BNB · Armed breakout (Trend Pulse v12) 1h chart
A trough of the weekly cycle below 50 (or of the 3-day cycle below 45) arms the system for 120 (72) hours. While the weekly cycle rises, a close above the 24-hour high on a bar with range >= 0.75 ATR and the 4h cycle below 80 opens a long. Shorts mirror this and additionally require price below the daily SMA200. Exit on a 2.5 x daily-ATR chandelier from the best price, or when the weekly cycle turns. Position risks 4% of equity, capped at 1x.
Data: binance BNBUSDT (UTC), 77310 chart bars since 2017-11-06 03:00 · live since 2026-09-06 09:26 (0.1 days) · sleeve capital 10,000 · commission per side 0.05%
Position
flat
last close 757.55
Pending at next open
none
last bar 2026-09-06 10:00
Forward equity
10,000
+0.00% · 0 closed
Forward vs backtest expectation
–
needs closed forward trades
Statistics
| Metric | Backtest | Forward (simulated) |
|---|---|---|
| Window | 2018-06-20 04:00 → 2026-09-06 09:00 (8.21 y) | 2026-09-06 09:26 → 2026-09-06 10:00 (0.1 d) |
| Closed trades (long / short) | 68 (68 / 0) | 0 ( / ) |
| Trades per year | 8.3 | – |
| Win rate | 50.0% | –% |
| Profit factor (ex best trade) | 1.80 (1.63) | – (–) |
| Long PF / short PF | 1.80 / – | – / – |
| Expectancy per trade (% of equity) | +0.91% | – |
| Average win / loss | +4.1% / -2.3% | – / – |
| Payoff ratio | 1.80 | – |
| Best / worst trade | +13.5% / -3.9% | – / – |
| Longest losing streak | 6 | |
| Median / mean hold (hours) | 184 / 244 | – / – |
| Exit reasons | stop 59 signal 9 | |
| Net return | +74.1% | +0.00% |
| Asset change over the window | +4671.1% | – |
| CAGR | +7.0% | – |
| Max drawdown (mark-to-market) | 21.0% | 0.0% |
| Current drawdown | 4.3% | 0.0% |
| Sharpe / Sortino (daily, annualised) | 0.66 / 0.53 | – / – |
| Calmar | 0.33 | – |
Backtest equity (log)
Forward equity, marked to market each bar
Current indicator state (closed higher-timeframe values at 2026-09-06 10:00)
- 24h low
- 745.81
- 24h high
- 780.64
- 3D cycle
- 82.51
- 4h cycle
- 60.01
- daily ATR
- 23.55
- hold long
- yes
- armed long
- no
- hold short
- no
- armed short
- no
- daily SMA200
- 620.65
- weekly cycle
- 88.67
- parameters
- arm_tf=1W arm2_on=True arm2_tf=3D arm_lvl=50 brk_imp=0.75 ent_cap=80 hold_tf=1W arm2_lvl=45 leverage=1.0 risk_pct=4.0 arm_hours=120 brk_hours=24 short_sma=True allow_long=True arm2_hours=72 chand_mult=2.5 allow_short=False
Backtest monthly returns (%)
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | -2.6 | -0.3 | -4.6 | -3.5 | -1.0 | 0.0 | 1.4 | -10.3 | |||||
| 2019 | -1.9 | 0.0 | 0.0 | 1.0 | 2.2 | -6.0 | 0.0 | -3.7 | 0.0 | 1.1 | -0.8 | 0.0 | -8.0 |
| 2020 | 3.1 | 10.4 | 0.0 | 1.6 | -2.3 | 0.0 | -1.7 | 0.0 | -2.6 | -1.3 | 2.3 | 3.3 | 12.7 |
| 2021 | 0.7 | 5.6 | 0.0 | 10.4 | -2.0 | 0.0 | 0.1 | 8.6 | -1.2 | 1.0 | 3.7 | 0.0 | 29.4 |
