cryptotradehead
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cryptotradehead
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backtesting, analyse, how to use AI for trading - can you be a good trader?
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High-Frequency Trader
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If a signal carried any directional information at all, the results would vary between configurations. Some would beat the cost line. None did. That is not weak edge that needs tuning - it is zero edge being charged an entry fee.
Here is what that came from.
I tested 378 moving-average strategies. Every one lost exactly what it cost to trade.
Two signal families, four timeframes, EMA and SMA, with and without a trend filter, long-only and short-only. 378 combinations in total, all with real fees and real measured slippage applied.
The round-trip cost of a trade is 0.240% of position size. The average result per trade, across every single configuration, landed between -0.361% and -0.401%.
That is the cost, and nothing else.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $BNB
#Binance #Futures #Backtesting #TradingBot #CryptoData
If a signal carried any directional information at all, the results would vary between configurations. Some would beat the cost line. None did. That is not weak edge that needs tuning - it is zero edge being charged an entry fee.
Here is what that came from.
I tested 378 moving-average strategies. Every one lost exactly what it cost to trade.
Two signal families, four timeframes, EMA and SMA, with and without a trend filter, long-only and short-only. 378 combinations in total, all with real fees and real measured slippage applied.
The round-trip cost of a trade is 0.240% of position size. The average result per trade, across every single configuration, landed between -0.361% and -0.401%.
That is the cost, and nothing else.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $BNB
#Binance #Futures #Backtesting #TradingBot #CryptoData
Here is what that came from.
I tested 378 moving-average strategies. Every one lost exactly what it cost to trade.
Two signal families, four timeframes, EMA and SMA, with and without a trend filter, long-only and short-only. 378 combinations in total, all with real fees and real measured slippage applied.
The round-trip cost of a trade is 0.240% of position size. The average result per trade, across every single configuration, landed between -0.361% and -0.401%.
That is the cost, and nothing else.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $BNB
#Binance #Futures #Backtesting #TradingBot #CryptoData
15
Article
GTC is up +60.00% - I tested both ways to trade itTODAY'S TOP GAINERS
GTC: +60.00%
NIL: +23.01%
MUBARAK: +15.65%
BEAMX: +13.73%
FET: +13.26%
Every account on this app will show you this list. Here is the part they skip.
I backtested both ways of trading a move like GTC's +60.00%: buying the breakout, and fading it on the assumption it reverts. Both lost money. Not narrowly - they lost roughly the transaction cost, 0.240% per round trip, which is what a signal carrying no information looks like once you charge it fees.
A large 24-hour move tells you something already happened. It does not tell you what happens next, and the data says so in both directions.
Part of a public experiment: every strategy I test gets published, working or not.
Movers above: $GTC $NIL $MUBARAK
#Binance #Altcoins #Futures #GTC #CryptoData
GTC is up +60.00% - I tested both ways to trade it
TODAY'S TOP GAINERS
GTC: +60.00%
NIL: +23.01%
MUBARAK: +15.65%
BEAMX: +13.73%
FET: +13.26%
Every account on this app will show you this list. Here is the part they skip.
I backtested both ways of trading a move like GTC's +60.00%: buying the breakout, and fading it on the assumption it reverts. Both lost money. Not narrowly - they lost roughly the transaction cost, 0.240% per round trip, which is what a signal carrying no information looks like once you charge it fees.
A large 24-hour move tells you something already happened. It does not tell you what happens next, and the data says so in both directions.
Part of a public experiment: every strategy I test gets published, working or not.
Movers above: $GTC $NIL $MUBARAK
#Binance #Altcoins #Futures #GTC #CryptoData
GTC: +60.00%
NIL: +23.01%
MUBARAK: +15.65%
BEAMX: +13.73%
FET: +13.26%
Every account on this app will show you this list. Here is the part they skip.
I backtested both ways of trading a move like GTC's +60.00%: buying the breakout, and fading it on the assumption it reverts. Both lost money. Not narrowly - they lost roughly the transaction cost, 0.240% per round trip, which is what a signal carrying no information looks like once you charge it fees.
A large 24-hour move tells you something already happened. It does not tell you what happens next, and the data says so in both directions.
Part of a public experiment: every strategy I test gets published, working or not.
Movers above: $GTC $NIL $MUBARAK
#Binance #Altcoins #Futures #GTC #CryptoData
7
HOW I TESTED IT
I backtested a martingale system - add to losers, close when it recovers. 75 of 78 trades were winners.
It still lost 519.83 USDT, because the three losing trades gave back more than all 75 winners made combined.
Peak margin on those trades reached 4x the entire account.
THE NUMBERS
Win rate: 96%
Winning trades: 75 of 78
Net result: -519.83
Worst 3 trades combined: -1,098.53
Win rate is the easiest number to make look good and the least informative one to report. Anyone showing you a win rate without the size of the losses is showing you the half of the picture that flatters them.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $BNB
#Binance #Futures #Backtesting #TradingBot #CryptoData
HOW I TESTED IT
I backtested a martingale system - add to losers, close when it recovers. 75 of 78 trades were winners.
It still lost 519.83 USDT, because the three losing trades gave back more than all 75 winners made combined.
Peak margin on those trades reached 4x the entire account.
