QUANTLAB
Requesting public Binance BTC/USDT candles
Execution stays paper-only. If this request fails, the terminal shows market data unavailable and does not substitute demo BTC prices.
MOMENTUM V1
Simulated execution. No order is sent to an exchange.
Momentum v1 parameters remain unchanged during the forward experiment.
Stored config: lookback 60 bars · entry +0.15% · exit -0.15% · min hold 45m
Momentum uses persisted portfolio snapshots after the arm. Benchmarks use public Binance closes over the same period. Missing benchmark prices stay blank.
| Asset | Trades | Wins | Losses | Win rate | Realized | Avg P&L | Fees | Avg hold |
|---|---|---|---|---|---|---|---|---|
| BTC | 20 | 3 | 17 | 15.00% | -$5.19 | -$0.26 | $4.00 | 3.0h |
| ETH | 26 | 6 | 20 | 23.08% | -$7.28 | -$0.28 | $5.20 | 2.2h |
| SOL | 35 | 4 | 31 | 11.43% | -$14.04 | -$0.40 | $6.89 | 2.4h |
| Benchmark | Start price | Latest close | Return | Excess vs momentum |
|---|---|---|---|---|
BTC buy & hold | 84,133.54 | 82,596.83 | -1.83% | -0.84% |
ETH buy & hold | 2,682.21 | 2,491.38 | -7.11% | +4.45% |
SOL buy & hold | 121.02 | 109.69 | -9.36% | +6.69% |
Equal weight BTC / ETH / SOL One third of the $1,000 benchmark capital is allocated to each asset at the arm. | — | — | -6.10% | +3.43% |
Persistence failed. Checkpoints were not advanced. Order lookup failed: Bad Request
Repeated persistence writes do not create extra rows. Unique experiment idempotency keys reject them, and rejected attempts are not stored as events.
Momentum v1 parameters remain unchanged during the forward experiment. The strategy is not learning or retuning.
The forward window starts when the runner armed. Earlier momentum-v1 rows stay stored and are excluded.
Starting equity is the last persisted portfolio snapshot at or before the arm. That value is carried to the arm because the runner does not invent snapshots for the gap.
The chart rebases that carried equity, and each passive benchmark, to $1,000 at the arm.
Buy-and-hold prices are public Binance closes. Between closes a sleeve keeps its last close. These calculations do not create trades.
Loading this page does not place orders, change the paper book, or advance checkpoints.
The 30-day review window is still open.
Average holding time includes time a position was already open before the arm.