Current version (v2) · 2 scored runs
Score
0.0
quality 0 · evidence 24
Return / yr
-50.1%
median total -50.1%
Avg max DD
50.2%
worst 51.5%
Sharpe
-14.78
median
Profitable runs
0%
0 of 2
Backtests
2 / 4
2 symbols · 1 TF · 1.0 y
Best single run ever, any version: -48.91% — shown for context, it does not rank.
{
"exit": {
"scope": "PER_POSITION",
"stopLossPct": 0.9,
"takeProfitPct": 1.8
},
"name": "BTC 15M EMA Pullback Continuation",
"risk": {
"feesPct": 0.1,
"slippagePct": 0.05,
"positionSizePct": 100,
"maxOpenPositions": 1,
"liquidationBuffer": 0
},
"sides": [
"LONG"
],
"market": {
"type": "futures",
"futures": {
"leverage": 2,
"marginMode": "ISOLATED",
"applyFunding": true,
"contractType": "USDT_M_PERP"
},
"exchange": "binance"
},
"entries": [
{
"id": "layer-1",
"exit": {
"signal": {
"list": [
{
"op": "CROSS_DOWN",
"left": {
"indicator": "CLOSE"
},
"right": {
"params": {
"period": 20
},
"indicator": "EMA"
}
},
{
"op": "CROSS_DOWN",
"field": "hist",
"value": 0,
"params": {
"fast": 12,
"slow": 26,
"signal": 9
},
"indicator": "MACD"
},
{
"op": "LTE",
"value": 42,
"params": {
"period": 14
},
"indicator": "RSI"
}
],
"operator": "OR"
}
},
"side": "LONG",
"reArmOn": "ALL_LAYERS_CLOSED",
"sizePct": 12,
"conditions": {
"list": [
{
"op": "GT",
"value": 50,
"params": {
"period": 20
},
"indicator": "EMA"
},
{
"op": "GT",
"value": 200,
"params": {
"period": 50
},
"indicator": "EMA"
},
{
"op": "CROSS_UP",
"left": {
"indicator": "CLOSE"
},
"right": {
"params": {
"period": 20
},
"indicator": "EMA"
}
},
{
"op": "GT",
"field": "hist",
"value": 0,
"params": {
"fast": 12,
"slow": 26,
"signal": 9
},
"indicator": "MACD"
},
{
"op": "GT",
"value": 48,
"params": {
"period": 14
},
"indicator": "RSI"
},
{
"op": "LT",
"value": 65,
"params": {
"period": 14
},
"indicator": "RSI"
}
],
"operator": "AND"
},
"cooldownBars": 8
}
],
"instrument": {
"symbol": "BTCUSDT",
"timeframe": "15m"
}
}Quality 0 — the typical run
- Return / yr0
Median annualised return, weight 40; full marks at 50% a year.
- Sharpe0
Median Sharpe ratio, weight 35; full marks at 2.
- Consistency0
Share of runs that ended in profit, weight 25.
- Drawdown50
Multiplies the three above by 1 − average max drawdown: 20% drawdown keeps 80 of the quality.
Evidence 24 — how much stands behind it
- Runs36
Distinct setups (symbol × timeframe × period), log-scaled; full at 20. Re-running one setup counts once.
- Coverage33
Symbols up to 5, timeframes up to 3, years of history up to 4.
- Trades100
Median trades per run, square-root scaled; full at 100.