THE NUMBERS
Win rate: 96%
Winning trades: 75 of 78
Net result: -519.83
Worst 3 trades combined: -1,098.53
Win rate is the easiest number to make look good and the least informative one to report. Anyone showing you a win rate without the size of the losses is showing you the half of the picture that flatters them.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $BNB
#Binance #Futures #Backtesting #TradingBot #CryptoData
I backtested a martingale system - add to losers, close when it recovers. 75 of 78 trades were winners.
It still lost 519.83 USDT, because the three losing trades gave back more than all 75 winners made combined.
Peak margin on those trades reached 4x the entire account.
THE NUMBERS
Win rate: 96%
Winning trades: 75 of 78
Net result: -519.83
Worst 3 trades combined: -1,098.53
Win rate is the easiest number to make look good and the least informative one to report. Anyone showing you a win rate without the size of the losses is showing you the half of the picture that flatters them.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $BNB
#Binance #Futures #Backtesting #TradingBot #CryptoData
5
HOW I TESTED IT
The typical trade in this system loses 1.535 USDT. Nearly two out of three trades are losers.
It is profitable anyway, because the winners are much larger than the losers. The mean trade is positive while the median is clearly negative.
It is also the opposite shape to the martingale I tested, which won 96% of the time and still lost 519.83 USDT.
THE NUMBERS
Win rate: 35.6%
Median trade: -1.535 USDT
Mean trade: +0.036 USDT
Total, 3,209 trades: +116.29 USDT
Losing most of the time is survivable. Losing big once is not. Judge a system by the size of its losses, never by how often it wins.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $BTC $XRP $LTC
#Binance #Futures #Backtesting #TradingBot #CryptoData
HOW I TESTED IT
The typical trade in this system loses 1.535 USDT. Nearly two out of three trades are losers.
It is profitable anyway, because the winners are much larger than the losers. The mean trade is positive while the median is clearly negative.
It is also the opposite shape to the martingale I tested, which won 96% of the time and still lost 519.83 USDT.
THE NUMBERS
Win rate: 35.6%
Median trade: -1.535 USDT
Mean trade: +0.036 USDT
Total, 3,209 trades: +116.29 USDT
Losing most of the time is survivable. Losing big once is not. Judge a system by the size of its losses, never by how often it wins.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $BTC $XRP $LTC
#Binance #Futures #Backtesting #TradingBot #CryptoData
The typical trade in this system loses 1.535 USDT. Nearly two out of three trades are losers.
It is profitable anyway, because the winners are much larger than the losers. The mean trade is positive while the median is clearly negative.
It is also the opposite shape to the martingale I tested, which won 96% of the time and still lost 519.83 USDT.
THE NUMBERS
Win rate: 35.6%
Median trade: -1.535 USDT
Mean trade: +0.036 USDT
Total, 3,209 trades: +116.29 USDT
Losing most of the time is survivable. Losing big once is not. Judge a system by the size of its losses, never by how often it wins.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $BTC $XRP $LTC
#Binance #Futures #Backtesting #TradingBot #CryptoData
12
Article
GTC is up +60.95% - I tested both ways to trade itTODAY'S TOP GAINERS
GTC: +60.95%
NIL: +24.95%
MUBARAK: +18.76%
FET: +14.13%
VIRTUAL: +11.28%
Every account on this app will show you this list. Here is the part they skip.
I backtested both ways of trading a move like GTC's +60.95%: buying the breakout, and fading it on the assumption it reverts. Both lost money. Not narrowly - they lost roughly the transaction cost, 0.240% per round trip, which is what a signal carrying no information looks like once you charge it fees.
A large 24-hour move tells you something already happened. It does not tell you what happens next, and the data says so in both directions.
Part of a public experiment: every strategy I test gets published, working or not.
Movers above: $GTC $NIL $MUBARAK
#Binance #Altcoins #Futures #GTC #CryptoData
GTC is up +60.95% - I tested both ways to trade it
TODAY'S TOP GAINERS
GTC: +60.95%
NIL: +24.95%
MUBARAK: +18.76%
FET: +14.13%
VIRTUAL: +11.28%
Every account on this app will show you this list. Here is the part they skip.
I backtested both ways of trading a move like GTC's +60.95%: buying the breakout, and fading it on the assumption it reverts. Both lost money. Not narrowly - they lost roughly the transaction cost, 0.240% per round trip, which is what a signal carrying no information looks like once you charge it fees.
A large 24-hour move tells you something already happened. It does not tell you what happens next, and the data says so in both directions.
Part of a public experiment: every strategy I test gets published, working or not.
Movers above: $GTC $NIL $MUBARAK
#Binance #Altcoins #Futures #GTC #CryptoData
GTC: +60.95%
NIL: +24.95%
MUBARAK: +18.76%
FET: +14.13%
VIRTUAL: +11.28%
Every account on this app will show you this list. Here is the part they skip.
I backtested both ways of trading a move like GTC's +60.95%: buying the breakout, and fading it on the assumption it reverts. Both lost money. Not narrowly - they lost roughly the transaction cost, 0.240% per round trip, which is what a signal carrying no information looks like once you charge it fees.
A large 24-hour move tells you something already happened. It does not tell you what happens next, and the data says so in both directions.
Part of a public experiment: every strategy I test gets published, working or not.
Movers above: $GTC $NIL $MUBARAK
#Binance #Altcoins #Futures #GTC #CryptoData
7
HOW I TESTED IT
Collecting funding on perpetuals is sold as passive yield. I pulled 34,431 funding events across 7 symbols and measured it.
