4H + 1D strategy · since inception
1,309 trades · 2021-02-20 → 2026-07-26
$10.0k → $447.6k
+4375.8%
44.8×
The same indicators that drive the live /ledger, replayed bar-by-bar across 4H and 1D — the timeframes most discretionary crypto traders actually swing on.
Long on bullish composite crosses, short on bearish. Stops sized by ATR, trailed to breakeven once price moves +1R favorable, targets at fixed R, time-stopped after a set number of bars. Lower timeframes are excluded — their tight stops get eaten by exchange fees, and the higher TFs are where the edge actually survives the round-trip cost. Every trade is recorded, every rule is on this page.
These are indicator readings computed from public OHLCV data using common formulas. Past indicator behavior does not predict future returns. Do your own research.
1,309 trades · 88,361 bars scanned
530W · 581L · 197 BE · 289 time-stop
over 1,309 trades
per trade · profit factor 1.45
best streak 14W · worst 15L
Both runs evaluate the same indicator stack on the same data window. The only difference is the 7th composite vote — v1.1.0 includes the rolling z-score of perpetual funding rate, v1.0.0 doesn't. A parallel cron runs the baseline nightly at 03:30 UTC alongside the production v1.1.0 run at 03:00 UTC so the comparison stays apples-to-apples as the market evolves. Live position-opening only ever uses v1.1.0; v1.0.0 is computed purely for this comparison.
| Metric | v1.0.0 baseline | v1.1.0 funding | Δ |
|---|---|---|---|
Trades | 1,443 | 1,309 | −134 |
Total R | +226.05R | +241.54R | +15.49R |
Expectancy | +0.16R | +0.18R | +0.03R |
Win rate | 46.9% | 47.7% | +0.8pp |
Profit factor | 1.38 | 1.45 | +0.07 |
Max drawdown | −31.13R | −31.44R | +0.31R |
→
Win rate · total R · trade count
| Pair | 4h | 1d |
|---|---|---|
| BTC/USDT | ||
| ETH/USDT | ||
| SOL/USDT |
For every trade, we recorded each indicator's score at the entry bar. Agreedmeans the indicator's sign matched the trade direction; disagreed means it opposed; neutral means it abstained (score ≈ 0). If a reading is real edge, the agreed column should outperform disagreedon win rate and expectancy. If the columns look the same, that reading isn't adding information.
| Indicator | Agreed | Neutral | Disagreed |
|---|---|---|---|
| Regime (HTF gate) | — | — | |
| RSI(14) · contrarian | — |
1,309 closed trades from the latest backtest run · plus 29 live trades closed since the backtest cutoff (2026-06-24 16:00 UTC), newest first. Each row is a single fill — entry, stop, target, and outcome — exactly as the engine recorded it. Filter by timeframe, direction, exit reason, source, or pair to inspect a slice.
Rows tagged fired in backtest after v1.1.0 deployed but were not executed live — typically a cron miss or a borderline funding-rate flip.
