Strategy Performance

The real backtested track record of our signal engine — no cherry-picking, no lookahead.

1,547 trades · as of Jun 6, 2026

Win Rate

44.3%

share of trades that hit target

Profit Factor

1.20

gross profit ÷ gross loss

Net Result

+169.9R

total profit in risk units

Max Drawdown

26.2R

worst peak-to-trough dip

Equity Curve

How an account following every signal would have grown, in risk units (R).

Cumulative profit in R (risk units) across all backtested trades — +169.9R total. 1R = the amount risked per trade.

By Timeframe

The edge is strongest on 4H (profit factor 1.36). Higher timeframes filter out noise.

TimeframeTradesWin %Avg RProfit FactorNet R
15m44746.1%+0.1331.25+59.6R
1H42043.8%+0.0861.15+36.1R
4H34847.7%+0.1841.36+64.0R
1D33238.9%+0.0311.05+10.3R

Are our confidence scores honest?

We calibrate the confidence % to the real win rate. When we say a signal is ~45%, it historically wins ~45% — verified below.

Shown 30–40%33.3% actual · 9 trades
Shown 40–44%38.2% actual · 170 trades
Shown 44–47%45.1% actual · 1368 trades

A ~45% win rate is profitable here because winners are larger than losers — the average trade still nets a positive return (profit factor 1.20). Confidence measures how often a call is right; risk/reward does the rest.

Methodology

  • No lookahead. Each signal is computed only from candles up to the decision bar; exits are checked on later bars.
  • Conservative fills. When a bar touches both stop and target, the stop is assumed to hit first.
  • Real data. 1,547 trades over 1,000 candles per market on 5 assets (bitcoin, ethereum, solana, ripple, dogecoin), via Binance.
  • Same engine. The backtest runs the exact production signal engine — what you see live is what was tested.

Past performance does not guarantee future results. Backtests can over-fit and exclude slippage, fees and funding. This is research tooling, not financial advice.