cryptotradehead

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cryptotradehead

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

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cryptotradehead

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

Article

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

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.
WHAT IT MEANS
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

BNB-2,33%

cryptotradehead

Article

RLC is up +46.48% - I tested both ways to trade it

TODAY'S TOP GAINERS
RLC: +46.48%
KAIA: +42.56%
AMP: +26.61%
MAGIC: +22.48%
STRK: +22.16%
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 RLC's +46.48%: 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: $RLC $KAIA $AMP
#Binance #Altcoins #Futures #RLC #CryptoData

Article

My 'validated' strategy made +1.74 USDT in backtest, then lost 208.72 USDT on data it had

My 'validated' strategy made +1.74 USDT in backtest, then lost 208.72 USDT on data it had never seen.
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.
WHAT IT MEANS
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

Article

RLC is up +45.75% - I tested both ways to trade it

TODAY'S TOP GAINERS
RLC: +45.75%
KAIA: +41.36%
STRK: +26.85%
SKL: +23.71%
AMP: +21.45%
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 RLC's +45.75%: 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: $RLC $KAIA $STRK
#Binance #Altcoins #Futures #RLC #CryptoData

Crypto falls faster than it rises - liquidation cascades are asymmetric. That is documented market structure, which is why this result is more believable than one that only works when everything goes up.

Here is what that came from.

I ran 3,209 breakout trades. The longs lost money. The shorts made all of it.

Donchian 20 channel, ATR stop, 10 symbols, four and a half years.

If this were just riding a bull market, the longs would be the winners. They are not - they are negative.

The shorts even made money on coins that ROSE over the period. BTC gained 94% buy-and-hold, and shorting its breakdowns still returned +22.83 USDT. XRP gained 87%, shorts returned +24.27 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

Article

KAIA is up +55.41% - I tested both ways to trade it

TODAY'S TOP GAINERS
KAIA: +55.41%
RLC: +41.93%
SKL: +27.56%
STRK: +22.05%
MAGIC: +19.94%
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 KAIA's +55.41%: 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: $KAIA $RLC $SKL
#Binance #Altcoins #Futures #KAIA #CryptoData

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

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

BNB-2,33%

cryptotradehead

Article

KAIA is up +54.62% - I tested both ways to trade it

TODAY'S TOP GAINERS
KAIA: +54.62%
RLC: +41.23%
STRK: +32.22%
OGN: +21.50%
MAGIC: +20.49%
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 KAIA's +54.62%: 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: $KAIA $RLC $STRK
#Binance #Altcoins #Futures #KAIA #CryptoData

KAIA+38,56%

cryptotradehead

24-HOUR SNAPSHOT

ETH/USDT: 2,500.26 USDT (-2.16%)
BTC/USDT: 82,657.60 USDT (-0.11%)
BNB/USDT: 743.19 USDT (-3.30%)
SOL/USDT: 110.31 USDT (-3.68%)

Funding on SOL/USDT is -0.0051% 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: $SOL $BNB $ETH

#Binance #Crypto #Futures #BTC #Altcoins

Article

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

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.
WHAT IT MEANS
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

Article

OGN is up +51.78% - I tested both ways to trade it

TODAY'S TOP GAINERS
OGN: +51.78%
KAIA: +46.95%
RLC: +42.20%
STRK: +34.65%
MAGIC: +21.01%
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 OGN's +51.78%: 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: $OGN $KAIA $RLC
#Binance #Altcoins #Futures #OGN #CryptoData

OGN-12,14%

cryptotradehead

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

Article

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

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.
WHAT IT MEANS
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

Article

OGN is up +53.23% - I tested both ways to trade it

TODAY'S TOP GAINERS
OGN: +53.23%
STRK: +44.61%
RLC: +38.82%
KAIA: +29.40%
MAGIC: +18.91%
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 OGN's +53.23%: 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: $OGN $STRK $RLC
#Binance #Altcoins #Futures #OGN #CryptoData

HOW I TESTED IT

The headline number was +134.12 USDT from short breakouts. Then I split it by year.

2022 - the year of the LUNA collapse and the FTX failure - produced 88.54 of it. Strip that year out and four years of trading returned 45.59 USDT, most of it from 2025.

2026 so far is flat.

THE NUMBERS
2022 (LUNA, FTX): +88.54 USDT
2023: -8.19 USDT
2024: +12.28 USDT
2025: +43.07 USDT
2026: -1.57 USDT

This is tail capture, not income. Realistically it does nothing in calm markets and pays during sharp selloffs. Expecting it to earn every month is how people quit a strategy right before it works.

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 $LTC

#Binance #Futures #Backtesting #TradingBot #CryptoData

HOW I TESTED IT

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.

THE NUMBERS
2022 (bear): -1.199%
2023: -0.289%
2024: +0.503%
2025: +0.274%
2026: +0.331%

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