cryptotradehead

7.4k Publicaciones

cryptotradehead

backtesting, analyse, how to use AI for trading - can you be a good trader?

Abrir trade

Traders de alta frecuencia

4.8 año(s)

7 Siguiendo

2.6K+ Seguidores

5.0K+ Me gusta

Publicaciones

Cartera

Todo

Citas

cryptotradehead

RESUMEN DE LAS ÚLTIMAS 24 HORAS

BTC/USDT: 85,248.60 USDT (+0.05%)
BNB/USDT: 787.91 USDT (+0.05%)
SOL/USDT: 119.33 USDT (-1.81%)
ETH/USDT: 2,696.22 USDT (-0.04%)

La tasa de financiación de SOL/USDT es de -0.0017% cada 8 h.

Contexto, no una recomendación: no publico entradas ni objetivos. Todas mis operaciones quedan registradas y se publican después, tanto las ganancias como las pérdidas.

Incluido arriba: $SOL $BTC $BNB

#Binance #Crypto #Futures #BTC #Altcoins

Ver traducción

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.

Here is what that came from.

A strategy with a 96% win rate lost me money. Win rate tells you almost nothing.

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.

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

BNB+0.00%

cryptotradehead

Ver traducción

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.

Here is what that came from.

My best strategy loses on 64% of its trades. It is still the best one I have.

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.

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

DÍA 1 - De 5,063 USDT a 1,000,000 USDT

Saldo: 5,063.23 USDT
Variación: +0.00 USDT (+0.0%)

Detuve los bots mientras reconstruyo la estrategia basándome en los datos del backtest. No hay nada abierto.

Estoy operando en una cuenta de prueba de Binance, así que este es capital de demostración; prefiero decirlo antes que dejar que supongas lo contrario. La estrategia, los costos y las pérdidas son reales.

No vendo señales, no hay cursos ni enlaces de afiliados. Solo la cuenta y los datos que la respaldan.

Operado en este desafío: $BTC $SOL $AVAX

#Binance #USDT #Futures #TradingChallenge #Crypto

Artículo

Ver traducción

GTC is up +71.70% - I tested both ways to trade it

TODAY'S TOP GAINERS
GTC: +71.70%
RLC: +56.19%
RVN: +19.46%
SCR: +12.48%
PARTI: +12.00%
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 +71.70%: 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 $RLC $RVN
#Binance #Altcoins #Futures #GTC #CryptoData

Ver traducción

HOW I TESTED IT

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.

THE NUMBERS
Baseline: +1.737%/reb
Best adaptive rule: +1.783%/reb
Difference: noise
Best fix for 2026: still -0.66%

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

BTC+0.06%

SOL-1.68%

cryptotradehead

Ver traducción

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

Artículo

Ver traducción

GTC is up +88.18% - I tested both ways to trade it

TODAY'S TOP GAINERS
GTC: +88.18%
RLC: +55.00%
SCR: +17.57%
UMA: +16.09%
EDU: +11.88%
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 +88.18%: 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 $RLC $SCR
#Binance #Altcoins #Futures #GTC #CryptoData

GTC+77.18%

RLC+54.69%

cryptotradehead

DÍA 1 - 5,063 USDT hasta 1,000,000 USDT

Saldo: 5,063.23 USDT
Cambio: +0.00 USDT (+0.0%)

Detuve los bots mientras reconstruyo la estrategia a partir de las pruebas del backtest. No hay nada abierto.

Opero en una cuenta de testnet de Binance, así que este es capital de demostración; prefiero decirlo antes que dejar que supongas lo contrario. La estrategia, los costos y las pérdidas son reales.

No vendo señales, no hay cursos ni enlaces de afiliados. Solo la cuenta y los datos que la respaldan.

Operado en este desafío: $BTC $SOL $AVAX

#Binance #USDT #Futures #TradingChallenge #Crypto

Artículo

Ver traducción

Funding rate predicts where price goes. It just changes which direction, by year.

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.
WHAT IT MEANS
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.
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

Artículo

Ver traducción

GTC is up +75.80% - I tested both ways to trade it

TODAY'S TOP GAINERS
GTC: +75.80%
RLC: +27.91%
SCR: +23.57%
MOVR: +19.68%
MUBARAK: +16.64%
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 +75.80%: 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 $RLC $SCR
#Binance #Altcoins #Futures #GTC #CryptoData

Ver traducción

HOW I TESTED IT

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.

