regime-alt-report.md 36 KB

Short-Bias Regime Alt Search

Run command: rtk .venv/bin/python /home/lxy/okx-codex-trader/scripts/search_short_bias_regime_alt.py --years 10.0

Output files:

  • reports/short-bias/regime-alt-totals.csv
  • reports/short-bias/regime-alt-monthly-returns.csv
  • reports/short-bias/regime-alt-yearly-distribution.csv
  • reports/short-bias/regime-alt-trades.csv
  • reports/short-bias/regime-alt-qualified.csv
  • reports/short-bias/regime-alt-summary.json
  • reports/short-bias/regime-alt-report.md

Scope: BTC-USDT-SWAP and ETH-USDT-SWAP perpetuals, resampled from local 15m cache to 4H/1D. SOL was not included because this repository has no local SOL candle cache. Cost: 0.04% single-side taker fee; closed trades subtract 0.08% roundtrip. Candidate families: trend break retest short, BTC weakness transmission to ETH short, and volatility expansion rebound-failure short.

Conclusion: No candidate is worth connecting to read-only observation under the explicit filter.

Top candidates

name symbol bar family total_return annualized_return max_drawdown calmar trades win_rate profit_factor short_trade_ratio return_3y return_1y return_6m return_3m readonly_observation
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 3.19717 0.255503 0.159264 1.60427 38 0.578947 4.33545 1 0.480216 0.0280381 0.00644557 -0.0267488 do_not_connect
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 3.1537 0.253431 0.159264 1.59126 38 0.578947 4.26054 1 0.574016 0.0526031 0.0304946 -0.0267488 do_not_connect
trend_break_retest_short-eth-4H-fast30-slow80-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 3.31665 0.260218 0.16626 1.56512 36 0.583333 4.17495 1 0.817901 0.023157 0.023157 0 do_not_connect
trend_break_retest_short-eth-4H-fast30-slow80-break_lookback20-retest_window3-exit_lookback20-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 3.26512 0.257827 0.16626 1.55074 36 0.583333 4.15042 1 0.796196 0.023157 0.023157 0 do_not_connect
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback20-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2.98212 0.245071 0.159264 1.53877 38 0.552632 3.9952 1 0.537843 0.0284125 0.0304946 -0.0267488 do_not_connect
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback20-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2.97576 0.244756 0.159264 1.53679 38 0.552632 4.04119 1 0.428931 0.00441199 0.00644557 -0.0267488 do_not_connect
trend_break_retest_short-eth-1D-fast30-slow200-break_lookback20-retest_window6-exit_lookback20-atr14-stop_atr2.0-take_atr6.0-max_hold60 ETH-USDT-SWAP 1D trend_break_retest_short 1.69951 0.186559 0.12382 1.50669 7 0.428571 9.73443 1 1.1204 0.319549 0.348614 0 do_not_connect
trend_break_retest_short-eth-1D-fast30-slow200-break_lookback20-retest_window6-exit_lookback20-atr14-stop_atr3.0-take_atr6.0-max_hold60 ETH-USDT-SWAP 1D trend_break_retest_short 1.69951 0.186559 0.12382 1.50669 7 0.428571 9.73443 1 1.1204 0.319549 0.348614 0 do_not_connect
trend_break_retest_short-eth-4H-fast30-slow80-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr3.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 3.074 0.24874 0.165828 1.49999 36 0.583333 3.76669 1 0.789401 0.0071164 0.0071164 0 do_not_connect
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr3.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2.95224 0.243584 0.1632 1.49256 38 0.578947 3.86823 1 0.46425 0.0169493 -0.00441029 -0.0219125 do_not_connect

