{ "name": "CryptoGoldenAce model trade series", "kind": "model series (algorithm replayed over market history on the hourly timeframe), not a live account", "updated_at": "2026-10-18T22:42:07.686Z", "period": { "from": "2023-11-03T01:00:00.000Z", "to": "2026-10-18T19:00:00.000Z" }, "unit": "R = trade result / trade risk; risk per trade fixed in advance", "fees": { "impulse": "0.06% per side, 0.12% round trip (SOL 0.04% / 0.08%)", "mean_reversion": "maker 0.02% (limit entry, take-profit), taker 0.055% (stop, market entry); 0.04-0.11% round trip", "trend": "0.08% per side, 0.16% round trip, funding 0.01% per 8h", "slippage": "not modelled beyond fees" }, "execution": "automated execution assumed; manual execution will miss trades", "capitulation": "capitulation buying (BASKET-12 rows) is not in strategy_trades: episodes come from the frozen CAPIT v2 replay of the live 12-coin basket, episode R = mean R of the basket legs (20 bps included); years are assigned by exit time for every strategy", "bootstrap": { "method": "moving block bootstrap over calendar days; each block keeps every trade of its days", "seed": 20231103, "expectancy_resamples": 2000, "path_resamples": 2000, "block_days": 20 }, "summary": { "trades": 12109, "total_r": 2433.36, "win_rate_pct": 49.04, "avg_r": 0.201, "profit_factor": 1.498, "max_drawdown_r": 135.26 }, "percent": { "bingx_reference": { "note": "live instruments on BingX account rules: BingX fees (maker 0.02%, taker 0.05%), reinvested, open-risk caps, 15% review pause; each instrument has its own weight (not disclosed)", "from": "2024-01-01T15:00:00.000Z", "to": "2026-10-18T19:00:00.000Z", "cagrPct": 357.69979196956507, "maxDrawdownPct": 13.037061991506782, "longestDrawdownDays": 98, "positiveMonthsPct": 94.11764705882352, "worstMonthPct": -7.679984669779905, "sharpe": 4.623425481722194, "byYear": [ { "year": 2024, "returnPct": 289.93956923160846 }, { "year": 2025, "returnPct": 405.82925467173646 }, { "year": 2026, "returnPct": 256.3293605347509 } ] }, "equal_risk": { "note": "all 15 instruments, same risk per trade sized for a 20% max drawdown over the history, no reinvestment", "riskPct": 0.3727865796831314, "maxDrawdownPct": 20, "annualPct": 206.61986664139962, "positiveMonthsPct": 83.33333333333334, "worstMonthPct": -12.164692031285723, "sharpe": 3.866078457123858, "longestDrawdownDays": 110, "byYear": [ { "year": 2023, "returnPct": -0.9356943150046597 }, { "year": 2024, "returnPct": 180.2124883504194 }, { "year": 2025, "returnPct": 247.1575023299161 }, { "year": 2026, "returnPct": 184.9319664492078 } ], "instruments": [ "BTC", "ETH", "SOL", "LTC", "AAVE", "APT", "BCH", "DASH", "REZ", "ONG", "WLFI" ] } }, "ledger": { "frozen_since": "2026-10-19T00:00:00.000Z", "rule": "from frozen_since every closed trade is written once and never recomputed; new rules and instruments apply only from their entry in rule_changes", "fingerprint_sha256": "112c920fafba70dd1d1dfa7481893f3c8ff0dfbad124e61d0ff6d24a908efb77", "fingerprint_method": "sha256 over the lines \"exit_time,entry_time,symbol,strategy,system,direction,r,segment\" + newline, taken verbatim from /data/trades.csv in file order (UTF-8); the same lines are served as /data/journal.txt, whose SHA-256 is the fingerprint", "forward": { "trades": 0, "totalR": 0 }, "rule_changes": [ { "id": 1, "effective_at": "2026-10-19T00:00:00.000Z", "title_ru": "Начало зафиксированной истории", "title_en": "Start of the frozen record", "body_ru": "Всё до 19.10.2026 — бэктест на правилах, действующих на эту дату: импульс (BTC, ETH, SOL, LTC, IMX), возврат к среднему (AAVE, APT, BCH, DASH, REZ, ONG, WLFI), тренд (PEPE, SUI, XRP), покупка капитуляции (корзина из 12 монет). С этой даты каждая закрытая сделка записывается в журнал один раз и больше не пересчитывается. Новые правила и инструменты будут действовать только с даты своей записи в этом журнале. Отпечаток журнала на момент фиксации (12109 сделок, SHA-256): 112c920fafba70dd1d1dfa7481893f3c8ff0dfbad124e61d0ff6d24a908efb77.", "body_en": "Everything before 19 Oct 2026 is a backtest on the rules in force on that date: momentum (BTC, ETH, SOL, LTC, IMX), mean reversion (AAVE, APT, BCH, DASH, REZ, ONG, WLFI), trend (PEPE, SUI, XRP), capitulation buying (a 12-coin basket). From that date every closed trade is written to the record once and never recomputed. New rules and instruments apply only from the date of their entry in this log. Fingerprint of the record at the freeze (12109 trades, SHA-256): 112c920fafba70dd1d1dfa7481893f3c8ff0dfbad124e61d0ff6d24a908efb77.", "instruments_in": [], "instruments_out": [] } ] }, "investor": { "all": { "trades": 12109, "totalR": 2433.3595918380975, "expectancyR": 0.20095462811446838, "stdR": 1.316988315636544, "profitFactor": 1.498289358642098, "winRatePct": 49.03790568998266, "payoff": 1.5543048920908256, "annualR": 822.3854176119496, "sharpe": 3.7499706975178637, "sortino": 10.22331582270392, "maxDrawdownR": 135.26320868550238, "calmar": 6.079889909487957, "recoveryFactor": 17.989811239032857, "longestUnderwaterDays": 113, "positiveMonthsPct": 75, "bestMonthR": 264.1456782713488, "worstMonthR": -70.54307762527094, "longestLosingStreak": 62, "years": 2.958904109589041, "tStat": 4.870907848153728, "bootstrap": { "expectancySE": 0.04125609319228619, "expectancyCI": [ 0.12244133122983195, 0.28207102197376505 ], "pfCI": [ 1.292256898379907, 1.7336201188060172 ], "pEdgeNonPositivePct": 0, "yearR": { "p5": 357.0618407600648, "p50": 814.647704001477, "p95": 1350.190151766099 }, "pLosingYearPct": 0.15, "yearDD": { "p50": 93.62460640490292, "p95": 172.3996565773262 }, "fullDD": { "p50": 127.865014335517, "p95": 217.46100697321523, "p99": 260.8433718839819 } } }, "impulse": { "trades": 4535, "totalR": 1386.2426627319633, "expectancyR": 0.30567644161675045, "stdR": 1.314020247880844, "profitFactor": 1.6807414542852706, "winRatePct": 56.20727673649394, "payoff": 1.3022614249562219, "annualR": 473.7627077688826, "sharpe": 3.002845046482416, "sortino": 8.101136963195241, "maxDrawdownR": 73.16749524958618, "calmar": 6.47504340763342, "recoveryFactor": 18.94615440918491, "longestUnderwaterDays": 