coins: 1000PEPEUSDT, 1000FLOKIUSDT, XRPUSDT (crypto_trading_02/.env SYMBOLS) · timeframes 5m, 15m, 1h · window 2025-08-23 .. 2026-09-27 · 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 | -6.98 | 3/10 | 15 | -6.28 | 0.63 | -9.82 | -1 +0 -7 +4 +0 -1 -1 -2 +1 +0 |
| 1000FLOKIUSDT | 15m | no edge: stay out | mtf_rsi25 | none | atr_trail | -13 | 2/10 | 23 | +9.78 | 1.4 | -9.59 | +5 +0 +12 +0 -1 -2 +5 -2 -1 +0 |
| 1000FLOKIUSDT | 1h | no edge: stay out | recross | none | bracket | -28 | 3/10 | 84 | +7.74 | 1.09 | -11 | +2 -3 +4 -1 +3 -2 +0 +5 -2 -5 |
| 1000PEPEUSDT | 15m | no edge: stay out | mtf_rsi25 | none | tiered | -16 | 2/10 | 45 | -5.35 | 0.52 | -7.20 | -3 +0 -3 +0 -0 -1 +2 +1 -1 +0 |
| 1000PEPEUSDT | 1h | no edge: stay out | recross | none | bracket | -18 | 4/10 | 88 | -15 | 0.86 | -37 | +9 -6 +4 -6 -2 -3 +0 -13 -5 +0 |
| 1000PEPEUSDT | 5m | no edge: stay out | mtf_rsi25 | none | tiered | -36 | 1/10 | 40 | -7.58 | 0.4 | -10 | -1 -0 -1 -0 +0 -1 -1 +1 +0 +0 |
| XRPUSDT | 5m | trade it | legacy_fee | none | ratchet | +16 | 6/10 | 57 | +12 | 1.32 | -14 | +4 +0 -8 -1 +0 +0 +6 +2 +0 +3 |
| XRPUSDT | 15m | no edge: stay out | mtf_rsi25 | none | ratchet | +3.01 | 3/10 | 22 | +13 | 1.73 | -6.88 | +1 +6 +1 +7 -0 +0 +0 +5 +0 +0 |
| XRPUSDT | 1h | no edge: stay out | legacy_fee | relatr | atr_trail | -46 | 2/10 | 61 | -9.43 | 0.88 | -33 | -5 -1 -26 +5 -2 +0 -0 -1 +0 +1 |
| tf | entry | gate | stop | trades | net $ | ex top coin | coins + | win % | PF | max DD $ |
|---|---|---|---|---|---|---|---|---|---|---|
| 1h | mtf_rsi25 | none | bracket | 14 | +19 | +10 | 3/3 | 92.9 | 6.69 | -3.29 |
| 15m | mtf_rsi25 | none | atr_trail | 63 | +17 | +7.43 | 2/3 | 38.1 | 1.27 | -32 |
| 1h | mtf_rsi25 | relatr | bracket | 13 | +17 | +8.57 | 3/3 | 92.3 | 6.18 | -3.29 |
| 15m | mtf_rsi25 | relatr | atr_trail | 56 | +14 | +4.23 | 2/3 | 33.9 | 1.22 | -31 |
| 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 | 63 | +0.98 | -12 | 1/3 | 41.3 | 1.02 | -18 |
| 5m | mtf_rsi25 | none | ratchet | 46 | -4.28 | -5.20 | 2/3 | 43.5 | 0.89 | -20 |
| 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 |
| 15m | mtf_rsi25 | relatr | ratchet | 56 | -7.18 | -12 | 1/3 | 39.3 | 0.87 | -20 |
| 1h | mtf_rsi25 | relatr | atr_trail | 13 | -7.74 | -11 | 1/3 | 38.5 | 0.39 | -8.61 |
| 5m | mtf_rsi25 | relatr | ratchet | 41 | -11 | -11 | 1/3 | 39.0 | 0.72 | -22 |
| 5m | mtf_rsi25 | none | atr_trail | 52 | -14 | -14 | 1/3 | 34.6 | 0.7 | -26 |
| 15m | mtf_rsi25 | none | legacy_trail | 61 | -14 | -17 | 1/3 | 60.7 | 0.75 | -24 |
| 15m | mtf_rsi25 | none | tiered | 144 | -14 | -10 | 0/3 | 29.2 | 0.64 | -17 |
| 15m | mtf_rsi25 | relatr | tiered | 131 | -15 | -11 | 0/3 | 27.5 | 0.59 | -18 |
