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intraday-report.md

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Short-Bias Intraday Search

Universe: BTC-USDT-SWAP, ETH-USDT-SWAP on 3m, 5m, 15m. All candidates are short-only; short trade ratio is therefore 1.0 for traded rows. Cost model: 0.04% single-side taker fee on leveraged notional, charged on entry and exit; leverage 3x.

Top 3

  1. ETH-USDT-SWAP 15m bb-short-l80-s2.0-t160-h32: total 1.41%, annualized 0.47%, max DD 21.78%, Calmar 0.02, trades 52, win 59.62%, PF 1.07, 3y 1.41%, 1y -5.40%, 6m -8.42%, 3m -17.64%, decision stop.
  2. ETH-USDT-SWAP 5m bb-short-l80-s2.0-t160-h32: total -6.32%, annualized -2.15%, max DD 24.84%, Calmar -0.09, trades 112, win 58.04%, PF 0.96, 3y -6.32%, 1y -9.35%, 6m -5.50%, 3m -6.54%, decision stop.
  3. BTC-USDT-SWAP 3m bb-short-l80-s2.0-t160-h32: total -17.84%, annualized -6.34%, max DD 33.06%, Calmar -0.19, trades 170, win 60.00%, PF 0.80, 3y -17.84%, 1y -12.06%, 6m -17.49%, 3m -1.47%, decision stop.

Continue

Continue only candidates marked continue; the rest fail the direct requirement of positive full-period and recent 1y net return with enough trades.