| Pair | TF | Side | Entry time | Entry | Exit time | Exit | Bars | Reason | Size | PnL $ | R |
|---|---|---|---|---|---|---|---|---|---|---|---|
| SOL/USDT | 4h | Short | 2026-07-24 04:00 | 75.840 | 2026-07-26 16:00 | 75.840 | 16 | 101.4 | $0.00 | 0.00R | |
| ETH/USDT | 4h | Short | 2026-07-24 00:00 | 1,878.38 | 2026-07-26 16:00 | 1,927.34 | 17 | 4.085 | −$200.00 | −1.00R | |
| BNB/USDT | 4h | Short | 2026-07-22 12:00 | 570.97 | 2026-07-26 04:00 | 570.97 | 23 | 22.82 | $0.00 | 0.00R | |
| HYPE/USDT | 4h | Long | 2026-07-21 00:00 | 62.439 | 2026-07-21 16:00 | 60.144 | 5 | 87.16 | −$200.00 | −1.00R | |
| XRP/USDT | 4h | Short | 2026-07-17 20:00 | 1.091 | 2026-07-21 00:00 | 1.121 | 20 | 6,697 | −$200.00 | −1.00R | |
| SUI/USDT | 4h | Short | 2026-07-17 08:00 | 0.7319 | 2026-07-20 12:00 | 0.7608 | 20 | 6,928 | −$200.00 | −1.00R | |
| SOL/USDT | 4h | Short | 2026-07-17 00:00 | 75.330 | 2026-07-20 12:00 | 77.602 | 22 | 88.03 | −$200.00 | −1.00R | |
| ETH/USDT | 4h | Short | 2026-07-17 16:00 | 1,830.89 | 2026-07-20 00:00 | 1,888.14 | 15 | 3.493 | −$200.00 | −1.00R | |
| BNB/USDT | 4h | Short | 2026-07-17 04:00 | 572.37 | 2026-07-18 16:00 | 572.37 | 10 | 18.82 | $0.00 | 0.00R | |
| ADA/USDT | 4h | Short | 2026-07-17 12:00 | 0.1609 | 2026-07-17 20:00 | 0.1674 | 3 | 30,747 | −$200.00 | −1.00R | |
| BTC/USDT | 4h | Short | 2026-07-17 08:00 | 62,828.11 | 2026-07-17 16:00 | 64,219.35 | 3 | 0.1438 | −$200.00 | −1.00R | |
| HYPE/USDT | 4h | Long | 2026-07-15 12:00 | 68.452 | 2026-07-16 08:00 | 65.771 | 6 | 74.59 | −$200.00 | −1.00R | |
| SUI/USDT | 4h | Short | 2026-07-13 12:00 | 0.7309 | 2026-07-14 12:00 | 0.7559 | 7 | 8,015 | −$200.00 | −1.00R | |
| DOGE/USDT | 4h | Short | 2026-07-12 20:00 | 0.0737 | 2026-07-14 12:00 | 0.0737 | 11 | 103,932 | $0.00 | 0.00R | |
| BNB/USDT | 4h | Short | 2026-07-13 08:00 | 570.11 | 2026-07-14 12:00 | 581.99 | 8 | 16.84 | −$200.00 | −1.00R | |
| ETH/USDT | 4h | Short | 2026-07-13 20:00 | 1,774.93 | 2026-07-14 12:00 | 1,825.96 | 5 | 3.919 | −$200.00 | −1.00R | |
| BTC/USDT | 4h | Short | 2026-07-13 08:00 | 62,985.53 | 2026-07-14 12:00 | 64,246.50 | 8 | 0.1586 | −$200.00 | −1.00R | |
| BNB/USDT | 4h | Short | 2026-07-09 00:00 | 568.66 | 2026-07-12 12:00 | 583.02 | 22 | 13.93 | −$200.00 | −1.00R | |
| ADA/USDT | 4h | Short | 2026-07-07 20:00 | 0.1766 | 2026-07-11 16:00 | 0.1717 | 24 | 20,581 | +$100.85 | +0.50R | |
| SUI/USDT | 4h | Short | 2026-07-07 04:00 | 0.7353 | 2026-07-10 08:00 | 0.7353 | 20 | 6,344 | $0.00 | 0.00R | |
