Walk-forward — combined out-of-sample
source: data/wf3
Trades
85
Win rate
36.5%
Total R
+34.7
Avg R / trade
+0.41
Best
+3.45R
Worst
-1.35R
Final equity (1% risk)
$13,905
Out-of-sample equity curve
$10,000 start · 1% risk per tradePer-fold IS vs OOS
| # | Train | Test | IS Sharpe | IS trades | IS avg R | OOS Sharpe | OOS trades | OOS avg R | OOS total R | OOS max DD |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 2025-12-08 → 2026-02-08 | 2026-02-08 → 2026-03-08 | +0.295 | 56 | +0.657 | +0.190 | 27 | +0.412 | +11.13 | -5.3% |
| 1 | 2026-01-08 → 2026-03-08 | 2026-03-08 → 2026-04-08 | +0.426 | 53 | +0.865 | +0.367 | 26 | +0.742 | +19.30 | -7.4% |
| 2 | 2026-02-08 → 2026-04-08 | 2026-04-08 → 2026-05-08 | +0.413 | 58 | +0.833 | +0.071 | 32 | +0.134 | +4.28 | -8.1% |
Best params per fold
fold 0
- max_bars_since_flip
- 2
- min_body_pct
- 0.6000000000000001
- sl_buffer_atr
- 0.45
- r_multiple_tp
- 3.5
- use_session_filter
- True
- cooldown_bars
- 2
- exit_on_st_flip
- False
fold 1
- max_bars_since_flip
- 1
- min_body_pct
- 0.6000000000000001
- sl_buffer_atr
- 0.35000000000000003
- r_multiple_tp
- 3.0
- use_session_filter
- True
- cooldown_bars
- 6
- exit_on_st_flip
- False
fold 2
- max_bars_since_flip
- 1
- min_body_pct
- 0.65
- sl_buffer_atr
- 0.45
- r_multiple_tp
- 3.0
- use_session_filter
- True
- cooldown_bars
- 8
- exit_on_st_flip
- False
Recent OOS trades (latest 50)
| Symbol | Entry ts | Exit ts | Side | Entry | Exit | R |
|---|---|---|---|---|---|---|
| BZUSDT | 2026-05-07 06:30:00+00:00 | 2026-05-07 19:15:00+00:00 | SHORT | 100.2700 | 102.1307 | -1.10 |
| JTOUSDT | 2026-05-07 07:45:00+00:00 | 2026-05-07 11:30:00+00:00 | LONG | 0.4245 | 0.4735 | +2.95 |
| BTCUSDT | 2026-05-07 06:30:00+00:00 | 2026-05-07 10:15:00+00:00 | LONG | 81330.0000 | 80553.7777 | -1.19 |
| ETHUSDT | 2026-05-06 08:45:00+00:00 | 2026-05-06 14:00:00+00:00 | LONG | 2393.5500 | 2362.0234 | -1.14 |
| JTOUSDT | 2026-05-06 08:30:00+00:00 | 2026-05-06 13:45:00+00:00 | LONG | 0.3942 | 0.4347 | +2.95 |
| JTOUSDT | 2026-05-05 12:45:00+00:00 | 2026-05-06 02:15:00+00:00 | SHORT | 0.3750 | 0.3943 | -1.03 |
| SOLUSDT | 2026-04-29 12:00:00+00:00 | 2026-05-04 02:30:00+00:00 | SHORT | 84.2800 | 85.5369 | -1.12 |
| XRPUSDT | 2026-04-29 12:00:00+00:00 | 2026-05-04 01:45:00+00:00 | SHORT | 1.3839 | 1.4039 | -1.12 |
| JTOUSDT | 2026-05-02 06:45:00+00:00 | 2026-05-03 00:30:00+00:00 | LONG | 0.3631 | 0.3820 | +2.90 |
| ZECUSDT | 2026-05-01 07:45:00+00:00 | 2026-05-01 16:15:00+00:00 | LONG | 350.1000 | 369.0774 | +2.90 |
| NILUSDT | 2026-04-29 09:00:00+00:00 | 2026-05-01 13:45:00+00:00 | SHORT | 0.0401 | 0.0411 | -1.07 |
| DOGSUSDT | 2026-05-01 06:45:00+00:00 | 2026-05-01 13:00:00+00:00 | SHORT | 0.0000 | 0.0000 | -1.09 |
