Cross-lab v3
the result of sweeping rules over baskets of coins
+First time on the top traders desk?
The desk runs its own numbers and publishes its calls next to the account that trades them. The short route:
0 of 40 cleared the controls. Not one rule became evidence
| rule | TF | engine | total % | CAGR % | drawdown % | sharpe, daily | sortino | calmar | PF | recovery | stagnation, days | in market % | turnover, annual × | trades | win rate % | control status |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| xl3-crosssec-1d-ls-01 · crosssec_v3; an equal-weight basket, long and short | 1d | an equal-weight basket | 64.1 | 18.1 | -26.0 | 0.88 | 1.31 | 0.70 | 1.00 | 2.47 | 294 | 96.7 | 27.2 | 8447 | 40.9 | failed: DSR, rank permutation, daily sharpe floor |
| xl3-crosssec-1d-ls-02 · crosssec_v3; an equal-weight basket, long and short | 1d | an equal-weight basket | 63.8 | 18.0 | -26.1 | 0.87 | 1.29 | 0.69 | 1.00 | 2.44 | 245 | 96.7 | 28.8 | 8447 | 40.9 | failed: DSR, daily sharpe floor |
| xl3-crosssec-1d-ls-03 · crosssec_v3; an equal-weight basket, long and short | 1d | an equal-weight basket | 63.5 | 17.9 | -25.0 | 0.87 | 1.30 | 0.72 | 1.00 | 2.54 | 245 | 96.7 | 28.1 | 8447 | 40.9 | failed: DSR, daily sharpe floor |
| xl3-crosssec-1d-ls-04 · crosssec_v3; an equal-weight basket, long and short | 1d | an equal-weight basket | 57.0 | 16.3 | -25.8 | 0.81 | 1.19 | 0.63 | 1.00 | 2.21 | 294 | 96.4 | 40.8 | 13150 | 39.3 | failed: DSR, rank permutation, daily sharpe floor |
| xl3-crosssec-1d-ls-05 · crosssec_v3; an equal-weight basket, long and short | 1d | an equal-weight basket | 58.8 | 16.3 | -19.3 | 0.77 | 1.13 | 0.84 | 1.04 | 3.05 | 215 | 99.5 | 42.4 | 12656 | 40.6 | failed: DSR, rank permutation, daily sharpe floor |
| xl3-crosssec-1d-ls-06 · crosssec_v3; an equal-weight basket, long and short | 1d | an equal-weight basket | 51.7 | 15.0 | -25.7 | 0.75 | 1.10 | 0.58 | 1.00 | 2.01 | 311 | 96.3 | 34.2 | 10903 | 40.1 | failed: DSR, rank permutation, daily sharpe floor |
| xl3-crosssec-1d-ls-07 · crosssec_v3; an equal-weight basket, long and short | 1d | an equal-weight basket | 50.8 | 14.8 | -27.0 | 0.74 | 1.10 | 0.55 | 1.00 | 1.88 | 319 | 96.4 | 44.5 | 13150 | 39.3 | failed: DSR, rank permutation, daily sharpe floor |
| xl3-crosssec-1d-ls-08 · crosssec_v3; an equal-weight basket, long and short | 1d | an equal-weight basket | 50.3 | 14.6 | -27.0 | 0.74 | 1.10 | 0.54 | 1.00 | 1.86 | 319 | 96.4 | 43.1 | 13150 | 39.3 | failed: DSR, rank permutation, daily sharpe floor |
| xl3-crosssec-1d-ls-09 · crosssec_v3; an equal-weight basket, long and short | 1d | an equal-weight basket | 43.6 | 12.9 | -25.2 | 0.67 | 0.98 | 0.51 | 1.00 | 1.73 | 319 | 96.3 | 35.8 | 10903 | 40.1 | failed: DSR, rank permutation, daily sharpe floor |
| xl3-crosssec-1d-ls-10 · crosssec_v3; an equal-weight basket, long and short | 1d | an equal-weight basket | 43.6 | 12.9 | -25.5 | 0.66 | 0.97 | 0.51 | 1.00 | 1.71 | 319 | 96.3 | 36.8 | 10903 | 40.1 | failed: DSR, rank permutation, daily sharpe floor |
| xl3-crosssec-1d-ls-11 · crosssec_v3; an equal-weight basket, long and short | 1d | an equal-weight basket | 34.4 | 10.4 | -25.8 | 0.64 | 0.94 | 0.40 | 1.00 | 1.33 | 312 | 96.7 | 25.3 | 8447 | 40.9 | failed: DSR, rank permutation, daily sharpe floor |
| xl3-crosssec-1d-ls-12 · crosssec_v3; an equal-weight basket, long and short | 1d | an equal-weight basket | 34.4 | 10.4 | -25.8 | 0.64 | 0.94 | 0.40 | 1.00 | 1.33 | 312 | 96.7 | 25.3 | 8447 | 40.9 | failed: DSR, rank permutation, daily sharpe floor |
