower bands. Signal checks happen at the prior 4h close 08/12/16/20 UTC; entry follows immediately at the next 4h open.
Open Positions
Positions currently running, with entry, current price, stop, and target.
| Coin | Side | Signal | Execution | Slippage | Current Price | Stop | Target | Size | Unreal. P&L | Time |
|---|---|---|---|---|---|---|---|---|---|---|
| FIL | Short | 0.96200 | 0.96200 | +0.00 bps+0.00000000 | 0.89520 | 1.037 | 0.84875 | 937.5364 | $62.63 | 2026-10-22 16:00:00 |
| OP | Short | 0.11525 | 0.11520 | −4.34 bps−0.00005000 | 0.11084 | 0.12294 | 0.10372 | 9,205.6519 | $40.60 | 2026-10-24 00:00:00 |
| NEAR | Short | 4.498 | 4.495 | −6.67 bps−0.00300000 | 4.617 | 4.846 | 3.976 | 203.2924 | -$24.19 | 2026-10-24 12:00:00 |
| BTC | Short | 79,761.80 | 79,744.90 | −2.12 bps−16.900 | 80,703.80 | 81,353.28 | 77,374.58 | 0.0445 | -$41.89 | 2026-10-24 16:00:00 |
| SOL | Short | 99.720 | 99.600 | −12.03 bps−0.12000 | 100.95 | 103.10 | 94.648 | 20.9254 | -$25.74 | 2026-10-24 16:00:00 |
| ADA | Short | 0.20330 | 0.20310 | −9.84 bps−0.00020000 | 0.20450 | 0.21290 | 0.18890 | 7,365.8614 | -$8.84 | 2026-10-24 16:00:00 |
| AVAX | Short | 8.790 | 8.735 | −62.57 bps−0.05500 | 8.864 | 9.183 | 8.200 | 179.8845 | -$13.31 | 2026-10-24 16:00:00 |
Live paper performance
Analytics across every paper trade closed since inception. These figures come from the running paper account and remain clearly separated from the historical backtest.
Net return
-30.0%
Profit factor
0.74
Max drawdown
−38.4%
Trades
188
Win rate
35.6%
Live paper equity curve
Live paper drawdown
Long result
+$1,038
Short result
−$4,033
Winning trades
67
Losing trades
121
Avg win
+$130
Avg loss
−$97
Expectancy / trade
−$16
Start: 2026-07-15 · $10,000Current: 2026-10-27 · $7,000
Recent Trades
All 188 closed positions, newest first. Scroll the table to browse the complete history.
| Coin | Side | Entry (Sig→Fill) | Entry Slip. | Reason | SL/TP Trigger | Execution | Slippage | Net P&L | Time |
|---|---|---|---|---|---|---|---|---|---|
| DOGE | Short | 0.07565→0.07558 | −9.25 bps−0.00007000 | Stop-loss | 0.07857 | 0.07856 | +1.19 bps+0.00000935 | -$72.38 | 2026-10-27 17:24 |
| XRP | Long | 1.388→1.391 | −19.45 bps−0.00270000 | Stop-loss | 1.344 | 1.344 | +0.20 bps+0.00002629 | -$73.70 | 2026-10-22 02:19 |
| LTC | Short | 58.970→58.980 | +1.70 bps+0.01000 | Stop-loss | 61.597 | 61.580 | +2.69 bps+0.01660 | -$79.17 | 2026-10-21 00:03 |
| OP | Short | 0.12311→0.12300 | −8.94 bps−0.00011000 | Stop-loss | 0.13351 | 0.13350 | +0.81 bps+0.00001082 | -$78.74 | 2026-10-20 14:28 |
| APT | Short | 0.74230→0.74030 | −26.94 bps−0.00200000 | Stop-loss | 0.80145 | 0.80140 | +0.62 bps+0.00004951 | -$78.75 | 2026-10-20 14:11 |
| ADA | Short | 0.21180→0.21180 | +0.00 bps+0.00000000 | Stop-loss | 0.22183 | 0.22180 | +1.35 bps+0.00002992 | -$79.27 | 2026-10-19 00:52 |
| LINK | Short | 11.559→11.569 | +8.65 bps+0.01000 | Stop-loss | 12.058 | 12.050 | +6.96 bps+0.00839117 | -$78.34 | 2026-10-19 00:04 |
| DOGE | Short | 0.07634→0.07639 | +6.55 bps+0.00005000 | Stop-loss | 0.07950 | 0.07949 | +0.91 bps+0.00000722 | -$79.57 | 2026-10-18 23:30 |
| BNB | Short | 706.93→707.00 | +0.99 bps+0.07000 | Stop-loss | 721.81 | 721.81 | +0.05 bps+0.00378028 | -$81.58 | 2026-10-18 23:25 |
| XRP | Short | 1.260→1.260 | +1.59 bps+0.00020000 | Stop-loss | 1.302 | 1.302 | +0.41 bps+0.00005311 | -$80.10 | 2026-10-18 22:52 |
| OP | Long | 0.15283→0.15340 | −37.30 bps−0.00057000 | Stop-loss | 0.14035 | 0.14030 | −3.39 bps−0.00004762 | -$80.77 | 2026-10-14 14:39 |
| TRX | Short | 0.32877→0.32878 | +0.30 bps+0.00001000 | Stop-loss | 0.33111 | 0.33111 | −0.03 bps−0.00000114 | -$90.86 | 2026-10-14 03:33 |
| NEAR | Long | 5.790→5.748 | +72.54 bps+0.04200 | Stop-loss | 5.310 | 5.334 | +45.57 bps+0.02420 | -$79.70 | 2026-10-12 21:44 |