| 5m | mtf_rsi25 | relatr | atr_trail | 45 | -18 | -15 | 0/3 | 33.3 | 0.59 | -25 |
| 5m | mtf_rsi25 | none | bracket | 45 | -18 | -17 | 0/3 | 57.8 | 0.7 | -36 |
| 15m | mtf_rsi25 | relatr | legacy_trail | 54 | -19 | -18 | 0/3 | 55.6 | 0.66 | -26 |
| 5m | mtf_rsi25 | none | tiered | 115 | -19 | -14 | 0/3 | 33.0 | 0.47 | -24 |
| 5m | mtf_rsi25 | relatr | tiered | 102 | -20 | -16 | 0/3 | 34.3 | 0.42 | -24 |
| 5m | mtf_rsi25 | relatr | bracket | 40 | -22 | -19 | 0/3 | 55.0 | 0.63 | -37 |
| 5m | mtf_rsi25 | relatr | legacy_trail | 42 | -24 | -21 | 0/3 | 42.9 | 0.42 | -26 |
| 5m | mtf_rsi25 | none | legacy_trail | 48 | -24 | -21 | 0/3 | 43.8 | 0.42 | -26 |
| 1h | legacy_fee | relatr | bracket | 228 | -32 | -32 | 0/3 | 63.2 | 0.88 | -47 |
| 1h | legacy_fee | none | bracket | 251 | -33 | -34 | 1/3 | 63.3 | 0.89 | -52 |
| 1h | recross | relatr | bracket | 232 | -36 | -43 | 1/3 | 62.9 | 0.87 | -64 |
| 15m | mtf_rsi25 | relatr | bracket | 52 | -37 | -34 | 0/3 | 51.9 | 0.56 | -42 |
| 15m | mtf_rsi25 | none | bracket | 59 | -40 | -37 | 0/3 | 52.5 | 0.57 | -42 |
| 1h | recross | relatr | ratchet | 238 | -43 | -37 | 0/3 | 38.7 | 0.78 | -59 |
| 1h | legacy_fee | relatr | ratchet | 256 | -47 | -36 | 0/3 | 37.5 | 0.79 | -63 |
| 1h | legacy_fee | none | ratchet | 281 | -49 | -41 | 0/3 | 37.7 | 0.8 | -62 |
| 1h | recross | none | ratchet | 272 | -49 | -47 | 0/3 | 38.6 | 0.78 | -66 |
| 1h | recross | none | bracket | 263 | -53 | -61 | 1/3 | 62.0 | 0.84 | -79 |
| 5m | legacy | none | atr_trail | 454 | -64 | -70 | 1/3 | 33.7 | 0.86 | -109 |
| 5m | legacy | relatr | atr_trail | 454 | -64 | -70 | 1/3 | 33.7 | 0.86 | -109 |
| 5m | legacy_fee | none | bracket | 332 | -76 | -81 | 1/3 | 61.4 | 0.82 | -100 |
| 1h | legacy_fee | relatr | tiered | 745 | -77 | -62 | 0/3 | 34.4 | 0.62 | -80 |
| 5m | legacy_fee | relatr | bracket | 330 | -79 | -82 | 1/3 | 61.2 | 0.81 | -103 |
| 1h | legacy_fee | none | atr_trail | 259 | -81 | -65 | 0/3 | 34.0 | 0.77 | -121 |
| 1h | legacy_fee | relatr | atr_trail | 228 | -84 | -74 | 0/3 | 34.2 | 0.75 | -123 |
| 1h | legacy_fee | none | tiered | 816 | -87 | -63 | 0/3 | 34.8 | 0.6 | -90 |
| 5m | legacy_fee | none | legacy_trail | 374 | -93 | -108 | 1/3 | 59.9 | 0.73 | -106 |
| 5m | legacy_fee | relatr | legacy_trail | 372 | -93 | -109 | 1/3 | 59.7 | 0.72 | -106 |
| 1h | recross | relatr | tiered | 555 | -96 | -68 | 0/3 | 29.9 | 0.46 | -100 |
| 1h | legacy_fee | relatr | legacy_trail | 248 | -105 | -81 | 0/3 | 48.4 | 0.64 | -114 |
| 5m | legacy_fee | none | ratchet | 362 | -106 | -118 | 1/3 | 37.8 | 0.68 | -114 |
| 5m | legacy_fee | relatr | ratchet | 360 | -107 | -118 | 1/3 | 37.8 | 0.67 | -115 |
| 5m | legacy | none | legacy_trail | 568 | -109 | -97 | 0/3 | 53.7 | 0.78 | -122 |