| 2022 | 0.0 | -2.5 | 2.7 | -1.1 | 0.0 | -3.8 | 1.2 | 0.0 | 0.0 | 10.2 | 0.3 | 0.0 | 6.7 |
| 2023 | 7.7 | 0.0 | -1.1 | -2.4 | 0.0 | 0.0 | -3.1 | -0.7 | 0.0 | 0.5 | 0.0 | 6.6 | 7.1 |
| 2024 | -2.8 | 12.5 | 0.0 | 0.0 | -1.0 | 5.5 | 0.0 | -2.5 | 0.3 | 0.0 | 1.0 | -1.0 | 11.6 |
| 2025 | 0.0 | -2.9 | 0.0 | 0.2 | -4.0 | -1.1 | 4.8 | 0.0 | 6.8 | 0.0 | 0.0 | 0.1 | 3.4 |
| 2026 | 1.7 | 0.0 | -6.1 | 1.2 | 0.0 | 0.0 | 1.4 | 12.0 | 0.0 | 9.7 |
Forward monthly returns (%)
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.0 | 0.0 |
Capture of the asset's ten largest months (backtest) · system avg +2.5%, positive in 4/10
| Month | 2018-11 | 2019-02 | 2019-03 | 2019-05 | 2021-02 | 2021-03 | 2021-04 | 2021-05 | 2021-08 | 2024-03 |
|---|---|---|---|---|---|---|---|---|---|---|
| Asset | -46% | +65% | +71% | +49% | +374% | +44% | +106% | -43% | +40% | +52% |
| System | +0.0% | +0.0% | +0.0% | +2.2% | +5.6% | +0.0% | +10.4% | -2.0% | +8.6% | +0.0% |
Forward trades (append-only ledger, 0 rows)
| Entry | Exit | Side | Entry px | Exit px | Exposure | Trade % | Equity % | Reason | Adds | Sleeve equity | Status |
|---|---|---|---|---|---|---|---|---|---|---|---|
| no forward trades yet | |||||||||||
Backtest trades (last 68)
| Entry | Exit | Side | Entry px | Exit px | Exposure | Trade % | Equity % | Reason | Adds |
|---|---|---|---|---|---|---|---|---|---|
| 2026-07-30 02:00 | 2026-08-22 05:00 | long | 575.72 | 684.43 | 72% | +18.77% | +13.50% | stop | 0 |
| 2026-04-13 07:00 | 2026-04-29 18:00 | long | 598.22 | 613.06 | 50% | +2.38% | +1.19% | stop | 0 |
| 2026-03-23 12:00 | 2026-03-29 22:00 | long | 638.40 | 598.26 | 44% | -6.38% | -2.83% | stop | 0 |
| 2026-03-16 04:00 | 2026-03-22 00:00 | long | 680.47 | 627.71 | 43% | -7.85% | -3.38% | stop | 0 |
| 2025-12-30 14:00 | 2026-01-20 17:00 | long | 862.63 | 896.51 | 47% | +3.83% | +1.80% | stop | 0 |
| 2025-09-12 01:00 | 2025-09-22 06:00 | long | 905.45 | 1,008.51 | 60% | +11.28% | +6.81% | stop | 0 |
| 2025-07-25 23:00 | 2025-07-30 11:00 | long | 783.43 | 790.72 | 48% | +0.83% | +0.40% | stop | 0 |
| 2025-07-20 04:00 | 2025-07-23 21:00 | long | 742.92 | 754.71 | 65% | +1.49% | +0.96% | stop | 0 |
| 2025-07-14 04:00 | 2025-07-18 20:00 | long | 697.15 | 726.12 | 84% | +4.05% | +3.40% | stop | 0 |
| 2025-05-29 01:00 | 2025-06-05 19:00 | long | 691.07 | 644.41 | 55% | -6.85% | -3.76% | stop | 0 |
| 2025-04-21 01:00 | 2025-05-05 02:00 | long | 597.71 | 583.86 | 51% | -2.42% | -1.22% | stop | 0 |
| 2025-02-21 10:00 | 2025-02-25 07:00 | long | 659.64 | 595.79 | 31% | -9.77% | -2.99% | stop | 0 |
| 2025-02-11 05:00 | 2025-02-18 16:00 | long | 637.23 | 640.16 | 29% | +0.36% | +0.11% | stop | 0 |
| 2024-12-06 17:00 | 2024-12-09 21:00 | long | 742.00 | 661.80 | 29% | -10.90% | -3.14% | stop | 0 |