Average funding is 0.0024% per 8-hour period. On a 150 USDT position that is 0.0036 USDT. A round trip costs 0.36 USDT - you would hold for 33 days just to cover entry and exit.
Meanwhile the price moves 2.36% in a typical 8 hours.
THE NUMBERS
Mean funding per 8h: 0.0024%
Annualised: 2.6%
8h price volatility: 2.36%
Periods to cover costs: 100
The income is real but tiny, and the price risk you take to earn it is roughly a thousand times larger. This is why desks that trade it hedge with spot. Unhedged, it is not income - it is a directional bet with a rebate.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $BTC $ETH $SOL
#Binance #Futures #Backtesting #TradingBot #CryptoData
HOW I TESTED IT
Collecting funding on perpetuals is sold as passive yield. I pulled 34,431 funding events across 7 symbols and measured it.
Average funding is 0.0024% per 8-hour period. On a 150 USDT position that is 0.0036 USDT. A round trip costs 0.36 USDT - you would hold for 33 days just to cover entry and exit.
Meanwhile the price moves 2.36% in a typical 8 hours.
THE NUMBERS
Mean funding per 8h: 0.0024%
Annualised: 2.6%
8h price volatility: 2.36%
Periods to cover costs: 100
The income is real but tiny, and the price risk you take to earn it is roughly a thousand times larger. This is why desks that trade it hedge with spot. Unhedged, it is not income - it is a directional bet with a rebate.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $BTC $ETH $SOL
#Binance #Futures #Backtesting #TradingBot #CryptoData
Collecting funding on perpetuals is sold as passive yield. I pulled 34,431 funding events across 7 symbols and measured it.
Average funding is 0.0024% per 8-hour period. On a 150 USDT position that is 0.0036 USDT. A round trip costs 0.36 USDT - you would hold for 33 days just to cover entry and exit.
Meanwhile the price moves 2.36% in a typical 8 hours.
THE NUMBERS
Mean funding per 8h: 0.0024%
Annualised: 2.6%
8h price volatility: 2.36%
Periods to cover costs: 100
The income is real but tiny, and the price risk you take to earn it is roughly a thousand times larger. This is why desks that trade it hedge with spot. Unhedged, it is not income - it is a directional bet with a rebate.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $BTC $ETH $SOL
#Binance #Futures #Backtesting #TradingBot #CryptoData
9
This is genuinely different from a useless signal - there is information here. But to use it you would need to know the regime in advance, which is the same circular problem that kills everything else.
Here is what that came from.
Funding rate predicts where price goes. It just changes which direction, by year.
I sorted every funding print into quintiles and measured the forward 72-hour return of the highest versus the lowest.
In bear markets, high funding preceded WORSE returns - crowded longs getting squeezed. From 2024 onward it preceded BETTER returns - momentum.
The signal is real. The sign is not stable. Average it across all years and you get -0.08%, below the 0.240% it costs to trade.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $BTC $ETH $DOGE
#Binance #Futures #Backtesting #TradingBot #CryptoData
This is genuinely different from a useless signal - there is information here. But to use it you would need to know the regime in advance, which is the same circular problem that kills everything else.
Here is what that came from.
Funding rate predicts where price goes. It just changes which direction, by year.
I sorted every funding print into quintiles and measured the forward 72-hour return of the highest versus the lowest.
In bear markets, high funding preceded WORSE returns - crowded longs getting squeezed. From 2024 onward it preceded BETTER returns - momentum.
The signal is real. The sign is not stable. Average it across all years and you get -0.08%, below the 0.240% it costs to trade.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $BTC $ETH $DOGE
#Binance #Futures #Backtesting #TradingBot #CryptoData
Here is what that came from.
Funding rate predicts where price goes. It just changes which direction, by year.
I sorted every funding print into quintiles and measured the forward 72-hour return of the highest versus the lowest.
In bear markets, high funding preceded WORSE returns - crowded longs getting squeezed. From 2024 onward it preceded BETTER returns - momentum.
The signal is real. The sign is not stable. Average it across all years and you get -0.08%, below the 0.240% it costs to trade.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $BTC $ETH $DOGE
#Binance #Futures #Backtesting #TradingBot #CryptoData
14
Article
GTC is up +61.99% - I tested both ways to trade itTODAY'S TOP GAINERS
GTC: +61.99%
NIL: +18.21%
FET: +15.61%
SCR: +12.82%
BEAMX: +10.93%
Every account on this app will show you this list. Here is the part they skip.
I backtested both ways of trading a move like GTC's +61.99%: buying the breakout, and fading it on the assumption it reverts. Both lost money. Not narrowly - they lost roughly the transaction cost, 0.240% per round trip, which is what a signal carrying no information looks like once you charge it fees.
A large 24-hour move tells you something already happened. It does not tell you what happens next, and the data says so in both directions.
Part of a public experiment: every strategy I test gets published, working or not.
Movers above: $GTC $NIL $FET
#Binance #Altcoins #Futures #GTC #CryptoData
GTC is up +61.99% - I tested both ways to trade it
TODAY'S TOP GAINERS
GTC: +61.99%
NIL: +18.21%
FET: +15.61%
SCR: +12.82%
BEAMX: +10.93%
Every account on this app will show you this list. Here is the part they skip.
