BTC · Armed breakout (Trend Pulse v12) 1h chart Alpaca paper BTC/USD
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 BTCUSDT (UTC), 79247 chart bars since 2017-08-17 04:00 · live since 2026-09-06 09:26 (0.1 days) · sleeve capital 10,000 · commission per side 0.05%
Position
long 57%
avg 71,592.11 · stop 76,583.39 · best 82,300.00
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
Paper account
0
0 round trips · slip entry – / exit – bps
Statistics
| Metric | Backtest | Forward (simulated) | Paper account |
|---|---|---|---|
| Window | 2018-02-18 10:00 → 2026-09-06 09:00 (8.55 y) | 2026-09-06 09:26 → 2026-09-06 10:00 (0.1 d) | 0 round trips |
| Closed trades (long / short) | 98 (62 / 36) | 0 ( / ) | 0 |
| Trades per year | 11.6 | – | |
| Win rate | 41.8% | –% | |
| Profit factor (ex best trade) | 2.15 (1.88) | – (–) | |
| Long PF / short PF | 2.40 / 1.77 | – / – | |
| Expectancy per trade (% of equity) | +0.89% | – | |
| Average win / loss | +4.0% / -1.3% | – / – | |
| Payoff ratio | 2.98 | – | |
| Best / worst trade | +20.0% / -2.7% | – / – | |
| Longest losing streak | 6 | ||
| Median / mean hold (hours) | 250 / 301 | – / – | |
| Exit reasons | stop 77 signal 21 | ||
| Net return | +137.2% | +0.00% | 0 |
| Asset change over the window | +663.0% | – | |
| CAGR | +10.6% | – | |
| Max drawdown (mark-to-market) | 14.8% | 0.0% | |
| Current drawdown | 1.3% | 0.0% | |
| Sharpe / Sortino (daily, annualised) | 0.97 / 1.17 | – / – | |
| Calmar | 0.72 | – |
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
- 79,545.96
- 24h high
- 80,200.00
- 3D cycle
- 91.86
- 4h cycle
- 12.97
- daily ATR
- 2,396.93
- hold long
- yes
- armed long
- no
- hold short
- no
- armed short
- no
- daily SMA200
- 69,719.27
- weekly cycle
- 92.36
- 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=3.0 arm_hours=120 brk_hours=24 short_sma=True allow_long=True arm2_hours=72 chand_mult=2.5 allow_short=True
Backtest monthly returns (%)
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | -0.6 | -0.7 | -1.2 | -1.4 | 3.1 | -0.6 | -4.8 | -1.6 | 0.0 | 6.2 | -2.0 | -3.9 | |
| 2019 | -0.1 | 3.9 | 0.9 | 5.8 | 5.4 | 0.0 | 0.0 | 0.0 | -1.5 | -0.7 | -4.1 | 0.8 | 10.5 |
| 2020 | 3.5 | 0.0 | 6.5 | 3.7 | -0.9 | -1.0 | 3.4 | -0.9 | 0.0 | 8.9 | 2.3 | 9.9 | 40.7 |
| 2021 | 0.0 | 2.8 | -1.3 | -1.3 | -1.8 | -3.2 | 1.2 | 3.6 | -0.5 | 0.2 | 0.0 | 0.2 | -0.2 |
| 2022 | 3.7 | 1.3 | 2.8 | 0.3 | 4.8 | 4.3 | -0.8 | 1.7 | -1.5 | 0.5 | -1.6 | -0.3 | 16.0 |
| 2023 | 22.2 | -4.6 | 0.1 | 0.2 | 0.0 | -0.3 | -1.0 | -1.7 | 0.3 | 3.4 | 0.7 | -1.1 | 17.2 |
| 2024 | 0.0 | 9.1 | 0.0 | 0.1 | 0.0 | -0.2 | -0.9 | -2.9 | -1.7 | 0.2 | -1.0 | -3.7 | -1.4 |
| 2025 | 0.0 | 0.0 | -1.9 | 2.7 | 3.5 | 0.0 | -2.7 | -1.9 | -0.8 | -2.4 | 6.1 | -3.2 | -1.0 |
| 2026 | 6.6 | 4.0 | -5.4 | 3.4 | 2.1 | 5.4 | -3.2 | 5.3 | 0.9 | 20.1 |
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 +6.2%, positive in 9/10
