0x16bf84af3f85f8c8a97597bf2be549dfe0dee637
Key numbers
$5.65Mnet pnl
—sharpe
—t-stat
—max dd
—trades
—win rate
—median hold
—dhistory
Gate by gate
| Stage 4 · robustness |
| · | closed campaigns | — | ≥ 50 |
| · | top-3 share of gross | — | ≤ 40% |
| · | effective trade count | — | ≥ 15 |
| · | PnL minus best trade | — | ≥ $500K |
| · | PnL minus best month | — | ≥ $500K |
| Stage 5 · style |
| · | median hold | — | ≥ 1.0h |
| · | weighted median hold | — | ≥ 1.0h |
| · | held under 5 min | — | ≤ 30% |
| · | held under 60 s | — | ≤ 10% |
| Stage 6 · risk |
| · | max drawdown | — | ≤ 35% |
| · | worst loss / equity | — | ≤ 15% |
| Stage 7 · consistency |
| · | profitable months | — | ≥ 60% |
| · | edge decay | — | ≥ 50% |
| · | sizing tilt (abs) | — | ≤ 25% |
Campaigns · most recent 40
| coin | dir | hold | pnl | size | fills | |
|---|
| BTC | S | 3.3d | $-29K | $8.52M | 570 | |
| BTC | S | 2.4d | $85K | $4.80M | 228 | |
| BTC | L | 30.0d | $607K | $15.39M | 1754 | |
| BTC | S | 8.1h | $3K | $11.34M | 604 | |
| BTC | S | 6m | $-31K | $7.63M | 359 | |
| xyz:SP500 | S | 29m | $-13K | $7.09M | 294 | |
| BTC | L | 8.5h | $-13K | $1.72M | 402 | |
| BTC | S | 5.7d | $716K | $8.34M | 355 | |
| BTC | S | 15.5h | $13K | $2.98M | 200 | |
| BTC | L | 9.1d | $1.63M | $17.14M | 1180 | |
| xyz:SILVER | L | 2.7d | $713K | $8.64M | 1007 | |
| BTC | L | 8.2d | $26K | $5.07M | 261 | |
| xyz:SILVER | L | 1.3d | $829K | $8.34M | 1019 | |
| BTC | S | 1.7d | $2K | $8.86M | 514 | |
| BTC | S | 1.6d | $-147K | $13.45M | 656 | |
| BTC | L | 10.8d | $177K | $10.39M | 591 | |
| ZEC | S | 1.7h | $-72K | $2.51M | 786 | |
| ZEC | S | 1.2d | $-574K | $4.93M | 1667 | |
| BTC | S | 21.5h | $348K | $9.93M | 770 | |
| ZEC | S | 16.4h | $15K | $160K | 92 | |
| ZEC | S | 1.0d | $57K | $346K | 156 | |
| ZEC | S | 14.6h | $-4K | $735K | 761 | |
| BTC | S | 20.5d | $1.53M | $17.33M | 1284 | |
History