ETH · 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 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
flat
last close 2,501.70
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 | 2017-09-09 18:00 → 2026-09-06 09:00 (8.99 y) | 2026-09-06 09:26 → 2026-09-06 10:00 (0.1 d) |
| Closed trades (long / short) | 62 (24 / 38) | 0 ( / ) |
| Trades per year | 7.0 | – |
| Win rate | 46.8% | –% |
| Profit factor (ex best trade) | 2.06 (1.76) | – (–) |
| Long PF / short PF | 1.61 / 2.30 | – / – |
| Expectancy per trade (% of equity) | +1.26% | – |
| Average win / loss | +5.2% / -2.2% | – / – |
| Payoff ratio | 2.34 | – |
| Best / worst trade | +22.3% / -9.3% | – / – |
| Longest losing streak | 6 | |
| Median / mean hold (hours) | 22 / 26 | – / – |
| Exit reasons | stop 17 signal 45 | |
| Net return | +101.5% | +0.00% |
| Asset change over the window | +758.3% | – |
| CAGR | +8.1% | – |
| Max drawdown (mark-to-market) | 18.2% | 0.0% |
| Current drawdown | 5.5% | 0.0% |
| Sharpe / Sortino (daily, annualised) | 0.61 / 0.26 | – / – |
| Calmar | 0.45 | – |
Backtest equity (log)
Forward equity, marked to market each bar
Current indicator state (closed higher-timeframe values at 2026-09-06 10:00)
- ATR
- 11.79
- 2h cycle
- 88.18
- 4h cycle
- 27.13
- daily cycle
- 71.73
- 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 | 18.2 | 3.6 | -6.8 | -9.3 | 3.6 | ||||||||
| 2018 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 2019 | 10.2 | 0.0 | 0.0 | 0.0 | 0.0 | 3.9 | 7.0 | 0.0 | 0.0 | -2.4 | 0.0 | 0.0 | 19.4 |
| 2020 | 2.9 | 0.0 | 0.0 | 0.0 | -7.6 | -2.0 | -0.7 | 0.0 | 0.0 | 0.0 | 0.0 | 3.3 | -4.4 |
| 2021 | 0.0 | 0.1 | 0.0 | -5.1 | 3.7 | 0.5 | 0.0 | 0.0 | 0.0 | -4.4 | 0.0 | 0.0 | -5.3 |
| 2022 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -2.6 | 5.9 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 3.2 |
| 2023 | 0.0 | 0.0 | 8.5 | -1.1 | 0.0 | -1.6 | 1.3 | 0.5 | 2.1 | -1.1 | -3.1 | -3.3 | 1.6 |
| 2024 | 8.9 | -0.5 | 0.0 | -1.3 | 0.0 | 3.8 | 0.0 | 0.0 | 0.0 | -2.1 | 0.0 | 0.0 | 8.7 |
| 2025 | -2.3 | 1.4 | 0.0 | 7.9 | 3.1 | 18.7 | 0.0 | 0.0 | 2.0 | -3.3 | 0.0 | 0.3 | 29.4 |
| 2026 | 7.1 | 9.7 | -0.5 | 0.0 | 0.6 | 6.6 | -2.0 | -0.9 | 0.0 | 21.9 |
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 -0.4%, positive in 1/10
| Month | 2017-12 | 2018-01 | 2018-03 | 2018-04 | 2019-05 | 2020-04 | 2020-07 | 2020-11 | 2021-01 | 2022-07 |
|---|---|---|---|---|---|---|---|---|---|---|
| Asset | +72% | +53% | -54% | +70% | +66% | +55% | +54% | +60% | +78% | +57% |
| System | -9.3% | +0.0% | +0.0% | +0.0% | +0.0% | +0.0% | -0.7% | +0.0% | +0.0% | +5.9% |
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 62)
| Entry | Exit | Side | Entry px | Exit px | Exposure | Trade % | Equity % | Reason | Adds |
|---|---|---|---|---|---|---|---|---|---|
| 2026-08-09 14:00 | 2026-08-09 23:00 | long | 1,923.36 | 1,908.18 | 100% | -0.89% | -0.89% | stop | 0 |
| 2026-07-06 22:00 | 2026-07-08 01:00 | long | 1,814.88 | 1,780.29 | 100% | -2.00% | -2.00% | signal | 0 |
| 2026-06-05 06:00 | 2026-06-06 13:00 | short | 1,684.16 | 1,571.32 | 100% | +6.60% | +6.60% | signal | 0 |
