BTC · 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 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
flat
last close 80,003.93
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 | 2017-09-11 18:00 → 2026-09-06 09:00 (8.98 y) | 2026-09-06 09:26 → 2026-09-06 10:00 (0.1 d) |
| Closed trades (long / short) | 66 (23 / 43) | 0 ( / ) |
| Trades per year | 7.4 | – |
| Win rate | 51.5% | –% |
| Profit factor (ex best trade) | 3.30 (2.82) | – (–) |
| Long PF / short PF | 0.33 / 5.99 | – / – |
| Expectancy per trade (% of equity) | +1.54% | – |
| Average win / loss | +4.3% / -1.4% | – / – |
| Payoff ratio | 3.11 | – |
| Best / worst trade | +21.2% / -4.8% | – / – |
| Longest losing streak | 4 | |
| Median / mean hold (hours) | 31 / 28 | – / – |
| Exit reasons | stop 18 signal 48 | |
| Net return | +156.5% | +0.00% |
| Asset change over the window | +1800.8% | – |
| CAGR | +11.1% | – |
| Max drawdown (mark-to-market) | 16.1% | 0.0% |
| Current drawdown | 2.7% | 0.0% |
| Sharpe / Sortino (daily, annualised) | 0.90 / 0.64 | – / – |
| Calmar | 0.69 | – |
Backtest equity (log)
Forward equity, marked to market each bar
Current indicator state (closed higher-timeframe values at 2026-09-06 10:00)
- ATR
- 214.12
- 2h cycle
- 69.01
- 4h cycle
- 12.97
- daily cycle
- 71.72
- 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=True
Backtest monthly returns (%)
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017 | 21.2 | 0.0 | 0.0 | 0.0 | 21.2 | ||||||||
| 2018 | 0.0 | 10.5 | 0.0 | 0.0 | 1.8 | 0.0 | 0.0 | 0.0 | 0.0 | 0.4 | 0.0 | 0.0 | 13.0 |
| 2019 | 0.0 | -4.1 | 0.0 | 0.2 | -0.6 | 5.5 | 5.6 | 10.3 | 0.0 | 0.0 | -1.6 | 0.0 | 15.5 |
| 2020 | 0.0 | 0.0 | 0.0 | 0.0 | 2.3 | -2.3 | -0.6 | 0.0 | 0.0 | 0.0 | 7.4 | 0.0 | 6.8 |
| 2021 | 18.6 | 3.4 | 0.0 | -0.8 | -0.4 | 0.0 | -1.1 | 0.0 | -2.5 | 0.0 | 5.2 | -1.5 | 20.9 |
| 2022 | 14.7 | 0.0 | 0.0 | -2.1 | -4.8 | 0.0 | 0.0 | 0.0 | -1.7 | 0.0 | 0.0 | 1.1 | 6.3 |
| 2023 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -2.4 | -0.2 | -2.0 | 0.0 | -1.1 | 0.0 | -5.6 |
| 2024 | 0.6 | 0.0 | -2.5 | 6.2 | 0.0 | -1.4 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 2.8 |
| 2025 | -1.6 | -2.1 | 0.0 | 0.0 | 0.0 | 0.8 | 0.6 | 0.0 | 0.0 | 0.0 | 0.6 | 0.0 | -1.6 |
| 2026 | 3.4 | 11.1 | 0.0 | 0.0 | 0.2 | 8.5 | 0.0 | -0.9 | 0.0 | 23.8 |
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 +0.7%, positive in 1/10
| Month | 2017-10 | 2017-11 | 2017-12 | 2019-05 | 2020-11 | 2020-12 | 2021-10 | 2022-06 | 2023-01 | 2024-02 |
|---|---|---|---|---|---|---|---|---|---|---|
