๐ I simulated a BTC strategy with Codex during the bullish-sideways market of August
Simulated initial capital: 100 USDT
Leverage: 5ร
Maximum stop: 50% of margin
Direction: LONG only
Entry: only when the morning showed favorable conditions
Scheduled exit: 03:00 a.m. the next day
Saturdays and Sundays: no trading
Backtest results:
โ 12 trades
โ 8 winners
โ 4 losers
๐ฏ Win rate: 66.7%
๐ Simulated final capital: 200.04 USDT
๐ Approximate maximum drawdown: โ4.5%
This does not mean the strategy will always double the capital. August was especially favorable for longs, and leverage increases both gains and losses.
We are now testing for 15 days an idea: combining human reading of market behavior with technical filters and AI-assisted risk control.
What weighs more for you: market context or indicators?
#BTC #Bitcoin #Trading #Backtesting #BinanceFutures #RiskManagement
Educational simulation; not financial advice.
Simulated initial capital: 100 USDT
Leverage: 5ร
Maximum stop: 50% of margin
Direction: LONG only
Entry: only when the morning showed favorable conditions
Scheduled exit: 03:00 a.m. the next day
Saturdays and Sundays: no trading
Backtest results:
โ 12 trades
โ 8 winners
โ 4 losers
๐ฏ Win rate: 66.7%
๐ Simulated final capital: 200.04 USDT
๐ Approximate maximum drawdown: โ4.5%
This does not mean the strategy will always double the capital. August was especially favorable for longs, and leverage increases both gains and losses.
We are now testing for 15 days an idea: combining human reading of market behavior with technical filters and AI-assisted risk control.
What weighs more for you: market context or indicators?
#BTC #Bitcoin #Trading #Backtesting #BinanceFutures #RiskManagement
Educational simulation; not financial advice.