| 5m | legacy | relatr | legacy_trail | 568 | -109 | -97 | 0/3 | 53.7 | 0.78 | -122 |
| 1h | recross | none | tiered | 643 | -110 | -84 | 0/3 | 30.3 | 0.46 | -112 |
| 1h | legacy_fee | none | legacy_trail | 274 | -116 | -83 | 0/3 | 48.9 | 0.64 | -125 |
| 5m | legacy_fee | none | atr_trail | 455 | -117 | -140 | 1/3 | 31.2 | 0.71 | -145 |
| 5m | legacy_fee | relatr | atr_trail | 453 | -119 | -140 | 1/3 | 30.9 | 0.71 | -147 |
| 1h | recross | relatr | legacy_trail | 254 | -124 | -89 | 0/3 | 46.1 | 0.59 | -133 |
| 1h | recross | relatr | atr_trail | 240 | -136 | -99 | 0/3 | 32.1 | 0.63 | -155 |
| 1h | recross | none | atr_trail | 289 | -139 | -95 | 0/3 | 31.8 | 0.66 | -157 |
| 1h | mtf_rsi25 | none | ladder | 3 | -141 | -121 | 0/3 | - | - | -141 |
| 1h | mtf_rsi25 | relatr | ladder | 3 | -141 | -121 | 0/3 | - | - | -141 |
| 1h | recross | none | legacy_trail | 296 | -142 | -106 | 0/3 | 47.6 | 0.59 | -151 |
| 5m | legacy | none | ratchet | 594 | -147 | -144 | 0/3 | 37.5 | 0.73 | -150 |
| 5m | legacy | relatr | ratchet | 594 | -147 | -144 | 0/3 | 37.5 | 0.73 | -150 |
| 15m | legacy_fee | none | bracket | 463 | -154 | -150 | 0/3 | 59.4 | 0.75 | -161 |
| 15m | legacy_fee | relatr | bracket | 462 | -155 | -150 | 0/3 | 59.3 | 0.75 | -163 |
| 5m | legacy | none | bracket | 570 | -161 | -130 | 0/3 | 60.4 | 0.78 | -166 |
| 5m | legacy | relatr | bracket | 570 | -161 | -130 | 0/3 | 60.4 | 0.78 | -166 |
| 5m | legacy_fee | none | tiered | 1337 | -167 | -148 | 0/3 | 26.6 | 0.48 | -168 |
| 5m | legacy_fee | relatr | tiered | 1330 | -167 | -149 | 0/3 | 26.5 | 0.48 | -168 |
| 5m | legacy | none | ladder | 3 | -171 | -133 | 0/3 | - | - | -171 |
| 5m | legacy | relatr | ladder | 3 | -171 | -133 | 0/3 | - | - | -171 |
| 5m | legacy_fee | none | ladder | 3 | -172 | -125 | 0/3 | - | - | -172 |
| 5m | legacy_fee | relatr | ladder | 3 | -172 | -125 | 0/3 | - | - | -172 |
| 15m | mtf_rsi25 | none | ladder | 3 | -172 | -126 | 0/3 | - | - | -172 |
| 15m | mtf_rsi25 | relatr | ladder | 3 | -172 | -126 | 0/3 | - | - | -172 |
| 5m | mtf_rsi25 | none | ladder | 3 | -174 | -127 | 0/3 | - | - | -174 |
| 5m | mtf_rsi25 | relatr | ladder | 3 | -174 | -127 | 0/3 | - | - | -174 |
| 15m | legacy_fee | none | ladder | 3 | -178 | -131 | 0/3 | - | - | -178 |
| 15m | legacy_fee | relatr | ladder | 3 | -178 | -131 | 0/3 | - | - | -178 |
| 1h | legacy_fee | none | ladder | 3 | -178 | -132 | 0/3 | - | - | -178 |
| 1h | legacy_fee | relatr | ladder | 3 | -178 | -132 | 0/3 | - | - | -178 |
| 1h | recross | none | ladder | 3 | -179 | -132 | 0/3 | - | - | -179 |
| 1h | recross | relatr | ladder | 3 | -179 | -132 | 0/3 | - | - | -179 |
| 15m | recross | relatr | ladder | 3 | -182 | -133 | 0/3 | - | - | -182 |
| 15m | recross | none | ladder | 3 | -183 | -133 | 0/3 | - | - | -183 |