I backtested both ways of trading a move like GTC's +61.99%: buying the breakout, and fading it on the assumption it reverts. Both lost money. Not narrowly - they lost roughly the transaction cost, 0.240% per round trip, which is what a signal carrying no information looks like once you charge it fees.
A large 24-hour move tells you something already happened. It does not tell you what happens next, and the data says so in both directions.
Part of a public experiment: every strategy I test gets published, working or not.
Movers above: $GTC $NIL $FET
#Binance #Altcoins #Futures #GTC #CryptoData
GTC: +61.99%
NIL: +18.21%
FET: +15.61%
SCR: +12.82%
BEAMX: +10.93%
Every account on this app will show you this list. Here is the part they skip.
I backtested both ways of trading a move like GTC's +61.99%: buying the breakout, and fading it on the assumption it reverts. Both lost money. Not narrowly - they lost roughly the transaction cost, 0.240% per round trip, which is what a signal carrying no information looks like once you charge it fees.
A large 24-hour move tells you something already happened. It does not tell you what happens next, and the data says so in both directions.
Part of a public experiment: every strategy I test gets published, working or not.
Movers above: $GTC $NIL $FET
#Binance #Altcoins #Futures #GTC #CryptoData
6
DAY 1 - 5,063 USDT to 1,000,000 USDT
Balance: 5,063.23 USDT
Change: +0.00 USDT (+0.0%)
Runners stopped while I rebuild the strategy from the backtest evidence. Nothing open.
Running on a Binance testnet account, so this is demo capital - I would rather say that than let you assume otherwise. The strategy, the costs and the losses are all real.
No signals for sale, no course, no affiliate link. Just the account and the data behind it.
Traded in this challenge: $BTC $SOL $AVAX
#Binance #USDT #Futures #TradingChallenge #Crypto
DAY 1 - 5,063 USDT to 1,000,000 USDT
Balance: 5,063.23 USDT
Change: +0.00 USDT (+0.0%)
Runners stopped while I rebuild the strategy from the backtest evidence. Nothing open.
Running on a Binance testnet account, so this is demo capital - I would rather say that than let you assume otherwise. The strategy, the costs and the losses are all real.
No signals for sale, no course, no affiliate link. Just the account and the data behind it.
Traded in this challenge: $BTC $SOL $AVAX
#Binance #USDT #Futures #TradingChallenge #Crypto
Balance: 5,063.23 USDT
Change: +0.00 USDT (+0.0%)
Runners stopped while I rebuild the strategy from the backtest evidence. Nothing open.
Running on a Binance testnet account, so this is demo capital - I would rather say that than let you assume otherwise. The strategy, the costs and the losses are all real.
No signals for sale, no course, no affiliate link. Just the account and the data behind it.
Traded in this challenge: $BTC $SOL $AVAX
#Binance #USDT #Futures #TradingChallenge #Crypto
7
Article
On most coins longs pay shorts. On BNB it is the other way round.On most coins longs pay shorts. On BNB it is the other way round.
Funding is the payment between long and short holders of a perpetual. Positive means longs pay shorts, which is the usual state of a market where most people are betting up.
Across 34,431 prints, BNB averages NEGATIVE funding - shorts pay longs - and only 22% of its prints are positive. BTC, ETH and DOGE are all positive.
So holding a long BNB perp is paid to exist, where a long BTC perp pays rent.
WHAT IT MEANS
It is far too small to build a strategy on - 0.0042% against 8-hour price swings of 2.36%. But if you are already holding a position, the direction of funding is not the same on every coin, and most people assume it is.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $BNB $BTC $ETH
#Binance #Futures #Backtesting #TradingBot #CryptoData
On most coins longs pay shorts. On BNB it is the other way round.
On most coins longs pay shorts. On BNB it is the other way round.
Funding is the payment between long and short holders of a perpetual. Positive means longs pay shorts, which is the usual state of a market where most people are betting up.
Across 34,431 prints, BNB averages NEGATIVE funding - shorts pay longs - and only 22% of its prints are positive. BTC, ETH and DOGE are all positive.
So holding a long BNB perp is paid to exist, where a long BTC perp pays rent.
WHAT IT MEANS
It is far too small to build a strategy on - 0.0042% against 8-hour price swings of 2.36%. But if you are already holding a position, the direction of funding is not the same on every coin, and most people assume it is.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $BNB $BTC $ETH
#Binance #Futures #Backtesting #TradingBot #CryptoData
Funding is the payment between long and short holders of a perpetual. Positive means longs pay shorts, which is the usual state of a market where most people are betting up.
Across 34,431 prints, BNB averages NEGATIVE funding - shorts pay longs - and only 22% of its prints are positive. BTC, ETH and DOGE are all positive.
So holding a long BNB perp is paid to exist, where a long BTC perp pays rent.
WHAT IT MEANS
It is far too small to build a strategy on - 0.0042% against 8-hour price swings of 2.36%. But if you are already holding a position, the direction of funding is not the same on every coin, and most people assume it is.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $BNB $BTC $ETH
#Binance #Futures #Backtesting #TradingBot #CryptoData
8
Article
GTC is up +66.75% - I tested both ways to trade itTODAY'S TOP GAINERS
GTC: +66.75%
NIL: +19.57%
FET: +17.91%
STRK: +13.69%
SCR: +12.65%
Every account on this app will show you this list. Here is the part they skip.