| Asset | +48% | +52% | +39% | +61% | +43% | +47% | +40% | -37% | +40% | +44% |
| System | +0.0% | +0.0% | +0.0% | -0.6% | +7.4% | +0.0% | +0.0% | +0.0% | +0.0% | +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 66)
| Entry | Exit | Side | Entry px | Exit px | Exposure | Trade % | Equity % | Reason | Adds |
|---|---|---|---|---|---|---|---|---|---|
| 2026-08-07 13:00 | 2026-08-09 05:00 | long | 65,292.31 | 64,785.01 | 100% | -0.88% | -0.88% | signal | 0 |
| 2026-06-22 23:00 | 2026-06-23 01:00 | short | 63,971.13 | 64,154.99 | 100% | -0.39% | -0.39% | signal | 0 |
| 2026-05-31 10:00 | 2026-06-03 09:00 | short | 73,841.79 | 67,028.01 | 100% | +9.13% | +9.13% | signal | 0 |
| 2026-02-11 22:00 | 2026-02-12 01:00 | long | 67,810.20 | 67,460.75 | 100% | -0.62% | -0.62% | signal | 0 |
| 2026-02-04 17:00 | 2026-02-06 05:00 | short | 73,635.63 | 64,905.54 | 100% | +11.76% | +11.76% | signal | 0 |
| 2026-01-19 01:00 | 2026-01-21 05:00 | short | 92,711.02 | 89,448.89 | 100% | +3.42% | +3.42% | signal | 0 |
| 2025-11-16 17:00 | 2025-11-18 16:00 | short | 94,224.47 | 93,560.62 | 100% | +0.60% | +0.60% | stop | 0 |
| 2025-07-18 14:00 | 2025-07-20 05:00 | short | 118,773.38 | 117,949.99 | 100% | +0.59% | +0.59% | signal | 0 |
| 2025-06-20 17:00 | 2025-06-22 09:00 | short | 103,670.61 | 102,712.34 | 100% | +0.82% | +0.82% | signal | 0 |
| 2025-02-14 04:00 | 2025-02-15 17:00 | long | 97,129.98 | 97,535.39 | 100% | +0.32% | +0.32% | signal | 0 |
| 2025-02-07 14:00 | 2025-02-07 20:00 | long | 98,828.01 | 96,567.47 | 100% | -2.39% | -2.39% | stop | 0 |
| 2025-01-12 23:00 | 2025-01-13 01:00 | short | 93,962.91 | 95,325.43 | 100% | -1.55% | -1.55% | signal | 0 |
| 2024-06-20 08:00 | 2024-06-20 14:00 | long | 65,858.84 | 64,866.51 | 100% | -1.61% | -1.61% | stop | 0 |
| 2024-06-04 17:00 | 2024-06-06 05:00 | long | 70,800.00 | 71,054.51 | 100% | +0.26% | +0.26% | signal | 0 |
| 2024-04-12 17:00 | 2024-04-14 09:00 | short | 68,840.54 | 64,530.67 | 100% | +6.16% | +6.16% | signal | 0 |
| 2024-03-11 10:00 | 2024-03-12 17:00 | long | 71,770.01 | 70,036.80 | 100% | -2.51% | -2.51% | stop | 0 |
| 2024-01-08 13:00 | 2024-01-09 21:00 | long | 45,111.10 | 45,195.99 | 100% | +0.09% | +0.09% | stop | 0 |
| 2024-01-07 17:00 | 2024-01-08 01:00 | short | 43,922.00 | 43,632.00 | 100% | +0.56% | +0.56% | signal | 0 |
| 2023-11-07 01:00 | 2023-11-07 18:00 | short | 34,924.89 | 35,263.17 | 100% | -1.07% | -1.07% | stop | 0 |
| 2023-09-11 15:00 | 2023-09-12 03:00 | short | 25,147.76 | 25,615.44 | 100% | -1.96% | -1.96% | stop | 0 |