110, "positiveMonthsPct": 83.33333333333334, "bestMonthR": 147.88986469539546, "worstMonthR": -39.22869355972378, "longestLosingStreak": 35, "years": 2.926027397260274, "tStat": 4.993884628450092, "bootstrap": { "expectancySE": 0.0612101528888585, "expectancyCI": 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2.958904109589041, "tStat": 6.83421199074274, "bootstrap": { "expectancySE": 0.02070674997149282, "expectancyCI": [ 0.10223450270618005, 0.18307658347085207 ], "pfCI": [ 1.2295352187792916, 1.445809576100404 ], "pEdgeNonPositivePct": 0, "yearR": { "p5": 102.6504306853027, "p50": 181.2165287442235, "p95": 269.01149696651106 }, "pLosingYearPct": 0, "yearDD": { "p50": 20.207134657992157, "p95": 32.66310701643417 }, "fullDD": { "p50": 25.96725834110711, "p95": 39.7019378336127, "p99": 48.83551870745282 } } }, "trend": { "trades": 3813, "totalR": 509.3406189779603, "expectancyR": 0.13358002071281413, "stdR": 1.5349101829036058, "profitFactor": 1.4119466905170341, "winRatePct": 35.77235772357724, "payoff": 2.5350861034283114, "annualR": 181.9073639207001, "sharpe": 1.2722326947803535, "sortino": 4.499153870387519, "maxDrawdownR": 120.64569120239219, "calmar": 1.5077816879140498, "recoveryFactor": 4.221788726159339, "longestUnderwaterDays": 198, "positiveMonthsPct": 58.82352941176471, "bestMonthR": 148.17687297945992, "worstMonthR": -48.13762655709172, "longestLosingStreak": 62, "years": 2.8, "tStat": 1.7056420742527652, "bootstrap": { "expectancySE": 0.07831656050776949, "expectancyCI": [ -0.0008693294054330827, 0.30888223456671626 ], "pfCI": [ 0.9974286618133374, 2.014200399086312 ], "pEdgeNonPositivePct": 2.65, "yearR": { "p5": -74.81172227790441, "p50": 183.30925510623393, "p95": 503.5556210781649 }, "pLosingYearPct": 13.100000000000001, "yearDD": { "p50": 93.85272949409193, "p95": 181.485348512492 }, "fullDD": { "p50": 142.4328046506231, "p95": 268.924459374686, "p99": 341.9977152190563 } } }, "capit": { "trades": 17, "totalR": 7.9467, "expectancyR": 0.46745294117647057, "stdR": 0.8991929104185924, "profitFactor": 4.0955942503213745, "winRatePct": 70.58823529411765, "payoff": 1.7064976043005726, "annualR": 3.1561974972796514, "sharpe": 1.2291664327505194, "sortino": 3.332586599344576, "maxDrawdownR": 1.0705, "calmar": 2.9483395584116314, "recoveryFactor": 7.4233535730966835, "longestUnderwaterDays": 49, "positiveMonthsPct": 69.23076923076923, "bestMonthR": 2.198, "worstMonthR": -1.0167, "longestLosingStreak": 2, "years": 2.5178082191780824, "tStat": 1.967975663527954, "bootstrap": { "expectancySE": 0.23752983832049845, "expectancyCI": [ -0.05044666666666664, 0.8860888888888889 ], "pfCI": [ 0.777437837236469, 33.81026252983295 ], "pEdgeNonPositivePct": 3.75, "yearR": { "p5": -0.9635, "p50": 2.4707000000000003, "p95": 7.2252 }, "pLosingYearPct": 12.6, "yearDD": { "p50": 1.0167, "p95": 2.1597 }, "fullDD": { "p50": 1.2368999999999994, "p95": 3.1577, "p99": 4.5049 } } } }, "by_strategy": [ { "strategy": "impulse", "trades": 4535, "totalR": 1386.24, "winRatePct": 56.21, "avgR": 0.3057, "profitFactor": 