I backtested both ways of trading a move like GTC's +66.75%: buying the breakout, and fading it on the assumption it reverts. Both lost money. Not narrowly - they lost roughly the transaction cost, 0.240% per round trip, which is what a signal carrying no information looks like once you charge it fees.
A large 24-hour move tells you something already happened. It does not tell you what happens next, and the data says so in both directions.
Part of a public experiment: every strategy I test gets published, working or not.
Movers above: $GTC $NIL $FET
#Binance #Altcoins #Futures #GTC #CryptoData
GTC is up +66.75% - I tested both ways to trade it
TODAY'S TOP GAINERS
GTC: +66.75%
NIL: +19.57%
FET: +17.91%
STRK: +13.69%
SCR: +12.65%
Every account on this app will show you this list. Here is the part they skip.
I backtested both ways of trading a move like GTC's +66.75%: buying the breakout, and fading it on the assumption it reverts. Both lost money. Not narrowly - they lost roughly the transaction cost, 0.240% per round trip, which is what a signal carrying no information looks like once you charge it fees.
A large 24-hour move tells you something already happened. It does not tell you what happens next, and the data says so in both directions.
Part of a public experiment: every strategy I test gets published, working or not.
Movers above: $GTC $NIL $FET
#Binance #Altcoins #Futures #GTC #CryptoData
GTC: +66.75%
NIL: +19.57%
FET: +17.91%
STRK: +13.69%
SCR: +12.65%
Every account on this app will show you this list. Here is the part they skip.
I backtested both ways of trading a move like GTC's +66.75%: buying the breakout, and fading it on the assumption it reverts. Both lost money. Not narrowly - they lost roughly the transaction cost, 0.240% per round trip, which is what a signal carrying no information looks like once you charge it fees.
A large 24-hour move tells you something already happened. It does not tell you what happens next, and the data says so in both directions.
Part of a public experiment: every strategy I test gets published, working or not.
Movers above: $GTC $NIL $FET
#Binance #Altcoins #Futures #GTC #CryptoData
6
HOW I TESTED IT
During a fast drop, Binance rejected my stop-loss with error -2021: the market had already moved past the trigger price before the order landed.
My code did not handle that rejection. The position stayed open with no stop, and because the bot's own state never recorded it, the next signal opened another position on top. Three times.
Intended risk was 3 USDT. Actual loss was 11.75 USDT.
THE NUMBERS
Intended max loss: -3.00
Actual loss: -11.75
Positions stacked: 3
Time elapsed: 6 seconds
A backtest assumes your stop-loss always exists. Live, it is an order that can be refused. The gap between those two assumptions is where real money goes.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $BNB
#Binance #Futures #Backtesting #TradingBot #CryptoData
HOW I TESTED IT
During a fast drop, Binance rejected my stop-loss with error -2021: the market had already moved past the trigger price before the order landed.
My code did not handle that rejection. The position stayed open with no stop, and because the bot's own state never recorded it, the next signal opened another position on top. Three times.
Intended risk was 3 USDT. Actual loss was 11.75 USDT.
THE NUMBERS
Intended max loss: -3.00
Actual loss: -11.75
Positions stacked: 3
Time elapsed: 6 seconds
A backtest assumes your stop-loss always exists. Live, it is an order that can be refused. The gap between those two assumptions is where real money goes.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $BNB
#Binance #Futures #Backtesting #TradingBot #CryptoData
During a fast drop, Binance rejected my stop-loss with error -2021: the market had already moved past the trigger price before the order landed.
My code did not handle that rejection. The position stayed open with no stop, and because the bot's own state never recorded it, the next signal opened another position on top. Three times.
Intended risk was 3 USDT. Actual loss was 11.75 USDT.
THE NUMBERS
Intended max loss: -3.00
Actual loss: -11.75
Positions stacked: 3
Time elapsed: 6 seconds
A backtest assumes your stop-loss always exists. Live, it is an order that can be refused. The gap between those two assumptions is where real money goes.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $BNB
#Binance #Futures #Backtesting #TradingBot #CryptoData
2
Article
I tried to make the bot detect when momentum flips. It cannot be done in time.I tried to make the bot detect when momentum flips. It cannot be done in time.
Momentum inverted in 2026. The obvious fix: watch recent performance, and flip to the opposite rule when momentum stops paying.
I tested that over six different lookback windows. The best one returned +1.783% per rebalance against a +1.737% baseline - a difference indistinguishable from noise. Every other window was worse. None repaired 2026.
The reason is simple: by the time trailing performance tells you the regime flipped, you have already taken the losses that told you.
WHAT IT MEANS
Adaptive rules feel like the answer to regime change. They are usually just a slower version of the same bet, with the losses already paid for the signal.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $SOL $BTC
#Binance #Futures #Backtesting #TradingBot #CryptoData
I tried to make the bot detect when momentum flips. It cannot be done in time.
I tried to make the bot detect when momentum flips. It cannot be done in time.
Momentum inverted in 2026. The obvious fix: watch recent performance, and flip to the opposite rule when momentum stops paying.
I tested that over six different lookback windows. The best one returned +1.783% per rebalance against a +1.737% baseline - a difference indistinguishable from noise. Every other window was worse. None repaired 2026.
The reason is simple: by the time trailing performance tells you the regime flipped, you have already taken the losses that told you.