| ETH/USDT | 4h | Short | 2026-07-09 00:00 | 1,743.55 | 2026-07-10 08:00 | 1,801.79 | 9 | 3.434 | −$200.00 | −1.00R | |
| BTC/USDT | 4h | Short | 2026-07-08 16:00 | 61,704.01 | 2026-07-09 16:00 | 63,418.28 | 7 | 0.1167 | −$200.00 | −1.00R | |
| HYPE/USDT | 4h | Long | 2026-07-03 00:00 | 66.889 | 2026-07-06 20:00 | 70.584 | 24 | 52.57 | +$194.26 | +0.97R | |
| SUI/USDT | 4h | Short | 2026-06-28 08:00 | 0.6855 | 2026-07-01 12:00 | 0.7214 | 20 | 5,574 | −$200.00 | −1.00R | |
| BNB/USDT | 1d | Short | 2026-06-08 00:00 | 604.44 | 2026-07-01 00:00 | 550.44 | 24 | 3.235 | +$174.70 | +0.87R | |
| HYPE/USDT | 4h | Long | 2026-06-29 20:00 | 66.879 | 2026-07-01 00:00 | 62.975 | 8 | 51.23 | −$200.00 | −1.00R | |
| ETH/USDT | 4h | Short | 2026-06-26 00:00 | 1,567.86 | 2026-06-29 20:00 | 1,613.07 | 24 | 2.607 | −$117.88 | −0.59R | |
| BTC/USDT | 4h | Short | 2026-06-25 08:00 | 61,911.03 | 2026-06-29 04:00 | 60,026.00 | 24 | 0.1042 | +$196.48 | +0.98R | |
| BNB/USDT | 4h | Short | 2026-06-25 04:00 | 565.78 | 2026-06-26 04:00 | 565.78 | 7 | 12.14 | $0.00 | 0.00R | |
| ETH/USDT | 4h | Short | 2026-06-23 20:00 | 1,662.57 | 2026-06-25 12:00 | 1,549.50 | 11 | 3.538 | +$400.00 | +2.00R | |
| SOL/USDT | 4h | Short | 2026-06-23 12:00 | 69.330 | 2026-06-25 04:00 | 69.330 | 11 | 65.12 | $0.00 | 0.00R | |
| SOL/USDT | 4h | Short | 2026-06-23 16:00 | 68.930 | 2026-06-25 04:00 | 68.930 | 10 | 65.90 | $0.00 | 0.00R | |
| BNB/USDT | 4h | Short | 2026-06-23 20:00 | 576.20 | 2026-06-24 16:00 | 548.85 | 6 | 14.63 | +$400.00 | +2.00R | |
| BTC/USDT | 4h | Short | 2026-06-23 20:00 | 62,388.49 | 2026-06-24 16:00 | 59,218.32 | 6 | 0.1262 | +$400.00 | +2.00R | |
| ETH/USDT | 4h | Short | 2026-06-18 20:00 | 1,705.40 | 2026-06-22 12:00 | 1,774.88 | 23 | 2.878 | −$200.00 | −1.00R | |
| XRP/USDT | 4h | Short | 2026-06-18 04:00 | 1.179 | 2026-06-22 00:00 | 1.130 | 24 | 3,828 | +$186.41 | +0.93R | |
| ADA/USDT | 4h | Short | 2026-06-18 04:00 | 0.1669 | 2026-06-22 00:00 | 0.1582 | 24 | 21,136 | +$183.88 | +0.92R | |
| SUI/USDT | 4h | Short | 2026-06-18 04:00 | 0.7633 | 2026-06-22 00:00 | 0.6997 | 24 | 4,838 | +$307.71 | +1.54R | |
| BTC/USDT | 4h | Short | 2026-06-18 00:00 | 64,509.40 | 2026-06-21 04:00 | 64,509.40 | 20 | 0.1096 | $0.00 | 0.00R | |
| DOGE/USDT | 4h | Short | 2026-06-17 08:00 | 0.0869 | 2026-06-21 04:00 | 0.0835 | 24 | 67,092 | +$229.45 | +1.15R | |
| SOL/USDT | 4h | Short | 2026-06-19 00:00 | 69.720 | 2026-06-20 20:00 | 72.940 | 12 | 62.11 | −$200.00 | −1.00R | |
| BNB/USDT | 4h | Short | 2026-06-17 04:00 | 604.78 | 2026-06-18 12:00 | 574.33 | 9 | 13.13 | +$400.00 | +2.00R | |
