coins: 1000PEPEUSDT, 1000FLOKIUSDT, XRPUSDT (crypto_trading_02/.env SYMBOLS) · timeframes 5m, 15m, 1h · window 2025-07-23 .. 2026-08-27 · walk-forward folds: train 90 d, test 30 d (10 folds) · $100 per trade, 0.15% cost per side, one position per coin, futures candles. control room · backtest runs · your coins · auto-find top coins
Per fold, the config with the best training PnL (drawdown-penalised, at least 5 trades) is picked and its test PnL summed (WF OOS $). The most-picked config is the recommendation; "fold PnLs" shows how that config did on every test window. A verdict of "trade it" needs positive WF OOS, at least 60% positive folds and PF ≥ 1.2 over the full window.
| coin | tf | verdict | entry | gate | stop | WF OOS $ | folds +/used | trades | full $ | PF | max DD $ | fold PnLs of the pick |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1000FLOKIUSDT | 5m | no edge: stay out | mtf_rsi25 | none | atr_trail | -14 | 2/10 | 16 | -2.44 | 0.86 | -9.82 | +0 -1 +0 -7 +4 +0 -1 -1 -2 +1 |
| 1000FLOKIUSDT | 1h | no edge: stay out | legacy_fee | none | bracket | -27 | 4/10 | 90 | +2.95 | 1.03 | -12 | -3 +4 -2 -1 +2 +3 -2 +3 +0 -8 |
| 1000FLOKIUSDT | 15m | no edge: stay out | mtf_rsi25 | none | tiered | -29 | 1/10 | 60 | -5.12 | 0.63 | -8.01 | -0 +7 +0 -5 +0 -0 -1 -0 -0 +1 |
| 1000PEPEUSDT | 15m | no edge: stay out | mtf_rsi25 | none | tiered | -9.73 | 3/10 | 45 | -5.35 | 0.52 | -7.20 | +1 -3 +0 -3 +0 -0 -1 +2 +1 -1 |
| 1000PEPEUSDT | 5m | no edge: stay out | mtf_rsi25 | none | tiered | -24 | 2/10 | 40 | -7.58 | 0.4 | -10 | +0 -1 +0 -1 -0 +0 -1 -1 +1 +0 |
| 1000PEPEUSDT | 1h | no edge: stay out | recross | none | bracket | -45 | 1/10 | 94 | -10 | 0.91 | -34 | -5 +10 -6 +4 -8 +0 -3 +0 -13 -5 |
| XRPUSDT | 5m | marginal: paper only | legacy_fee | none | ratchet | +5.53 | 5/10 | 62 | +23 | 1.77 | -14 | +3 +1 -3 -4 -1 +0 +0 +6 +2 +0 |
| XRPUSDT | 15m | no edge: stay out | mtf_rsi25 | none | ratchet | -17 | 3/10 | 22 | +13 | 1.73 | -6.88 | +0 +1 +3 +5 +7 -0 +0 +0 +5 +0 |
| XRPUSDT | 1h | no edge: stay out | legacy_fee | relatr | tiered | -34 | 3/10 | 220 | -24 | 0.57 | -28 | +2 -9 -1 -9 +4 +1 +0 -1 +2 +0 |
| tf | entry | gate | stop | trades | net $ | ex top coin | coins + | win % | PF | max DD $ |
|---|---|---|---|---|---|---|---|---|---|---|
| 15m | mtf_rsi25 | none | atr_trail | 64 | +24 | +7.42 | 2/3 | 39.1 | 1.37 | -32 |
| 15m | mtf_rsi25 | relatr | atr_trail | 57 | +20 | +4.23 | 2/3 | 35.1 | 1.33 | -31 |
| 1h | mtf_rsi25 | none | bracket | 14 | +19 | +10 | 3/3 | 92.9 | 6.69 | -3.29 |
| 1h | mtf_rsi25 | relatr | bracket | 13 | +17 | +8.57 | 3/3 | 92.3 | 6.18 | -3.29 |
| 1h | mtf_rsi25 | none | ratchet | 14 | +8.85 | +3.49 | 3/3 | 64.3 | 2.9 | -3.89 |
