BNB · Cycle Alignment, Combined preset 4h chart

Longs when the weekly and monthly cycles both turn to rising while the monthly cycle is below 80; exit when both fall again or on a 2 x daily-ATR trailing stop. Up to two adds of half the base size when the 3-day cycle turns up from below 35 above the average entry, each with a fixed 1.5 ATR stop. Shorts when the 3-day cycle crosses below 70 while the weekly cycle is above 70 and price is below the daily SMA200; exit when the 3-day cycle turns up. Full equity per trade.

Data: binance BNBUSDT (UTC), 19343 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 0.1%

Position
flat
last close 757.55
Pending at next open
none
last bar 2026-09-06 08:00
Forward equity
10,000
+0.00% · 0 closed
Forward vs backtest expectation
needs closed forward trades

Statistics

MetricBacktestForward (simulated)
Window2019-01-13 04:00 → 2026-09-06 08:00 (7.65 y)2026-09-06 09:26 → 2026-09-06 08:00 (0.1 d)
Closed trades (long / short)28 (17 / 11)0 ( / )
Trades per year3.7
Win rate50.0%–%
Profit factor (ex best trade)2.74 (2.31)– (–)
Long PF / short PF6.84 / 0.64– / –
Expectancy per trade (% of equity)+4.20%
Average win / loss+13.2% / -4.8%– / –
Payoff ratio2.74
Best / worst trade+29.1% / -16.0%– / –
Longest losing streak4
Median / mean hold (hours)246 / 267– / –
Exit reasonsstop 27 signal 1
Net return+170.9%
Asset change over the window+12822.0%
CAGR+13.9%
Max drawdown (mark-to-market)25.4%–%
Current drawdown11.2%–%
Sharpe / Sortino (daily, annualised)0.68 / 0.39– / –
Calmar0.55

Backtest equity (log)

Forward equity, marked to market each bar

Current indicator state (closed higher-timeframe values at 2026-09-06 08:00)

3D cycle
82.51
daily ATR
23.55
aligned up
yes
daily SMA200
620.65
weekly cycle
88.67
monthly cycle
47.29
parameters
tf1=3D tf2=1W tf3=1M atr_tf=1D ma_len=200 atr_mult=2.0 bd_level=70 leverage=1.0 pyr_adds=2 pyr_size=50 pyr_stop=1.5 slow_max=80 pyr_level=35 allow_long=True allow_short=True exit_breaks=2

Backtest monthly returns (%)

Year123456789101112Year
2019-16.00.00.00.05.40.00.00.00.00.022.72.010.7
20200.029.10.023.5-4.60.00.00.00.00.00.00.052.1
20210.00.00.00.0-8.00.00.00.00.00.015.80.06.5
20220.00.00.011.6-7.50.00.07.2-2.818.62.00.030.2
20230.00.00.02.00.00.00.00.00.00.02.77.512.6
20240.00.00.00.00.00.00.0-0.60.5-9.10.08.1-1.8
20250.05.70.00.0-4.3-3.8-2.7-0.614.70.00.00.08.0
2026-3.40.00.00.0-6.0-7.80.016.10.0-2.8

Capture of the asset's ten largest months (backtest) · system avg +0.5%, positive in 2/10

Month2019-022019-032019-052021-022021-032021-042021-052021-082023-122024-03
Asset+65%+71%+49%+374%+44%+106%-43%+40%+37%+52%
System+0.0%+0.0%+5.4%+0.0%+0.0%+0.0%-8.0%+0.0%+7.5%+0.0%

Forward trades (append-only ledger, 0 rows)

EntryExitSideEntry pxExit pxExposureTrade %Equity %ReasonAddsSleeve equityStatus
no forward trades yet
Backtest trades (last 28)
EntryExitSideEntry pxExit pxExposureTrade %Equity %ReasonAdds
2026-08-01 04:002026-08-22 04:00long589.35685.39100% +16.08%+16.08%stop0
2026-06-01 04:002026-06-02 20:00long703.65650.03100% -7.81%-7.81%stop0
2026-05-22 04:002026-05-25 12:00short659.62671.03100% -1.93%-1.93%stop0
2026-05-04 04:002026-05-06 08:00short626.58651.37100% -4.16%-4.16%stop0
2026-01-25 04:002026-01-28 08:00short881.24909.23100% -3.38%-3.38%stop0
2025-09-08 04:002025-09-22 04:00long882.151,013.76100% +14.70%+14.70%stop0
2025-08-18 04:002025-08-26 00:00long835.70832.00100% -0.64%-0.64%stop0
2025-07-14 04:002025-07-15 00:00long697.15679.84100% -2.68%-2.68%stop0
2025-06-01 04:002025-06-05 20:00long655.58632.27100% -3.75%-3.75%stop0
2025-05-06 04:002025-05-08 20:00short599.21623.76100% -4.30%-4.30%stop0
2025-02-10 04:002025-02-18 16:00long606.43642.10100% +5.68%+5.68%stop0
2024-12-01 04:002024-12-05 00:00long651.79706.20100% +8.14%+8.14%stop0
2024-10-05 04:002024-10-16 16:00short553.60602.69100% -9.08%-9.08%stop0
2024-08-30 04:002024-09-11 16:00short530.00529.64100% -0.13%-0.13%stop0
2023-12-25 04:002023-12-29 16:00long264.70308.15100% +16.20%+16.20%stop0
2023-11-22 04:002023-12-09 04:00short234.20245.46100% -5.01%-5.01%stop0
2023-04-01 04:002023-04-20 16:00long320.47325.27100% +1.30%+1.98%stop1
2022-10-24 04:002022-11-07 00:00long274.30332.60100% +21.03%+21.03%stop0
2022-08-20 04:002022-09-09 04:00short286.00287.01100% -0.55%-0.55%stop0
2022-08-01 04:002022-08-18 00:00long287.50301.85100% +4.79%+4.79%stop0
2022-04-10 04:002022-05-05 08:00short426.90412.19100% +3.25%+3.25%stop0
2021-11-01 04:002021-11-10 20:00long514.20596.63100% +15.81%+15.81%stop0
2021-05-03 04:002021-05-13 00:00long624.99576.02100% -8.03%-8.03%stop0
2020-04-13 04:002020-05-07 00:00long13.719716.1897100% +17.79%+17.79%stop0
2020-02-01 04:002020-02-15 16:00long18.453023.8673100% +29.11%+29.11%stop0
2019-11-16 04:002019-12-10 04:00short20.355215.2022100% +25.14%+25.14%signal0
2019-05-20 04:002019-05-30 20:00long28.653030.2565100% +5.39%+5.39%stop0
2019-01-14 04:002019-01-18 04:00short5.64246.5351100% -16.04%-16.04%stop0

Log