| HYPE/USDT | 4h | Long | 2026-06-16 16:00 | 74.928 | 2026-06-18 04:00 | 69.915 | 10 | 39.90 | −$200.00 | −1.00R | |
| HYPE/USDT | 4h | Long | 2026-06-12 20:00 | 60.741 | 2026-06-16 04:00 | 70.522 | 21 | 40.90 | +$400.00 | +2.00R | |
| ADA/USDT | 4h | Short | 2026-06-14 20:00 | 0.1661 | 2026-06-14 20:00 | 0.1738 | 1 | 26,107 | −$200.00 | −1.00R | |
| HYPE/USDT | 1d | Long | 2026-06-05 00:00 | 64.428 | 2026-06-10 00:00 | 53.121 | 6 | 17.69 | −$200.00 | −1.00R | |
| HYPE/USDT | 4h | Long | 2026-06-09 00:00 | 63.843 | 2026-06-09 16:00 | 58.146 | 5 | 35.11 | −$200.00 | −1.00R | |
| SUI/USDT | 1d | Short | 2026-05-27 00:00 | 1.001 | 2026-06-05 00:00 | 0.7043 | 10 | 1,349 | +$400.00 | +2.00R | |
| SOL/USDT | 1d | Short | 2026-05-20 00:00 | 84.300 | 2026-06-04 00:00 | 70.589 | 16 | 29.17 | +$400.00 | +2.00R | |
| XRP/USDT | 1d | Short | 2026-05-20 00:00 | 1.362 | 2026-06-04 00:00 | 1.151 | 16 | 1,900 | +$400.00 | +2.00R | |
| DOGE/USDT | 1d | Short | 2026-05-22 00:00 | 0.1057 | 2026-06-04 00:00 | 0.0867 | 14 | 21,036 | +$400.00 | +2.00R | |
| ADA/USDT | 1d | Short | 2026-05-20 00:00 | 0.2482 | 2026-06-03 00:00 | 0.2016 | 15 | 8,581 | +$400.00 | +2.00R | |
| XRP/USDT | 4h | Short | 2026-06-01 20:00 | 1.300 | 2026-06-02 12:00 | 1.224 | 5 | 5,272 | +$400.00 | +2.00R | |
| ADA/USDT | 4h | Short | 2026-06-01 20:00 | 0.2314 | 2026-06-02 12:00 | 0.2148 | 5 | 24,074 | +$400.00 | +2.00R | |
| BTC/USDT | 1d | Short | 2026-05-22 00:00 | 77,615.52 | 2026-06-02 00:00 | 69,779.44 | 12 | 0.0510 | +$400.00 | +2.00R | |
| HYPE/USDT | 4h | Long | 2026-05-29 16:00 | 65.565 | 2026-06-01 20:00 | 75.713 | 20 | 39.42 | +$400.00 | +2.00R | |
| HYPE/USDT | 1d | Long | 2026-05-22 00:00 | 58.574 | 2026-05-31 00:00 | 72.455 | 10 | 28.82 | +$400.00 | +2.00R | |
| BNB/USDT | 1d | Short | 2026-05-30 00:00 | 643.11 | 2026-05-30 00:00 | 677.38 | 1 | 5.836 | −$200.00 | −1.00R | |
| SOL/USDT | 4h | Short | 2026-05-26 12:00 | 85.220 | 2026-05-28 04:00 | 80.132 | 11 | 78.62 | +$400.00 | +2.00R | |
| ETH/USDT | 1d | Short | 2026-05-15 00:00 | 2,283.26 | 2026-05-28 00:00 | 1,970.45 | 14 | 1.279 | +$400.00 | +2.00R | |
| SUI/USDT | 4h | Short | 2026-05-23 20:00 | 1.055 | 2026-05-27 16:00 | 0.9821 | 24 | 2,773 | +$202.72 | +1.01R | |
| BNB/USDT | 4h | Short | 2026-05-23 12:00 | 640.23 | 2026-05-23 20:00 | 654.82 | 3 | 13.71 | −$200.00 | −1.00R | |
| SOL/USDT | 4h | Short | 2026-05-23 12:00 | 82.300 | 2026-05-23 16:00 | 85.120 | 2 | 70.93 | −$200.00 | −1.00R | |