1.681, "maxDrawdownR": 73.17, "bestR": 2.91, "worstR": -1.23, "from": "2023-11-16T13:00:00.000Z", "to": "2026-10-16T11:00:00.000Z" }, { "strategy": "mr", "trades": 3744, "totalR": 529.83, "winRatePct": 53.77, "avgR": 0.1415, "profitFactor": 1.329, "maxDrawdownR": 29.76, "bestR": 2.76, "worstR": -1.12, "from": "2023-11-03T01:00:00.000Z", "to": "2026-10-18T19:00:00.000Z" }, { "strategy": "trend", "trades": 3813, "totalR": 509.34, "winRatePct": 35.77, "avgR": 0.1336, "profitFactor": 1.412, "maxDrawdownR": 120.65, "bestR": 18.93, "worstR": -1.07, "from": "2024-01-01T05:00:00.000Z", "to": "2026-10-14T08:00:00.000Z" }, { "strategy": "capit", "trades": 17, "totalR": 7.95, "winRatePct": 70.59, "avgR": 0.4675, "profitFactor": 4.096, "maxDrawdownR": 1.07, "bestR": 2.2, "worstR": -1.07, "from": "2024-04-12T20:00:00.000Z", "to": "2026-02-06T15:00:00.000Z" } ], "by_instrument": [ { "symbol": "ETH", "strategy": "impulse", "trades": 1239, "totalR": 448.25, "winRatePct": 58.35, "avgR": 0.3618, "profitFactor": 1.824, "maxDrawdownR": 45.87, "bestR": 2.25, "worstR": -1.12, "from": "2023-11-20T15:00:00.000Z", "to": "2026-10-15T18:00:00.000Z" }, { "symbol": "IMX", "strategy": "impulse", "trades": 725, "totalR": 276.08, "winRatePct": 59.86, "avgR": 0.3808, "profitFactor": 1.929, "maxDrawdownR": 37.37, "bestR": 2.26, "worstR": -1.11, "from": "2023-11-20T03:00:00.000Z", "to": "2026-10-16T07:00:00.000Z" }, { "symbol": "SOL", "strategy": "impulse", "trades": 1257, "totalR": 269.85, "winRatePct": 49.4, "avgR": 0.2147, "profitFactor": 1.417, "maxDrawdownR": 56.37, "bestR": 2.91, "worstR": -1.07, "from": "2023-11-27T10:00:00.000Z", "to": "2026-10-16T11:00:00.000Z" }, { "symbol": "PEPE", "strategy": "trend", "trades": 1201, "totalR": 229.29, "winRatePct": 36.47, "avgR": 0.1909, "profitFactor": 1.602, "maxDrawdownR": 39.75, "bestR": 18.93, "worstR": -1.02, "from": "2024-01-01T21:00:00.000Z", "to": "2026-10-14T08:00:00.000Z" }, { "symbol": "LTC", "strategy": "impulse", "trades": 590, "totalR": 198.95, "winRatePct": 60.68, "avgR": 0.3372, "profitFactor": 1.871, "maxDrawdownR": 29.9, "bestR": 2.18, "worstR": -1.16, "from": "2023-11-27T12:00:00.000Z", "to": "2026-10-08T15:00:00.000Z" }, { "symbol": "BTC", "strategy": "impulse", "trades": 724, "totalR": 193.11, "winRatePct": 57.04, "avgR": 0.2667, "profitFactor": 1.603, "maxDrawdownR": 19.14, "bestR": 1.92, "worstR": -1.23, "from": "2023-11-16T13:00:00.000Z", "to": "2026-10-09T11:00:00.000Z" }, { "symbol": "AAVE", "strategy": "mr", "trades": 941, "totalR": 157.6, "winRatePct": 54.84, "avgR": 0.1675, "profitFactor": 1.401, "maxDrawdownR": 15.99, "bestR": 2.76, "worstR": -1.1, "from": "2023-11-03T01:00:00.000Z", "to": "2026-10-17T16:00:00.000Z" }, { "symbol": "SUI", "strategy": "trend", "trades": 1310, "totalR": 144.26, "winRatePct": 36.87, "avgR": 0.1101, "profitFactor": 1.343, "maxDrawdownR": 47.92, "bestR": 8.71, "worstR": -1.03, "from": "2024-01-01T05:00:00.000Z", "to": "2026-10-14T08:00:00.000Z" }, { "symbol": "XRP", "strategy": "trend", "trades": 1302, "totalR": 135.8, "winRatePct": 