ETH · Armed breakout (Trend Pulse v12) 1h chart Alpaca paper ETH/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 ETHUSDT (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 44%
avg 1,814.88 · stop 2,351.47 · best 2,566.53
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 | 2018-04-17 21:00 → 2026-09-06 09:00 (8.39 y) | 2026-09-06 09:26 → 2026-09-06 10:00 (0.1 d) | 0 round trips |
| Closed trades (long / short) | 80 (52 / 28) | 0 ( / ) | 0 |
| Trades per year | 9.7 | – | |
| Win rate | 48.8% | –% | |
| Profit factor (ex best trade) | 2.94 (2.70) | – (–) | |
| Long PF / short PF | 3.97 / 1.73 | – / – | |
| Expectancy per trade (% of equity) | +1.92% | – | |
| Average win / loss | +6.0% / -1.9% | – / – | |
| Payoff ratio | 3.09 | – | |
| Best / worst trade | +19.3% / -4.0% | – / – | |
| Longest losing streak | 5 | ||
| Median / mean hold (hours) | 274 / 343 | – / – | |
| Exit reasons | stop 66 signal 14 | ||
| Net return | +363.7% | +0.00% | 0 |
| Asset change over the window | +392.8% | – | |
| CAGR | +20.1% | – | |
| Max drawdown (mark-to-market) | 20.0% | 0.0% | |
| Current drawdown | 0.6% | 0.0% | |
| Sharpe / Sortino (daily, annualised) | 1.34 / 1.56 | – / – | |
| Calmar | 1.00 | – |
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
- 2,450.00
- 24h high
- 2,523.97
- 3D cycle
- 90.01
- 4h cycle
- 27.13
- daily ATR
- 97.13
- hold long
- yes
- armed long
- no
- hold short
- no
- armed short
- no
- daily SMA200
- 2,037.08
- weekly cycle
- 96.69
- 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=True
Backtest monthly returns (%)
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | 3.6 | 1.3 | 4.6 | -3.2 | -1.2 | 0.4 | -1.0 | 7.8 | 1.3 | 13.9 | |||
| 2019 | -0.1 | -6.9 | 0.1 | 0.1 | 6.5 | 0.0 | 0.0 | -1.6 | 2.5 | -0.8 | -3.9 | 1.8 | -2.9 |
| 2020 | 3.3 | 12.4 | 2.6 | 3.7 | 2.0 | 0.0 | 3.0 | 1.6 | 0.0 | -2.0 | 13.7 | 1.0 | 48.4 |
| 2021 | 10.0 | 0.0 | 0.0 | 1.4 | 7.2 | 0.0 | -3.4 | 9.2 | 1.0 | 3.0 | 0.3 | 0.0 | 31.5 |
| 2022 | 0.0 | -2.3 | 4.1 | 1.2 | 8.7 | 7.2 | -1.0 | 0.0 | -0.7 | 5.5 | -4.5 | -0.9 | 17.9 |
| 2023 | 13.0 | 0.0 | 0.3 | 2.6 | 0.0 | 0.6 | -1.5 | -2.0 | 0.2 | 5.6 | 5.7 | -2.0 | 23.8 |
| 2024 | 0.0 | 16.4 | 2.5 | 0.0 | -0.5 | -1.9 | -2.3 | -2.2 | -0.3 | -0.2 | -6.2 | 0.0 | 3.8 |
| 2025 | 0.0 | -2.6 | 0.0 | 3.9 | 6.7 | 0.0 | 6.0 | -4.5 | 0.0 | 0.0 | 0.0 | -1.6 | 7.6 |
| 2026 | 8.1 | 4.9 | -2.4 | 1.7 | 1.5 | 5.3 | -2.6 | 11.9 | 0.6 | 31.7 |
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 +5.9%, positive in 8/10
| Month | 2019-05 | 2020-04 | 2020-07 | 2020-11 | 2021-01 | 2022-06 | 2022-07 | 2024-02 | 2024-11 | 2025-07 |
|---|---|---|---|---|---|---|---|---|---|---|
| Asset | +66% | +55% | +54% | +60% | +78% | -45% | +57% | +46% | +47% | +49% |
| System | +6.5% | +3.7% | +3.0% | +13.7% | +10.0% | +7.2% | -1.0% | +16.4% | -6.2% | +6.0% |
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 81)