| HYPE/USDT | 4h | Long | 2026-05-21 16:00 | 61.080 | 2026-05-21 20:00 | 56.815 | 2 | 46.90 | −$200.00 | −1.00R | |
| HYPE/USDT | 4h | Long | 2026-05-18 00:00 | 45.686 | 2026-05-20 12:00 | 51.785 | 16 | 65.58 | +$400.00 | +2.00R | |
| BNB/USDT | 4h | Short | 2026-05-16 12:00 | 654.28 | 2026-05-20 08:00 | 643.33 | 24 | 10.87 | +$119.07 | +0.60R | |
| DOGE/USDT | 4h | Short | 2026-05-16 12:00 | 0.1090 | 2026-05-20 08:00 | 0.1037 | 24 | 40,520 | +$213.95 | +1.07R | |
| XRP/USDT | 4h | Short | 2026-05-16 04:00 | 1.435 | 2026-05-20 00:00 | 1.356 | 24 | 4,066 | +$322.42 | +1.61R | |
| HYPE/USDT | 1d | Long | 2026-05-16 00:00 | 44.156 | 2026-05-20 00:00 | 53.729 | 5 | 41.78 | +$400.00 | +2.00R | |
| SOL/USDT | 4h | Short | 2026-05-13 20:00 | 90.950 | 2026-05-17 16:00 | 86.790 | 24 | 59.01 | +$245.48 | +1.23R | |
| ADA/USDT | 4h | Short | 2026-05-13 00:00 | 0.2712 | 2026-05-16 20:00 | 0.2551 | 24 | 19,599 | +$315.55 | +1.58R | |
| SUI/USDT | 4h | Short | 2026-05-13 04:00 | 1.252 | 2026-05-15 12:00 | 1.064 | 15 | 2,125 | +$400.00 | +2.00R | |
| HYPE/USDT | 4h | Long | 2026-05-14 20:00 | 44.653 | 2026-05-15 12:00 | 44.653 | 5 | 94.60 | $0.00 | 0.00R | |
| XRP/USDT | 4h | Short | 2026-05-13 20:00 | 1.419 | 2026-05-14 12:00 | 1.464 | 5 | 4,413 | −$200.00 | −1.00R | |
| ETH/USDT | 4h | Short | 2026-05-07 12:00 | 2,329.94 | 2026-05-11 08:00 | 2,335.80 | 24 | 3.043 | −$17.83 | −0.09R | |
| DOGE/USDT | 4h | Short | 2026-05-08 16:00 | 0.1081 | 2026-05-10 20:00 | 0.1122 | 14 | 48,811 | −$200.00 | −1.00R | |
| BTC/USDT | 4h | Short | 2026-05-08 04:00 | 79,578.84 | 2026-05-10 12:00 | 81,432.58 | 15 | 0.1079 | −$200.00 | −1.00R | |
| XRP/USDT | 1d | Short | 2026-05-01 00:00 | 1.368 | 2026-05-10 00:00 | 1.460 | 10 | 2,176 | −$200.00 | −1.00R | |
| XRP/USDT | 4h | Short | 2026-05-08 16:00 | 1.397 | 2026-05-09 00:00 | 1.429 | 3 | 6,297 | −$200.00 | −1.00R | |
| BNB/USDT | 1d | Short | 2026-05-03 00:00 | 618.03 | 2026-05-06 00:00 | 647.87 | 4 | 6.702 | −$200.00 | −1.00R | |
| DOGE/USDT | 4h | Short | 2026-05-03 12:00 | 0.1087 | 2026-05-04 00:00 | 0.1122 | 4 | 56,882 | −$200.00 | −1.00R | |
| BNB/USDT | 4h | Short | 2026-04-30 00:00 | 617.39 | 2026-05-03 20:00 | 617.27 | 24 | 18.37 | +$2.20 | +0.01R | |
| XRP/USDT | 4h | Short | 2026-04-30 00:00 | 1.369 | 2026-05-03 20:00 | 1.402 | 24 | 6,064 | −$200.00 | −1.00R | |
| HYPE/USDT | 4h | Long | 2026-05-01 20:00 | 40.950 | 2026-05-03 00:00 | 40.950 | 8 | 141.6 | $0.00 | 0.00R | |
| ETH/USDT | 4h | Short | 2026-04-28 00:00 | 2,303.66 | 2026-05-01 12:00 | 2,303.66 | 22 | 3.254 | $0.00 | 0.00R | |