| 2024-11-27 15:00 | 2024-12-05 01:00 | long | 633.50 | 699.04 | 31% | +10.24% | +3.16% | stop | 0 |
| 2024-09-19 00:00 | 2024-09-30 23:00 | long | 559.50 | 564.46 | 40% | +0.79% | +0.32% | stop | 0 |
| 2024-08-19 15:00 | 2024-08-27 21:00 | long | 542.00 | 538.70 | 34% | -0.71% | -0.24% | stop | 0 |
| 2024-07-26 03:00 | 2024-08-02 22:00 | long | 576.60 | 543.61 | 39% | -5.82% | -2.27% | stop | 0 |
| 2024-05-27 03:00 | 2024-06-07 18:00 | long | 605.90 | 664.94 | 46% | +9.64% | +4.47% | stop | 0 |
| 2024-01-30 02:00 | 2024-02-29 22:00 | long | 312.00 | 392.37 | 42% | +25.65% | +10.75% | stop | 0 |
| 2023-12-26 04:00 | 2024-01-03 12:00 | long | 271.10 | 303.61 | 44% | +11.88% | +5.25% | stop | 0 |
| 2023-10-20 03:00 | 2023-10-24 15:00 | long | 212.00 | 223.99 | 68% | +5.55% | +3.79% | stop | 0 |
| 2023-10-02 02:00 | 2023-10-08 10:00 | long | 219.60 | 210.42 | 75% | -4.28% | -3.20% | stop | 0 |
| 2023-07-18 01:00 | 2023-08-15 19:00 | long | 246.00 | 236.77 | 42% | -3.85% | -1.60% | stop | 0 |
| 2023-07-03 03:00 | 2023-07-10 01:00 | long | 248.10 | 233.30 | 38% | -6.06% | -2.30% | signal | 0 |
| 2023-04-14 01:00 | 2023-04-19 08:00 | long | 328.80 | 326.68 | 58% | -0.74% | -0.43% | stop | 0 |
| 2023-03-26 09:00 | 2023-04-03 21:00 | long | 325.70 | 300.47 | 38% | -7.84% | -3.01% | stop | 0 |
| 2023-01-02 08:00 | 2023-01-18 15:00 | long | 246.40 | 290.61 | 43% | +17.83% | +7.71% | stop | 0 |
| 2022-10-25 14:00 | 2022-11-07 07:00 | long | 275.90 | 327.50 | 57% | +18.59% | +10.56% | stop | 0 |
| 2022-07-14 00:00 | 2022-07-26 03:00 | long | 230.50 | 240.95 | 27% | +4.43% | +1.21% | stop | 0 |
| 2022-06-10 15:00 | 2022-06-12 05:00 | long | 296.10 | 253.14 | 26% | -14.60% | -3.82% | stop | 0 |
| 2022-03-08 11:00 | 2022-04-11 02:00 | long | 387.30 | 412.69 | 25% | +6.45% | +1.64% | stop | 0 |
| 2022-02-07 04:00 | 2022-02-20 04:00 | long | 427.00 | 385.81 | 25% | -9.74% | -2.46% | stop | 0 |
| 2021-11-27 14:00 | 2021-11-29 01:00 | long | 610.80 | 613.40 | 22% | +0.33% | +0.07% | signal | 0 |
| 2021-10-28 09:00 | 2021-11-10 21:00 | long | 479.00 | 588.58 | 28% | +22.76% | +6.42% | stop | 0 |
| 2021-10-18 01:00 | 2021-10-27 08:00 | long | 473.30 | 442.61 | 25% | -6.58% | -1.68% | stop | 0 |
| 2021-09-09 17:00 | 2021-09-13 01:00 | long | 424.70 | 414.70 | 19% | -2.45% | -0.47% | signal | 0 |
| 2021-07-21 05:00 | 2021-09-07 14:00 | long | 278.17 | 451.75 | 19% | +62.27% | +11.67% | stop | 0 |
| 2021-07-15 10:00 | 2021-07-20 02:00 | long | 320.26 | 266.34 | 20% | -16.93% | -3.39% | stop | 0 |
| 2021-05-03 02:00 | 2021-05-13 00:00 | long | 631.27 | 564.42 | 19% | -10.68% | -2.02% | stop | 0 |
| 2021-04-05 11:00 | 2021-04-12 10:00 | long | 360.58 | 543.96 | 20% | +50.73% | +10.40% | stop | 0 |