| 15m | legacy_fee | relatr | legacy_trail | 525 | -185 | -159 | 0/3 | 55.8 | 0.64 | -199 |
| 1h | legacy | none | ladder | 3 | -185 | -135 | 0/3 | - | - | -185 |
| 1h | legacy | relatr | ladder | 3 | -185 | -135 | 0/3 | - | - | -185 |
| 5m | recross | none | ladder | 3 | -186 | -135 | 0/3 | - | - | -186 |
| 5m | recross | relatr | ladder | 3 | -186 | -135 | 0/3 | - | - | -186 |
| 15m | legacy | none | ladder | 3 | -186 | -136 | 0/3 | - | - | -186 |
| 15m | legacy | relatr | ladder | 3 | -186 | -136 | 0/3 | - | - | -186 |
| 15m | legacy_fee | none | legacy_trail | 525 | -186 | -158 | 0/3 | 55.4 | 0.64 | -201 |
| 15m | legacy_fee | relatr | atr_trail | 577 | -189 | -147 | 0/3 | 31.5 | 0.67 | -203 |
| 15m | legacy_fee | none | atr_trail | 579 | -191 | -147 | 0/3 | 31.4 | 0.67 | -205 |
| 15m | recross | relatr | bracket | 688 | -196 | -151 | 0/3 | 60.2 | 0.78 | -213 |
| 15m | legacy_fee | relatr | ratchet | 512 | -196 | -180 | 0/3 | 34.4 | 0.62 | -205 |
| 5m | legacy | none | tiered | 1893 | -203 | -188 | 0/3 | 28.1 | 0.56 | -203 |
| 5m | legacy | relatr | tiered | 1893 | -203 | -188 | 0/3 | 28.1 | 0.56 | -203 |
| 15m | legacy_fee | none | ratchet | 514 | -203 | -185 | 0/3 | 34.0 | 0.61 | -212 |
| 15m | recross | none | bracket | 763 | -233 | -191 | 0/3 | 59.8 | 0.77 | -247 |
| 15m | recross | relatr | ratchet | 726 | -268 | -228 | 0/3 | 37.9 | 0.61 | -282 |
| 15m | recross | none | ratchet | 821 | -283 | -252 | 0/3 | 38.4 | 0.64 | -292 |
| 15m | recross | relatr | legacy_trail | 781 | -295 | -215 | 0/3 | 58.3 | 0.57 | -309 |
| 15m | legacy_fee | relatr | tiered | 1814 | -304 | -257 | 0/3 | 24.5 | 0.38 | -311 |
| 15m | legacy_fee | none | tiered | 1826 | -306 | -256 | 0/3 | 24.5 | 0.38 | -313 |
| 15m | recross | relatr | tiered | 2033 | -318 | -233 | 0/3 | 25.7 | 0.39 | -321 |
| 15m | recross | none | legacy_trail | 911 | -327 | -251 | 0/3 | 56.6 | 0.57 | -341 |
| 15m | recross | relatr | atr_trail | 858 | -335 | -249 | 0/3 | 29.1 | 0.56 | -341 |
| 15m | recross | none | tiered | 2333 | -371 | -279 | 0/3 | 26.1 | 0.39 | -375 |
| 15m | recross | none | atr_trail | 1054 | -407 | -316 | 0/3 | 28.0 | 0.54 | -412 |
| 1h | legacy | none | atr_trail | 978 | -480 | -394 | 0/3 | 29.7 | 0.69 | -568 |
| 1h | legacy | relatr | atr_trail | 978 | -480 | -394 | 0/3 | 29.7 | 0.69 | -568 |
| 5m | recross | relatr | bracket | 1275 | -528 | -369 | 0/3 | 57.6 | 0.7 | -550 |
| 15m | legacy | none | bracket | 1282 | -579 | -435 | 0/3 | 56.9 | 0.68 | -582 |
| 15m | legacy | relatr | bracket | 1282 | -579 | -435 | 0/3 | 56.9 | 0.68 | -582 |
| 5m | recross | none | bracket | 1370 | -581 | -424 | 0/3 | 57.4 | 0.7 | -612 |
| 15m | legacy | none | atr_trail | 1102 | -589 | -439 | 0/3 | 28.6 | 0.58 | -589 |