THE NUMBERS
BNB funding: -0.0042%
Prints positive: only 22%
BTC / ETH / DOGE: positive
Events measured: 34,431

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

Ver traducción

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.

Here is what that came from.

My stop-loss order got rejected mid-crash. The bot then opened 3 more positions in 6 seconds.

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.

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

BNB+0.00%

cryptotradehead

Artículo

Ver traducción

GTC is up +74.06% - I tested both ways to trade it

TODAY'S TOP GAINERS
GTC: +74.06%
SCR: +26.41%
MOVR: +25.60%
RLC: +24.35%
MUBARAK: +13.34%
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 +74.06%: 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 $SCR $MOVR
#Binance #Altcoins #Futures #GTC #CryptoData

RESUMEN DE LAS ÚLTIMAS 24 HORAS

ETH/USDT: 2,716.71 USDT (+0.48%)
SOL/USDT: 120.67 USDT (-0.45%)
BTC/USDT: 86,017.80 USDT (+0.80%)
BNB/USDT: 788.21 USDT (-0.42%)

La tasa de financiación de BTC/USDT es de +0.0056% cada 8 h.

Contexto, no una recomendación: no publico puntos de entrada ni objetivos. Todas mis operaciones quedan registradas y se publican a posteriori, tanto las ganancias como las pérdidas.

Mencionado arriba: $BTC $ETH $SOL

#Binance #Crypto #Futures #BTC #Altcoins

Ver traducción

HOW I TESTED IT

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.

THE NUMBERS
Taker fee, both sides: 0.080%
Slippage, both sides: 0.160%
Cheapest symbol (ETH): 0.10bps
Worst symbol (DOGE): 50-100bps

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

DOGE+0.38%

ETH-0.08%

cryptotradehead

Artículo

GTC sube un +77.89%: probé ambas formas de operar

LOS ACTIVOS QUE MÁS SUBEN HOY
GTC: +77.89%
MOVR: +24.15%
SCR: +17.97%
FET: +15.10%
MUBARAK: +13.63%
Todas las cuentas de esta aplicación te mostrarán esta lista. Aquí está la parte que omiten.
Probé con datos históricos ambas formas de operar un movimiento como el +77.89% de GTC: comprar cuando rompe al alza y apostar en contra suponiendo que el precio volverá a su nivel anterior. Ambas dieron pérdidas. Y no por poco: perdieron aproximadamente lo mismo que cuesta la transacción, un 0.240% por operación completa. Así es como se ve una señal sin valor informativo cuando se tienen en cuenta las comisiones.
Un gran movimiento en 24 horas te dice que algo ya pasó. No te dice qué pasará después, y los datos lo demuestran en ambos sentidos.

Ver traducción

HOW I TESTED IT

I swept 40 symbols and found three that looked profitable. I called them validated and put them live.

Then I tested the exact same settings on 751 days of price history the search had never touched. All three reversed. Not marginally - completely.

Three survivors out of 40 is roughly what pure chance produces at that sample size.

THE NUMBERS
In-sample result: +1.74
Out-of-sample result: -208.72
Days of untouched data: 751
Symbols that survived: 0 of 3

Searching hard enough through random data will always produce a winner. The out-of-sample test is the only thing that tells you whether you found an edge or just found noise wearing a costume.

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 $BNB

#Binance #Futures #Backtesting #TradingBot #CryptoData

Ver traducción

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.

Here is what that came from.

Momentum made +5% per trade in 2024. In 2026 the exact same rule loses money.

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.

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

Artículo

Ver traducción

GTC is up +91.38% - I tested both ways to trade it

TODAY'S TOP GAINERS
GTC: +91.38%
SCR: +19.70%
FET: +18.35%
TST: +15.01%
NIL: +14.57%
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 +91.38%: 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 $SCR $FET
#Binance #Altcoins #Futures #GTC #CryptoData

GTC+77.18%

FET-0.56%

SCR+15.19%

Inicia sesión para explorar más contenidos

cryptotradehead

GTC is up +71.70% - I tested both ways to trade it

GTC is up +88.18% - I tested both ways to trade it

Funding rate predicts where price goes. It just changes which direction, by year.

GTC is up +75.80% - I tested both ways to trade it

GTC is up +74.06% - I tested both ways to trade it

GTC sube un +77.89%: probé ambas formas de operar

GTC is up +91.38% - I tested both ways to trade it

Temas populares