| 2023-08-11 15:00 | 2023-08-12 01:00 | long | 29,495.44 | 29,454.72 | 100% | -0.24% | -0.24% | signal | 0 |
| 2023-07-27 18:00 | 2023-07-28 14:00 | short | 29,219.99 | 29,462.52 | 100% | -0.93% | -0.93% | stop | 0 |
| 2023-07-23 02:00 | 2023-07-23 21:00 | long | 29,826.17 | 29,935.83 | 100% | +0.27% | +0.27% | stop | 0 |
| 2023-07-18 12:00 | 2023-07-19 05:00 | short | 29,884.00 | 30,099.08 | 100% | -0.82% | -0.82% | signal | 0 |
| 2023-07-09 21:00 | 2023-07-10 18:00 | short | 30,193.99 | 30,442.59 | 100% | -0.92% | -0.92% | stop | 0 |
| 2022-12-04 05:00 | 2022-12-05 01:00 | long | 17,007.70 | 17,216.15 | 100% | +1.13% | +1.13% | signal | 0 |
| 2022-09-12 02:00 | 2022-09-13 12:00 | long | 22,044.75 | 21,700.98 | 100% | -1.66% | -1.66% | stop | 0 |
| 2022-07-19 17:00 | 2022-07-21 01:00 | long | 23,236.66 | 23,249.70 | 100% | -0.04% | -0.04% | signal | 0 |
| 2022-05-11 21:00 | 2022-05-12 01:00 | short | 28,499.94 | 29,831.36 | 100% | -4.77% | -4.77% | signal | 0 |
| 2022-04-04 01:00 | 2022-04-04 22:00 | short | 45,862.08 | 46,772.08 | 100% | -2.09% | -2.09% | stop | 0 |
| 2022-01-21 02:00 | 2022-01-23 01:00 | short | 39,763.00 | 35,401.11 | 100% | +10.88% | +10.88% | signal | 0 |
| 2022-01-05 21:00 | 2022-01-07 13:00 | short | 43,967.01 | 42,400.00 | 100% | +3.47% | +3.47% | signal | 0 |
| 2021-12-26 22:00 | 2021-12-28 00:00 | long | 50,776.16 | 50,385.71 | 100% | -0.87% | -0.87% | stop | 0 |
| 2021-12-07 21:00 | 2021-12-08 01:00 | short | 50,441.59 | 50,721.91 | 100% | -0.66% | -0.66% | signal | 0 |
| 2021-11-15 19:00 | 2021-11-17 13:00 | short | 63,812.79 | 60,455.92 | 100% | +5.16% | +5.16% | signal | 0 |
| 2021-09-18 05:00 | 2021-09-19 12:00 | long | 48,329.30 | 47,154.77 | 100% | -2.53% | -2.53% | stop | 0 |
| 2021-07-08 01:00 | 2021-07-09 17:00 | short | 33,210.46 | 33,527.24 | 100% | -1.05% | -1.05% | signal | 0 |
| 2021-05-16 19:00 | 2021-05-17 01:00 | short | 45,409.99 | 45,551.72 | 100% | -0.41% | -0.41% | signal | 0 |
| 2021-04-02 03:00 | 2021-04-02 17:00 | long | 59,718.09 | 59,270.46 | 100% | -0.85% | -0.85% | signal | 0 |
| 2021-02-25 21:00 | 2021-02-27 13:00 | short | 49,151.36 | 47,430.00 | 100% | +3.40% | +3.40% | signal | 0 |
| 2021-01-20 00:00 | 2021-01-22 05:00 | short | 35,901.94 | 30,919.59 | 100% | +13.78% | +13.78% | signal | 0 |
| 2021-01-02 07:00 | 2021-01-02 20:00 | long | 29,709.06 | 30,995.34 | 100% | +4.23% | +4.23% | stop | 0 |
| 2020-11-25 05:00 | 2020-11-27 21:00 | short | 18,685.82 | 17,068.01 | 100% | +8.56% | +8.56% | signal | 0 |