| FIL | Long | 1.228→1.229 | −11.40 bps−0.00140000 | Stop-loss | 1.135 | 1.135 | +0.05 bps+0.00000544 | -$83.96 | 2026-10-12 19:10 |
| APT | Long | 0.94130→0.94190 | −6.37 bps−0.00060000 | Stop-loss | 0.86692 | 0.86660 | −3.69 bps−0.00032011 | -$84.28 | 2026-10-12 12:37 |
| ATOM | Long | 2.022→2.021 | +4.95 bps+0.00100000 | Stop-loss | 1.886 | 1.888 | +9.01 bps+0.00169905 | -$85.74 | 2026-10-12 06:38 |
| DOGE | Short | 0.08261→0.08258 | −3.63 bps−0.00003000 | Stop-loss | 0.08680 | 0.08673 | +8.15 bps+0.00007070 | -$89.02 | 2026-10-11 15:49 |
| BNB | Short | 731.50→732.50 | +13.67 bps+1.000 | Stop-loss | 750.75 | 750.78 | −0.40 bps−0.02972 | -$92.29 | 2026-10-10 05:44 |
| ADA | Short | 0.23140→0.23090 | −21.61 bps−0.00050000 | Stop-loss | 0.24734 | 0.24680 | +21.79 bps+0.00053903 | -$87.04 | 2026-10-10 01:32 |
| OP | Short | 0.11955→0.11940 | −12.55 bps−0.00015000 | Stop-loss | 0.12792 | 0.12760 | +25.09 bps+0.00032090 | -$85.43 | 2026-10-09 16:09 |
| ETH | Short | 2,434.02→2,432.12 | −7.81 bps−1.900 | Stop-loss | 2,510.05 | 2,500.37 | +38.57 bps+9.682 | -$80.33 | 2026-10-09 11:46 |
| BTC | Short | 80,990.70→81,052.40 | +7.62 bps+61.700 | Stop-loss | 82,763.18 | 82,780.00 | −2.03 bps−16.816 | -$93.71 | 2026-10-09 11:38 |
| LINK | Short | 12.352→12.348 | −3.24 bps−0.00400000 | Stop-loss | 12.950 | 12.950 | +0.34 bps+0.00044627 | -$90.51 | 2026-10-09 07:34 |
| XRP | Short | 1.346→1.354 | +63.92 bps+0.00860000 | Stop-loss | 1.399 | 1.399 | +0.92 bps+0.00012845 | -$92.04 | 2026-10-09 05:29 |
| SOL | Short | 113.12→113.12 | +0.00 bps+0.00000000 | Take-profit | 108.10 | 108.22 | −11.09 bps−0.11989 | $123.85 | 2026-10-08 16:07 |
| XRP | Short | 1.418→1.418 | −1.41 bps−0.00020000 | Take-profit | 1.346 | 1.345 | +5.11 bps+0.00068824 | $128.57 | 2026-10-08 15:38 |
| ETH | Short | 2,577.00→2,576.53 | −1.82 bps−0.47000 | Take-profit | 2,480.87 | 2,506.30 | −102.51 bps−25.431 | $93.07 | 2026-10-08 15:23 |
| SOL | Long | 120.78→120.12 | +54.64 bps+0.66000 | Stop-loss | 115.90 | 115.98 | +6.89 bps+0.07987 | -$94.70 | 2026-10-07 13:38 |
| FIL | Long | 1.184→1.185 | −10.14 bps−0.00120000 | Stop-loss | 1.116 | 1.120 | +34.39 bps+0.00383803 | -$86.56 | 2026-10-07 02:00 |
| BNB | Long | 790.31→790.48 | −2.15 bps−0.17000 | Stop-loss | 772.99 | 774.67 | +21.68 bps+1.676 | -$85.50 | 2026-10-07 01:58 |
| ADA | Long | 0.27910→0.27970 | −21.50 bps−0.00060000 | Stop-loss | 0.26312 | 0.26310 | −0.78 bps−0.00002058 | -$91.77 | 2026-10-07 01:52 |
| LINK | Long | 15.083→15.148 | −43.09 bps−0.06500 | Stop-loss | 14.201 | 14.216 | +10.60 bps+0.01505 | -$92.89 | 2026-09-30 14:29 |
| AVAX | Long | 11.841→11.889 | −40.54 bps−0.04800 | Stop-loss | 10.914 | 10.920 | +5.49 bps+0.00599447 | -$92.53 | 2026-09-30 14:27 |
| LTC | Long | 73.770→73.820 | −6.78 bps−0.05000 | Stop-loss | 68.071 | 68.190 | +17.45 bps+0.11878 | -$93.19 | 2026-09-29 01:19 |
| LINK | Long | 14.082→14.081 | +0.71 bps+0.00100000 | Take-profit | 15.218 | 15.200 | −11.51 bps−0.01751 | $136.97 | 2026-09-28 16:59 |
| OP | Long | 0.14961→0.15010 | −32.75 bps−0.00049000 | Stop-loss | 0.13729 | 0.13730 | +0.77 bps+0.00001056 | -$94.95 | 2026-09-28 09:54 |
| DOT | Long | 1.285→1.286 | −6.23 bps−0.00080000 | Stop-loss | 1.204 | 1.205 | +1.20 bps+0.00014421 | -$95.23 | 2026-09-28 07:58 |
| ATOM | Long | 1.877→1.875 | +10.66 bps+0.00200000 | Stop-loss | 1.779 | 1.780 | +3.51 bps+0.00062488 | -$95.09 | 2026-09-28 07:12 |
| FIL | Long | 1.199→1.203 | −35.87 bps−0.00430000 | Stop-loss | 1.105 | 1.107 | +13.10 bps+0.00144785 | -$93.64 | 2026-09-28 02:07 |
| SUI | Long | 1.139→1.141 | −18.44 bps−0.00210000 | Take-profit | 1.274 | 1.273 | −7.99 bps−0.00101749 | $138.63 | 2026-09-27 08:17 |
| ETH | Long | 2,724.23→2,723.39 | +3.08 bps+0.84000 | Stop-loss | 2,635.83 | 2,640.97 | +19.49 bps+5.138 | -$95.04 | 2026-09-24 09:35 |