| xl3-crosssec-1d-ls-13 · crosssec_v3; an equal-weight basket, long and short | 1d | an equal-weight basket | 34.4 | 10.4 | -25.8 | 0.64 | 0.94 | 0.40 | 1.00 | 1.33 | 312 | 96.7 | 25.3 | 8447 | 40.9 | failed: DSR, rank permutation, daily sharpe floor |
| xl3-crosssec-1d-ls-14 · crosssec_v3; an equal-weight basket, long and short | 1d | an equal-weight basket | 34.0 | 10.6 | -29.1 | 0.59 | 0.84 | 0.37 | 0.91 | 1.17 | 307 | 93.8 | 20.8 | 6641 | 40.5 | failed: DSR, rank permutation, daily sharpe floor |
| xl3-momcs-1d-ls-01 · momcs; long and short | 1d | — | 103.7 | 12.6 | -35.2 | 0.59 | 0.88 | 0.36 | 1.13 | 2.95 | 1609 | — | — | 4328 | 50.7 | failed: DSR, daily sharpe floor |
| xl3-momcs-1d-ls-02 · momcs; long and short | 1d | — | 105.1 | 12.8 | -32.8 | 0.59 | 0.88 | 0.39 | 1.11 | 3.21 | 1073 | — | — | 4366 | 50.5 | failed: DSR, control sanity, daily sharpe floor |
| xl3-momcs-1d-ls-03 · momcs; long and short | 1d | — | 102.6 | 12.5 | -33.8 | 0.58 | 0.87 | 0.37 | 1.10 | 3.03 | 1287 | — | — | 4358 | 50.4 | failed: DSR, control sanity, daily sharpe floor |
| xl3-crosssec-1d-ls-15 · crosssec_v3; an equal-weight basket, long and short | 1d | an equal-weight basket | 30.1 | 9.2 | -27.2 | 0.57 | 0.85 | 0.34 | 1.00 | 1.11 | 312 | 96.4 | 39.8 | 13150 | 39.3 | failed: DSR, rank permutation, daily sharpe floor |
| xl3-crosssec-1d-ls-16 · crosssec_v3; an equal-weight basket, long and short | 1d | an equal-weight basket | 30.1 | 9.2 | -27.2 | 0.57 | 0.85 | 0.34 | 1.00 | 1.11 | 312 | 96.4 | 39.8 | 13150 | 39.3 | failed: DSR, rank permutation, daily sharpe floor |
| xl3-crosssec-1d-ls-17 · crosssec_v3; an equal-weight basket, long and short | 1d | an equal-weight basket | 30.1 | 9.2 | -27.2 | 0.57 | 0.85 | 0.34 | 1.00 | 1.11 | 312 | 96.4 | 39.8 | 13150 | 39.3 | failed: DSR, rank permutation, daily sharpe floor |
| xl3-crosssec-1d-ls-18 · crosssec_v3; an equal-weight basket, long and short | 1d | an equal-weight basket | 32.7 | 10.3 | -26.2 | 0.57 | 0.83 | 0.39 | 0.92 | 1.25 | 302 | 93.5 | 30.9 | 10259 | 38.6 | failed: DSR, rank permutation, daily sharpe floor |
| xl3-crosssec-1d-ls-19 · crosssec_v3; an equal-weight basket, long and short | 1d | an equal-weight basket | 81.7 | 12.0 | -32.5 | 0.56 | 0.83 | 0.37 | 1.03 | 2.52 | 1225 | 96.6 | 46.9 | 12432 | 42.4 | failed: DSR, daily sharpe floor |
| xl3-ensemble-1d-ls-01 · ensemble_v3; ensemble_v3, long and short | 1d | ensemble_v3 | 24.6 | 7.2 | -14.2 | 0.56 | 0.85 | 0.51 | 1.08 | 1.73 | 330 | 99.9 | 25.3 | 12807 | 41.3 | failed: DSR, rank permutation, daily sharpe floor |
| xl3-smacross-1d-ls-01 · smacross; long and short | 1d | — | 103.1 | 12.6 | -42.7 | 0.56 | 0.81 | 0.29 | 1.14 | 2.41 | 892 | — | — | 3504 | 51.0 | failed: DSR, control sanity, daily sharpe floor |
| xl3-volsurge-1d-ls-01 · volsurge; long and short | 1d | — | 117.0 | 13.8 | -55.8 | 0.56 | 0.80 | 0.25 | 1.26 | 2.10 | 976 | — | — | 4309 | 47.9 | failed: DSR, daily sharpe floor |
| xl3-volsurge-1d-ls-02 · volsurge; long and short | 1d | — | 117.7 | 13.9 | -57.0 | 0.56 | 0.79 | 0.24 | 1.29 | 2.07 | 976 | — | — | 4141 | 48.7 | failed: DSR, daily sharpe floor |
| xl3-volsurge-1d-ls-03 · volsurge; long and short | 1d | — | 116.5 | 13.8 | -55.8 | 0.56 | 0.80 | 0.25 | 1.27 | 2.09 | 976 | — | — | 4340 | 48.1 | failed: DSR, daily sharpe floor |