| Month | 2018-11 | 2019-05 | 2020-11 | 2020-12 | 2021-02 | 2021-10 | 2022-06 | 2023-01 | 2024-02 | 2024-11 |
|---|---|---|---|---|---|---|---|---|---|---|
| Asset | -37% | +61% | +43% | +47% | +36% | +40% | -37% | +40% | +44% | +37% |
| System | +6.2% | +5.4% | +2.3% | +9.9% | +2.8% | +0.2% | +4.3% | +22.2% | +9.1% | -1.0% |
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 | |||||||||||
Paper account round trips (Alpaca fills vs the simulated trade they mirror)
| Entry fill | Exit fill | Side | Qty | Entry px (sim) | Exit px (sim) | Slip entry / exit bps | P&L | Return (sim) | Exit |
|---|---|---|---|---|---|---|---|---|---|
| no completed paper round trips yet | |||||||||
Orders (0)
| Submitted | Kind | Side | Qty | Type | Stop | Status | Filled | Fill px | Signal bar | Note |
|---|
Backtest trades (last 99)
| Entry | Exit | Side | Entry px | Exit px | Exposure | Trade % | Equity % | Reason | Adds |
|---|---|---|---|---|---|---|---|---|---|
| 2026-08-20 09:00 | 2026-09-06 10:00 | long | 71,592.11 | 80,003.93 | 54% | +11.70% | +6.36% | open (open at go-live) | 0 |
| 2026-07-14 13:00 | 2026-07-31 14:00 | long | 63,959.99 | 62,776.33 | 39% | -1.95% | -0.75% | stop | 0 |
| 2026-06-28 17:00 | 2026-07-04 17:00 | short | 59,690.62 | 63,322.89 | 31% | -6.19% | -1.93% | stop | 0 |
| 2026-05-18 15:00 | 2026-06-14 21:00 | short | 76,393.66 | 65,001.03 | 43% | +14.82% | +6.37% | stop | 0 |
| 2026-03-23 12:00 | 2026-05-16 10:00 | long | 70,122.15 | 77,798.63 | 29% | +10.84% | +3.16% | stop | 0 |
| 2026-03-16 04:00 | 2026-03-21 23:00 | long | 73,573.31 | 68,585.77 | 29% | -6.88% | -2.00% | stop | 0 |
| 2026-03-08 23:00 | 2026-03-13 14:00 | short | 66,236.80 | 73,875.75 | 23% | -11.64% | -2.67% | stop | 0 |
| 2026-01-29 02:00 | 2026-02-06 17:00 | short | 88,603.56 | 70,317.91 | 45% | +20.55% | +9.22% | stop | 0 |
| 2025-12-22 12:00 | 2026-01-19 00:00 | long | 89,945.43 | 92,042.24 | 32% | +2.23% | +0.71% | stop | 0 |
| 2025-12-17 19:00 | 2025-12-22 01:00 | short | 85,829.25 | 88,622.40 | 29% | -3.36% | -0.98% | signal | 0 |
| 2025-12-09 16:00 | 2025-12-15 01:00 | long | 92,707.50 | 88,465.90 | 30% | -4.67% | -1.41% | signal | 0 |
| 2025-11-03 03:00 | 2025-11-27 01:00 | short | 109,033.84 | 91,018.82 | 37% | +16.43% | +6.14% | stop | 0 |
| 2025-10-21 05:00 | 2025-10-21 07:00 | short | 107,779.71 | 107,909.79 | 32% | -0.22% | -0.07% | signal | 0 |
| 2025-10-06 13:00 | 2025-10-10 15:00 | long | 124,556.65 | 119,545.65 | 56% | -4.12% | -2.31% | stop | 0 |
| 2025-09-24 15:00 | 2025-09-29 01:00 | long | 113,720.64 | 112,260.57 | 61% | -1.38% | -0.85% | signal | 0 |
| 2025-08-11 02:00 | 2025-08-14 16:00 | long | 119,988.00 | 117,427.84 | 56% | -2.23% | -1.24% | stop | 0 |
| 2025-07-16 09:00 | 2025-08-01 08:00 | long | 118,700.00 | 114,182.58 | 49% | -3.90% | -1.91% | stop | 0 |
| 2025-07-14 03:00 | 2025-07-15 04:00 | long | 119,647.88 | 116,466.14 | 53% | -2.76% | -1.47% | stop | 0 |