| 1h | mtf_rsi25 | relatr | ratchet | 13 | +8.42 | +3.06 | 3/3 | 61.5 | 2.8 | -3.89 |
| 1h | mtf_rsi25 | none | tiered | 32 | +3.56 | +1.05 | 2/3 | 56.2 | 1.66 | -1.95 |
| 1h | mtf_rsi25 | relatr | tiered | 30 | +3.22 | +1.06 | 2/3 | 53.3 | 1.6 | -1.95 |
| 15m | mtf_rsi25 | none | ratchet | 64 | +0.68 | -13 | 1/3 | 40.6 | 1.01 | -19 |
| 1h | mtf_rsi25 | none | legacy_trail | 14 | -4.62 | -4.47 | 0/3 | 57.1 | 0.61 | -5.45 |
| 1h | mtf_rsi25 | relatr | legacy_trail | 13 | -5.12 | -4.97 | 0/3 | 53.8 | 0.57 | -5.45 |
| 1h | mtf_rsi25 | none | atr_trail | 14 | -7.08 | -11 | 1/3 | 42.9 | 0.44 | -8.61 |
| 5m | mtf_rsi25 | none | ratchet | 46 | -7.16 | -7.45 | 1/3 | 41.3 | 0.81 | -21 |
| 15m | mtf_rsi25 | relatr | ratchet | 57 | -7.48 | -12 | 1/3 | 38.6 | 0.87 | -21 |
| 15m | mtf_rsi25 | none | legacy_trail | 62 | -7.55 | -11 | 1/3 | 61.3 | 0.86 | -24 |
| 1h | mtf_rsi25 | relatr | atr_trail | 13 | -7.74 | -11 | 1/3 | 38.5 | 0.39 | -8.61 |
| 5m | mtf_rsi25 | none | atr_trail | 52 | -11 | -10 | 0/3 | 34.6 | 0.76 | -26 |
| 15m | mtf_rsi25 | relatr | legacy_trail | 55 | -12 | -11 | 0/3 | 56.4 | 0.77 | -26 |
| 5m | mtf_rsi25 | relatr | ratchet | 41 | -13 | -13 | 1/3 | 36.6 | 0.64 | -22 |
| 15m | mtf_rsi25 | none | tiered | 147 | -14 | -10 | 0/3 | 29.3 | 0.64 | -17 |
| 5m | mtf_rsi25 | relatr | atr_trail | 45 | -15 | -11 | 0/3 | 33.3 | 0.66 | -25 |
| 15m | mtf_rsi25 | relatr | tiered | 134 | -15 | -11 | 0/3 | 27.6 | 0.59 | -18 |
| 5m | mtf_rsi25 | none | bracket | 45 | -18 | -19 | 1/3 | 57.8 | 0.7 | -36 |
| 5m | mtf_rsi25 | none | tiered | 115 | -20 | -14 | 0/3 | 31.3 | 0.45 | -24 |
| 5m | mtf_rsi25 | relatr | legacy_trail | 42 | -20 | -18 | 0/3 | 42.9 | 0.5 | -26 |
| 5m | mtf_rsi25 | none | legacy_trail | 48 | -21 | -18 | 0/3 | 43.8 | 0.51 | -26 |
| 5m | mtf_rsi25 | relatr | tiered | 102 | -21 | -16 | 0/3 | 32.4 | 0.4 | -24 |
| 5m | mtf_rsi25 | relatr | bracket | 40 | -22 | -21 | 0/3 | 55.0 | 0.63 | -37 |
| 1h | legacy_fee | relatr | bracket | 248 | -33 | -35 | 1/3 | 63.3 | 0.89 | -47 |
| 1h | legacy_fee | none | bracket | 271 | -34 | -37 | 1/3 | 63.5 | 0.89 | -52 |
| 15m | mtf_rsi25 | relatr | bracket | 53 | -35 | -32 | 0/3 | 52.8 | 0.58 | -42 |
| 1h | recross | relatr | bracket | 250 | -35 | -44 | 1/3 | 63.2 | 0.88 | -56 |
| 15m | mtf_rsi25 | none | bracket | 60 | -38 | -35 | 0/3 | 53.3 | 0.59 | -42 |
| 1h | recross | relatr | ratchet | 257 | -40 | -38 | 0/3 | 38.9 | 0.81 | -46 |
| 1h | recross | none | ratchet | 290 | -47 | -49 | 2/3 | 39.0 | 0.81 | -61 |
| 1h | recross | none | bracket | 280 | -54 | -63 | 1/3 | 62.1 | 0.85 | -79 |
| 1h | legacy_fee | relatr | ratchet | 277 | -57 | -43 | 0/3 | 37.2 | 0.77 | -65 |