| 2020-11-02 21:00 | 2020-11-03 01:00 | long | 13,663.44 | 13,528.16 | 100% | -1.09% | -1.09% | signal | 0 |
| 2020-10-01 17:00 | 2020-10-03 09:00 | short | 10,522.72 | 10,507.66 | 100% | +0.04% | +0.04% | signal | 0 |
| 2020-07-05 10:00 | 2020-07-06 01:00 | short | 9,019.58 | 9,064.59 | 100% | -0.60% | -0.60% | signal | 0 |
| 2020-06-27 17:00 | 2020-06-28 09:00 | short | 9,101.11 | 9,054.20 | 100% | +0.42% | +0.42% | signal | 0 |
| 2020-06-11 02:00 | 2020-06-11 13:00 | long | 9,929.97 | 9,671.64 | 100% | -2.70% | -2.70% | stop | 0 |
| 2020-05-24 14:00 | 2020-05-26 01:00 | short | 9,087.12 | 8,866.21 | 100% | +2.33% | +2.33% | signal | 0 |
| 2020-04-26 14:00 | 2020-04-28 09:00 | long | 7,680.11 | 7,688.78 | 100% | +0.01% | +0.01% | signal | 0 |
| 2019-11-11 10:00 | 2019-11-12 21:00 | short | 8,659.47 | 8,793.10 | 100% | -1.64% | -1.64% | signal | 0 |
| 2019-08-13 14:00 | 2019-08-15 13:00 | short | 11,151.93 | 9,997.12 | 100% | +10.26% | +10.26% | signal | 0 |
| 2019-07-27 13:00 | 2019-07-29 01:00 | short | 9,430.67 | 9,534.99 | 100% | -1.21% | -1.21% | signal | 0 |
| 2019-07-14 16:00 | 2019-07-15 13:00 | short | 10,413.18 | 10,100.00 | 100% | +2.91% | +2.91% | signal | 0 |
| 2019-06-30 11:00 | 2019-07-02 01:00 | short | 11,603.44 | 10,365.51 | 100% | +10.57% | +10.57% | signal | 0 |
| 2019-06-10 12:00 | 2019-06-11 17:00 | long | 7,902.67 | 7,847.98 | 100% | -0.79% | -0.79% | signal | 0 |
| 2019-05-30 21:00 | 2019-06-01 09:00 | short | 8,463.72 | 8,553.35 | 100% | -1.16% | -1.16% | signal | 0 |
| 2019-05-06 17:00 | 2019-05-07 01:00 | long | 5,766.60 | 5,801.95 | 100% | +0.51% | +0.51% | signal | 0 |
| 2019-04-08 04:00 | 2019-04-09 01:00 | short | 5,199.45 | 5,184.71 | 100% | +0.18% | +0.18% | signal | 0 |
| 2019-02-23 21:00 | 2019-02-24 14:00 | long | 4,142.41 | 4,057.05 | 100% | -2.16% | -2.16% | stop | 0 |
| 2019-02-17 13:00 | 2019-02-17 23:00 | short | 3,613.07 | 3,680.22 | 100% | -1.96% | -1.96% | stop | 0 |
| 2018-10-27 14:00 | 2018-10-28 05:00 | short | 6,523.23 | 6,504.03 | 100% | +0.19% | +0.19% | signal | 0 |
| 2018-10-02 15:00 | 2018-10-04 01:00 | short | 6,549.00 | 6,529.76 | 100% | +0.19% | +0.19% | signal | 0 |
| 2018-05-27 01:00 | 2018-05-29 09:00 | short | 7,270.00 | 7,132.46 | 100% | +1.79% | +1.79% | signal | 0 |
| 2018-02-21 01:00 | 2018-02-23 09:00 | short | 11,095.00 | 9,914.31 | 100% | +10.55% | +10.55% | signal | 0 |
| 2017-09-12 18:00 | 2017-09-15 05:00 | short | 4,201.00 | 3,308.46 | 100% | +21.16% | +21.16% | signal | 0 |