BNB · Cycle stack (Trend Pulse v7) 1h chart
Fast system kept for comparison: daily cycle rising (regime), 4h cycle rising and below 70 (direction), a 2h-cycle trough below 40 within the last 2 hours (timing), close above the previous high on a bar with range >= 1 ATR. Exit when the 4h cycle turns down from above 60, when the daily cycle turns, or on a 4 ATR trailing stop. Full equity per trade.
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 | 2017-11-26 22:00 → 2026-09-06 09:00 (8.78 y) | 2026-09-06 09:26 → 2026-09-06 10:00 (0.1 d) |
| Closed trades (long / short) | 33 (33 / 0) | 0 ( / ) |
| Trades per year | 3.8 | – |
| Win rate | 48.5% | –% |
| Profit factor (ex best trade) | 2.60 (1.76) | – (–) |
| Long PF / short PF | 2.60 / – | – / – |
| Expectancy per trade (% of equity) | +1.43% | – |
| Average win / loss | +4.8% / -1.7% | – / – |
| Payoff ratio | 2.76 | – |
| Best / worst trade | +24.8% / -6.0% | – / – |
| Longest losing streak | 10 | |
| Median / mean hold (hours) | 28 / 28 | – / – |
| Exit reasons | stop 13 signal 20 | |
| Net return | +52.9% | +0.00% |
| Asset change over the window | +42226.3% | – |
| CAGR | +5.0% | – |
| Max drawdown (mark-to-market) | 15.3% | 0.0% |
| Current drawdown | 6.1% | 0.0% |
| Sharpe / Sortino (daily, annualised) | 0.50 / 0.19 | – / – |
| Calmar | 0.32 | – |
Backtest equity (log)
Forward equity, marked to market each bar
Current indicator state (closed higher-timeframe values at 2026-09-06 10:00)
- ATR
- 4.99
- 2h cycle
- 34.80
- 4h cycle
- 60.01
- daily cycle
- 75.92
- parameters
- dir_tf=4h reg_tf=1D tim_tf=2h dir_max=70 tim_lvl=40 atr_mult=4.0 exit_lvl=60 imp_mult=1.0 leverage=1.0 tim_win_h=2 allow_long=True allow_short=False
Backtest monthly returns (%)
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017 | -6.0 | 24.8 | 17.3 | ||||||||||
| 2018 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.8 | 0.0 | 9.8 | 8.9 |
| 2019 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.3 | 6.9 | 0.0 | 0.0 | 0.0 | 7.2 |
| 2020 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 6.1 | -4.9 | -1.0 | 0.0 | 4.4 | 0.0 | 4.1 |
| 2021 | 0.0 | 0.0 | 0.0 | 0.7 | -0.2 | 5.4 | 0.0 | -0.6 | 0.0 | 0.0 | 0.0 | 0.0 | 5.3 |
| 2022 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -1.8 | 0.3 | 0.0 | -1.5 |
| 2023 | 0.2 | 4.9 | 0.0 | 0.9 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.3 | -0.2 | 0.0 | 5.5 |
| 2024 | 0.0 | -1.0 | -1.2 | -2.5 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -2.4 | 0.0 | -1.6 | -8.4 |
| 2025 | 0.0 | 0.0 | -2.9 | -0.4 | 0.0 | 0.0 | 0.0 | 0.0 | 2.1 | 8.0 | 0.0 | 0.0 | 6.6 |
| 2026 | 0.0 | 0.0 | 0.0 | -1.7 | 0.0 | 0.0 | 1.9 | 0.0 | 0.0 | 0.2 |
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 +2.4%, positive in 2/10
| Month | 2017-12 | 2018-11 | 2019-02 | 2019-03 | 2019-05 | 2021-02 | 2021-03 | 2021-04 | 2021-05 | 2024-03 |
|---|---|---|---|---|---|---|---|---|---|---|
| Asset | +337% | -46% | +65% | +71% | +49% | +374% | +44% | +106% | -43% | +52% |
| System | +24.8% | +0.0% | +0.0% | +0.0% | +0.0% | +0.0% | +0.0% | +0.7% | -0.2% | -1.2% |
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 33)
| Entry | Exit | Side | Entry px | Exit px | Exposure | Trade % | Equity % | Reason | Adds |
|---|---|---|---|---|---|---|---|---|---|
| 2026-07-30 02:00 | 2026-07-31 17:00 | long | 575.72 | 587.48 | 100% | +1.94% | +1.94% | signal | 0 |