| ATOM | Long | 1.781→1.781 | +0.00 bps+0.00000000 | Stop-loss | 1.682 | 1.683 | +3.64 bps+0.00061179 | -$96.16 | 2026-09-23 20:28 |
| BTC | Long | 85,877.40→85,887.10 | −1.13 bps−9.700 | Stop-loss | 83,768.10 | 83,893.00 | +14.91 bps+124.90 | -$98.78 | 2026-09-23 16:01 |
| APT | Long | 0.82970→0.83087 | −14.10 bps−0.00117000 | Stop-loss | 0.76214 | 0.75050 | −152.75 bps−0.01164 | -$117.96 | 2026-09-23 14:13 |
| SOL | Long | 117.89→118.02 | −11.03 bps−0.13000 | Stop-loss | 113.35 | 113.03 | −28.28 bps−0.32052 | -$110.34 | 2026-09-23 14:13 |
| AVAX | Long | 11.406→11.388 | +15.78 bps+0.01800 | Stop-loss | 10.472 | 10.490 | +17.41 bps+0.01823 | -$93.04 | 2026-09-23 14:12 |
| NEAR | Long | 4.157→4.168 | −26.46 bps−0.01100 | Take-profit | 4.768 | 4.771 | +6.73 bps+0.00320907 | $142.34 | 2026-09-23 12:09 |
| BNB | Long | 803.61→803.58 | +0.37 bps+0.03000 | Stop-loss | 779.16 | 779.06 | −1.32 bps−0.10275 | -$104.34 | 2026-09-23 12:03 |
| TRX | Long | 0.34440→0.34449 | −2.61 bps−0.00009000 | Stop-loss | 0.34063 | 0.34051 | −3.52 bps−0.00011994 | -$105.26 | 2026-09-22 16:27 |
| BTC | Long | 84,849.90→84,749.80 | +11.80 bps+100.10 | Take-profit | 87,884.51 | 85,748.40 | −243.06 bps−2,136.11 | $39.30 | 2026-09-21 14:40 |
| BNB | Long | 767.01→766.92 | +1.17 bps+0.09000 | Take-profit | 797.39 | 794.29 | −38.89 bps−3.101 | $119.46 | 2026-09-21 14:02 |
| SOL | Long | 111.13→111.34 | −18.90 bps−0.21000 | Take-profit | 117.68 | 117.52 | −13.54 bps−0.15937 | $131.29 | 2026-09-21 13:20 |
| ADA | Long | 0.22010→0.21999 | +5.00 bps+0.00011000 | Take-profit | 0.23676 | 0.23670 | −2.55 bps−0.00006048 | $134.62 | 2026-09-21 08:43 |
| BTC | Long | 80,688.70→80,676.70 | +1.49 bps+12.000 | Take-profit | 83,758.74 | 83,746.50 | −1.46 bps−12.240 | $132.83 | 2026-09-21 08:41 |
| NEAR | Long | 3.654→3.639 | +41.05 bps+0.01500 | Take-profit | 4.140 | 4.141 | +2.07 bps+0.00085516 | $136.11 | 2026-09-20 16:28 |
| SUI | Long | 0.86330→0.86540 | −24.33 bps−0.00210000 | Stop-loss | 0.81661 | 0.81920 | +31.71 bps+0.00258956 | -$91.69 | 2026-09-20 03:15 |
| AVAX | Long | 10.092→10.104 | −11.89 bps−0.01200 | Stop-loss | 9.501 | 9.507 | +5.88 bps+0.00558589 | -$97.32 | 2026-09-20 03:01 |
| LINK | Long | 12.522→12.547 | −19.96 bps−0.02500 | Stop-loss | 11.995 | 11.985 | −8.68 bps−0.01041 | -$99.37 | 2026-09-20 02:56 |
| AVAX | Long | 9.318→9.356 | −40.78 bps−0.03800 | Take-profit | 10.050 | 10.031 | −18.53 bps−0.01862 | $137.39 | 2026-09-19 23:41 |
| SUI | Long | 0.79200→0.79330 | −16.41 bps−0.00130000 | Take-profit | 0.84975 | 0.84790 | −21.81 bps−0.00185327 | $132.08 | 2026-09-19 10:36 |
| INJ | Long | 6.713→6.719 | −8.94 bps−0.00600000 | Take-profit | 7.441 | 7.422 | −25.07 bps−0.01866 | $133.58 | 2026-09-19 06:56 |
| AVAX | Long | 8.112→8.115 | −3.70 bps−0.00300000 | Take-profit | 8.577 | 8.563 | −15.86 bps−0.01360 | $130.52 | 2026-09-19 01:47 |
| XRP | Short | 1.295→1.300 | +35.51 bps+0.00460000 | Stop-loss | 1.375 | 1.376 | −0.70 bps−0.00009594 | -$95.84 | 2026-09-18 14:37 |
| TRX | Short | 0.33277→0.33264 | −3.91 bps−0.00013000 | Stop-loss | 0.33722 | 0.33732 | −3.04 bps−0.00010262 | -$103.40 | 2026-09-18 10:37 |
| DOGE | Short | 0.08164→0.08163 | −1.22 bps−0.00001000 | Stop-loss | 0.08458 | 0.08451 | +8.55 bps+0.00007228 | -$94.51 | 2026-09-18 05:08 |
| NEAR | Long | 3.146→3.153 | −22.25 bps−0.00700000 | Take-profit | 3.515 | 3.505 | −28.15 bps−0.00989285 | $133.84 | 2026-09-18 04:07 |
| ARB | Long | 0.17539→0.17620 | −46.18 bps−0.00081000 | Take-profit | 0.20285 | 0.20230 | −27.02 bps−0.00054802 | $133.14 | 2026-09-18 02:30 |
| APT | Short | 0.57090→0.56850 | −42.04 bps−0.00240000 | Stop-loss | 0.60509 | 0.60510 | −0.12 bps−0.00000739 | -$96.78 | 2026-09-18 00:52 |
| NEAR | Long | 2.873→2.871 | +6.96 bps+0.00200000 | Take-profit | 3.195 | 3.188 | −23.18 bps−0.00740780 | $133.76 | 2026-09-17 23:29 |
