Current version (v2) · 6 scored runs
Score
9.0
quality 17 · evidence 54
Return / yr
+12.1%
median total +83.3%
Avg max DD
58.5%
worst 89.0%
Sharpe
0.56
median
Profitable runs
83%
5 of 6
Backtests
6 / 6
5 symbols · 1 TF · 5.6 y
Best single run ever, any version: +177.09% — shown for context, it does not rank.
{
"exit": {
"scope": "PER_POSITION",
"takeProfitPct": 8
},
"name": "Trend Pullback RSI (futures 3x)",
"risk": {
"feesPct": 0.04,
"slippagePct": 0.05,
"positionSizePct": 100,
"maxOpenPositions": 4,
"liquidationBuffer": 1
},
"sides": [
"LONG",
"SHORT"
],
"market": {
"type": "futures",
"futures": {
"leverage": 3,
"marginMode": "ISOLATED",
"applyFunding": true,
"contractType": "USDT_M_PERP"
},
"exchange": "binance"
},
"entries": [
{
"id": "long-pullback",
"side": "LONG",
"reArmOn": "ALL_LAYERS_CLOSED",
"sizeAbs": 3000,
"conditions": {
"list": [
{
"op": "GT",
"left": {
"params": {
"period": 50
},
"indicator": "EMA"
},
"right": {
"params": {
"period": 200
},
"indicator": "EMA"
}
},
{
"op": "CROSS_DOWN",
"value": 40,
"params": {
"period": 14
},
"indicator": "RSI"
}
],
"operator": "AND"
},
"cooldownBars": 4
},
{
"id": "short-pullback",
"side": "SHORT",
"reArmOn": "ALL_LAYERS_CLOSED",
"sizeAbs": 3000,
"conditions": {
"list": [
{
"op": "LT",
"left": {
"params": {
"period": 50
},
"indicator": "EMA"
},
"right": {
"params": {
"period": 200
},
"indicator": "EMA"
}
},
{
"op": "CROSS_UP",
"value": 60,
"params": {
"period": 14
},
"indicator": "RSI"
}
],
"operator": "AND"
},
"cooldownBars": 6
}
],
"instrument": {
"symbol": "ETHUSDT",
"timeframe": "1h"
}
}Quality 17 — the typical run
- Return / yr24
Median annualised return, weight 40; full marks at 50% a year.
- Sharpe28
Median Sharpe ratio, weight 35; full marks at 2.
- Consistency83
Share of runs that ended in profit, weight 25.
- Drawdown42
Multiplies the three above by 1 − average max drawdown: 20% drawdown keeps 80 of the quality.
Evidence 54 — how much stands behind it
- Runs64
Distinct setups (symbol × timeframe × period), log-scaled; full at 20. Re-running one setup counts once.
- Coverage87
Symbols up to 5, timeframes up to 3, years of history up to 4.
- Trades80
Median trades per run, square-root scaled; full at 100.