| 15m | legacy | relatr | atr_trail | 1102 | -589 | -439 | 0/3 | 28.6 | 0.58 | -589 |
| 15m | legacy | none | legacy_trail | 1304 | -595 | -477 | 0/3 | 47.6 | 0.58 | -607 |
| 15m | legacy | relatr | legacy_trail | 1304 | -595 | -477 | 0/3 | 47.6 | 0.58 | -607 |
| 5m | recross | relatr | ratchet | 1551 | -600 | -434 | 0/3 | 34.6 | 0.59 | -611 |
| 15m | legacy | none | ratchet | 1397 | -626 | -476 | 0/3 | 33.7 | 0.55 | -639 |
| 15m | legacy | relatr | ratchet | 1397 | -626 | -476 | 0/3 | 33.7 | 0.55 | -639 |
| 1h | legacy | none | legacy_trail | 1398 | -628 | -492 | 0/3 | 44.1 | 0.64 | -674 |
| 1h | legacy | relatr | legacy_trail | 1398 | -628 | -492 | 0/3 | 44.1 | 0.64 | -674 |
| 5m | recross | none | ratchet | 1701 | -670 | -488 | 0/3 | 34.2 | 0.59 | -684 |
| 5m | recross | relatr | legacy_trail | 1889 | -680 | -478 | 0/3 | 47.0 | 0.45 | -681 |
| 1h | legacy | none | bracket | 1526 | -712 | -544 | 0/3 | 56.6 | 0.67 | -751 |
| 1h | legacy | relatr | bracket | 1526 | -712 | -544 | 0/3 | 56.6 | 0.67 | -751 |
| 1h | legacy | none | ratchet | 1606 | -722 | -564 | 0/3 | 34.7 | 0.58 | -745 |
| 1h | legacy | relatr | ratchet | 1606 | -722 | -564 | 0/3 | 34.7 | 0.58 | -745 |
| 15m | legacy | none | tiered | 4668 | -731 | -605 | 0/3 | 26.5 | 0.43 | -731 |
| 15m | legacy | relatr | tiered | 4668 | -731 | -605 | 0/3 | 26.5 | 0.43 | -731 |
| 5m | recross | relatr | atr_trail | 2534 | -772 | -591 | 0/3 | 25.7 | 0.49 | -785 |
| 5m | recross | relatr | tiered | 5187 | -795 | -592 | 0/3 | 26.4 | 0.39 | -797 |
| 5m | recross | none | legacy_trail | 2256 | -802 | -569 | 0/3 | 42.9 | 0.43 | -803 |
| 1h | legacy | none | tiered | 5478 | -954 | -755 | 0/3 | 29.3 | 0.46 | -956 |
| 1h | legacy | relatr | tiered | 5478 | -954 | -755 | 0/3 | 29.3 | 0.46 | -956 |
| 5m | recross | none | tiered | 5976 | -968 | -667 | 0/3 | 26.1 | 0.38 | -970 |
| 5m | recross | none | atr_trail | 3175 | -988 | -694 | 0/3 | 23.7 | 0.45 | -1001 |
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 | 242 | 199 | 43 | +2177 | +0 | - | 38 | triple RSI<25 dips, top-100 mcap perps, ratchet stop |
| RSI-dip v2 | 2025-08-25 | 54 | 40 | 14 | +892 | +0 | - | 69 | BTC/ETH/SOL/XRP, daily RSI recovers to 30 |
| RSI-dip v3 | 2026-02-27 | 305 | 46 | 259 | +693 | +10 | - | 42 | v1 entries, quick-harvest exits |
| Pop-runner v4 | 2026-02-27 | 1551 | 415 | 1136 | -70 | +822 | 37 | 296 | hourly breakout after an RSI reset, tiered trails |
| Pop-runner v5 | 2026-08-23 | 1348 | 143 | 1205 | -433 | +201 | 38 | 265 | v4 without the RSI gate, vol >= 5x, trails 3/6/10% |
| Pop-runner v6 | 2026-08-24 | 89 | 0 | 89 | -48 | +0 | 30 | 18 | 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_20260927T010000Z.json