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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T is up +18.38% - I tested both ways to trade itTODAY'S TOP GAINERS
T: +18.38%
DODO: +14.94%
REZ: +10.82%
OSMO: +10.75%
ENA: +8.47%
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 T's +18.38%: 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: $T $DODO $REZ
#Binance #Altcoins #Futures #T #CryptoData
T is up +18.38% - I tested both ways to trade it
TODAY'S TOP GAINERS
T: +18.38%
DODO: +14.94%
REZ: +10.82%
OSMO: +10.75%
ENA: +8.47%
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 T's +18.38%: 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: $T $DODO $REZ
#Binance #Altcoins #Futures #T #CryptoData
T: +18.38%
DODO: +14.94%
REZ: +10.82%
OSMO: +10.75%
ENA: +8.47%
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 T's +18.38%: 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: $T $DODO $REZ
#Binance #Altcoins #Futures #T #CryptoData
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
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
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
1
ບົດຄວາມ
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
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
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
4
ບົດຄວາມ
T is up +19.04% - I tested both ways to trade itTODAY'S TOP GAINERS
T: +19.04%
REZ: +10.39%
INIT: +10.12%
DODO: +9.67%
ENA: +8.52%
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 T's +19.04%: 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: $T $REZ $INIT
#Binance #Altcoins #Futures #T #CryptoData
T is up +19.04% - I tested both ways to trade it
TODAY'S TOP GAINERS
T: +19.04%
REZ: +10.39%
INIT: +10.12%
DODO: +9.67%
ENA: +8.52%
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 T's +19.04%: 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: $T $REZ $INIT
#Binance #Altcoins #Futures #T #CryptoData
T: +19.04%
REZ: +10.39%
INIT: +10.12%
DODO: +9.67%
ENA: +8.52%
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 T's +19.04%: 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: $T $REZ $INIT
#Binance #Altcoins #Futures #T #CryptoData
2
ບົດຄວາມ
I ran 3,209 breakout trades. The longs lost money. The shorts made all of it.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.
WHAT IT MEANS
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.
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
I ran 3,209 breakout trades. The longs lost money. The shorts made all of it.
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.
WHAT IT MEANS
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.
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
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.
WHAT IT MEANS
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.
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
2
HOW I TESTED IT
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.
THE NUMBERS
Round-trip cost: 0.240%
Avg result, 15m setups: -0.361%
Avg result, 1h setups: -0.401%
Configurations profitable: 0 of 378
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.
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
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.
THE NUMBERS
Round-trip cost: 0.240%
Avg result, 15m setups: -0.361%
Avg result, 1h setups: -0.401%
Configurations profitable: 0 of 378
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.
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
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.
THE NUMBERS
Round-trip cost: 0.240%
Avg result, 15m setups: -0.361%
Avg result, 1h setups: -0.401%
Configurations profitable: 0 of 378
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.
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
ບົດຄວາມ
T is up +20.18% - I tested both ways to trade itTODAY'S TOP GAINERS
T: +20.18%
INIT: +10.61%
ENA: +10.49%
QNT: +9.83%
REZ: +9.35%
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 T's +20.18%: 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: $T $INIT $ENA
#Binance #Altcoins #Futures #T #CryptoData
T is up +20.18% - I tested both ways to trade it
TODAY'S TOP GAINERS
T: +20.18%
INIT: +10.61%
ENA: +10.49%
QNT: +9.83%
REZ: +9.35%
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 T's +20.18%: 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: $T $INIT $ENA
#Binance #Altcoins #Futures #T #CryptoData
T: +20.18%
INIT: +10.61%
ENA: +10.49%
QNT: +9.83%
REZ: +9.35%
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 T's +20.18%: 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: $T $INIT $ENA
#Binance #Altcoins #Futures #T #CryptoData
3
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
1
ບົດຄວາມ
After 378 failures, one strategy finally passed the test that killed all the others.After 378 failures, one strategy finally passed the test that killed all the others.