| 2026-05-31 10:00 | 2026-06-01 21:00 | short | 2,021.13 | 2,005.56 | 100% | +0.67% | +0.67% | signal | 0 |
| 2026-03-10 22:00 | 2026-03-11 01:00 | short | 2,029.20 | 2,037.68 | 100% | -0.52% | -0.52% | signal | 0 |
| 2026-02-11 22:00 | 2026-02-12 01:00 | long | 1,970.46 | 1,958.81 | 100% | -0.69% | -0.69% | signal | 0 |
| 2026-02-04 17:00 | 2026-02-06 05:00 | short | 2,135.04 | 1,909.02 | 100% | +10.49% | +10.49% | signal | 0 |
| 2026-01-19 01:00 | 2026-01-21 05:00 | short | 3,212.13 | 2,979.50 | 100% | +7.15% | +7.15% | signal | 0 |
| 2025-12-15 18:00 | 2025-12-17 09:00 | short | 2,937.18 | 2,926.00 | 100% | +0.28% | +0.28% | signal | 0 |
| 2025-10-10 20:00 | 2025-10-10 21:00 | short | 3,997.56 | 4,124.68 | 100% | -3.28% | -3.28% | stop | 0 |
| 2025-09-22 01:00 | 2025-09-23 17:00 | short | 4,336.28 | 4,192.51 | 100% | +3.22% | +3.22% | signal | 0 |
| 2025-09-03 14:00 | 2025-09-04 09:00 | long | 4,419.29 | 4,369.83 | 100% | -1.22% | -1.22% | signal | 0 |
| 2025-06-23 01:00 | 2025-06-25 13:00 | long | 2,240.94 | 2,428.90 | 100% | +8.28% | +8.28% | signal | 0 |
| 2025-06-20 17:00 | 2025-06-23 01:00 | short | 2,482.50 | 2,240.94 | 100% | +9.64% | +9.64% | signal | 0 |
| 2025-05-13 14:00 | 2025-05-15 01:00 | long | 2,549.66 | 2,632.29 | 100% | +3.14% | +3.14% | signal | 0 |
| 2025-04-06 17:00 | 2025-04-07 14:00 | short | 1,731.28 | 1,592.86 | 100% | +7.90% | +7.90% | stop | 0 |
| 2025-02-27 21:00 | 2025-02-28 17:00 | short | 2,256.44 | 2,222.51 | 100% | +1.40% | +1.40% | signal | 0 |
| 2025-01-12 09:00 | 2025-01-13 00:00 | short | 3,239.98 | 3,311.97 | 100% | -2.32% | -2.32% | stop | 0 |
| 2024-10-25 23:00 | 2024-10-27 21:00 | short | 2,464.21 | 2,514.48 | 100% | -2.14% | -2.14% | stop | 0 |
| 2024-06-23 15:00 | 2024-06-25 01:00 | short | 3,484.70 | 3,347.23 | 100% | +3.85% | +3.85% | signal | 0 |
| 2024-04-05 02:00 | 2024-04-06 09:00 | short | 3,299.68 | 3,340.90 | 100% | -1.35% | -1.35% | signal | 0 |
| 2024-02-12 18:00 | 2024-02-13 14:00 | long | 2,608.94 | 2,599.65 | 100% | -0.46% | -0.46% | stop | 0 |
| 2024-01-21 21:00 | 2024-01-24 01:00 | short | 2,467.30 | 2,244.43 | 100% | +8.94% | +8.94% | signal | 0 |
| 2023-12-21 13:00 | 2023-12-21 21:00 | long | 2,258.87 | 2,239.52 | 100% | -0.96% | -0.96% | signal | 0 |
| 2023-12-20 21:00 | 2023-12-21 01:00 | short | 2,183.54 | 2,192.21 | 100% | -0.50% | -0.50% | signal | 0 |
| 2023-12-17 17:00 | 2023-12-18 01:00 | long | 2,233.26 | 2,193.64 | 100% | -1.87% | -1.87% | signal | 0 |
| 2023-11-01 21:00 | 2023-11-02 15:00 | long | 1,853.80 | 1,801.91 | 100% | -2.90% | -2.90% | stop | 0 |
| 2023-10-31 07:00 | 2023-11-01 01:00 | short | 1,795.25 | 1,817.92 | 100% | -1.36% | -1.36% | signal | 0 |
| 2023-09-24 19:00 | 2023-09-25 16:00 | short | 1,590.01 | 1,595.84 | 100% | -0.47% | -0.47% | stop | 0 |
| 2023-09-20 03:00 | 2023-09-21 21:00 | short | 1,640.13 | 1,588.06 | 100% | +3.08% | +3.08% | signal | 0 |
| 2023-09-04 13:00 | 2023-09-05 13:00 | short | 1,630.56 | 1,637.58 | 100% | -0.53% | -0.53% | signal | 0 |
| 2023-08-08 01:00 | 2023-08-09 17:00 | long | 1,835.18 | 1,849.00 | 100% | +0.65% | +0.65% | signal | 0 |