| INJ | Short | 5.296→5.295 | −1.70 bps−0.00089883 | Stop-loss | 5.685 | 5.685 | +0.18 bps+0.00010253 | -$95.40 | 2026-09-17 14:09 |
| LTC | Short | 50.400→50.590 | +37.70 bps+0.19000 | Stop-loss | 52.113 | 52.130 | −3.23 bps−0.01684 | -$97.83 | 2026-09-17 01:38 |
| DOT | Short | 0.95850→0.95782 | −7.13 bps−0.00068340 | Stop-loss | 1.013 | 1.013 | −3.37 bps−0.00034177 | -$96.44 | 2026-09-16 20:03 |
| ETH | Long | 2,558.01→2,557.99 | +0.08 bps+0.02094 | Stop-loss | 2,463.71 | 2,469.41 | +23.14 bps+5.702 | -$96.71 | 2026-09-15 13:35 |
| FIL | Long | 0.94670→0.95450 | −82.39 bps−0.00780000 | Stop-loss | 0.88770 | 0.89200 | +48.43 bps+0.00429943 | -$94.34 | 2026-09-15 05:13 |
| XRP | Long | 1.464→1.463 | +3.42 bps+0.00050000 | Stop-loss | 1.408 | 1.408 | −0.41 bps−0.00005756 | -$99.66 | 2026-09-15 05:09 |
| ATOM | Short | 1.542→1.541 | −6.49 bps−0.00100000 | Stop-loss | 1.621 | 1.620 | +9.01 bps+0.00146054 | -$100.21 | 2026-09-14 18:58 |
| SUI | Short | 0.70120→0.70113 | −0.99 bps−0.00006930 | Stop-loss | 0.73542 | 0.73450 | +12.47 bps+0.00091724 | -$99.49 | 2026-09-14 17:53 |
| OP | Short | 0.09377→0.09370 | −7.47 bps−0.00007000 | Stop-loss | 0.10049 | 0.10050 | −0.87 bps−0.00000874 | -$102.20 | 2026-09-14 16:41 |
| SUI | Short | 0.71830→0.71830 | +0.00 bps+0.00000000 | Stop-loss | 0.76145 | 0.76090 | +7.20 bps+0.00054826 | -$101.03 | 2026-09-11 14:02 |
| NEAR | Long | 2.390→2.389 | +4.18 bps+0.00100000 | Take-profit | 2.663 | 2.662 | −2.88 bps−0.00076807 | $156.63 | 2026-09-11 13:54 |
| BTC | Short | 76,535.60→76,816.60 | +36.71 bps+281.00 | Stop-loss | 78,133.07 | 78,174.40 | −5.29 bps−41.330 | -$108.08 | 2026-09-11 13:53 |
| INJ | Long | 6.261→6.265 | −6.39 bps−0.00400000 | Stop-loss | 5.867 | 5.874 | +11.25 bps+0.00660109 | -$107.51 | 2026-09-10 14:47 |
| AVAX | Long | 7.902→7.903 | −1.01 bps−0.00080000 | Stop-loss | 7.657 | 7.660 | +3.49 bps+0.00267021 | -$108.37 | 2026-09-10 12:34 |
| FIL | Long | 0.85200→0.85130 | +8.22 bps+0.00070000 | Stop-loss | 0.80108 | 0.80140 | +4.05 bps+0.00032439 | -$108.72 | 2026-09-10 07:40 |
| DOT | Long | 1.195→1.199 | −25.93 bps−0.00310000 | Stop-loss | 1.107 | 1.107 | +1.38 bps+0.00015273 | -$109.34 | 2026-09-09 22:07 |
| DOGE | Long | 0.09075→0.09077 | −2.20 bps−0.00002000 | Stop-loss | 0.08656 | 0.08659 | +3.32 bps+0.00002876 | -$105.75 | 2026-09-09 20:22 |
| ARB | Long | 0.17714→0.17880 | −93.71 bps−0.00166000 | Stop-loss | 0.15755 | 0.15760 | +2.92 bps+0.00004608 | -$106.36 | 2026-09-09 15:24 |
| ADA | Long | 0.22920→0.23000 | −34.90 bps−0.00080000 | Stop-loss | 0.21663 | 0.21660 | −1.36 bps−0.00002944 | -$110.30 | 2026-09-09 03:16 |
| DOT | Long | 1.078→1.082 | −35.24 bps−0.00380000 | Take-profit | 1.183 | 1.179 | −37.95 bps−0.00449014 | $152.86 | 2026-09-08 15:45 |
| LINK | Long | 13.227→13.238 | −8.32 bps−0.01100 | Stop-loss | 12.627 | 12.640 | +9.91 bps+0.01251 | -$106.21 | 2026-09-07 22:45 |
| ATOM | Long | 1.595→1.596 | −6.27 bps−0.00100000 | Take-profit | 1.678 | 1.677 | −8.50 bps−0.00142597 | $152.72 | 2026-09-07 13:11 |
| AVAX | Long | 7.595→7.597 | −2.63 bps−0.00200000 | Take-profit | 7.923 | 7.921 | −2.74 bps−0.00216950 | $151.65 | 2026-09-06 23:51 |
| BNB | Long | 773.88→775.14 | −16.28 bps−1.260 | Stop-loss | 750.61 | 750.75 | +1.82 bps+0.13680 | -$107.08 | 2026-09-06 14:02 |
| ARB | Long | 0.14942→0.14940 | +1.34 bps+0.00002000 | Take-profit | 0.17310 | 0.17180 | −75.22 bps−0.00130214 | $146.69 | 2026-09-05 21:51 |
| BNB | Long | 748.39→748.37 | +0.27 bps+0.02000 | Take-profit | 779.89 | 779.65 | −3.13 bps−0.24384 | $149.25 | 2026-09-05 17:32 |
| BTC | Long | 81,722.80→81,474.45 | +30.39 bps+248.35 | Stop-loss | 79,601.16 | 79,580.50 | −2.60 bps−20.665 | -$111.64 | 2026-09-04 12:52 |
| OP | Long | 0.10346→0.10340 | +5.80 bps+0.00006000 | Stop-loss | 0.09637 | 0.09630 | −7.76 bps−0.00007482 | -$107.56 | 2026-09-04 12:32 |
