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
| Metric | Backtest | Forward (simulated) |
|---|---|---|
| Window | 2019-01-13 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 year | 3.7 | – |
| Win rate | 50.0% | –% |
| Profit factor (ex best trade) | 2.74 (2.31) | – (–) |
| Long PF / short PF | 6.84 / 0.64 | – / – |
| Expectancy per trade (% of equity) | +4.20% | – |
| Average win / loss | +13.2% / -4.8% | – / – |
| Payoff ratio | 2.74 | – |
| Best / worst trade | +29.1% / -16.0% | – / – |
| Longest losing streak | 4 | |
| Median / mean hold (hours) | 246 / 267 | – / – |
| Exit reasons | stop 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 drawdown | 11.2% | –% |
| Sharpe / Sortino (daily, annualised) | 0.68 / 0.39 | – / – |
| Calmar | 0.55 | – |
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 (%)
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | -16.0 | 0.0 | 0.0 | 0.0 | 5.4 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 22.7 | 2.0 | 10.7 |
| 2020 | 0.0 | 29.1 | 0.0 | 23.5 | -4.6 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 52.1 |
| 2021 | 0.0 | 0.0 | 0.0 | 0.0 | -8.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 15.8 | 0.0 | 6.5 |
| 2022 | 0.0 | 0.0 | 0.0 | 11.6 | -7.5 | 0.0 | 0.0 | 7.2 | -2.8 | 18.6 | 2.0 | 0.0 | 30.2 |
| 2023 | 0.0 | 0.0 | 0.0 | 2.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 2.7 | 7.5 | 12.6 |
| 2024 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.6 | 0.5 | -9.1 | 0.0 | 8.1 | -1.8 |
| 2025 | 0.0 | 5.7 | 0.0 | 0.0 | -4.3 | -3.8 | -2.7 | -0.6 | 14.7 | 0.0 | 0.0 | 0.0 | 8.0 |
| 2026 | -3.4 | 0.0 | 0.0 | 0.0 | -6.0 | -7.8 | 0.0 | 16.1 | 0.0 | -2.8 |
Capture of the asset's ten largest months (backtest) · system avg +0.5%, positive in 2/10
| Month | 2019-02 | 2019-03 | 2019-05 | 2021-02 | 2021-03 | 2021-04 | 2021-05 | 2021-08 | 2023-12 | 2024-03 |
|---|---|---|---|---|---|---|---|---|---|---|
| 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)
| Entry | Exit | Side | Entry px | Exit px | Exposure | Trade % | Equity % | Reason | Adds | Sleeve equity | Status |
|---|---|---|---|---|---|---|---|---|---|---|---|
| no forward trades yet | |||||||||||
Backtest trades (last 28)
| Entry | Exit | Side | Entry px | Exit px | Exposure | Trade % | Equity % | Reason | Adds |
|---|---|---|---|---|---|---|---|---|---|
| 2026-08-01 04:00 | 2026-08-22 04:00 | long | 589.35 | 685.39 | 100% | +16.08% | +16.08% | stop | 0 |
| 2026-06-01 04:00 | 2026-06-02 20:00 | long | 703.65 | 650.03 | 100% | -7.81% | -7.81% | stop | 0 |
| 2026-05-22 04:00 | 2026-05-25 12:00 | short | 659.62 | 671.03 | 100% | -1.93% | -1.93% | stop | 0 |
| 2026-05-04 04:00 | 2026-05-06 08:00 | short | 626.58 | 651.37 | 100% | -4.16% | -4.16% | stop | 0 |
| 2026-01-25 04:00 | 2026-01-28 08:00 | short | 881.24 | 909.23 | 100% | -3.38% | -3.38% | stop | 0 |
| 2025-09-08 04:00 | 2025-09-22 04:00 | long | 882.15 | 1,013.76 | 100% | +14.70% | +14.70% | stop | 0 |
| 2025-08-18 04:00 | 2025-08-26 00:00 | long | 835.70 | 832.00 | 100% | -0.64% | -0.64% | stop | 0 |
| 2025-07-14 04:00 | 2025-07-15 00:00 | long | 697.15 | 679.84 | 100% | -2.68% | -2.68% | stop | 0 |
| 2025-06-01 04:00 | 2025-06-05 20:00 | long | 655.58 | 632.27 | 100% | -3.75% | -3.75% | stop | 0 |
| 2025-05-06 04:00 | 2025-05-08 20:00 | short | 599.21 | 623.76 | 100% | -4.30% | -4.30% | stop | 0 |
| 2025-02-10 04:00 | 2025-02-18 16:00 | long | 606.43 | 642.10 | 100% | +5.68% | +5.68% | stop | 0 |
| 2024-12-01 04:00 | 2024-12-05 00:00 | long | 651.79 | 706.20 | 100% | +8.14% | +8.14% | stop | 0 |
| 2024-10-05 04:00 | 2024-10-16 16:00 | short | 553.60 | 602.69 | 100% | -9.08% | -9.08% | stop | 0 |
| 2024-08-30 04:00 | 2024-09-11 16:00 | short | 530.00 | 529.64 | 100% | -0.13% | -0.13% | stop | 0 |
| 2023-12-25 04:00 | 2023-12-29 16:00 | long | 264.70 | 308.15 | 100% | +16.20% | +16.20% | stop | 0 |
| 2023-11-22 04:00 | 2023-12-09 04:00 | short | 234.20 | 245.46 | 100% | -5.01% | -5.01% | stop | 0 |
| 2023-04-01 04:00 | 2023-04-20 16:00 | long | 320.47 | 325.27 | 100% | +1.30% | +1.98% | stop | 1 |
| 2022-10-24 04:00 | 2022-11-07 00:00 | long | 274.30 | 332.60 | 100% | +21.03% | +21.03% | stop | 0 |
| 2022-08-20 04:00 | 2022-09-09 04:00 | short | 286.00 | 287.01 | 100% | -0.55% | -0.55% | stop | 0 |
| 2022-08-01 04:00 | 2022-08-18 00:00 | long | 287.50 | 301.85 | 100% | +4.79% | +4.79% | stop | 0 |
| 2022-04-10 04:00 | 2022-05-05 08:00 | short | 426.90 | 412.19 | 100% | +3.25% | +3.25% | stop | 0 |
| 2021-11-01 04:00 | 2021-11-10 20:00 | long | 514.20 | 596.63 | 100% | +15.81% | +15.81% | stop | 0 |
| 2021-05-03 04:00 | 2021-05-13 00:00 | long | 624.99 | 576.02 | 100% | -8.03% | -8.03% | stop | 0 |
| 2020-04-13 04:00 | 2020-05-07 00:00 | long | 13.7197 | 16.1897 | 100% | +17.79% | +17.79% | stop | 0 |
| 2020-02-01 04:00 | 2020-02-15 16:00 | long | 18.4530 | 23.8673 | 100% | +29.11% | +29.11% | stop | 0 |
| 2019-11-16 04:00 | 2019-12-10 04:00 | short | 20.3552 | 15.2022 | 100% | +25.14% | +25.14% | signal | 0 |
| 2019-05-20 04:00 | 2019-05-30 20:00 | long | 28.6530 | 30.2565 | 100% | +5.39% | +5.39% | stop | 0 |
| 2019-01-14 04:00 | 2019-01-18 04:00 | short | 5.6424 | 6.5351 | 100% | -16.04% | -16.04% | stop | 0 |