RSI-dip strategy grid

Every row is the same book — 126 USDT pairs, top-50 by rolling volume, $100 per signal, up to 20 stacked entries per pair, 0.15% cost per side — changing only ONE thing (the exit, or the entry). $10,000 start. 16,615,038 5-minute candles.
How to read it. A config that only wins in Train is a curve fit — it was free to look good on the window we tuned on. A config that also holds up Out-of-sample (all of 2025, which nothing was fitted to) is a real finding. PnL ex-top-coin is the PnL with the single best-performing coin removed — if that is negative, the whole result is one lucky coin. max DD over 100% on a $10,000 book means the account would have been wiped (the book runs up to 20×$100×50 of exposure — heavy leverage when fully deployed). Click any header to sort.

Exits — same live entry (RSI<25, top-15% ATR regime), different stop

Train (2026 YTD)Out-of-sample (2025, held out)Full 18 months
configPnLPnL ex-top-coinmax DDtradesPnLPnL ex-top-coinmax DDtradesPnLPnL ex-top-coinmax DDtrades
no_stop$+9,448$-3,69530%320$-19,276$-19,809139%543$-20,769$-33,912189%809
ladder$+9,472$-3,67130%320$-13,861$-14,394119%537$-12,417$-25,560163%823
ladder_trail33$+2,451$-3,48144%320$-12,421$-13,230113%541$-18,053$-23,985158%827
ladder_trail25$-364$-3,25845%320$-11,557$-12,560109%540$-20,015$-22,910159%827
ladder_trail50$+9,472$-3,67130%320$-13,528$-14,069118%537$-12,077$-25,220163%823
trail33_from100$+2,519$-3,41344%320$-12,222$-13,030112%544$-17,796$-23,728158%829
tp300_66_trail33$+1,325$-3,48141%334$-12,348$-13,230112%543$-19,105$-23,911158%843
tp300_50_trail33$+1,598$-3,48141%334$-12,365$-13,230112%543$-18,850$-23,929158%843
tp200_66_trail33$+448$-3,43743%335$-12,255$-13,005112%548$-19,889$-23,774159%849
tp500_66_trail33$+2,068$-3,48140%328$-12,421$-13,230113%541$-18,436$-23,985158%835
tp300_66_no_trail$+3,563$-3,69532%334$-17,297$-18,695131%554$-24,340$-31,598182%834
ladder_trail33_floor50$-147$-3,63045%318$-10,824$-11,512106%539$-14,252$-17,736135%828

Entries — same live exit (hold, no stop), different entry

Train (2026 YTD)Out-of-sample (2025, held out)Full 18 months
configPnLPnL ex-top-coinmax DDtradesPnLPnL ex-top-coinmax DDtradesPnLPnL ex-top-coinmax DDtrades
rsi20_atr85$+2,804$-1,06213%68$-3,414$-3,66252%113$-3,336$-7,20175%181
rsi30_atr85$+12,290$-7,82158%664$-46,130$-47,568264%1135$-46,905$-67,016270%1309
rsi25_no_atr_gate$+8,215$-9,65564%645$-40,404$-41,102193%1060$-45,106$-62,976244%1267
rsi25_atr70$+11,654$-5,02034%411$-26,598$-27,166161%745$-28,630$-45,303217%1000
rsi25_atr95$+9,480$-1,95725%212$-11,254$-11,503106%342$-8,701$-20,138143%549
rsi25_5m15m$+4,920$-8,23751%613$-40,053$-41,094198%1056$-48,343$-61,499228%1220
rsi25_15m1h4h$+1,527$-1,39922%146$-5,644$-5,83973%187$-8,025$-10,951101%333