| DOT | Long | 0.89580→0.89530 | +5.58 bps+0.00050000 | Stop-loss | 0.85355 | 0.85710 | +41.62 bps+0.00355242 | -$99.82 | 2026-09-04 12:31 |
| FIL | Long | 0.78760→0.78819 | −7.49 bps−0.00059000 | Stop-loss | 0.74336 | 0.76410 | +278.95 bps+0.02074 | -$60.65 | 2026-09-04 12:30 |
| ARB | Long | 0.12396→0.12500 | −83.90 bps−0.00104000 | Take-profit | 0.14400 | 0.14340 | −41.41 bps−0.00059622 | $159.73 | 2026-09-03 18:56 |
| XRP | Short | 1.357→1.358 | +12.53 bps+0.00170000 | Stop-loss | 1.422 | 1.419 | +21.18 bps+0.00301099 | -$110.76 | 2026-09-03 14:48 |
| DOGE | Short | 0.08198→0.08180 | −21.96 bps−0.00018000 | Stop-loss | 0.08548 | 0.08547 | +0.97 bps+0.00000833 | -$116.03 | 2026-09-03 14:41 |
| AVAX | Short | 7.108→7.082 | −36.58 bps−0.02600 | Stop-loss | 7.379 | 7.373 | +8.04 bps+0.00593550 | -$114.10 | 2026-09-03 14:32 |
| TRX | Short | 0.32323→0.32320 | −0.93 bps−0.00003000 | Stop-loss | 0.32782 | 0.32768 | +4.34 bps+0.00014217 | -$114.98 | 2026-09-03 12:04 |
| APT | Short | 0.54670→0.54690 | +3.66 bps+0.00020000 | Stop-loss | 0.58147 | 0.57879 | +46.10 bps+0.00268049 | -$106.69 | 2026-09-02 20:06 |
| TRX | Short | 0.32840→0.32847 | +2.13 bps+0.00007000 | Take-profit | 0.32237 | 0.32234 | +0.82 bps+0.00002657 | $157.01 | 2026-09-01 17:13 |
| LTC | Short | 47.900→47.730 | −35.49 bps−0.17000 | Stop-loss | 49.586 | 49.560 | +5.25 bps+0.02604 | -$115.07 | 2026-09-01 14:05 |
| ADA | Short | 0.19250→0.19170 | −41.56 bps−0.00080000 | Stop-loss | 0.20265 | 0.20270 | −2.35 bps−0.00004767 | -$116.31 | 2026-09-01 05:50 |
| FIL | Short | 0.65950→0.65620 | −50.04 bps−0.00330000 | Stop-loss | 0.69113 | 0.68950 | +23.60 bps+0.00163093 | -$110.09 | 2026-09-01 03:47 |
| OP | Short | 0.08767→0.08770 | +3.42 bps+0.00003000 | Stop-loss | 0.09321 | 0.09320 | +0.73 bps+0.00000680 | -$115.32 | 2026-08-31 23:35 |
| DOGE | Long | 0.09156→0.09162 | −6.55 bps−0.00006000 | Take-profit | 0.09894 | 0.09820 | −74.31 bps−0.00073516 | $136.22 | 2026-08-22 04:41 |
| SOL | Long | 93.730→93.700 | +3.20 bps+0.03000 | Take-profit | 99.536 | 99.520 | −1.63 bps−0.01623 | $150.53 | 2026-08-22 04:34 |
| ADA | Long | 0.22910→0.22930 | −8.73 bps−0.00020000 | Take-profit | 0.25050 | 0.25020 | −11.87 bps−0.00029745 | $149.63 | 2026-08-22 04:32 |
| ARB | Long | 0.09577→0.09580 | −3.13 bps−0.00003000 | Take-profit | 0.10322 | 0.10290 | −31.12 bps−0.00032125 | $136.98 | 2026-08-22 03:22 |
| OP | Long | 0.10466→0.10470 | −3.82 bps−0.00004000 | Take-profit | 0.11322 | 0.11300 | −19.31 bps−0.00021863 | $141.44 | 2026-08-22 03:03 |
| APT | Long | 0.63440→0.63420 | +3.15 bps+0.00020000 | Take-profit | 0.67704 | 0.67630 | −10.89 bps−0.00073739 | $140.44 | 2026-08-22 03:03 |
| BNB | Long | 674.98→675.92 | −13.93 bps−0.94000 | Take-profit | 701.94 | 698.81 | −44.58 bps−3.129 | $124.71 | 2026-08-22 02:44 |
| XRP | Long | 1.357→1.364 | −52.31 bps−0.00710000 | Take-profit | 1.483 | 1.481 | −13.58 bps−0.00201444 | $141.29 | 2026-08-22 01:30 |
| DOT | Long | 0.88250→0.88240 | +1.13 bps+0.00010000 | Take-profit | 0.93852 | 0.93830 | −2.31 bps−0.00021710 | $142.30 | 2026-08-21 22:43 |
| ADA | Long | 0.21160→0.21190 | −14.18 bps−0.00030000 | Take-profit | 0.22936 | 0.22920 | −6.95 bps−0.00015931 | $142.13 | 2026-08-21 22:35 |
| LTC | Long | 50.210→50.210 | +0.00 bps+0.00000000 | Take-profit | 52.513 | 52.520 | +1.35 bps+0.00710272 | $142.42 | 2026-08-21 21:34 |
| FIL | Long | 0.72970→0.72910 | +8.22 bps+0.00060000 | Take-profit | 0.79169 | 0.78980 | −23.87 bps−0.00188998 | $126.99 | 2026-08-21 15:01 |
| AVAX | Long | 7.057→7.058 | −1.84 bps−0.00130000 | Take-profit | 7.507 | 7.507 | −0.08 bps−0.00006159 | $128.79 | 2026-08-21 08:03 |
| ADA | Long | 0.19690→0.19690 | +0.00 bps+0.00000000 | Take-profit | 0.21094 | 0.21040 | −25.40 bps−0.00053570 | $124.04 | 2026-08-21 07:26 |