| 5m | legacy_fee | none | bracket | 351 | -58 | -70 | 1/3 | 62.7 | 0.86 | -100 |
| 1h | legacy_fee | none | ratchet | 302 | -61 | -50 | 0/3 | 37.4 | 0.77 | -67 |
| 5m | legacy_fee | relatr | bracket | 349 | -62 | -72 | 1/3 | 62.5 | 0.86 | -103 |
| 5m | legacy | none | atr_trail | 469 | -68 | -76 | 1/3 | 34.5 | 0.86 | -120 |
| 5m | legacy | relatr | atr_trail | 469 | -68 | -76 | 1/3 | 34.5 | 0.86 | -120 |
| 5m | legacy_fee | none | ratchet | 383 | -76 | -99 | 1/3 | 40.2 | 0.77 | -114 |
| 5m | legacy_fee | relatr | ratchet | 381 | -77 | -100 | 1/3 | 40.2 | 0.77 | -115 |
| 1h | legacy_fee | none | atr_trail | 276 | -81 | -70 | 0/3 | 34.4 | 0.79 | -119 |
| 1h | legacy_fee | relatr | atr_trail | 245 | -84 | -68 | 0/3 | 34.7 | 0.77 | -116 |
| 5m | legacy_fee | none | legacy_trail | 394 | -91 | -115 | 1/3 | 59.9 | 0.75 | -113 |
| 5m | legacy_fee | relatr | legacy_trail | 392 | -91 | -116 | 1/3 | 59.7 | 0.74 | -113 |
| 1h | recross | relatr | tiered | 592 | -97 | -74 | 0/3 | 31.2 | 0.49 | -97 |
| 1h | legacy_fee | relatr | legacy_trail | 269 | -105 | -75 | 0/3 | 48.0 | 0.67 | -108 |
| 1h | legacy_fee | relatr | tiered | 788 | -106 | -83 | 0/3 | 32.5 | 0.54 | -110 |
| 1h | recross | none | tiered | 677 | -110 | -90 | 0/3 | 31.5 | 0.48 | -113 |
| 1h | legacy_fee | none | legacy_trail | 295 | -117 | -89 | 0/3 | 48.5 | 0.66 | -121 |
| 5m | legacy_fee | none | atr_trail | 478 | -118 | -150 | 1/3 | 31.2 | 0.72 | -167 |
| 1h | recross | relatr | legacy_trail | 272 | -118 | -82 | 0/3 | 46.0 | 0.63 | -123 |
| 1h | legacy_fee | none | tiered | 858 | -119 | -83 | 0/3 | 33.1 | 0.53 | -119 |
| 5m | legacy_fee | relatr | atr_trail | 476 | -120 | -150 | 1/3 | 30.9 | 0.72 | -169 |
| 5m | legacy | none | legacy_trail | 589 | -124 | -110 | 0/3 | 52.8 | 0.77 | -136 |
| 5m | legacy | relatr | legacy_trail | 589 | -124 | -110 | 0/3 | 52.8 | 0.77 | -136 |
| 1h | recross | none | legacy_trail | 313 | -136 | -99 | 0/3 | 47.3 | 0.63 | -141 |
| 5m | legacy | none | ratchet | 606 | -148 | -145 | 0/3 | 37.8 | 0.73 | -171 |
| 5m | legacy | relatr | ratchet | 606 | -148 | -145 | 0/3 | 37.8 | 0.73 | -171 |
| 1h | mtf_rsi25 | none | ladder | 3 | -155 | -129 | 0/3 | - | - | -155 |
| 1h | mtf_rsi25 | relatr | ladder | 3 | -155 | -129 | 0/3 | - | - | -155 |
| 15m | legacy_fee | none | bracket | 497 | -155 | -128 | 0/3 | 59.8 | 0.76 | -173 |
| 15m | legacy_fee | relatr | bracket | 496 | -157 | -128 | 0/3 | 59.7 | 0.76 | -175 |
| 1h | recross | relatr | atr_trail | 257 | -165 | -119 | 0/3 | 31.5 | 0.61 | -169 |
| 1h | recross | none | atr_trail | 305 | -168 | -113 | 0/3 | 31.5 | 0.63 | -176 |
| 5m | legacy_fee | none | tiered | 1436 | -177 | -159 | 0/3 | 25.5 | 0.48 | -177 |