WHAT IT MEANS
Adaptive rules feel like the answer to regime change. They are usually just a slower version of the same bet, with the losses already paid for the signal.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $SOL $BTC
#Binance #Futures #Backtesting #TradingBot #CryptoData
Momentum inverted in 2026. The obvious fix: watch recent performance, and flip to the opposite rule when momentum stops paying.
I tested that over six different lookback windows. The best one returned +1.783% per rebalance against a +1.737% baseline - a difference indistinguishable from noise. Every other window was worse. None repaired 2026.
The reason is simple: by the time trailing performance tells you the regime flipped, you have already taken the losses that told you.
WHAT IT MEANS
Adaptive rules feel like the answer to regime change. They are usually just a slower version of the same bet, with the losses already paid for the signal.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $SOL $BTC
#Binance #Futures #Backtesting #TradingBot #CryptoData
14
Article
GTC is up +88.60% - I tested both ways to trade itTODAY'S TOP GAINERS
GTC: +88.60%
NIL: +22.16%
FET: +17.47%
BEAMX: +14.02%
SCR: +13.27%
Every account on this app will show you this list. Here is the part they skip.
I backtested both ways of trading a move like GTC's +88.60%: buying the breakout, and fading it on the assumption it reverts. Both lost money. Not narrowly - they lost roughly the transaction cost, 0.240% per round trip, which is what a signal carrying no information looks like once you charge it fees.
A large 24-hour move tells you something already happened. It does not tell you what happens next, and the data says so in both directions.
Part of a public experiment: every strategy I test gets published, working or not.
Movers above: $GTC $NIL $FET
#Binance #Altcoins #Futures #GTC #CryptoData
GTC is up +88.60% - I tested both ways to trade it
TODAY'S TOP GAINERS
GTC: +88.60%
NIL: +22.16%
FET: +17.47%
BEAMX: +14.02%
SCR: +13.27%
Every account on this app will show you this list. Here is the part they skip.
I backtested both ways of trading a move like GTC's +88.60%: buying the breakout, and fading it on the assumption it reverts. Both lost money. Not narrowly - they lost roughly the transaction cost, 0.240% per round trip, which is what a signal carrying no information looks like once you charge it fees.
A large 24-hour move tells you something already happened. It does not tell you what happens next, and the data says so in both directions.
Part of a public experiment: every strategy I test gets published, working or not.
Movers above: $GTC $NIL $FET
#Binance #Altcoins #Futures #GTC #CryptoData
GTC: +88.60%
NIL: +22.16%
FET: +17.47%
BEAMX: +14.02%
SCR: +13.27%
Every account on this app will show you this list. Here is the part they skip.
I backtested both ways of trading a move like GTC's +88.60%: buying the breakout, and fading it on the assumption it reverts. Both lost money. Not narrowly - they lost roughly the transaction cost, 0.240% per round trip, which is what a signal carrying no information looks like once you charge it fees.
A large 24-hour move tells you something already happened. It does not tell you what happens next, and the data says so in both directions.
Part of a public experiment: every strategy I test gets published, working or not.
Movers above: $GTC $NIL $FET
#Binance #Altcoins #Futures #GTC #CryptoData
15
24-HOUR SNAPSHOT
ETH/USDT: 2,732.96 USDT (+1.50%)
BTC/USDT: 86,461.80 USDT (+1.96%)
SOL/USDT: 121.30 USDT (+1.03%)
BNB/USDT: 806.13 USDT (+2.86%)
Funding on BNB/USDT is +0.0098% per 8h.
Context, not a call: I do not post entries or targets. Everything I trade is logged and published after the fact, wins and losses both.
Covered above: $BNB $BTC $ETH
#Binance #Crypto #Futures #BTC #Altcoins
24-HOUR SNAPSHOT
ETH/USDT: 2,732.96 USDT (+1.50%)
BTC/USDT: 86,461.80 USDT (+1.96%)
SOL/USDT: 121.30 USDT (+1.03%)
BNB/USDT: 806.13 USDT (+2.86%)
Funding on BNB/USDT is +0.0098% per 8h.
Context, not a call: I do not post entries or targets. Everything I trade is logged and published after the fact, wins and losses both.
Covered above: $BNB $BTC $ETH
#Binance #Crypto #Futures #BTC #Altcoins
ETH/USDT: 2,732.96 USDT (+1.50%)
BTC/USDT: 86,461.80 USDT (+1.96%)
SOL/USDT: 121.30 USDT (+1.03%)
BNB/USDT: 806.13 USDT (+2.86%)
Funding on BNB/USDT is +0.0098% per 8h.
Context, not a call: I do not post entries or targets. Everything I trade is logged and published after the fact, wins and losses both.
Covered above: $BNB $BTC $ETH
#Binance #Crypto #Futures #BTC #Altcoins
11
Article
I measured real execution costs with 48 controlled trades. One number decides everything.I measured real execution costs with 48 controlled trades. One number decides everything.
I stopped assuming what trading costs and measured it: 48 controlled round trips, entering and exiting immediately, recording the actual fill against the reference price.
Fee was constant at 0.04% per side. Slippage was not - ETH filled at essentially zero, while DOGE cost 50 to 100 basis points per round trip.
On a 150 USDT position, a round trip costs 0.36 USDT before the market moves at all.
WHAT IT MEANS
Any strategy must clear 0.240% of position size per trade just to break even. Most published setups never mention this number, which is why most published setups lose money.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $ETH $DOGE
#Binance #Futures #Backtesting #TradingBot #CryptoData
I measured real execution costs with 48 controlled trades. One number decides everything.