| 2025-04-19 05:00 | 2025-05-30 16:00 | long | 85,021.89 | 104,552.11 | 30% | +22.86% | +6.78% | stop | 0 |
| 2025-04-03 13:00 | 2025-04-09 21:00 | short | 81,949.06 | 83,328.19 | 28% | -1.78% | -0.51% | stop | 0 |
| 2025-03-04 20:00 | 2025-03-09 22:00 | long | 88,206.19 | 80,951.80 | 23% | -8.32% | -1.89% | stop | 0 |
| 2024-12-21 06:00 | 2024-12-23 01:00 | long | 98,691.98 | 94,390.83 | 27% | -4.46% | -1.18% | signal | 0 |
| 2024-12-16 17:00 | 2024-12-19 17:00 | long | 106,824.94 | 98,499.55 | 32% | -7.89% | -2.54% | stop | 0 |
| 2024-10-18 02:00 | 2024-11-03 02:00 | long | 68,085.50 | 68,631.03 | 39% | +0.70% | +0.27% | stop | 0 |
| 2024-09-23 04:00 | 2024-10-01 17:00 | long | 64,354.00 | 61,522.10 | 35% | -4.50% | -1.58% | stop | 0 |
| 2024-09-03 15:00 | 2024-09-13 15:00 | short | 57,672.84 | 58,591.63 | 28% | -1.69% | -0.47% | stop | 0 |
| 2024-08-29 14:00 | 2024-09-02 01:00 | long | 60,626.99 | 57,467.25 | 26% | -5.31% | -1.39% | signal | 0 |
| 2024-08-19 01:00 | 2024-08-23 19:00 | short | 58,346.03 | 63,152.59 | 23% | -8.34% | -1.94% | signal | 0 |
| 2024-07-26 01:00 | 2024-08-01 01:00 | long | 66,384.00 | 64,160.36 | 33% | -3.45% | -1.13% | stop | 0 |
| 2024-05-20 16:00 | 2024-06-11 09:00 | long | 67,420.00 | 67,066.14 | 32% | -0.62% | -0.20% | stop | 0 |
| 2024-04-06 23:00 | 2024-04-08 01:00 | long | 69,056.00 | 69,326.00 | 24% | +0.29% | +0.07% | signal | 0 |
| 2024-02-12 01:00 | 2024-02-28 18:00 | long | 48,604.01 | 59,703.46 | 40% | +22.73% | +9.14% | stop | 0 |
| 2023-12-05 17:00 | 2023-12-11 02:00 | long | 42,715.17 | 41,589.71 | 42% | -2.73% | -1.14% | stop | 0 |
| 2023-10-25 15:00 | 2023-11-14 18:00 | long | 34,769.68 | 35,337.30 | 35% | +1.53% | +0.54% | stop | 0 |
| 2023-10-23 02:00 | 2023-10-23 23:00 | long | 30,346.83 | 32,727.07 | 45% | +7.74% | +3.50% | stop | 0 |
| 2023-09-28 15:00 | 2023-10-11 04:00 | long | 26,793.36 | 26,994.15 | 53% | +0.65% | +0.34% | stop | 0 |
| 2023-08-21 11:00 | 2023-08-29 14:00 | short | 25,944.01 | 26,886.83 | 42% | -3.74% | -1.57% | stop | 0 |
| 2023-08-06 09:00 | 2023-08-07 01:00 | long | 29,112.24 | 29,055.98 | 55% | -0.29% | -0.16% | signal | 0 |
| 2023-06-27 12:00 | 2023-07-17 18:00 | long | 30,729.09 | 29,679.71 | 37% | -3.51% | -1.29% | stop | 0 |
| 2023-03-21 17:00 | 2023-04-19 23:00 | long | 28,343.92 | 28,719.84 | 26% | +1.23% | +0.32% | stop | 0 |
| 2023-02-19 16:00 | 2023-02-24 19:00 | long | 24,922.21 | 22,939.56 | 33% | -8.05% | -2.67% | stop | 0 |
| 2023-01-02 04:00 | 2023-02-09 03:00 | long | 16,662.38 | 22,450.42 | 58% | +34.62% | +20.02% | stop | 0 |
| 2022-12-19 23:00 | 2023-01-02 01:00 | short | 16,416.82 | 16,587.97 | 38% | -1.14% | -0.44% | signal | 0 |
| 2022-11-16 14:00 | 2022-11-30 02:00 | short | 16,512.86 | 17,112.75 | 19% | -3.73% | -0.72% | stop | 0 |
| 2022-10-13 19:00 | 2022-11-08 04:00 | long | 19,420.14 | 19,939.47 | 33% | +2.57% | +0.85% | stop | 0 |