| 5m | legacy_fee | relatr | tiered | 1429 | -177 | -160 | 0/3 | 25.4 | 0.47 | -177 |
| 5m | legacy | none | bracket | 595 | -178 | -146 | 0/3 | 60.0 | 0.77 | -183 |
| 5m | legacy | relatr | bracket | 595 | -178 | -146 | 0/3 | 60.0 | 0.77 | -183 |
| 15m | mtf_rsi25 | none | ladder | 3 | -191 | -140 | 0/3 | - | - | -191 |
| 15m | mtf_rsi25 | relatr | ladder | 3 | -191 | -140 | 0/3 | - | - | -191 |
| 5m | mtf_rsi25 | none | ladder | 3 | -191 | -140 | 0/3 | - | - | -191 |
| 5m | mtf_rsi25 | relatr | ladder | 3 | -191 | -140 | 0/3 | - | - | -191 |
| 5m | legacy | none | tiered | 1937 | -197 | -181 | 0/3 | 28.2 | 0.56 | -199 |
| 5m | legacy | relatr | tiered | 1937 | -197 | -181 | 0/3 | 28.2 | 0.56 | -199 |
| 15m | legacy_fee | relatr | atr_trail | 614 | -201 | -153 | 0/3 | 31.3 | 0.68 | -201 |
| 15m | legacy_fee | relatr | ratchet | 547 | -202 | -175 | 0/3 | 34.2 | 0.64 | -216 |
| 15m | legacy_fee | none | atr_trail | 616 | -202 | -152 | 0/3 | 31.2 | 0.68 | -202 |
| 1h | legacy_fee | none | ladder | 3 | -206 | -147 | 0/3 | - | - | -206 |
| 1h | legacy_fee | relatr | ladder | 3 | -206 | -147 | 0/3 | - | - | -206 |
| 1h | recross | none | ladder | 3 | -208 | -150 | 0/3 | - | - | -208 |
| 1h | recross | relatr | ladder | 3 | -208 | -150 | 0/3 | - | - | -208 |
| 15m | legacy_fee | relatr | legacy_trail | 561 | -208 | -167 | 0/3 | 54.2 | 0.63 | -215 |
| 5m | legacy_fee | none | ladder | 3 | -209 | -152 | 0/3 | - | - | -209 |
| 5m | legacy_fee | relatr | ladder | 3 | -209 | -152 | 0/3 | - | - | -209 |
| 15m | legacy_fee | none | ratchet | 549 | -209 | -180 | 0/3 | 33.9 | 0.62 | -223 |
| 15m | legacy_fee | none | ladder | 3 | -209 | -151 | 0/3 | - | - | -209 |
| 15m | legacy_fee | relatr | ladder | 3 | -209 | -151 | 0/3 | - | - | -209 |
| 15m | legacy_fee | none | legacy_trail | 561 | -210 | -166 | 0/3 | 53.8 | 0.63 | -217 |
| 15m | recross | none | ladder | 3 | -211 | -151 | 0/3 | - | - | -211 |
| 15m | recross | relatr | ladder | 3 | -211 | -151 | 0/3 | - | - | -211 |
| 5m | legacy | none | ladder | 3 | -211 | -154 | 0/3 | - | - | -211 |
| 5m | legacy | relatr | ladder | 3 | -211 | -154 | 0/3 | - | - | -211 |
| 5m | recross | none | ladder | 3 | -212 | -152 | 0/3 | - | - | -212 |
| 5m | recross | relatr | ladder | 3 | -212 | -152 | 0/3 | - | - | -212 |
| 1h | legacy | none | ladder | 3 | -212 | -156 | 0/3 | - | - | -212 |
| 1h | legacy | relatr | ladder | 3 | -212 | -156 | 0/3 | - | - | -212 |
| 15m | legacy | none | ladder | 3 | -213 | -155 | 0/3 | - | - | -213 |
| 15m | legacy | relatr | ladder | 3 | -213 | -155 | 0/3 | - | - | -213 |
| 15m | recross | relatr | bracket | 722 | -237 | -186 | 0/3 | 59.4 | 0.75 | -259 |