Monthly returns for top 3

name symbol bar family month start_equity end_equity return
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2022-11 22913.3 25691.9 0.121265
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2022-12 25691.9 24067.5 -0.0632283
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2023-01 24067.5 24067.5 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2023-02 24067.5 24067.5 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2023-03 24067.5 26389.2 0.096466
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2023-04 26389.2 26389.2 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2023-05 26389.2 26389.2 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2023-06 26389.2 26389.2 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2023-07 26389.2 26389.2 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2023-08 26389.2 26389.2 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2023-09 26389.2 26389.2 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2023-10 26389.2 26389.2 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2023-11 26389.2 26389.2 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2023-12 26389.2 26389.2 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2024-01 26389.2 26389.2 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2024-02 26389.2 26389.2 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2024-03 26389.2 26389.2 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2024-04 26389.2 28315.5 0.0729966
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2024-05 28315.5 28315.5 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2024-06 28315.5 28315.5 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2024-07 28315.5 30674 0.0832926
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2024-08 30674 31228.4 0.018074
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2024-09 31228.4 31228.4 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2024-10 31228.4 33505.7 0.0729239
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2024-11 33505.7 33505.7 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2024-12 33505.7 36843 0.0996058
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2025-01 36843 39700.4 0.0775559
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2025-02 39700.4 39461.2 -0.00602526
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2025-03 39461.2 39461.2 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2025-04 39461.2 39461.2 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2025-05 39461.2 39461.2 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2025-06 39461.2 38595 -0.02195
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2025-07 38595 38595 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2025-08 38595 38595 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2025-09 38595 38595 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2025-10 38595 39337 0.0192253
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2025-11 39337 42116.9 0.0706675
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2025-12 42116.9 42678.6 0.0133369
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2026-01 42678.6 42678.6 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2026-02 42678.6 42678.6 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2026-03 42678.6 42678.6 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2026-04 42678.6 41537 -0.0267488
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2026-05 41537 41537 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2020-01 10000 10000 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2020-02 10000 10000 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2020-03 10000 9821.9 -0.0178101
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2020-04 9821.9 9821.9 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2020-05 9821.9 8940.56 -0.0897319
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2020-06 8940.56 8940.56 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2020-07 8940.56 8742.69 -0.0221321
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2020-08 8742.69 8742.69 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2020-09 8742.69 10539.7 0.205545
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2020-10 10539.7 10266 -0.0259689
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2020-11 10266 10266 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2020-12 10266 10266 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2021-01 10266 10266 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2021-02 10266 10266 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2021-03 10266 10266 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2021-04 10266 10266 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2021-05 10266 10266 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2021-06 10266 10266 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2021-07 10266 9858.97 -0.0396477
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2021-08 9858.97 9858.97 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2021-09 9858.97 9889.96 0.00314341
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2021-10 9889.96 9889.96 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2021-11 9889.96 9327.74 -0.0568477
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2021-12 9327.74 12587.7 0.349495
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2022-01 12587.7 17263.2 0.371428
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2022-02 17263.2 17263.2 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2022-03 17263.2 17415.7 0.0088369
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2022-04 17415.7 17415.7 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2022-05 17415.7 20057 0.151659
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2022-06 20057 21206.1 0.0572946
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2022-07 21206.1 21058.8 -0.00694804
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2022-08 21058.8 21058.8 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2022-09 21058.8 26164.5 0.242451
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2022-10 26164.5 26164.5 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2022-11 26164.5 29337.3 0.121265
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2022-12 29337.3 27482.4 -0.0632283
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2023-01 27482.4 27482.4 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2023-02 27482.4 27482.4 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2023-03 27482.4 28355.1 0.0317566
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2023-04 28355.1 28355.1 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2023-05 28355.1 28355.1 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2023-06 28355.1 28355.1 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2023-07 28355.1 28355.1 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2023-08 28355.1 28355.1 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2023-09 28355.1 28355.1 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2023-10 28355.1 28355.1 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2023-11 28355.1 28355.1 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2023-12 28355.1 28355.1 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2024-01 28355.1 28355.1 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2024-02 28355.1 28355.1 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2024-03 28355.1 28355.1 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2024-04 28355.1 28790.5 0.015352
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2024-05 28790.5 28790.5 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2024-06 28790.5 28790.5 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2024-07 28790.5 28885.5 0.00330214
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2024-08 28885.5 30313.4 0.0494309
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2024-09 30313.4 30313.4 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2024-10 30313.4 31633 0.0435345
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2024-11 31633 31633 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2024-12 31633 36623.8 0.157769
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2025-01 36623.8 41074.5 0.121526
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2025-02 41074.5 40827 -0.00602526
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2025-03 40827 40827 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2025-04 40827 40827 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2025-05 40827 40827 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2025-06 40827 39930.9 -0.02195
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2025-07 39930.9 39930.9 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2025-08 39930.9 39930.9 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2025-09 39930.9 39930.9 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2025-10 39930.9 40698.6 0.0192253
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2025-11 40698.6 45678.5 0.122361
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2025-12 45678.5 43125.3 -0.0558947
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2026-01 43125.3 43125.3 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2026-02 43125.3 43125.3 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2026-03 43125.3 43125.3 0
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2026-04 43125.3 41971.7 -0.0267488
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2026-05 41971.7 41971.7 0

Year distribution for top 3

name symbol bar family year start_equity end_equity return
trend_break_retest_short-eth-4H-fast30-slow80-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2020 10000 10026.1 0.00260673
trend_break_retest_short-eth-4H-fast30-slow80-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2021 10026.1 10344.9 0.0318017
trend_break_retest_short-eth-4H-fast30-slow80-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2022 10344.9 23050 1.22814
trend_break_retest_short-eth-4H-fast30-slow80-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2023 23050 23745.3 0.0301651
trend_break_retest_short-eth-4H-fast30-slow80-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2024 23745.3 37618 0.584231
trend_break_retest_short-eth-4H-fast30-slow80-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2025 37618 40459.7 0.075541
trend_break_retest_short-eth-4H-fast30-slow80-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2026 40459.7 43166.5 0.0669026
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2020 10000 11503.9 0.150393
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2021 11503.9 12681.5 0.102359
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2022 12681.5 24067.5 0.897847
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2023 24067.5 26389.2 0.096466
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2024 26389.2 36843 0.396141
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2025 36843 42678.6 0.15839
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr4.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2026 42678.6 41537 -0.0267488
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2020 10000 10266 0.0265996
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2021 10266 12587.7 0.226158
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2022 12587.7 27482.4 1.18327
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2023 27482.4 28355.1 0.0317566
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2024 28355.1 36623.8 0.291609
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2025 36623.8 43125.3 0.177522
trend_break_retest_short-eth-4H-fast50-slow120-break_lookback20-retest_window3-exit_lookback10-atr14-stop_atr2.0-take_atr6.0-max_hold90 ETH-USDT-SWAP 4H trend_break_retest_short 2026 43125.3 41971.7 -0.0267488