| xl3-crosssec-1d-ls-20 · crosssec_v3; an equal-weight basket, long and short | 1d | an equal-weight basket | 27.7 | 8.6 | -27.5 | 0.54 | 0.80 | 0.31 | 1.00 | 1.01 | 339 | 96.3 | 32.9 | 10903 | 40.1 | failed: DSR, rank permutation, daily sharpe floor |
| xl3-crosssec-1d-ls-21 · crosssec_v3; an equal-weight basket, long and short | 1d | an equal-weight basket | 76.1 | 11.3 | -32.2 | 0.54 | 0.80 | 0.35 | 1.03 | 2.36 | 1226 | 96.6 | 46.2 | 12432 | 42.4 | failed: DSR, daily sharpe floor |
| xl3-crosssec-1d-ls-22 · crosssec_v3; an equal-weight basket, long and short | 1d | an equal-weight basket | 27.7 | 8.6 | -27.5 | 0.54 | 0.80 | 0.31 | 1.00 | 1.01 | 339 | 96.3 | 32.9 | 10903 | 40.1 | failed: DSR, rank permutation, daily sharpe floor |
| xl3-crosssec-1d-ls-23 · crosssec_v3; an equal-weight basket, long and short | 1d | an equal-weight basket | 27.7 | 8.6 | -27.5 | 0.54 | 0.80 | 0.31 | 1.00 | 1.01 | 339 | 96.3 | 32.9 | 10903 | 40.1 | failed: DSR, rank permutation, daily sharpe floor |
| xl3-crosssec-1d-ls-24 · crosssec_v3; an equal-weight basket, long and short | 1d | an equal-weight basket | 30.0 | 9.5 | -27.7 | 0.53 | 0.76 | 0.34 | 0.94 | 1.08 | 319 | 93.4 | 28.5 | 8471 | 39.3 | failed: DSR, rank permutation, daily sharpe floor |
| xl3-crosssec-1d-ls-25 · crosssec_v3; an equal-weight basket, long and short | 1d | an equal-weight basket | 29.6 | 9.3 | -26.5 | 0.53 | 0.76 | 0.35 | 0.94 | 1.12 | 302 | 93.4 | 26.4 | 8471 | 39.3 | failed: DSR, rank permutation, daily sharpe floor |
| xl3-smacross-1d-ls-02 · smacross; long and short | 1d | — | 96.6 | 12.0 | -48.9 | 0.53 | 0.76 | 0.24 | 1.13 | 1.97 | 892 | — | — | 3595 | 50.5 | failed: DSR, control sanity, daily sharpe floor |
| xl3-crosssec-1d-ls-26 · crosssec_v3; an equal-weight basket, long and short | 1d | an equal-weight basket | 29.1 | 9.2 | -26.3 | 0.52 | 0.75 | 0.35 | 0.94 | 1.11 | 307 | 93.4 | 27.5 | 8471 | 39.3 | failed: DSR, rank permutation, daily sharpe floor |
| xl3-zlema-1d-ls-01 · zlema; long and short | 1d | — | 91.2 | 11.4 | -54.4 | 0.52 | 0.73 | 0.21 | 1.37 | 1.68 | 1816 | — | — | 14910 | 33.5 | failed: DSR, daily sharpe floor |
| xl3-crosssec-1d-l-01 · crosssec_v3; an equal-weight basket, long | 1d | an equal-weight basket | 77.7 | 11.5 | -43.9 | 0.51 | 0.76 | 0.26 | 1.22 | 1.77 | 878 | 51.6 | 12.4 | 3566 | 34.4 | failed: DSR, daily sharpe floor |
| xl3-crosssec-1d-ls-27 · crosssec_v3; an equal-weight basket, long and short | 1d | an equal-weight basket | 27.4 | 8.7 | -30.7 | 0.50 | 0.71 | 0.28 | 0.91 | 0.89 | 347 | 93.8 | 21.7 | 6641 | 40.5 | failed: DSR, rank permutation, daily sharpe floor |
| xl3-chandletrend-1d-ls-01 · a volatility channel off the window's extreme: the trend is whichever side of the channel price sits on, and a channel flip flips the position; long and short | 1d | — | 79.8 | 10.3 | -51.6 | 0.48 | 0.67 | 0.20 | 1.32 | 1.55 | 1753 | — | — | 2972 | 38.0 | failed: DSR, daily sharpe floor |
| xl3-chandletrend-1d-ls-02 · a volatility channel off the window's extreme: the trend is whichever side of the channel price sits on, and a channel flip flips the position; long and short | 1d | — | 30.7 | 4.6 | -26.8 | 0.34 | 0.48 | 0.17 | 1.23 | 1.14 | 1119 | — | — | 8056 | 38.0 | failed: DSR, random entry, daily sharpe floor |
Sharpe against drawdown
The number in a bubble is the row's place in the table above. Drawdown is nearly the same across the group while sharpe differs twofold, and nothing sits apart from the rest: a spread like this is the shape of noise, not a set of separate findings.