| 2026-04-07 22:00 | 2026-04-08 14:00 | long | 611.90 | 602.29 | 100% | -1.67% | -1.67% | stop | 0 |
| 2025-10-06 06:00 | 2025-10-07 17:00 | long | 1,190.00 | 1,286.40 | 100% | +8.00% | +8.00% | signal | 0 |
| 2025-09-12 01:00 | 2025-09-13 17:00 | long | 905.45 | 925.36 | 100% | +2.10% | +2.10% | signal | 0 |
| 2025-04-21 01:00 | 2025-04-21 17:00 | long | 597.71 | 595.68 | 100% | -0.44% | -0.44% | stop | 0 |
| 2025-03-08 18:00 | 2025-03-09 06:00 | long | 600.65 | 583.93 | 100% | -2.88% | -2.88% | stop | 0 |
| 2024-12-16 19:00 | 2024-12-18 01:00 | long | 729.99 | 718.97 | 100% | -1.61% | -1.61% | signal | 0 |
| 2024-10-08 14:00 | 2024-10-09 20:00 | long | 578.30 | 567.94 | 100% | -1.89% | -1.89% | stop | 0 |
| 2024-10-07 01:00 | 2024-10-07 05:00 | long | 575.50 | 573.00 | 100% | -0.53% | -0.53% | signal | 0 |
| 2024-04-23 11:00 | 2024-04-24 15:00 | long | 611.00 | 596.38 | 100% | -2.49% | -2.49% | stop | 0 |
| 2024-03-10 09:00 | 2024-03-11 00:00 | long | 513.10 | 507.56 | 100% | -1.18% | -1.18% | stop | 0 |
| 2024-02-12 18:00 | 2024-02-13 14:00 | long | 323.80 | 320.88 | 100% | -1.00% | -1.00% | stop | 0 |
| 2023-11-01 21:00 | 2023-11-03 13:00 | long | 228.50 | 228.20 | 100% | -0.23% | -0.23% | signal | 0 |
| 2023-10-12 14:00 | 2023-10-13 01:00 | long | 206.30 | 205.90 | 100% | -0.29% | -0.29% | signal | 0 |
| 2023-04-25 18:00 | 2023-04-26 19:00 | long | 332.90 | 336.18 | 100% | +0.88% | +0.88% | stop | 0 |
| 2023-02-15 13:00 | 2023-02-16 21:00 | long | 304.10 | 310.37 | 100% | +1.96% | +1.96% | stop | 0 |
| 2023-02-01 21:00 | 2023-02-03 01:00 | long | 316.80 | 326.30 | 100% | +2.90% | +2.90% | signal | 0 |
| 2023-01-06 20:00 | 2023-01-08 09:00 | long | 260.10 | 260.90 | 100% | +0.21% | +0.21% | signal | 0 |
| 2022-10-31 13:00 | 2022-11-01 01:00 | long | 332.80 | 326.80 | 100% | -1.90% | -1.90% | signal | 0 |
| 2022-10-13 17:00 | 2022-10-15 05:00 | long | 268.90 | 270.30 | 100% | +0.42% | +0.42% | signal | 0 |
| 2021-08-23 05:00 | 2021-08-24 14:00 | long | 477.63 | 475.27 | 100% | -0.59% | -0.59% | stop | 0 |
| 2021-06-13 19:00 | 2021-06-15 13:00 | long | 352.15 | 371.53 | 100% | +5.40% | +5.40% | signal | 0 |
| 2021-04-30 07:00 | 2021-05-01 09:00 | long | 617.72 | 621.46 | 100% | +0.51% | +0.51% | signal | 0 |
| 2020-11-24 01:00 | 2020-11-24 17:00 | long | 31.6992 | 33.1116 | 100% | +4.35% | +4.35% | signal | 0 |
| 2020-08-29 09:00 | 2020-09-01 00:00 | long | 23.4480 | 22.9204 | 100% | -2.35% | -2.35% | stop | 0 |
| 2020-08-17 22:00 | 2020-08-18 13:00 | long | 23.8532 | 23.0045 | 100% | -3.66% | -3.66% | stop | 0 |
| 2020-07-10 17:00 | 2020-07-12 17:00 | long | 17.0842 | 18.1399 | 100% | +6.08% | +6.08% | signal | 0 |
| 2019-09-17 07:00 | 2019-09-18 21:00 | long | 20.3009 | 21.7142 | 100% | +6.86% | +6.86% | signal | 0 |
| 2019-08-04 14:00 | 2019-08-05 01:00 | long | 27.5594 | 27.6824 | 100% | +0.35% | +0.35% | signal | 0 |
| 2018-12-22 14:00 | 2018-12-24 13:00 | long | 5.6597 | 6.2224 | 100% | +9.84% | +9.84% | signal | 0 |
| 2018-10-04 02:00 | 2018-10-05 01:00 | long | 10.3726 | 10.2990 | 100% | -0.81% | -0.81% | signal | 0 |
| 2017-12-16 23:00 | 2017-12-17 17:00 | long | 4.6610 | 5.8199 | 100% | +24.75% | +24.75% | signal | 0 |
| 2017-11-27 22:00 | 2017-11-29 05:00 | long | 1.9001 | 1.7887 | 100% | -5.96% | -5.96% | stop | 0 |