| Entry | Exit | Side | Entry px | Exit px | Exposure | Trade % | Equity % | Reason | Adds |
|---|---|---|---|---|---|---|---|---|---|
| 2026-07-06 22:00 | 2026-09-06 10:00 | long | 1,814.88 | 2,501.70 | 36% | +37.79% | +13.56% | open (open at go-live) | 0 |
| 2026-06-30 13:00 | 2026-07-03 13:00 | short | 1,552.80 | 1,750.22 | 31% | -12.82% | -3.92% | stop | 0 |
| 2026-05-18 19:00 | 2026-06-14 21:00 | short | 2,081.31 | 1,715.42 | 41% | +17.49% | +7.22% | stop | 0 |
| 2026-03-23 12:00 | 2026-04-29 18:00 | long | 2,134.78 | 2,235.15 | 29% | +4.60% | +1.32% | stop | 0 |
| 2026-03-16 04:00 | 2026-03-21 23:00 | long | 2,235.67 | 2,093.11 | 31% | -6.47% | -1.98% | stop | 0 |
| 2026-01-29 03:00 | 2026-02-25 17:00 | short | 2,959.24 | 2,052.47 | 39% | +30.56% | +11.86% | stop | 0 |
| 2025-12-17 15:00 | 2026-01-20 06:00 | long | 2,995.89 | 3,128.70 | 27% | +4.33% | +1.16% | stop | 0 |
| 2025-12-08 10:00 | 2025-12-15 15:00 | long | 3,158.69 | 3,005.48 | 27% | -4.95% | -1.33% | stop | 0 |
| 2025-08-26 20:00 | 2025-09-01 01:00 | long | 4,596.69 | 4,396.49 | 28% | -4.45% | -1.24% | signal | 0 |
| 2025-08-12 13:00 | 2025-08-18 05:00 | long | 4,407.26 | 4,260.29 | 36% | -3.43% | -1.25% | stop | 0 |
| 2025-07-14 04:00 | 2025-08-01 19:00 | long | 3,037.35 | 3,526.39 | 39% | +15.99% | +6.16% | stop | 0 |
| 2025-07-04 17:00 | 2025-07-04 23:00 | short | 2,487.51 | 2,520.39 | 30% | -1.42% | -0.43% | signal | 0 |
| 2025-07-01 15:00 | 2025-07-02 17:00 | short | 2,419.94 | 2,560.70 | 30% | -5.92% | -1.78% | signal | 0 |
| 2025-04-14 11:00 | 2025-05-18 20:00 | long | 1,678.84 | 2,386.02 | 19% | +42.00% | +8.06% | stop | 0 |
| 2025-04-02 23:00 | 2025-04-14 01:00 | short | 1,798.05 | 1,611.85 | 25% | +10.26% | +2.56% | signal | 0 |
| 2025-02-17 09:00 | 2025-02-25 07:00 | long | 2,714.59 | 2,437.61 | 23% | -10.30% | -2.40% | stop | 0 |
| 2025-02-04 22:00 | 2025-02-17 01:00 | short | 2,639.58 | 2,670.90 | 17% | -1.29% | -0.22% | signal | 0 |
| 2024-11-11 17:00 | 2024-11-14 15:00 | long | 3,276.71 | 3,079.19 | 39% | -6.12% | -2.38% | stop | 0 |
| 2024-11-04 22:00 | 2024-11-06 03:00 | short | 2,371.21 | 2,625.88 | 36% | -10.85% | -3.96% | stop | 0 |
| 2024-10-04 13:00 | 2024-10-23 16:00 | long | 2,397.35 | 2,528.30 | 33% | +5.36% | +1.75% | stop | 0 |
| 2024-09-23 03:00 | 2024-10-01 17:00 | long | 2,636.01 | 2,460.11 | 36% | -6.77% | -2.41% | stop | 0 |
| 2024-09-03 14:00 | 2024-09-19 12:00 | short | 2,465.09 | 2,450.69 | 29% | +0.48% | +0.14% | stop | 0 |
| 2024-07-29 01:00 | 2024-08-02 14:00 | long | 3,286.58 | 3,039.77 | 36% | -7.61% | -2.77% | stop | 0 |
| 2024-07-07 14:00 | 2024-07-10 05:00 | short | 2,973.81 | 3,118.79 | 33% | -4.98% | -1.67% | signal | 0 |
| 2024-05-30 18:00 | 2024-06-11 04:00 | long | 3,811.92 | 3,554.34 | 34% | -6.85% | -2.36% | stop | 0 |
