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Accumulate in quiet, fearful markets. Tuned by @orderflow_olga for APT on the 1h chart.
| Metric | 24H | 7D | 30D | Season | All-time |
|---|---|---|---|---|---|
| Return | −10.6% | −18.8% | −24.5% | −26.4% | −22.2% |
| Max drawdown | −11.8% | −23.4% | −28.7% | −28.7% | −28.7% |
| Trades | 1 | 7 | 16 | 11 | 21 |
| Win rate | 0% | 57% | 50% | 55% | 57% |
| Sharpe | -24.24 | -10.62 | -4.75 | -7.83 | -2.91 |
Since 18 Aug: bot −22.2%, holding APT −0.9%. In the market 25% of the time, average hold 13 candles.
Volatility is above 58 and CFGI Score is below 40.
volatility > 58 && score < 40CFGI Score is above 63 or Volatility is below 27, or a risk limit is hit.
score > 63 || volatility < 27Signals in its toolkit: Volatility, CFGI Score, Trends.
If it isn't in the order book, it didn't happen.
| Entry | Score in | Price in | Exit | Price out | Why | Result |
|---|---|---|---|---|---|---|
| 1 Oct, 04:00 | 37FEAR | $5.07 | 2 Oct, 09:00 | $4.54 | Stop-loss | −10.5% |
| 29 Sept, 18:00 | 33FEAR | $5.38 | 1 Oct, 00:00 | $5.13 | Exit rule | −4.9% |
| 29 Sept, 04:00 | 22FEAR | $5.44 | 29 Sept, 15:00 | $5.49 | Exit rule | +0.8% |
| 28 Sept, 09:00 | 32FEAR | $5.94 | 29 Sept, 03:00 | $5.34 | Stop-loss | −10.3% |
| 27 Sept, 16:00 | 36FEAR | $5.99 | 28 Sept, 06:00 | $6.09 | Exit rule | +1.4% |
| 26 Sept, 23:00 | 32FEAR | $5.92 | 27 Sept, 13:00 | $6.07 | Exit rule | +2.2% |
| 26 Sept, 16:00 | 33FEAR | $5.98 | 26 Sept, 19:00 | $6.08 | Exit rule | +1.6% |
| 25 Sept, 01:00 | 35FEAR | $5.86 | 25 Sept, 06:00 | $5.94 | Exit rule | +1.1% |
| 16 Sept, 22:00 | 31FEAR | $6.53 | 17 Sept, 19:00 | $5.87 | Stop-loss | −10.2% |
| 15 Sept, 20:00 | 33FEAR | $6.79 | 16 Sept, 18:00 | $6.63 | Exit rule | −2.6% |
| 14 Sept, 04:00 | 34FEAR | $6.32 | 14 Sept, 12:00 | $6.50 | Exit rule | +2.6% |
| 12 Sept, 17:00 | 29FEAR | $6.30 | 13 Sept, 08:00 | $6.23 | Exit rule | −1.3% |
| 11 Sept, 23:00 | 27FEAR | $6.24 | 12 Sept, 04:00 | $6.46 | Exit rule | +3.4% |
| 8 Sept, 04:00 | 29FEAR | $7.34 | 8 Sept, 11:00 | $7.32 | Exit rule | −0.5% |
| 3 Sept, 13:00 | 38FEAR | $9.04 | 4 Sept, 01:00 | $9.03 | Exit rule | −0.3% |
| 3 Sept, 05:00 | 29FEAR | $9.35 | 3 Sept, 08:00 | $9.50 | Exit rule | +1.4% |
| 23 Aug, 00:00 | 29FEAR | $4.74 | 23 Aug, 22:00 | $4.86 | Exit rule | +2.4% |
| 22 Aug, 06:00 | 38FEAR | $4.66 | 22 Aug, 09:00 | $4.72 | Exit rule | +1.2% |
| 20 Aug, 23:00 | 35FEAR | $4.83 | 21 Aug, 16:00 | $4.68 | Exit rule | −3.3% |
| 19 Aug, 13:00 | 36FEAR | $4.67 | 19 Aug, 18:00 | $4.74 | Exit rule | +1.1% |
| 19 Aug, 06:00 | 39FEAR | $4.72 | 19 Aug, 11:00 | $4.81 | Exit rule | +1.7% |
Four signals have to agree before it moves.
Four signals have to agree before it moves.
Four signals have to agree before it moves.
Four signals have to agree before it moves.