34.02, "avgR": 0.1043, "profitFactor": 1.312, "maxDrawdownR": 60.91, "bestR": 16.41, "worstR": -1.07, "from": "2024-01-02T01:00:00.000Z", "to": "2026-10-14T02:00:00.000Z" }, { "symbol": "APT", "strategy": "mr", "trades": 936, "totalR": 109.77, "winRatePct": 52.88, "avgR": 0.1173, "profitFactor": 1.263, "maxDrawdownR": 21.6, "bestR": 1.97, "worstR": -1.12, "from": "2023-11-04T05:00:00.000Z", "to": "2026-10-17T16:00:00.000Z" }, { "symbol": "DASH", "strategy": "mr", "trades": 633, "totalR": 103.81, "winRatePct": 52.13, "avgR": 0.164, "profitFactor": 1.362, "maxDrawdownR": 12.53, "bestR": 2.7, "worstR": -1.12, "from": "2023-11-04T08:00:00.000Z", "to": "2026-10-18T19:00:00.000Z" }, { "symbol": "BCH", "strategy": "mr", "trades": 365, "totalR": 58.36, "winRatePct": 55.07, "avgR": 0.1599, "profitFactor": 1.398, "maxDrawdownR": 24.76, "bestR": 1.24, "worstR": -1.04, "from": "2023-11-03T10:00:00.000Z", "to": "2026-10-16T18:00:00.000Z" }, { "symbol": "REZ", "strategy": "mr", "trades": 315, "totalR": 38.01, "winRatePct": 54.29, "avgR": 0.1207, "profitFactor": 1.287, "maxDrawdownR": 8.92, "bestR": 1.25, "worstR": -1.02, "from": "2024-05-02T16:00:00.000Z", "to": "2026-10-15T15:00:00.000Z" }, { "symbol": "WLFI", "strategy": "mr", "trades": 281, "totalR": 36.27, "winRatePct": 54.45, "avgR": 0.1291, "profitFactor": 1.31, "maxDrawdownR": 14.05, "bestR": 1.49, "worstR": -1.09, "from": "2025-09-03T14:00:00.000Z", "to": "2026-10-15T02:00:00.000Z" }, { "symbol": "ONG", "strategy": "mr", "trades": 273, "totalR": 25.99, "winRatePct": 53.85, "avgR": 0.0952, "profitFactor": 1.224, "maxDrawdownR": 9.33, "bestR": 1.49, "worstR": -1.03, "from": "2023-11-05T22:00:00.000Z", "to": "2026-10-15T15:00:00.000Z" }, { "symbol": "BASKET-12", "strategy": "capit", "trades": 17, "totalR": 7.95, "winRatePct": 70.59, "avgR": 0.4675, "profitFactor": 4.096, "maxDrawdownR": 1.07, "bestR": 2.2, "worstR": -1.07, "from": "2024-04-12T20:00:00.000Z", "to": "2026-02-06T15:00:00.000Z" } ], "by_year": [ { "year": 2023, "trades": 323, "totalR": -0.96, "winRatePct": 45.82, "avgR": -0.003, "profitFactor": 0.995, "maxDrawdownR": 45.76, "bestR": 2.91, "worstR": -1.15, "from": "2023-11-03T01:00:00.000Z", "to": "2023-12-31T23:00:00.000Z" }, { "year": 2024, "trades": 4240, "totalR": 770.31, "winRatePct": 47.97, "avgR": 0.1817, "profitFactor": 1.44, "maxDrawdownR": 61.22, "bestR": 18.93, "worstR": -1.19, "from": "2023-12-31T13:00:00.000Z", "to": "2024-12-31T17:00:00.000Z" }, { "year": 2025, "trades": 4232, "totalR": 886.22, "winRatePct": 49.86, "avgR": 0.2094, "profitFactor": 1.545, "maxDrawdownR": 79.61, "bestR": 8.71, "worstR": -1.22, "from": "2024-12-18T22:00:00.000Z", "to": "2025-12-31T20:00:00.000Z" }, { "year": 2026, "trades": 3314, "totalR": 777.79, "winRatePct": 49.67, "avgR": 0.2347, "profitFactor": 1.585, "maxDrawdownR": 135.26, "bestR": 16.41, "worstR": -1.23, "from": "2025-11-21T20:00:00.000Z", "to": "2026-10-18T19:00:00.000Z" } ], "files": { "trades_csv": "https://cryptogoldenace.com/data/trades.csv", "daily_csv": "https://cryptogoldenace.com/data/daily.csv" } }