| ETHUSDT | 2026-04-30 02:30:00+00:00 | 2026-05-01 03:15:00+00:00 | SHORT | 2240.5500 | 2284.8781 | -1.09 |
| BTCUSDT | 2026-04-30 02:30:00+00:00 | 2026-04-30 13:45:00+00:00 | SHORT | 75575.5000 | 76628.7097 | -1.13 |
| XAUUSDT | 2026-04-30 04:15:00+00:00 | 2026-04-30 06:30:00+00:00 | SHORT | 4550.8500 | 4579.0955 | -1.29 |
| ZECUSDT | 2026-04-29 10:45:00+00:00 | 2026-04-29 15:45:00+00:00 | SHORT | 333.9800 | 318.3236 | +2.88 |
| XAGUSDT | 2026-04-23 01:45:00+00:00 | 2026-04-29 13:15:00+00:00 | SHORT | 77.1100 | 71.9446 | +2.92 |
| XAUUSDT | 2026-04-23 02:00:00+00:00 | 2026-04-28 11:45:00+00:00 | SHORT | 4710.9400 | 4568.8098 | +2.82 |
| ETHUSDT | 2026-04-24 03:15:00+00:00 | 2026-04-26 14:15:00+00:00 | SHORT | 2309.4900 | 2341.7557 | -1.13 |
| BTCUSDT | 2026-04-24 11:00:00+00:00 | 2026-04-24 22:30:00+00:00 | LONG | 78179.4000 | 77259.0001 | -1.15 |
| TONUSDT | 2026-04-24 10:00:00+00:00 | 2026-04-24 18:15:00+00:00 | SHORT | 1.2984 | 1.3290 | -1.08 |
| CLUSDT | 2026-04-24 08:00:00+00:00 | 2026-04-24 11:00:00+00:00 | LONG | 97.5100 | 95.6315 | -1.09 |
| CLUSDT | 2026-04-22 08:00:00+00:00 | 2026-04-23 00:00:00+00:00 | LONG | 89.7600 | 94.6488 | +2.90 |
| JTOUSDT | 2026-04-22 08:00:00+00:00 | 2026-04-22 12:30:00+00:00 | LONG | 0.3532 | 0.3438 | -1.07 |
| DOGEUSDT | 2026-04-21 12:30:00+00:00 | 2026-04-22 02:15:00+00:00 | SHORT | 0.0948 | 0.0961 | -1.13 |
| ETHUSDT | 2026-04-21 12:30:00+00:00 | 2026-04-22 02:00:00+00:00 | SHORT | 2297.1300 | 2340.2397 | -1.10 |
| XAGUSDT | 2026-04-17 03:00:00+00:00 | 2026-04-21 14:45:00+00:00 | LONG | 79.0200 | 77.5948 | -1.10 |
| XAUUSDT | 2026-04-17 12:15:00+00:00 | 2026-04-19 20:45:00+00:00 | LONG | 4817.8800 | 4785.2891 | -1.27 |
| BTCUSDT | 2026-04-17 12:45:00+00:00 | 2026-04-19 07:15:00+00:00 | LONG | 76195.6000 | 74895.3453 | -1.11 |
| XRPUSDT | 2026-04-17 08:45:00+00:00 | 2026-04-17 14:30:00+00:00 | LONG | 1.4460 | 1.5035 | +2.86 |
| ETHUSDT | 2026-04-17 07:00:00+00:00 | 2026-04-17 13:15:00+00:00 | LONG | 2338.9100 | 2417.0679 | +2.84 |
| ZECUSDT | 2026-04-17 02:15:00+00:00 | 2026-04-17 13:00:00+00:00 | SHORT | 333.2200 | 344.6259 | -1.05 |
| SOLUSDT | 2026-04-07 10:30:00+00:00 | 2026-04-07 17:30:00+00:00 | SHORT | 79.4900 | 80.7096 | -1.12 |
| TONUSDT | 2026-03-27 10:45:00+00:00 | 2026-04-05 23:15:00+00:00 | SHORT | 1.2308 | 1.2610 | -1.07 |
| DOGSUSDT | 2026-04-04 03:00:00+00:00 | 2026-04-04 15:15:00+00:00 | LONG | 0.0000 | 0.0000 | -1.08 |
| XRPUSDT | 2026-04-03 02:30:00+00:00 | 2026-04-03 04:00:00+00:00 | SHORT | 1.3027 | 1.3221 | -1.12 |
| LABUSDT | 2026-04-01 08:45:00+00:00 | 2026-04-02 07:00:00+00:00 | SHORT | 0.2076 | 0.2143 | -1.06 |
| SOLUSDT | 2026-03-31 08:30:00+00:00 | 2026-04-01 05:15:00+00:00 | SHORT | 82.4000 | 84.0934 | -1.09 |