I measured real execution costs with 48 controlled trades. One number decides everything.
I stopped assuming what trading costs and measured it: 48 controlled round trips, entering and exiting immediately, recording the actual fill against the reference price.
Fee was constant at 0.04% per side. Slippage was not - ETH filled at essentially zero, while DOGE cost 50 to 100 basis points per round trip.
On a 150 USDT position, a round trip costs 0.36 USDT before the market moves at all.
WHAT IT MEANS
Any strategy must clear 0.240% of position size per trade just to break even. Most published setups never mention this number, which is why most published setups lose money.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $ETH $DOGE
#Binance #Futures #Backtesting #TradingBot #CryptoData
I stopped assuming what trading costs and measured it: 48 controlled round trips, entering and exiting immediately, recording the actual fill against the reference price.
Fee was constant at 0.04% per side. Slippage was not - ETH filled at essentially zero, while DOGE cost 50 to 100 basis points per round trip.
On a 150 USDT position, a round trip costs 0.36 USDT before the market moves at all.
WHAT IT MEANS
Any strategy must clear 0.240% of position size per trade just to break even. Most published setups never mention this number, which is why most published setups lose money.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $ETH $DOGE
#Binance #Futures #Backtesting #TradingBot #CryptoData
4
Article
GTC is up +98.48% - I tested both ways to trade itTODAY'S TOP GAINERS
GTC: +98.48%
BEAMX: +16.48%
NIL: +15.21%
FET: +14.40%
CHIP: +13.13%
Every account on this app will show you this list. Here is the part they skip.
I backtested both ways of trading a move like GTC's +98.48%: buying the breakout, and fading it on the assumption it reverts. Both lost money. Not narrowly - they lost roughly the transaction cost, 0.240% per round trip, which is what a signal carrying no information looks like once you charge it fees.
A large 24-hour move tells you something already happened. It does not tell you what happens next, and the data says so in both directions.
Part of a public experiment: every strategy I test gets published, working or not.
Movers above: $GTC $BEAMX $NIL
#Binance #Altcoins #Futures #GTC #CryptoData
GTC is up +98.48% - I tested both ways to trade it
TODAY'S TOP GAINERS
GTC: +98.48%
BEAMX: +16.48%
NIL: +15.21%
FET: +14.40%
CHIP: +13.13%
Every account on this app will show you this list. Here is the part they skip.
I backtested both ways of trading a move like GTC's +98.48%: buying the breakout, and fading it on the assumption it reverts. Both lost money. Not narrowly - they lost roughly the transaction cost, 0.240% per round trip, which is what a signal carrying no information looks like once you charge it fees.
A large 24-hour move tells you something already happened. It does not tell you what happens next, and the data says so in both directions.
Part of a public experiment: every strategy I test gets published, working or not.
Movers above: $GTC $BEAMX $NIL
#Binance #Altcoins #Futures #GTC #CryptoData
GTC: +98.48%
BEAMX: +16.48%
NIL: +15.21%
FET: +14.40%
CHIP: +13.13%
Every account on this app will show you this list. Here is the part they skip.
I backtested both ways of trading a move like GTC's +98.48%: buying the breakout, and fading it on the assumption it reverts. Both lost money. Not narrowly - they lost roughly the transaction cost, 0.240% per round trip, which is what a signal carrying no information looks like once you charge it fees.
A large 24-hour move tells you something already happened. It does not tell you what happens next, and the data says so in both directions.
Part of a public experiment: every strategy I test gets published, working or not.
Movers above: $GTC $BEAMX $NIL
#Binance #Altcoins #Futures #GTC #CryptoData
9
HOW I TESTED IT
Same universe, same ranking rule, same holding period, five different years.
2024 and 2025 carried the whole strategy. 2026 is the worst year of the five - a 25% win rate over roughly nine months.
Buying the strongest coins and shorting the weakest has stopped working this year. Doing the opposite would have returned +1.47% per rebalance at a 69% win rate.
THE NUMBERS
2022: +0.510%
2023: -0.323%
2024: +5.008%
2025: +3.900%
2026 YTD: -1.950%
A strategy is not a fact about markets, it is a fact about a period. Anyone showing you a backtest without the year-by-year breakdown is hiding the years that did not work.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $SOL $BTC $ETH
#Binance #Futures #Backtesting #TradingBot #CryptoData
HOW I TESTED IT
Same universe, same ranking rule, same holding period, five different years.
2024 and 2025 carried the whole strategy. 2026 is the worst year of the five - a 25% win rate over roughly nine months.
Buying the strongest coins and shorting the weakest has stopped working this year. Doing the opposite would have returned +1.47% per rebalance at a 69% win rate.
THE NUMBERS
2022: +0.510%
2023: -0.323%
2024: +5.008%
2025: +3.900%
2026 YTD: -1.950%
A strategy is not a fact about markets, it is a fact about a period. Anyone showing you a backtest without the year-by-year breakdown is hiding the years that did not work.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $SOL $BTC $ETH
#Binance #Futures #Backtesting #TradingBot #CryptoData
Same universe, same ranking rule, same holding period, five different years.
2024 and 2025 carried the whole strategy. 2026 is the worst year of the five - a 25% win rate over roughly nine months.
Buying the strongest coins and shorting the weakest has stopped working this year. Doing the opposite would have returned +1.47% per rebalance at a 69% win rate.