| LINK | Long | 10.549→10.551 | −1.90 bps−0.00200000 | Take-profit | 11.250 | 11.139 | −98.38 bps−0.11067 | $101.25 | 2026-08-21 07:17 |
| ETH | Long | 2,252.17→2,252.21 | −0.18 bps−0.04000 | Take-profit | 2,386.43 | 2,383.27 | −13.22 bps−3.155 | $117.61 | 2026-08-21 07:15 |
| BNB | Long | 646.23→646.52 | −4.47 bps−0.28867 | Take-profit | 666.13 | 666.25 | +1.73 bps+0.11551 | $123.97 | 2026-08-21 06:08 |
| SOL | Long | 85.370→85.140 | +26.94 bps+0.23000 | Take-profit | 89.456 | 89.350 | −11.85 bps−0.10597 | $116.80 | 2026-08-21 02:07 |
| BTC | Long | 71,896.20→71,871.80 | +3.39 bps+24.400 | Take-profit | 74,958.74 | 74,878.80 | −10.66 bps−79.936 | $121.07 | 2026-08-21 01:47 |
| LTC | Long | 46.770→46.770 | +0.00 bps+0.00000000 | Take-profit | 48.260 | 48.210 | −10.39 bps−0.05017 | $114.46 | 2026-08-20 16:46 |
| XRP | Long | 1.190→1.192 | −11.76 bps−0.00140000 | Take-profit | 1.259 | 1.255 | −27.70 bps−0.00348602 | $118.60 | 2026-08-20 15:14 |
| DOGE | Long | 0.07503→0.07508 | −6.66 bps−0.00005000 | Take-profit | 0.07813 | 0.07804 | −11.65 bps−0.00009099 | $115.90 | 2026-08-20 14:50 |
| XRP | Long | 1.105→1.105 | +0.90 bps+0.00010000 | Take-profit | 1.156 | 1.155 | −10.23 bps−0.00118258 | $116.96 | 2026-08-20 09:03 |
| BTC | Long | 68,523.70→68,879.28 | −51.89 bps−355.58 | Take-profit | 70,913.84 | 70,814.20 | −14.05 bps−99.638 | $113.40 | 2026-08-20 08:21 |
| BNB | Long | 627.96→628.09 | −2.02 bps−0.12702 | Take-profit | 643.85 | 641.20 | −41.17 bps−2.651 | $97.24 | 2026-08-20 08:17 |
| ADA | Short | 0.18170→0.18180 | +5.50 bps+0.00010000 | Stop-loss | 0.18883 | 0.18850 | +17.22 bps+0.00032517 | -$82.49 | 2026-08-19 21:10 |
| XRP | Long | 1.067→1.068 | −9.28 bps−0.00099000 | Take-profit | 1.105 | 1.099 | −49.47 bps−0.00546573 | $100.76 | 2026-08-19 21:10 |
| LINK | Long | 9.916→9.932 | −16.14 bps−0.01600 | Take-profit | 10.461 | 10.376 | −81.08 bps−0.08482 | $100.78 | 2026-08-19 20:50 |
| INJ | Short | 4.221→4.223 | +4.74 bps+0.00200000 | Stop-loss | 4.427 | 4.421 | +13.91 bps+0.00615963 | -$84.11 | 2026-08-19 19:09 |
| APT | Short | 0.51800→0.51780 | −3.86 bps−0.00020000 | Stop-loss | 0.53440 | 0.53440 | +0.04 bps+0.00000228 | -$87.07 | 2026-08-19 06:56 |
| SOL | Long | 75.580→75.640 | −7.91 bps−0.05979 | Stop-loss | 73.840 | 71.360 | −335.85 bps−2.480 | -$213.28 | 2026-08-18 10:40 |
| LTC | Short | 43.890→43.890 | +0.00 bps+0.00000000 | Stop-loss | 44.609 | 44.570 | +8.83 bps+0.03939 | -$85.46 | 2026-08-16 15:25 |
| ATOM | Long | 1.517→1.518 | −6.59 bps−0.00100000 | Stop-loss | 1.464 | 1.464 | −2.03 bps−0.00029753 | -$87.37 | 2026-08-15 13:03 |
| LINK | Long | 8.984→8.998 | −15.58 bps−0.01400 | Take-profit | 9.374 | 9.364 | −10.40 bps−0.00975162 | $121.10 | 2026-08-15 02:02 |
| APT | Short | 0.55930→0.55794 | −24.39 bps−0.00136400 | Take-profit | 0.53383 | 0.53320 | +11.84 bps+0.00063219 | $126.63 | 2026-08-14 15:04 |
| BNB | Long | 616.96→617.30 | −5.51 bps−0.34000 | Stop-loss | 606.54 | 606.53 | −0.23 bps−0.01417 | -$91.15 | 2026-08-13 16:42 |
| ATOM | Long | 1.409→1.408 | +7.10 bps+0.00100000 | Take-profit | 1.468 | 1.467 | −7.06 bps−0.00103692 | $122.73 | 2026-08-13 12:31 |
| LINK | Long | 8.875→8.874 | +1.13 bps+0.00100000 | Stop-loss | 8.623 | 8.622 | −0.69 bps−0.00059670 | -$87.28 | 2026-08-13 01:46 |
| NEAR | Short | 1.611→1.611 | +0.00 bps+0.00000000 | Stop-loss | 1.671 | 1.671 | −1.17 bps−0.00019501 | -$89.11 | 2026-08-12 05:29 |
| TRX | Long | 0.33638→0.33647 | −2.68 bps−0.00009000 | Stop-loss | 0.33346 | 0.33346 | +0.12 bps+0.00000407 | -$96.37 | 2026-08-12 03:14 |
| INJ | Short | 4.391→4.392 | +2.28 bps+0.00100000 | Stop-loss | 4.572 | 4.574 | −3.42 bps−0.00156352 | -$89.30 | 2026-08-11 20:22 |
| XRP | Short | 1.034→1.035 | +3.87 bps+0.00040000 | Take-profit | 0.99606 | 0.99790 | −18.44 bps−0.00183717 | $121.23 | 2026-08-11 14:57 |
