CryptoCEXP-006d

Bybit ETHUSDT perpetual · 15-minute bars · one entry per day · vol-target sizing

Live Position
LONG
Live Equity
$1282.75
Period Return
-1.55%
Completed Trades
20

Active Position

Side
LONG
Avg Price
$1668.89
Stop Loss
$1651.72
Size (ETH)
0.7834
Entry Signal
0.077
Entry Weight
1.02
MFE
0.00%
Bars Held
0

Equity Curve (30d)

Signal & Posterior q_plus (7d)

Teal = posterior-derived signal (entry threshold ±0.07). Purple = q_plus (prob. of positive residual).

Recent Trades

Side
LONG
Entry
$1668.41
Exit
$1665.17
PnL
$-3.29
bps
-19.4bp
Reason
eod
Exit Time
06/12/26, 07:45 PM
Side
LONG
Entry
$1636.39
Exit
$1648.99
PnL
$9.36
bps
+77.0bp
Reason
stop
Exit Time
06/11/26, 01:15 AM
Side
LONG
Entry
$1632.34
Exit
$1640.24
PnL
$5.62
bps
+48.4bp
Reason
stop
Exit Time
06/10/26, 12:45 PM
Side
SHORT
Entry
$1665.53
Exit
$1690.51
PnL
$-20.50
bps
-150.0bp
Reason
stop
Exit Time
06/09/26, 02:15 AM
Side
LONG
Entry
$1661.44
Exit
$1685.37
PnL
$18.04
bps
+144.0bp
Reason
stop
Exit Time
06/08/26, 01:15 PM
Side
SHORT
Entry
$1589.01
Exit
$1636.52
PnL
$-40.92
bps
-299.0bp
Reason
stop
Exit Time
06/07/26, 04:45 AM
Side
LONG
Entry
$1576.88
Exit
$1551.12
PnL
$-23.12
bps
-163.4bp
Reason
stop
Exit Time
06/06/26, 04:15 PM
Side
SHORT
Entry
$1723.38
Exit
$1676.55
PnL
$35.98
bps
+271.7bp
Reason
stop
Exit Time
06/05/26, 03:30 AM
Side
SHORT
Entry
$1811.60
Exit
$1749.06
PnL
$43.95
bps
+345.2bp
Reason
stop
Exit Time
06/04/26, 08:00 AM
Side
LONG
Entry
$1858.25
Exit
$1825.76
PnL
$-23.64
bps
-174.8bp
Reason
stop
Exit Time
06/03/26, 01:15 PM
Side
LONG
Entry
$1996.31
Exit
$1937.40
PnL
$-41.85
bps
-295.1bp
Reason
stop
Exit Time
06/02/26, 10:15 AM
Side
LONG
Entry
$2000.17
Exit
$2010.66
PnL
$6.34
bps
+52.4bp
Reason
stop
Exit Time
05/29/26, 07:30 PM
Side
LONG
Entry
$1977.57
Exit
$2014.63
PnL
$24.51
bps
+187.4bp
Reason
stop
Exit Time
05/28/26, 06:00 PM
Side
LONG
Entry
$2097.61
Exit
$2115.17
PnL
$10.25
bps
+83.7bp
Reason
stop
Exit Time
05/26/26, 08:15 AM
Side
LONG
Entry
$2127.15
Exit
$2092.50
PnL
$-22.76
bps
-162.9bp
Reason
stop
Exit Time
05/24/26, 10:00 AM
Side
LONG
Entry
$2063.54
Exit
$2025.90
PnL
$-25.82
bps
-182.4bp
Reason
stop
Exit Time
05/23/26, 03:45 AM
Side
LONG
Entry
$2140.43
Exit
$2138.76
PnL
$-1.83
bps
-7.8bp
Reason
stop
Exit Time
05/21/26, 01:30 AM
Side
LONG
Entry
$2110.01
Exit
$2107.00
PnL
$-2.74
bps
-14.3bp
Reason
stop
Exit Time
05/19/26, 06:30 PM
Side
SHORT
Entry
$2132.25
Exit
$2117.18
PnL
$9.03
bps
+70.7bp
Reason
stop
Exit Time
05/19/26, 12:30 PM
Side
SHORT
Entry
$2111.42
Exit
$2133.65
PnL
$-15.36
bps
-105.3bp
Reason
stop
Exit Time
05/18/26, 07:00 PM

Backtest Reference (CEXP-006d)

Verdict: STRONG: alpha likely real

Equity ratio
1.508
Mean Sharpe
4.32
Worst fold Sharpe
1.65
Max DD
19.7%
bp/day
8.83
bp/entry
12.48
DSR
1.000
n_trials
1260