| 2021-02-03 23:00 | 2021-02-07 16:00 | long | 52.2944 | 64.7133 | 24% | +23.64% | +5.59% | stop | 0 |
| 2020-12-22 16:00 | 2021-01-11 03:00 | long | 33.3302 | 38.3205 | 27% | +14.86% | +4.03% | stop | 0 |
| 2020-11-28 11:00 | 2020-11-30 01:00 | long | 28.5726 | 30.6366 | 22% | +7.12% | +1.59% | signal | 0 |
| 2020-11-23 10:00 | 2020-11-25 20:00 | long | 31.0636 | 31.6821 | 36% | +1.89% | +0.68% | stop | 0 |
| 2020-10-21 15:00 | 2020-10-30 05:00 | long | 29.9302 | 28.6812 | 30% | -4.27% | -1.27% | stop | 0 |
| 2020-09-06 09:00 | 2020-09-07 01:00 | long | 21.9654 | 23.1494 | 19% | +5.29% | +0.99% | signal | 0 |
| 2020-09-02 02:00 | 2020-09-03 12:00 | long | 25.4534 | 22.6330 | 32% | -11.18% | -3.56% | stop | 0 |
| 2020-07-19 06:00 | 2020-07-27 15:00 | long | 17.5402 | 18.4277 | 37% | +4.96% | +1.84% | stop | 0 |
| 2020-07-13 12:00 | 2020-07-16 06:00 | long | 18.7400 | 17.2307 | 42% | -8.15% | -3.45% | stop | 0 |
| 2020-05-22 16:00 | 2020-05-25 01:00 | long | 16.6891 | 16.1664 | 27% | -3.23% | -0.89% | signal | 0 |
| 2020-04-17 00:00 | 2020-05-10 00:00 | long | 15.7394 | 15.8257 | 21% | +0.45% | +0.09% | stop | 0 |
| 2020-01-17 02:00 | 2020-02-15 16:00 | long | 17.5305 | 23.9405 | 33% | +36.45% | +11.86% | stop | 0 |
| 2020-01-14 02:00 | 2020-01-16 03:00 | long | 15.6299 | 16.3460 | 38% | +4.48% | +1.70% | stop | 0 |
| 2019-10-24 15:00 | 2019-11-18 17:00 | long | 16.8629 | 19.3656 | 24% | +14.73% | +3.56% | stop | 0 |
| 2019-10-15 08:00 | 2019-10-23 13:00 | long | 18.7875 | 16.5789 | 26% | -11.85% | -3.11% | stop | 0 |
| 2019-08-12 02:00 | 2019-08-21 12:00 | long | 30.5666 | 26.7661 | 29% | -12.53% | -3.65% | stop | 0 |
| 2019-06-26 07:00 | 2019-06-30 22:00 | long | 37.4348 | 32.5779 | 28% | -13.07% | -3.61% | stop | 0 |
| 2019-05-21 13:00 | 2019-06-04 07:00 | long | 29.7612 | 29.4173 | 21% | -1.25% | -0.27% | stop | 0 |
| 2019-04-02 06:00 | 2019-04-08 01:00 | long | 18.2762 | 18.8571 | 31% | +3.08% | +0.95% | signal | 0 |
| 2019-01-25 02:00 | 2019-01-28 15:00 | long | 6.4835 | 6.2882 | 28% | -3.11% | -0.86% | stop | 0 |
| 2018-12-26 03:00 | 2019-01-10 16:00 | long | 5.6529 | 5.7520 | 17% | +1.65% | +0.28% | stop | 0 |
| 2018-09-26 12:00 | 2018-10-11 06:00 | long | 9.8768 | 9.6464 | 26% | -2.43% | -0.63% | stop | 0 |
| 2018-09-05 02:00 | 2018-09-06 00:00 | long | 11.4717 | 9.7133 | 25% | -15.42% | -3.89% | stop | 0 |
| 2018-08-10 00:00 | 2018-08-13 01:00 | long | 12.7698 | 11.7000 | 23% | -8.47% | -1.96% | signal | 0 |
| 2018-07-31 14:00 | 2018-08-08 05:00 | long | 13.7901 | 12.3299 | 24% | -10.68% | -2.58% | stop | 0 |
| 2018-06-28 09:00 | 2018-07-02 01:00 | long | 14.4403 | 14.3598 | 17% | -0.66% | -0.11% | signal | 0 |
| 2018-06-21 04:00 | 2018-06-24 04:00 | long | 16.4850 | 14.1529 | 20% | -14.24% | -2.91% | stop | 0 |