| SUI | Long | 0.70050→0.70070 | −2.86 bps−0.00020000 | Stop-loss | 0.68160 | 0.68130 | −4.35 bps−0.00029663 | -$90.92 | 2026-08-11 14:32 |
| TRX | Long | 0.33146→0.33151 | −1.51 bps−0.00005000 | Take-profit | 0.33493 | 0.33485 | −2.50 bps−0.00008373 | $112.81 | 2026-08-11 10:01 |
| LTC | Long | 46.250→46.250 | +0.00 bps+0.00000000 | Stop-loss | 45.530 | 45.520 | −2.18 bps−0.00990952 | -$93.09 | 2026-08-09 23:29 |
| ADA | Long | 0.20880→0.20950 | −33.52 bps−0.00070000 | Stop-loss | 0.19713 | 0.19710 | −1.60 bps−0.00003158 | -$89.12 | 2026-08-07 14:41 |
| ADA | Long | 0.18880→0.18930 | −26.48 bps−0.00050000 | Take-profit | 0.20180 | 0.20190 | +5.00 bps+0.00010083 | $133.70 | 2026-08-06 14:44 |
| LTC | Short | 44.280→44.250 | −6.78 bps−0.03000 | Stop-loss | 45.448 | 45.440 | +1.81 bps+0.00821525 | -$95.54 | 2026-08-06 13:51 |
| DOT | Long | 0.85630→0.85920 | −33.87 bps−0.00290000 | Stop-loss | 0.82852 | 0.82850 | −0.28 bps−0.00002358 | -$91.60 | 2026-08-06 09:46 |
| APT | Short | 0.55970→0.55950 | −3.57 bps−0.00020000 | Stop-loss | 0.58388 | 0.58390 | −0.28 bps−0.00001629 | -$97.91 | 2026-08-05 10:08 |
| OP | Short | 0.08510→0.08560 | +58.75 bps+0.00050000 | Stop-loss | 0.08928 | 0.08930 | −2.49 bps−0.00002222 | -$95.09 | 2026-08-04 01:58 |
| LINK | Short | 8.107→8.087 | −24.67 bps−0.02000 | Stop-loss | 8.395 | 8.386 | +10.15 bps+0.00851722 | -$92.56 | 2026-08-02 05:00 |
| ARB | Short | 0.07703→0.07710 | +9.09 bps+0.00007000 | Stop-loss | 0.08020 | 0.08020 | +0.32 bps+0.00000259 | -$97.07 | 2026-08-02 02:18 |
| DOT | Short | 0.75840→0.75465 | −49.40 bps−0.00374670 | Stop-loss | 0.78679 | 0.78680 | −0.15 bps−0.00001157 | -$97.48 | 2026-08-02 01:01 |
| INJ | Short | 4.811→4.811 | +0.00 bps+0.00000000 | Stop-loss | 5.049 | 5.049 | +0.76 bps+0.00038284 | -$94.24 | 2026-07-31 00:23 |
| FIL | Short | 0.66540→0.66470 | −10.52 bps−0.00070000 | Stop-loss | 0.69505 | 0.69530 | −3.59 bps−0.00024930 | -$98.58 | 2026-07-30 11:11 |
| TRX | Short | 0.32469→0.32454 | −4.62 bps−0.00015000 | Stop-loss | 0.32774 | 0.32774 | −0.04 bps−0.00000146 | -$105.04 | 2026-07-30 07:35 |
| XRP | Short | 1.065→1.065 | +0.00 bps+0.00000000 | Stop-loss | 1.090 | 1.091 | −2.17 bps−0.00023656 | -$99.83 | 2026-07-29 08:00 |
| ADA | Short | 0.15780→0.15770 | −6.34 bps−0.00010000 | Stop-loss | 0.16325 | 0.16280 | +27.45 bps+0.00044807 | -$87.61 | 2026-07-29 00:09 |
| NEAR | Short | 1.742→1.741 | −5.74 bps−0.00100000 | Take-profit | 1.641 | 1.644 | −18.29 bps−0.00300209 | $132.85 | 2026-07-28 13:46 |
| ATOM | Short | 1.341→1.340 | −7.46 bps−0.00100000 | Take-profit | 1.287 | 1.289 | −19.12 bps−0.00246025 | $129.09 | 2026-07-28 01:07 |
| SUI | Short | 0.71760→0.71690 | −9.75 bps−0.00070000 | Take-profit | 0.68065 | 0.68000 | +9.55 bps+0.00065023 | $141.50 | 2026-07-27 22:51 |
| AVAX | Long | 6.710→6.713 | −4.47 bps−0.00300000 | Stop-loss | 6.481 | 6.504 | +35.29 bps+0.02287 | -$87.73 | 2026-07-27 22:50 |
| ARB | Short | 0.08376→0.08380 | +4.78 bps+0.00004000 | Take-profit | 0.07793 | 0.07780 | +16.38 bps+0.00012766 | $142.84 | 2026-07-27 22:40 |
| NEAR | Short | 1.858→1.852 | −32.29 bps−0.00600000 | Take-profit | 1.738 | 1.739 | −4.53 bps−0.00078783 | $141.35 | 2026-07-27 18:43 |
| TRX | Long | 0.33139→0.33157 | −5.43 bps−0.00018000 | Stop-loss | 0.32861 | 0.32860 | −0.38 bps−0.00001250 | -$104.79 | 2026-07-27 16:00 |
| LINK | Long | 8.823→8.831 | −9.07 bps−0.00800000 | Stop-loss | 8.603 | 8.603 | +0.42 bps+0.00036237 | -$97.00 | 2026-07-27 14:36 |
| DOT | Short | 0.79820→0.79490 | −41.34 bps−0.00330000 | Stop-loss | 0.82439 | 0.82460 | −2.49 bps−0.00020508 | -$98.15 | 2026-07-26 05:51 |
| ATOM | Short | 1.442→1.442 | +0.00 bps+0.00000000 | Take-profit | 1.385 | 1.390 | −39.23 bps−0.00543177 | $123.27 | 2026-07-24 13:05 |
| ADA | Long | 0.17790→0.17780 | +5.62 bps+0.00010000 | Stop-loss | 0.17041 | 0.17050 | +5.33 bps+0.00009083 | -$98.41 | 2026-07-23 14:54 |