| 2024-02-12 15:00 | 2024-03-05 19:00 | long | 2,528.19 | 3,483.97 | 51% | +37.69% | +19.26% | stop | 0 |
| 2023-12-05 18:00 | 2023-12-11 02:00 | long | 2,291.86 | 2,201.20 | 49% | -4.05% | -1.98% | stop | 0 |
| 2023-10-13 21:00 | 2023-11-14 18:00 | long | 1,559.40 | 1,992.80 | 55% | +27.68% | +15.21% | stop | 0 |
| 2023-10-06 16:00 | 2023-10-09 16:00 | long | 1,642.87 | 1,554.85 | 57% | -5.45% | -3.12% | stop | 0 |
| 2023-08-31 16:00 | 2023-09-14 15:00 | short | 1,689.00 | 1,638.23 | 55% | +2.91% | +1.60% | stop | 0 |
| 2023-08-28 06:00 | 2023-08-29 14:00 | short | 1,642.88 | 1,736.43 | 57% | -5.80% | -3.30% | stop | 0 |
| 2023-06-27 17:00 | 2023-07-17 18:00 | long | 1,909.06 | 1,875.25 | 47% | -1.87% | -0.88% | stop | 0 |
| 2023-03-21 13:00 | 2023-04-19 21:00 | long | 1,805.51 | 1,958.32 | 34% | +8.36% | +2.85% | stop | 0 |
| 2023-01-02 08:00 | 2023-01-25 01:00 | long | 1,213.08 | 1,525.01 | 51% | +25.60% | +13.07% | stop | 0 |
| 2022-12-19 23:00 | 2023-01-02 01:00 | short | 1,162.52 | 1,198.16 | 32% | -3.17% | -1.01% | signal | 0 |
| 2022-11-21 03:00 | 2022-11-30 00:00 | short | 1,122.77 | 1,256.52 | 19% | -12.02% | -2.33% | stop | 0 |
| 2022-10-25 14:00 | 2022-11-08 04:00 | long | 1,381.79 | 1,493.34 | 40% | +7.97% | +3.18% | stop | 0 |
| 2022-09-18 17:00 | 2022-10-23 17:00 | short | 1,396.49 | 1,327.05 | 21% | +4.87% | +1.01% | stop | 0 |
| 2022-08-22 08:00 | 2022-09-06 06:00 | short | 1,556.62 | 1,676.10 | 21% | -7.78% | -1.62% | stop | 0 |
| 2022-07-04 12:00 | 2022-07-12 19:00 | long | 1,101.00 | 1,037.33 | 16% | -5.88% | -0.95% | stop | 0 |
| 2022-04-18 05:00 | 2022-06-24 20:00 | short | 2,912.28 | 1,237.54 | 33% | +57.43% | +18.95% | stop | 0 |
| 2022-03-18 15:00 | 2022-04-06 16:00 | long | 2,844.49 | 3,191.47 | 27% | +12.09% | +3.24% | stop | 0 |
| 2022-02-07 05:00 | 2022-02-18 15:00 | long | 3,086.33 | 2,798.43 | 24% | -9.42% | -2.27% | stop | 0 |
| 2021-10-19 23:00 | 2021-11-16 01:00 | long | 3,878.45 | 4,326.12 | 29% | +11.44% | +3.27% | stop | 0 |
| 2021-07-26 01:00 | 2021-09-07 14:00 | long | 2,259.74 | 3,541.20 | 24% | +56.58% | +13.54% | stop | 0 |
| 2021-07-19 11:00 | 2021-07-23 23:00 | short | 1,857.78 | 2,088.84 | 18% | -12.54% | -2.29% | signal | 0 |
| 2021-07-14 15:00 | 2021-07-19 01:00 | long | 2,012.19 | 1,885.00 | 18% | -6.42% | -1.14% | signal | 0 |
| 2021-07-06 05:00 | 2021-07-13 19:00 | long | 2,317.48 | 1,945.92 | 17% | -16.12% | -2.82% | stop | 0 |
| 2021-05-01 03:00 | 2021-05-13 00:00 | long | 2,824.20 | 3,668.82 | 24% | +29.79% | +7.17% | stop | 0 |
| 2021-04-05 15:00 | 2021-04-18 03:00 | long | 2,118.21 | 2,227.87 | 27% | +5.07% | +1.36% | stop | 0 |
| 2020-12-24 23:00 | 2021-01-04 08:00 | long | 612.54 | 1,010.95 | 23% | +64.91% | +15.17% | stop | 0 |
| 2020-12-19 17:00 | 2020-12-23 22:00 | long | 661.93 | 579.51 | 29% | -12.55% | -3.58% | stop | 0 |
| 2020-10-27 17:00 | 2020-11-26 03:00 | long | 409.56 | 542.52 | 35% | +32.35% | +11.45% | stop | 0 |
