BTCUSDT
ETHUSDT
SOLUSDT
Forward Returns
Percentile bands after entry
30s
1m
5m
15m
1h
| Interval | Mean Return | Median Return | Win Rate |
|---|---|---|---|
| 30s | +0.018% | +0.012% | 53.2% |
| 1m | +0.042% | +0.031% | 55.8% |
| 5m | +0.127% | +0.094% | 58.1% |
| 15m | +0.218% | +0.156% | 57.4% |
| 1h | +0.384% | +0.267% | 56.9% |
MFE / MAE
Maximum favorable / adverse excursion
0.47%
Avg MFE
-0.23%
Avg MAE
2.04
MFE / MAE Ratio
| Trade # | MFE % | MAE % | PnL % | Exit Reason |
|---|---|---|---|---|
| 1 | +0.62% | -0.11% | +0.45% | trailing |
| 2 | +0.18% | -0.34% | -0.28% | stop_loss |
| 3 | +0.91% | -0.08% | +0.73% | trailing |
| 4 | +0.35% | -0.42% | -0.38% | stop_loss |
| 5 | +0.54% | -0.15% | +0.41% | breakeven |
| 6 | +0.29% | -0.31% | -0.19% | stop_loss |
| 7 | +0.78% | -0.06% | +0.61% | trailing |
| 8 | +0.41% | -0.27% | +0.22% | breakeven |
Indicator vs Outcome
Bucketed indicator analysis
| Indicator Bucket | Trades | Avg Outcome | Std Dev |
|---|