| BTC | Long | 66,317.90→66,419.40 | −15.31 bps−101.50 | Stop-loss | 65,035.61 | 65,035.30 | −0.05 bps−0.31496 | -$103.42 | 2026-07-23 13:19 |
| XRP | Long | 1.154→1.155 | −5.20 bps−0.00060000 | Stop-loss | 1.127 | 1.127 | −2.20 bps−0.00024780 | -$103.30 | 2026-07-23 12:34 |
| INJ | Long | 5.408→5.420 | −22.19 bps−0.01200 | Stop-loss | 5.166 | 5.162 | −8.07 bps−0.00417145 | -$101.71 | 2026-07-22 19:51 |
| OP | Short | 0.09470→0.09460 | −10.56 bps−0.00010000 | Stop-loss | 0.09864 | 0.09860 | +4.48 bps+0.00004417 | -$99.21 | 2026-07-22 00:18 |
| FIL | Short | 0.72890→0.72880 | −1.37 bps−0.00010000 | Stop-loss | 0.75336 | 0.75270 | +8.75 bps+0.00065941 | -$98.22 | 2026-07-21 08:53 |
| LINK | Long | 8.296→8.330 | −40.98 bps−0.03400 | Take-profit | 8.726 | 8.716 | −11.87 bps−0.01036 | $143.39 | 2026-07-21 04:53 |
| BTC | Long | 64,727.40→64,762.64 | −5.44 bps−35.242 | Stop-loss | 63,295.54 | 63,291.20 | −0.69 bps−4.344 | -$104.47 | 2026-07-17 04:00 |
| ETH | Long | 1,930.97→1,917.44 | +70.07 bps+13.530 | Stop-loss | 1,868.68 | 1,867.65 | −5.52 bps−1.032 | -$103.01 | 2026-07-16 12:00 |
Backtest & equity curve
How the strategy would have performed on historical data — measured strictly on the out-of-sample window (the last 40 % of each coin's history, never used for optimization). This is the honest, tradeable result.
Net return
+113.1%
Profit factor
1.24
Max drawdown
-28.3%
Trades
631
Win rate
46.9%
Equity curve (starting capital $10,000)
Window: out-of-sample (walk-forward, letzte 40% je Coin)
Start: 2025-05-10 · $10,000End: 2026-07-13 · $21,309
Portfolio metrics
Risk and return measures, annualized (crypto trades 24/7 → 365 days).
Annualized return
+83.4%
Sharpe ratio
1.37
Sortino ratio
2.62
Volatility (annual.)
54.4%
Calmar ratio
2.95
Test period
429 days
Winning trades
296
Losing trades
335
Avg win
+$197.36
Avg loss
$-140.63
Expectancy / trade
+$17.92
Avg holding time
66h
Best trade
+$340.55
Worst trade
$-235.46
Max win streak
19
Max loss streak
16
Underwater chart (drawdown over time)
Distance from each equity high. Shows the depth and duration of losing phases.
All backtest trades
Every simulated trade in the out-of-sample window, newest first.
| Coin | Side | Price | Net P&L | Time |
|---|---|---|---|---|
| APT | Short | 0.66540→0.59600 | +$209.06 | 2026-07-13 |
| INJ | Long | 5.012→4.746 | $-210.87 | 2026-07-13 |
| ETH | Long | 1,741.66→1,837.17 | +$305.95 | 2026-07-13 |
| ARB | Long | 0.09001→0.09833 | +$307.11 | 2026-07-11 |
| TRX | Long | 0.33097→0.32735 | $-235.46 | 2026-07-08 |
| LINK | Long | 7.944→7.661 | $-216.80 | 2026-07-08 |
| NEAR | Long | 2.014→1.899 | $-211.41 | 2026-07-08 |
| FIL | Long | 0.79100→0.75372 | $-212.16 | 2026-07-08 |
| AVAX | Long | 6.897→6.644 | $-213.42 | 2026-07-07 |
| TRX | Long | 0.32552→0.33059 | +$300.37 | 2026-07-07 |
| DOGE | Long | 0.07854→0.07579 | $-223.31 | 2026-07-05 |
| ADA | Long | 0.18100→0.19549 | +$312.37 | 2026-07-04 |
| XRP | Long | 1.120→1.175 | +$309.88 | 2026-07-04 |
| SOL | Long | 77.400→83.029 | +$312.37 | 2026-07-03 |
| ADA | Long | 0.15950→0.17107 | +$309.14 | 2026-07-03 |
| ATOM | Short | 1.539→1.601 | $-216.84 | 2026-07-03 |
| ARB | Short | 0.07539→0.07959 | $-214.31 | 2026-07-03 |
| BTC | Short | 60,254.90→62,070.78 | $-217.51 | 2026-07-02 |
| TRX | Short | 0.31482→0.31867 | $-229.91 | 2026-07-01 |
| BNB | Short | 561.50→538.21 | +$308.18 | 2026-07-01 |
| ADA | Short | 0.14380→0.15134 | $-214.54 | 2026-07-01 |
| SOL | Long | 75.960→71.983 | $-215.61 | 2026-06-30 |
| DOGE | Short | 0.07473→0.07020 | +$310.58 | 2026-06-30 |
| INJ | Short | 4.332→4.625 | $-207.62 | 2026-06-26 |
| DOT | Short | 0.87100→0.80891 | +$311.36 | 2026-06-26 |
Backtest on historical data. Past performance is no guarantee of future results. No real capital deployed.