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.
WHAT IT MEANS
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
After 378 failures, one strategy finally passed the test that killed all the others.
After 378 failures, one strategy finally passed the test that killed all the others.
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.
WHAT IT MEANS
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.
WHAT IT MEANS
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
ບົດຄວາມ
T is up +22.20% - I tested both ways to trade itTODAY'S TOP GAINERS
T: +22.20%
ENA: +11.02%
INIT: +9.88%
REZ: +8.68%
QNT: +8.52%
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 T's +22.20%: 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: $T $ENA $INIT
#Binance #Altcoins #Futures #T #CryptoData
T is up +22.20% - I tested both ways to trade it
TODAY'S TOP GAINERS
T: +22.20%
ENA: +11.02%
INIT: +9.88%
REZ: +8.68%
QNT: +8.52%
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 T's +22.20%: 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: $T $ENA $INIT
#Binance #Altcoins #Futures #T #CryptoData
T: +22.20%
ENA: +11.02%
INIT: +9.88%
REZ: +8.68%
QNT: +8.52%
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 T's +22.20%: 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: $T $ENA $INIT
#Binance #Altcoins #Futures #T #CryptoData
2
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...
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...
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...
3
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
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
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
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
24-HOUR SNAPSHOT
ETH/USDT: 2,355.26 USDT (+1.66%)
BTC/USDT: 80,770.40 USDT (+0.73%)
BNB/USDT: 743.78 USDT (+2.66%)
SOL/USDT: 101.91 USDT (+1.46%)
Funding on BNB/USDT is +0.0016% 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 $ETH $SOL
#Binance #Crypto #Futures #BTC #Altcoins
24-HOUR SNAPSHOT
ETH/USDT: 2,355.26 USDT (+1.66%)
BTC/USDT: 80,770.40 USDT (+0.73%)
BNB/USDT: 743.78 USDT (+2.66%)
SOL/USDT: 101.91 USDT (+1.46%)
Funding on BNB/USDT is +0.0016% 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 $ETH $SOL
#Binance #Crypto #Futures #BTC #Altcoins
ETH/USDT: 2,355.26 USDT (+1.66%)
BTC/USDT: 80,770.40 USDT (+0.73%)
BNB/USDT: 743.78 USDT (+2.66%)
SOL/USDT: 101.91 USDT (+1.46%)
Funding on BNB/USDT is +0.0016% 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 $ETH $SOL
#Binance #Crypto #Futures #BTC #Altcoins
4
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
5
24-HOUR SNAPSHOT
BTC/USDT: 80,574.00 USDT (+1.02%)
ETH/USDT: 2,342.42 USDT (+1.64%)
BNB/USDT: 742.69 USDT (+2.96%)
SOL/USDT: 101.51 USDT (+1.79%)
Funding on BNB/USDT is +0.0013% 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 $SOL $ETH
#Binance #Crypto #Futures #BTC #Altcoins
24-HOUR SNAPSHOT
BTC/USDT: 80,574.00 USDT (+1.02%)
ETH/USDT: 2,342.42 USDT (+1.64%)
BNB/USDT: 742.69 USDT (+2.96%)
SOL/USDT: 101.51 USDT (+1.79%)
Funding on BNB/USDT is +0.0013% 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 $SOL $ETH
#Binance #Crypto #Futures #BTC #Altcoins
BTC/USDT: 80,574.00 USDT (+1.02%)
ETH/USDT: 2,342.42 USDT (+1.64%)
BNB/USDT: 742.69 USDT (+2.96%)
SOL/USDT: 101.51 USDT (+1.79%)
Funding on BNB/USDT is +0.0013% 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 $SOL $ETH
#Binance #Crypto #Futures #BTC #Altcoins
6
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
4
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
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
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
10
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
18
ບົດຄວາມ
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
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
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
8
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