| JTOUSDT | 2026-03-31 08:30:00+00:00 | 2026-03-31 17:00:00+00:00 | SHORT | 0.2723 | 0.2784 | -1.08 |
| DOGSUSDT | 2026-03-27 08:30:00+00:00 | 2026-03-29 22:45:00+00:00 | SHORT | 0.0000 | 0.0000 | +2.93 |
| XRPUSDT | 2026-03-27 04:00:00+00:00 | 2026-03-29 22:30:00+00:00 | SHORT | 1.3568 | 1.3062 | +2.86 |
| SOLUSDT | 2026-03-27 04:00:00+00:00 | 2026-03-29 15:15:00+00:00 | SHORT | 85.7400 | 81.5618 | +2.89 |
| ZECUSDT | 2026-03-28 01:00:00+00:00 | 2026-03-28 06:15:00+00:00 | SHORT | 211.8800 | 216.6298 | -1.08 |
| NILUSDT | 2026-03-27 02:00:00+00:00 | 2026-03-28 02:30:00+00:00 | SHORT | 0.0340 | 0.0306 | +2.95 |
| BTCUSDT | 2026-03-27 04:00:00+00:00 | 2026-03-27 14:15:00+00:00 | SHORT | 68367.8000 | 65874.4679 | +2.85 |
| XAUUSDT | 2026-03-27 10:30:00+00:00 | 2026-03-27 14:00:00+00:00 | SHORT | 4417.5500 | 4461.3659 | -1.18 |
| ETHUSDT | 2026-03-19 07:00:00+00:00 | 2026-03-27 10:30:00+00:00 | SHORT | 2159.4900 | 2014.3931 | +2.92 |
| XAGUSDT | 2026-03-27 00:45:00+00:00 | 2026-03-27 03:15:00+00:00 | SHORT | 67.5900 | 69.3452 | -1.07 |
| NILUSDT | 2026-03-26 02:30:00+00:00 | 2026-03-26 09:15:00+00:00 | SHORT | 0.0377 | 0.0352 | +2.92 |
| DOGEUSDT | 2026-03-20 07:00:00+00:00 | 2026-03-23 15:00:00+00:00 | SHORT | 0.0937 | 0.0954 | -1.10 |
Cached universe (30 symbols)
| Symbol | Bars | First | Last |
|---|---|---|---|
| 1000LUNCUSDT | 17,376 | 2025-11-06 | 2026-05-06 |
| 1000PEPEUSDT | 14,496 | 2025-12-06 | 2026-05-06 |
| ADAUSDT | 17,376 | 2025-11-06 | 2026-05-06 |
| BNBUSDT | 17,376 | 2025-11-06 | 2026-05-06 |
| BTCUSDT | 14,496 | 2025-12-08 | 2026-05-08 |
| BZUSDT | 3,539 | 2026-04-01 | 2026-05-08 |
| CLUSDT | 3,539 | 2026-04-01 | 2026-05-08 |
| CRCLUSDT | 8,209 | 2026-02-09 | 2026-05-06 |
| DASHUSDT | 17,376 | 2025-11-06 | 2026-05-06 |
| DOGEUSDT | 14,496 | 2025-12-08 | 2026-05-08 |
| DOGSUSDT | 14,496 | 2025-12-08 | 2026-05-08 |
| ETHUSDT | 14,496 | 2025-12-08 | 2026-05-08 |
| FHEUSDT | 17,376 | 2025-11-06 | 2026-05-06 |
| FILUSDT | 14,496 | 2025-12-06 | 2026-05-06 |
| HIVEUSDT | 17,376 | 2025-11-06 | 2026-05-06 |
| HYPEUSDT | 17,376 | 2025-11-06 | 2026-05-06 |
| JTOUSDT | 14,496 | 2025-12-08 | 2026-05-08 |
| LABUSDT | 14,496 | 2025-12-08 | 2026-05-08 |
| NILUSDT | 14,496 | 2025-12-08 | 2026-05-08 |
| PENGUUSDT | 17,376 | 2025-11-06 | 2026-05-06 |
| SKYAIUSDT | 14,496 | 2025-12-06 | 2026-05-06 |
| SOLUSDT | 14,496 | 2025-12-08 | 2026-05-08 |
| SUIUSDT | 17,376 | 2025-11-06 | 2026-05-06 |
| TAOUSDT | 17,376 | 2025-11-06 | 2026-05-06 |
| TONUSDT | 14,496 | 2025-12-08 | 2026-05-08 |
| TSTUSDT | 17,376 | 2025-11-06 | 2026-05-06 |
| XAGUSDT | 11,599 | 2026-01-07 | 2026-05-08 |
| XAUUSDT | 14,199 | 2025-12-11 | 2026-05-08 |
| XRPUSDT | 14,496 | 2025-12-08 | 2026-05-08 |
| ZECUSDT | 14,496 | 2025-12-08 | 2026-05-08 |