| 15m | recross | none | bracket | 795 | -278 | -228 | 0/3 | 59.0 | 0.74 | -294 |
| 15m | recross | relatr | ratchet | 756 | -296 | -252 | 0/3 | 37.3 | 0.6 | -299 |
| 15m | recross | none | ratchet | 847 | -313 | -277 | 0/3 | 37.8 | 0.62 | -322 |
| 15m | legacy_fee | relatr | tiered | 1937 | -325 | -273 | 0/3 | 24.6 | 0.37 | -327 |
| 15m | legacy_fee | none | tiered | 1949 | -327 | -272 | 0/3 | 24.6 | 0.37 | -329 |
| 15m | recross | relatr | legacy_trail | 816 | -344 | -253 | 0/3 | 56.9 | 0.55 | -348 |
| 15m | recross | relatr | tiered | 2088 | -353 | -260 | 0/3 | 25.7 | 0.38 | -353 |
| 15m | recross | relatr | atr_trail | 891 | -354 | -266 | 0/3 | 29.3 | 0.57 | -358 |
| 15m | recross | none | legacy_trail | 942 | -376 | -292 | 0/3 | 55.5 | 0.55 | -380 |
| 15m | recross | none | tiered | 2378 | -405 | -304 | 0/3 | 26.1 | 0.38 | -406 |
| 15m | recross | none | atr_trail | 1082 | -424 | -332 | 0/3 | 28.2 | 0.55 | -428 |
| 15m | legacy | none | atr_trail | 1146 | -560 | -436 | 0/3 | 29.3 | 0.61 | -603 |
| 15m | legacy | relatr | atr_trail | 1146 | -560 | -436 | 0/3 | 29.3 | 0.61 | -603 |
| 15m | legacy | none | bracket | 1359 | -574 | -463 | 0/3 | 57.5 | 0.7 | -603 |
| 15m | legacy | relatr | bracket | 1359 | -574 | -463 | 0/3 | 57.5 | 0.7 | -603 |
| 5m | recross | relatr | bracket | 1306 | -589 | -409 | 0/3 | 57.0 | 0.68 | -597 |
| 15m | legacy | none | legacy_trail | 1374 | -598 | -496 | 0/3 | 48.0 | 0.6 | -621 |
| 15m | legacy | relatr | legacy_trail | 1374 | -598 | -496 | 0/3 | 48.0 | 0.6 | -621 |
| 1h | legacy | none | atr_trail | 983 | -605 | -511 | 0/3 | 28.6 | 0.62 | -656 |
| 1h | legacy | relatr | atr_trail | 983 | -605 | -511 | 0/3 | 28.6 | 0.62 | -656 |
| 15m | legacy | none | ratchet | 1459 | -621 | -490 | 0/3 | 34.7 | 0.57 | -650 |
| 15m | legacy | relatr | ratchet | 1459 | -621 | -490 | 0/3 | 34.7 | 0.57 | -650 |
| 5m | recross | relatr | ratchet | 1578 | -627 | -467 | 0/3 | 34.7 | 0.59 | -630 |
| 5m | recross | none | bracket | 1400 | -649 | -471 | 0/3 | 56.7 | 0.67 | -652 |
| 1h | legacy | none | legacy_trail | 1408 | -686 | -550 | 0/3 | 43.5 | 0.61 | -739 |
| 1h | legacy | relatr | legacy_trail | 1408 | -686 | -550 | 0/3 | 43.5 | 0.61 | -739 |
| 5m | recross | relatr | legacy_trail | 1915 | -686 | -489 | 0/3 | 46.3 | 0.47 | -686 |
| 5m | recross | none | ratchet | 1724 | -706 | -504 | 0/3 | 34.1 | 0.58 | -709 |
| 1h | legacy | none | bracket | 1542 | -737 | -557 | 0/3 | 56.4 | 0.67 | -751 |
| 1h | legacy | relatr | bracket | 1542 | -737 | -557 | 0/3 | 56.4 | 0.67 | -751 |
| 15m | legacy | none | tiered | 4937 | -762 | -641 | 0/3 | 26.4 | 0.44 | -765 |
| 15m | legacy | relatr | tiered | 4937 | -762 | -641 | 0/3 | 26.4 | 0.44 | -765 |