| 2023-08-07 13:00 | 2023-08-08 01:00 | short | 1,833.34 | 1,835.18 | 100% | -0.20% | -0.20% | signal | 0 |
| 2023-07-20 17:00 | 2023-07-22 09:00 | short | 1,884.57 | 1,892.26 | 100% | -0.51% | -0.51% | signal | 0 |
| 2023-07-18 17:00 | 2023-07-19 05:00 | short | 1,884.91 | 1,912.07 | 100% | -1.54% | -1.54% | signal | 0 |
| 2023-07-13 14:00 | 2023-07-14 18:00 | long | 1,886.94 | 1,953.78 | 100% | +3.44% | +3.44% | stop | 0 |
| 2023-06-14 21:00 | 2023-06-16 01:00 | short | 1,638.44 | 1,662.26 | 100% | -1.55% | -1.55% | signal | 0 |
| 2023-04-30 14:00 | 2023-04-30 20:00 | long | 1,905.20 | 1,886.03 | 100% | -1.11% | -1.11% | stop | 0 |
| 2023-03-08 15:00 | 2023-03-10 17:00 | short | 1,548.15 | 1,414.99 | 100% | +8.51% | +8.51% | signal | 0 |
| 2022-07-18 06:00 | 2022-07-19 05:00 | long | 1,433.56 | 1,519.81 | 100% | +5.91% | +5.91% | signal | 0 |
| 2022-06-09 10:00 | 2022-06-10 01:00 | long | 1,819.67 | 1,774.50 | 100% | -2.58% | -2.58% | signal | 0 |
| 2021-10-18 01:00 | 2021-10-18 11:00 | long | 3,876.20 | 3,709.15 | 100% | -4.41% | -4.41% | stop | 0 |
| 2021-06-21 11:00 | 2021-06-22 21:00 | short | 1,941.22 | 1,930.00 | 100% | +0.48% | +0.48% | signal | 0 |
| 2021-05-01 00:00 | 2021-05-02 09:00 | long | 2,772.42 | 2,878.56 | 100% | +3.73% | +3.73% | signal | 0 |
| 2021-04-10 21:00 | 2021-04-11 01:00 | short | 2,096.59 | 2,136.46 | 100% | -2.00% | -2.00% | signal | 0 |
| 2021-04-07 11:00 | 2021-04-08 17:00 | short | 2,006.38 | 2,067.17 | 100% | -3.13% | -3.13% | signal | 0 |
| 2021-02-12 17:00 | 2021-02-13 09:00 | long | 1,823.87 | 1,827.30 | 100% | +0.09% | +0.09% | signal | 0 |
| 2020-12-16 14:00 | 2020-12-17 18:00 | long | 609.15 | 629.71 | 100% | +3.27% | +3.27% | stop | 0 |
| 2020-07-25 21:00 | 2020-07-26 13:00 | long | 305.70 | 304.01 | 100% | -0.65% | -0.65% | signal | 0 |
| 2020-06-27 17:00 | 2020-06-28 13:00 | short | 225.93 | 223.05 | 100% | +1.18% | +1.18% | signal | 0 |
| 2020-06-11 02:00 | 2020-06-11 13:00 | long | 249.51 | 242.02 | 100% | -3.10% | -3.10% | stop | 0 |
| 2020-05-07 00:00 | 2020-05-07 18:00 | short | 198.92 | 213.88 | 100% | -7.63% | -7.63% | stop | 0 |
| 2020-01-22 14:00 | 2020-01-24 13:00 | short | 166.42 | 161.36 | 100% | +2.94% | +2.94% | signal | 0 |
| 2019-10-06 14:00 | 2019-10-07 10:00 | short | 171.77 | 175.80 | 100% | -2.45% | -2.45% | stop | 0 |
| 2019-07-14 13:00 | 2019-07-15 09:00 | short | 238.70 | 223.19 | 100% | +6.40% | +6.40% | signal | 0 |
| 2019-06-30 11:00 | 2019-07-02 01:00 | short | 304.65 | 290.84 | 100% | +4.44% | +4.44% | signal | 0 |
| 2019-01-01 09:00 | 2019-01-03 13:00 | long | 134.55 | 148.35 | 100% | +10.15% | +10.15% | signal | 0 |
| 2017-12-18 01:00 | 2017-12-18 11:00 | short | 681.00 | 743.40 | 100% | -9.27% | -9.27% | stop | 0 |
| 2017-11-24 02:00 | 2017-11-24 12:00 | short | 405.04 | 432.09 | 100% | -6.78% | -6.78% | stop | 0 |
| 2017-10-29 05:00 | 2017-10-30 21:00 | long | 294.80 | 305.84 | 100% | +3.64% | +3.64% | signal | 0 |
| 2017-09-12 18:00 | 2017-09-15 05:00 | short | 298.34 | 231.50 | 100% | +22.32% | +22.32% | signal | 0 |
| 2017-09-10 18:00 | 2017-09-11 01:00 | long | 300.00 | 290.20 | 100% | -3.37% | -3.37% | signal | 0 |