| SUI/USDT | 4h | Short | 2026-04-27 20:00 | 0.9231 | 2026-05-01 12:00 | 0.9231 | 23 | 6,641 | $0.00 | 0.00R | |
| BTC/USDT | 4h | Short | 2026-04-27 20:00 | 76,878.23 | 2026-05-01 00:00 | 76,878.23 | 20 | 0.1240 | $0.00 | 0.00R | |
| SOL/USDT | 4h | Short | 2026-04-28 20:00 | 83.890 | 2026-04-30 00:00 | 83.890 | 8 | 98.70 | $0.00 | 0.00R | |
| BNB/USDT | 4h | Short | 2026-04-25 16:00 | 629.90 | 2026-04-29 12:00 | 616.51 | 24 | 18.31 | +$245.14 | +1.23R | |
| XRP/USDT | 4h | Short | 2026-04-25 20:00 | 1.421 | 2026-04-29 12:00 | 1.364 | 23 | 7,033 | +$400.00 | +2.00R | |
| ADA/USDT | 4h | Short | 2026-04-27 20:00 | 0.2454 | 2026-04-29 08:00 | 0.2525 | 10 | 28,043 | −$200.00 | −1.00R | |
| SOL/USDT | 4h | Short | 2026-04-24 00:00 | 86.120 | 2026-04-27 20:00 | 84.820 | 24 | 76.17 | +$99.02 | +0.50R | |
| HYPE/USDT | 4h | Long | 2026-04-25 16:00 | 41.438 | 2026-04-27 16:00 | 41.438 | 13 | 151.9 | $0.00 | 0.00R | |
| ETH/USDT | 4h | Short | 2026-04-24 00:00 | 2,330.27 | 2026-04-27 00:00 | 2,404.15 | 19 | 2.707 | −$200.00 | −1.00R | |
| ADA/USDT | 4h | Short | 2026-04-23 08:00 | 0.2469 | 2026-04-27 00:00 | 0.2553 | 23 | 23,915 | −$200.00 | −1.00R | |
| SUI/USDT | 4h | Short | 2026-04-19 16:00 | 0.9590 | 2026-04-23 12:00 | 0.9492 | 24 | 4,662 | +$45.69 | +0.23R | |
| ADA/USDT | 4h | Short | 2026-04-19 04:00 | 0.2482 | 2026-04-23 00:00 | 0.2464 | 24 | 20,258 | +$36.47 | +0.18R | |
| DOGE/USDT | 4h | Short | 2026-04-19 00:00 | 0.0948 | 2026-04-22 08:00 | 0.0986 | 21 | 53,131 | −$200.00 | −1.00R | |
| ETH/USDT | 4h | Short | 2026-04-19 08:00 | 2,316.03 | 2026-04-22 04:00 | 2,391.00 | 18 | 2.668 | −$200.00 | −1.00R | |
| XRP/USDT | 4h | Short | 2026-04-20 04:00 | 1.411 | 2026-04-22 04:00 | 1.457 | 13 | 4,306 | −$200.00 | −1.00R |
The same indicator stack the live /ledger uses, replayed bar-by-bar over years of historical Binance and Hyperliquid data — restricted to 4h and 1d entries, the timeframes where the per-trade R edge survives realistic exchange fees and where most discretionary crypto traders actually work. Long when the composite crosses above +0.30, short when it crosses below −0.30. Stops are sized by ATR and trail to breakeven once price moves +1R favorable; targets are a fixed multiple of risk; any trade that doesn't resolve within a set number of bars is closed at market. Every trade is written to a database, every aggregate on this page is computed from that table — no hand-picked sample, no curve fitting. The sweep runs nightly and the page reads the latest completed run.