| 2022-09-19 03:00 | 2022-10-04 20:00 | short | 18,766.39 | 20,391.74 | 24% | -8.77% | -2.11% | stop | 0 |
| 2022-08-26 06:00 | 2022-09-09 05:00 | short | 21,403.11 | 20,595.33 | 27% | +3.68% | +1.00% | stop | 0 |
| 2022-07-01 01:00 | 2022-07-12 19:00 | long | 20,295.09 | 19,306.21 | 16% | -4.97% | -0.80% | stop | 0 |
| 2022-06-13 00:00 | 2022-06-27 01:00 | short | 26,574.53 | 21,048.71 | 21% | +20.70% | +4.29% | signal | 0 |
| 2022-04-21 21:00 | 2022-05-30 06:00 | short | 40,609.26 | 30,823.35 | 29% | +24.01% | +7.01% | stop | 0 |
| 2022-04-11 10:00 | 2022-04-21 12:00 | short | 41,416.22 | 42,697.25 | 28% | -3.19% | -0.91% | stop | 0 |
| 2022-03-06 01:00 | 2022-04-06 15:00 | long | 39,644.16 | 43,717.93 | 19% | +10.17% | +1.93% | stop | 0 |
| 2022-01-31 17:00 | 2022-02-17 18:00 | long | 38,341.99 | 40,910.34 | 21% | +6.60% | +1.39% | stop | 0 |
| 2021-12-31 19:00 | 2022-01-26 19:00 | short | 46,686.42 | 38,633.64 | 23% | +17.16% | +3.90% | stop | 0 |
| 2021-10-11 08:00 | 2021-10-23 11:00 | long | 56,789.76 | 59,651.88 | 26% | +4.94% | +1.27% | stop | 0 |
| 2021-09-20 04:00 | 2021-10-01 10:00 | short | 45,542.75 | 45,787.25 | 24% | -0.64% | -0.15% | stop | 0 |
| 2021-09-13 15:00 | 2021-09-14 09:00 | short | 43,933.32 | 45,961.71 | 21% | -4.72% | -0.99% | signal | 0 |
| 2021-09-13 04:00 | 2021-09-13 14:00 | short | 44,614.68 | 46,140.01 | 21% | -3.52% | -0.75% | signal | 0 |
| 2021-09-11 17:00 | 2021-09-13 01:00 | long | 45,853.71 | 46,046.28 | 21% | +0.32% | +0.07% | signal | 0 |
| 2021-07-26 01:00 | 2021-09-07 14:00 | long | 36,758.73 | 47,581.08 | 24% | +29.33% | +7.16% | stop | 0 |
| 2021-07-06 05:00 | 2021-07-20 02:00 | long | 34,654.84 | 30,440.45 | 16% | -12.25% | -1.94% | stop | 0 |
| 2021-06-24 02:00 | 2021-07-05 01:00 | short | 32,649.99 | 34,841.60 | 12% | -6.82% | -0.81% | signal | 0 |
| 2021-06-14 14:00 | 2021-06-20 12:00 | long | 40,537.59 | 33,485.25 | 13% | -17.49% | -2.34% | stop | 0 |
| 2021-05-19 13:00 | 2021-05-19 17:00 | short | 35,234.62 | 40,162.46 | 10% | -14.09% | -1.47% | stop | 0 |
| 2021-05-19 05:00 | 2021-05-19 08:00 | short | 39,307.66 | 40,354.98 | 12% | -2.77% | -0.32% | signal | 0 |
| 2021-04-12 07:00 | 2021-04-18 03:00 | long | 60,829.68 | 57,848.02 | 26% | -5.00% | -1.30% | stop | 0 |
| 2021-03-26 08:00 | 2021-03-29 01:00 | long | 53,569.24 | 55,409.68 | 17% | +3.33% | +0.56% | signal | 0 |
| 2021-03-17 00:00 | 2021-03-25 12:00 | long | 56,900.74 | 50,792.56 | 17% | -10.83% | -1.85% | stop | 0 |
| 2021-02-08 13:00 | 2021-02-22 14:00 | long | 42,984.07 | 49,893.02 | 17% | +15.97% | +2.79% | stop | 0 |
| 2020-12-16 11:00 | 2020-12-28 01:00 | long | 19,798.18 | 26,877.69 | 28% | +35.64% | +9.94% | signal | 0 |
| 2020-10-12 14:00 | 2020-11-07 20:00 | long | 11,489.08 | 14,432.85 | 44% | +25.51% | +11.31% | stop | 0 |
| 2020-08-03 16:00 | 2020-08-25 13:00 | long | 11,382.37 | 11,447.29 | 29% | +0.47% | +0.14% | stop | 0 |