| 2020-08-03 12:00 | 2020-08-22 00:00 | long | 390.97 | 385.04 | 27% | -1.62% | -0.44% | stop | 0 |
| 2020-07-27 02:00 | 2020-08-02 04:00 | long | 323.77 | 363.57 | 41% | +12.19% | +4.95% | stop | 0 |
| 2020-07-19 23:00 | 2020-07-20 01:00 | long | 237.77 | 238.73 | 49% | +0.30% | +0.15% | signal | 0 |
| 2020-05-22 16:00 | 2020-06-15 01:00 | long | 205.20 | 231.49 | 26% | +12.71% | +3.28% | signal | 0 |
| 2020-04-22 08:00 | 2020-05-04 05:00 | long | 175.12 | 195.59 | 21% | +11.58% | +2.43% | stop | 0 |
| 2020-03-12 07:00 | 2020-03-19 22:00 | short | 173.78 | 142.45 | 15% | +17.94% | +2.64% | stop | 0 |
| 2020-01-24 20:00 | 2020-02-16 16:00 | long | 163.70 | 252.67 | 29% | +54.22% | +15.65% | stop | 0 |
| 2020-01-14 02:00 | 2020-01-24 09:00 | long | 147.40 | 157.34 | 36% | +6.64% | +2.37% | stop | 0 |
| 2019-12-23 18:00 | 2020-01-05 16:00 | short | 129.33 | 138.03 | 28% | -6.83% | -1.91% | stop | 0 |
| 2019-12-04 01:00 | 2019-12-18 22:00 | short | 144.50 | 134.85 | 27% | +6.58% | +1.75% | stop | 0 |
| 2019-11-25 04:00 | 2019-11-29 13:00 | short | 137.61 | 155.65 | 23% | -13.22% | -3.01% | stop | 0 |
| 2019-10-27 19:00 | 2019-11-18 18:00 | long | 188.01 | 175.70 | 25% | -6.65% | -1.69% | stop | 0 |
| 2019-09-09 12:00 | 2019-09-23 21:00 | long | 182.79 | 199.22 | 28% | +8.88% | +2.49% | stop | 0 |
| 2019-08-17 18:00 | 2019-08-18 17:00 | short | 182.84 | 196.39 | 22% | -7.51% | -1.62% | signal | 0 |
| 2019-05-13 15:00 | 2019-05-17 02:00 | long | 194.29 | 242.36 | 26% | +24.63% | +6.45% | stop | 0 |
| 2019-03-18 02:00 | 2019-04-01 01:00 | long | 140.74 | 141.88 | 33% | +0.71% | +0.23% | signal | 0 |
| 2019-02-10 07:00 | 2019-02-17 21:00 | short | 116.79 | 131.67 | 27% | -12.85% | -3.45% | stop | 0 |
| 2019-02-06 02:00 | 2019-02-08 16:00 | short | 103.14 | 117.42 | 25% | -13.95% | -3.56% | stop | 0 |
| 2018-12-26 02:00 | 2019-01-10 09:00 | long | 131.71 | 130.58 | 17% | -0.95% | -0.16% | stop | 0 |
| 2018-11-19 02:00 | 2018-12-19 01:00 | short | 174.19 | 104.46 | 29% | +39.95% | +11.57% | stop | 0 |
| 2018-11-06 10:00 | 2018-11-14 09:00 | long | 216.36 | 205.85 | 40% | -4.95% | -2.01% | stop | 0 |
| 2018-09-17 01:00 | 2018-10-11 01:00 | long | 223.68 | 219.69 | 16% | -1.88% | -0.31% | stop | 0 |
| 2018-09-07 11:00 | 2018-09-14 02:00 | short | 217.90 | 221.79 | 16% | -1.89% | -0.30% | stop | 0 |
| 2018-08-03 18:00 | 2018-08-06 01:00 | long | 418.57 | 409.66 | 26% | -2.23% | -0.58% | signal | 0 |
| 2018-07-24 08:00 | 2018-08-01 01:00 | long | 472.34 | 421.79 | 26% | -10.80% | -2.78% | stop | 0 |
| 2018-06-04 12:00 | 2018-07-07 23:00 | short | 592.46 | 487.41 | 20% | +17.64% | +3.47% | stop | 0 |
| 2018-04-26 23:00 | 2018-05-07 09:00 | long | 660.01 | 710.89 | 21% | +7.60% | +1.62% | stop | 0 |
| 2018-04-18 21:00 | 2018-04-25 10:00 | long | 523.01 | 605.31 | 20% | +15.63% | +3.20% | stop | 0 |