The live scanner ladders from 15m to 1w, but this backtest reports only 4h and 1d. Two reasons. (1) Per-trade R: an ATR(14)×2 stop on a 15m bar is ~0.3% of price, which means a 0.10% round-trip taker fee eats roughly a third of the dollar risk on every trade — the underlying R is positive, but no real account compounds through that drag. 4h/1d stops are wide enough that fees become a 3–5% tax, not a 25% one. (2) Where pros actually operate: discretionary crypto traders overwhelmingly swing-trade on these timeframes — short enough to catch a move, long enough that signals aren't tick noise. So the page reports the strategy as it's meant to be traded.
Composite is computed at the close of each analysis-TF bar i, using only data from bar i and earlier. A long fires when the composite crosses up through +0.30; a short fires when it crosses down through −0.30. The fill price is the open of bar i+1 — never the same bar as the signal — so there's no same-bar lookahead.
Engine v1.1.0 added a 7th composite vote: the rolling z-score of perpetual funding rate over the prior 90 aligned bars. Read as confirmation, not contrarian — crowded longs in an uptrend lean bullish, crowded shorts in a downtrend lean bearish. Validated on a full 4-year backtest and a 180-day-shifted out-of-sample window — per-trade expectancy lifted ~25% (+0.16R → +0.20R), win rate +1.7-2.1pp, profit factor 1.40 → 1.50, drawdown essentially unchanged. Both metrics reproduced identically OOS, strong evidence the signal isn't overfit. The lift comes from filtering ~10% of marginal trades and replacing them with higher-quality entries where funding confirms the trend stack's lean. Sub-threshold reads (|score| < 0.05) are excluded from the composite mean — funding is a supporting tiebreaker, not a primary trigger.
What if you started later?
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The full strategy: same indicator stack as the live /ledger, restricted to 4h and 1d entries — the timeframes whose ATR-sized stops give per-trade R enough room to clear the 0.10% round-trip fee bleed. 2.0% of current equity at risk per trade, wins and losses compound. The secondary panels replay the same rules starting fresh with $10k on Jan 1 of each year — useful for sanity-checking that the headline curve isn't carried entirely by one ancient drawup.
| BNB/USDT |
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| XRP/USDT |
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| ADA/USDT |
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| DOGE/USDT |
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| SUI/USDT |
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| HYPE/USDT |
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| EMA 9/21 cross | — |
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| MACD 12/26/9 | — |
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| Volume · 20-bar | — |
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| Divergence · RSI+MACD |
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| Funding · z-score |
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Sized by ATR(14) × 2.0, anchored at the entry price. Long stops sit below entry, short stops above. The R unit (1R) is the absolute entry-to-stop distance. The initial stop stays at this level until the breakeven trail (next rule) arms.
The first bar whose favorable extreme reaches +1R (entry + 1×R for longs, entry − 1×R for shorts) moves the stop to the entry price. A subsequent stop hit exits at entry with rMultiple 0 — counted separately as a breakeven exit rather than as a loss. This codifies a habit most discretionary traders already follow ("a winner shouldn't be allowed to become a loser") and is the single biggest expectancy lift we found vs the no-trail baseline. Same-bar conflict rule still applies: if a bar simultaneously hits the wider original stop and the +1R trigger, the original stop fires first.
Single target at +2R. Hit it and the trade closes for +2R. No two-target system, no partial fills — added complexity that doesn't change the headline numbers much. A trade that gets stopped at breakeven after arming the trail no longer pays out on its eventual +2R if it ever gets there; this is the cost we accept for shrinking the loss tail.
Any trade that hasn't hit SL or TP within 24 analysis-TF bars closes at that bar's close. The resulting R is computed from the exit price and signed by direction. This caps risk-on-time for trades that drift sideways.
If a future bar's high/low range contains both the stop and target, we treat the stop as hit first. OHLC has no intra-bar tick order — this is the conservative, honest choice. Real fills could land either way.
One open trade per (pair, timeframe) at a time. New crosses that fire while a trade is live are ignored — the existing trade plays out via SL/TP/timeStop before another can start.