| 5m | recross | relatr | atr_trail | 2559 | -792 | -628 | 0/3 | 25.9 | 0.49 | -793 |
| 1h | legacy | none | ratchet | 1626 | -804 | -631 | 0/3 | 33.9 | 0.55 | -831 |
| 1h | legacy | relatr | ratchet | 1626 | -804 | -631 | 0/3 | 33.9 | 0.55 | -831 |
| 5m | recross | none | legacy_trail | 2274 | -809 | -569 | 0/3 | 42.4 | 0.44 | -809 |
| 5m | recross | relatr | tiered | 5247 | -828 | -621 | 0/3 | 26.3 | 0.39 | -828 |
| 1h | legacy | none | tiered | 5510 | -987 | -773 | 0/3 | 29.0 | 0.45 | -999 |
| 1h | legacy | relatr | tiered | 5510 | -987 | -773 | 0/3 | 29.0 | 0.45 | -999 |
| 5m | recross | none | tiered | 6022 | -999 | -688 | 0/3 | 26.0 | 0.38 | -999 |
| 5m | recross | none | atr_trail | 3190 | -1009 | -698 | 0/3 | 23.8 | 0.45 | -1009 |
USD, $100 per entry, realised only; unrealised P/L and open positions on each dashboard.
| book | since | fills | open | closed | net | last 7d | win % | fees | rule |
|---|---|---|---|---|---|---|---|---|---|
| RSI-dip v1 | 2026-02-27 | 228 | 196 | 32 | +1510 | +0 | - | 34 | triple RSI<25 dips, top-100 mcap perps, ratchet stop |
| RSI-dip v2 | 2025-08-25 | 54 | 40 | 14 | +892 | +1099 | - | 69 | BTC/ETH/SOL/XRP, daily RSI recovers to 30 |
| RSI-dip v3 | 2026-02-27 | 281 | 44 | 237 | +628 | +50 | - | 38 | v1 entries, quick-harvest exits |
| Pop-runner v4 | 2026-02-27 | 541 | 22 | 519 | -607 | -15 | 32 | 106 | hourly breakout after an RSI reset, tiered trails |
| Pop-runner v5 | 2026-08-23 | 110 | 43 | 67 | -133 | -113 | 28 | 20 | v4 without the RSI gate, vol >= 5x, trails 3/6/10% |
| Pop-runner v6 | 2026-08-24 | 86 | 0 | 86 | -44 | -27 | 30 | 17 | 15m burst entry, trail on the last green 15m low |
legacy crypto_backtest_01 live config: 40<RSI<95, prev RSI<80, rel-ATR 0.8-3%, MA rule, red-candle levellegacy_fee crypto_backtest_01 README fee-aware profile: RSI<28, prev RSI<80, rel-ATR 0.6-3%, MA rulerecross crypto_trading_02 watch list: RSI<29 arms, buy when RSI crosses back above 30mtf_rsi25 paper book v1/v3 entry: RSI<25 on the base and every slower timeframenone no regime gaterelatr 1h ATR/close >= 0.8% (validated 2026-08-26; no cap)legacy_trail crypto_backtest_01 stop as configured: 2.5% trail on close, +0.8% lock after +2.5%, RSI/ATR/wick tightenersratchet staged ratchet: -3% initial, BE at +1%, lock +0.5% at +2%, 0.8% trail at +3%, 0.5% at +5%atr_trail 2.5 x ATR(14) trailing stopbracket fixed -3% stop / +2% take profitladder profit ladder: floors at +100%/+125%, 33% trail beyondtiered paper book v3 style: 40/30/30 tranches, 0.5%/1.5% trails, -1% hard stop, 4h capGenerated by cryptokit.backtesting.sweep. Source JSON: research_output/sweep/sweep_20260827T010000Z.json