| 2020-07-31 12:00 | 2020-08-02 04:00 | long | 11,218.86 | 11,043.76 | 38% | -1.66% | -0.63% | stop | 0 |
| 2020-07-27 04:00 | 2020-07-27 23:00 | long | 10,248.85 | 10,831.16 | 55% | +5.58% | +3.04% | stop | 0 |
| 2020-06-01 21:00 | 2020-06-11 16:00 | long | 9,670.00 | 9,307.97 | 25% | -3.84% | -0.96% | stop | 0 |
| 2020-05-22 16:00 | 2020-05-25 01:00 | long | 9,222.95 | 8,811.01 | 20% | -4.56% | -0.89% | signal | 0 |
| 2020-04-16 09:00 | 2020-04-30 17:00 | long | 7,045.30 | 8,417.11 | 19% | +19.36% | +3.66% | stop | 0 |
| 2020-03-11 18:00 | 2020-03-13 03:00 | short | 7,671.20 | 5,386.54 | 22% | +29.70% | +6.51% | stop | 0 |
| 2020-01-10 16:00 | 2020-01-23 13:00 | long | 8,067.50 | 8,379.65 | 31% | +3.77% | +1.16% | stop | 0 |
| 2020-01-03 05:00 | 2020-01-10 06:00 | long | 7,210.20 | 7,718.84 | 33% | +6.95% | +2.26% | stop | 0 |
| 2019-11-28 23:00 | 2019-12-18 22:00 | short | 7,387.89 | 7,225.44 | 19% | +2.10% | +0.41% | stop | 0 |
| 2019-11-25 04:00 | 2019-11-27 17:00 | short | 6,717.21 | 7,522.36 | 20% | -12.09% | -2.42% | stop | 0 |
| 2019-10-31 13:00 | 2019-11-15 01:00 | long | 9,303.91 | 8,561.73 | 21% | -8.07% | -1.66% | stop | 0 |
| 2019-09-26 16:00 | 2019-10-01 05:00 | short | 7,920.08 | 8,423.57 | 19% | -6.46% | -1.25% | signal | 0 |
| 2019-09-12 13:00 | 2019-09-23 01:00 | long | 10,236.28 | 9,991.49 | 25% | -2.49% | -0.63% | signal | 0 |
| 2019-05-07 03:00 | 2019-05-12 15:00 | long | 5,957.23 | 6,852.08 | 36% | +14.91% | +5.44% | stop | 0 |
| 2019-03-18 02:00 | 2019-04-02 06:00 | long | 4,021.73 | 4,623.74 | 46% | +14.86% | +6.80% | stop | 0 |
| 2019-02-01 12:00 | 2019-02-24 14:00 | long | 3,460.56 | 3,901.08 | 31% | +12.62% | +3.88% | stop | 0 |
| 2018-12-24 01:00 | 2019-01-10 16:00 | long | 4,145.00 | 3,687.16 | 18% | -11.14% | -2.03% | stop | 0 |
| 2018-11-19 02:00 | 2018-11-29 11:00 | short | 5,593.94 | 4,432.14 | 36% | +20.68% | +7.36% | stop | 0 |
| 2018-10-18 18:00 | 2018-11-07 00:00 | short | 6,643.00 | 6,602.30 | 32% | +0.51% | +0.16% | stop | 0 |
| 2018-09-26 12:00 | 2018-10-11 01:00 | long | 6,528.64 | 6,374.31 | 32% | -2.46% | -0.78% | stop | 0 |
| 2018-09-08 18:00 | 2018-09-21 11:00 | short | 6,212.33 | 6,752.72 | 24% | -8.80% | -2.07% | stop | 0 |
| 2018-08-22 21:00 | 2018-08-28 13:00 | short | 6,330.50 | 7,086.42 | 21% | -12.05% | -2.54% | stop | 0 |
| 2018-08-14 02:00 | 2018-08-22 01:00 | short | 6,021.00 | 6,780.68 | 18% | -12.72% | -2.29% | stop | 0 |
| 2018-05-30 15:00 | 2018-07-02 13:00 | short | 7,374.04 | 6,600.50 | 21% | +10.40% | +2.14% | stop | 0 |
| 2018-04-24 01:00 | 2018-05-11 06:00 | long | 9,169.97 | 8,816.50 | 23% | -3.95% | -0.89% | stop | 0 |
| 2018-04-04 10:00 | 2018-04-12 11:00 | short | 7,085.12 | 7,848.48 | 13% | -10.88% | -1.37% | stop | 0 |
| 2018-02-19 10:00 | 2018-03-07 17:00 | long | 10,929.91 | 9,621.13 | 11% | -12.07% | -1.37% | stop | 0 |