THE NUMBERS
2022: +0.510%
2023: -0.323%
2024: +5.008%
2025: +3.900%
2026 YTD: -1.950%
A strategy is not a fact about markets, it is a fact about a period. Anyone showing you a backtest without the year-by-year breakdown is hiding the years that did not work.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $SOL $BTC $ETH
#Binance #Futures #Backtesting #TradingBot #CryptoData
40
HOW I TESTED IT
Rank 45 perpetuals by 5-day return. Long the top 5, short the bottom 5, hold 15 days, rebalance. Equal weight, dollar-neutral.
The out-of-sample control is the one that had destroyed everything before it: fix the settings on old data, then run them on data the search never touched. In-sample +1.711% per rebalance, out-of-sample +1.801%. The mean held.
It also survives costs far worse than real: still +0.48% per rebalance even at a 1.50% round trip, six times what Binance actually charges.
THE NUMBERS
Mean per rebalance: +1.737%
In-sample: +1.711%
Out-of-sample: +1.801%
Win rate: 55.6%
Being long and short at the same time means the market's direction cancels out. What is left is whether the winners keep beating the losers - which is a real question, not a bet on the market going up.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $SOL $BNB $BTC
#Binance #Futures #Backtesting #TradingBot #CryptoData
HOW I TESTED IT
Rank 45 perpetuals by 5-day return. Long the top 5, short the bottom 5, hold 15 days, rebalance. Equal weight, dollar-neutral.
The out-of-sample control is the one that had destroyed everything before it: fix the settings on old data, then run them on data the search never touched. In-sample +1.711% per rebalance, out-of-sample +1.801%. The mean held.
It also survives costs far worse than real: still +0.48% per rebalance even at a 1.50% round trip, six times what Binance actually charges.
THE NUMBERS
Mean per rebalance: +1.737%
In-sample: +1.711%
Out-of-sample: +1.801%
Win rate: 55.6%
Being long and short at the same time means the market's direction cancels out. What is left is whether the winners keep beating the losers - which is a real question, not a bet on the market going up.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $SOL $BNB $BTC
#Binance #Futures #Backtesting #TradingBot #CryptoData
Rank 45 perpetuals by 5-day return. Long the top 5, short the bottom 5, hold 15 days, rebalance. Equal weight, dollar-neutral.
The out-of-sample control is the one that had destroyed everything before it: fix the settings on old data, then run them on data the search never touched. In-sample +1.711% per rebalance, out-of-sample +1.801%. The mean held.
It also survives costs far worse than real: still +0.48% per rebalance even at a 1.50% round trip, six times what Binance actually charges.
THE NUMBERS
Mean per rebalance: +1.737%
In-sample: +1.711%
Out-of-sample: +1.801%
Win rate: 55.6%
Being long and short at the same time means the market's direction cancels out. What is left is whether the winners keep beating the losers - which is a real question, not a bet on the market going up.
Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.
Run on $SOL $BNB $BTC
#Binance #Futures #Backtesting #TradingBot #CryptoData
42
Article
GTC is up +83.69% - I tested both ways to trade itTODAY'S TOP GAINERS
GTC: +83.69%
BEAMX: +20.22%
ORCA: +18.24%
FET: +17.01%
CHIP: +12.05%
Every account on this app will show you this list. Here is the part they skip.
I backtested both ways of trading a move like GTC's +83.69%: buying the breakout, and fading it on the assumption it reverts. Both lost money. Not narrowly - they lost roughly the transaction cost, 0.240% per round trip, which is what a signal carrying no information looks like once you charge it fees.
A large 24-hour move tells you something already happened. It does not tell you what happens next, and the data says so in both directions.
Part of a public experiment: every strategy I test gets published, working or not.
Movers above: $GTC $BEAMX $ORCA
#Binance #Altcoins #Futures #GTC #CryptoData
GTC is up +83.69% - I tested both ways to trade it
TODAY'S TOP GAINERS
GTC: +83.69%
BEAMX: +20.22%
ORCA: +18.24%
FET: +17.01%
CHIP: +12.05%
Every account on this app will show you this list. Here is the part they skip.
I backtested both ways of trading a move like GTC's +83.69%: buying the breakout, and fading it on the assumption it reverts. Both lost money. Not narrowly - they lost roughly the transaction cost, 0.240% per round trip, which is what a signal carrying no information looks like once you charge it fees.
A large 24-hour move tells you something already happened. It does not tell you what happens next, and the data says so in both directions.
Part of a public experiment: every strategy I test gets published, working or not.
Movers above: $GTC $BEAMX $ORCA
#Binance #Altcoins #Futures #GTC #CryptoData
GTC: +83.69%
BEAMX: +20.22%
ORCA: +18.24%
FET: +17.01%
CHIP: +12.05%
Every account on this app will show you this list. Here is the part they skip.
I backtested both ways of trading a move like GTC's +83.69%: buying the breakout, and fading it on the assumption it reverts. Both lost money. Not narrowly - they lost roughly the transaction cost, 0.240% per round trip, which is what a signal carrying no information looks like once you charge it fees.
A large 24-hour move tells you something already happened. It does not tell you what happens next, and the data says so in both directions.
Part of a public experiment: every strategy I test gets published, working or not.
Movers above: $GTC $BEAMX $ORCA
#Binance #Altcoins #Futures #GTC #CryptoData
54
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