The selection funnel
How many rules entered each round. Killed and errored trials are counted: shrinking the denominator makes the result prettier, not more honest. Hover a bar to see what the round asked.
Not every rule works in every market
The "in its phase" column is how a rule does where it is comfortable. The "outside it" column is the same rule the rest of the time. We print both: a rule that shows only its own phase hides half the window.
| rule | best phase | in its phase — total % | in its phase — drawdown % | outside it — total % | outside it — drawdown % |
|---|---|---|---|---|---|
| xl3-crosssec-1d-ls-01 · crosssec_v3; an equal-weight basket, long and short | the bear phase | 34.0 | -12.1 | 22.5 | — |
| xl3-crosssec-1d-ls-02 · crosssec_v3; an equal-weight basket, long and short | the bear phase | 36.6 | -12.1 | 20.0 | — |
| xl3-crosssec-1d-ls-03 · crosssec_v3; an equal-weight basket, long and short | the bear phase | 33.7 | -12.1 | 22.3 | — |
| xl3-crosssec-1d-ls-04 · crosssec_v3; an equal-weight basket, long and short | the bear phase | 34.2 | -13.5 | 17.0 | — |
| xl3-crosssec-1d-ls-05 · crosssec_v3; an equal-weight basket, long and short | the bull phase | 25.1 | -14.9 | 26.9 | — |
| xl3-crosssec-1d-ls-06 · crosssec_v3; an equal-weight basket, long and short | the bear phase | 35.0 | -13.5 | 12.3 | — |
| xl3-crosssec-1d-ls-07 · crosssec_v3; an equal-weight basket, long and short | the bear phase | 33.2 | -13.1 | 13.2 | — |
| xl3-crosssec-1d-ls-08 · crosssec_v3; an equal-weight basket, long and short | the bear phase | 31.2 | -12.6 | 14.6 | — |
| xl3-crosssec-1d-ls-09 · crosssec_v3; an equal-weight basket, long and short | the bear phase | 29.5 | -12.6 | 10.8 | — |
| xl3-crosssec-1d-ls-10 · crosssec_v3; an equal-weight basket, long and short | the bear phase | 30.2 | -13.5 | 10.2 | — |
| xl3-crosssec-1d-ls-11 · crosssec_v3; an equal-weight basket, long and short | the bear phase | 27.0 | -10.9 | 5.8 | — |
| xl3-crosssec-1d-ls-12 · crosssec_v3; an equal-weight basket, long and short | the bear phase | 27.0 | -10.9 | 5.8 | — |
| xl3-crosssec-1d-ls-13 · crosssec_v3; an equal-weight basket, long and short | the bear phase | 27.0 | -10.9 | 5.8 | — |
| xl3-crosssec-1d-ls-14 · crosssec_v3; an equal-weight basket, long and short | the bear phase | 44.9 | -12.5 | -7.5 | — |
| xl3-momcs-1d-ls-01 · momcs; long and short | the bull phase | 136.3 | -23.6 | -13.8 | — |
| xl3-momcs-1d-ls-02 · momcs; long and short | the bull phase | 143.1 | -25.8 | -15.6 | — |
| xl3-momcs-1d-ls-03 · momcs; long and short | the bull phase | 157.0 | -23.1 | -21.2 | — |
| xl3-crosssec-1d-ls-15 · crosssec_v3; an equal-weight basket, long and short | the bear phase | 23.1 | -9.9 | 5.6 | — |
| xl3-crosssec-1d-ls-16 · crosssec_v3; an equal-weight basket, long and short | the bear phase | 23.1 | -9.9 | 5.6 | — |
| xl3-crosssec-1d-ls-17 · crosssec_v3; an equal-weight basket, long and short | the bear phase | 23.1 | -9.9 | 5.6 | — |
| xl3-crosssec-1d-ls-18 · crosssec_v3; an equal-weight basket, long and short | the bear phase | 41.5 | -11.6 | -6.2 | — |
| xl3-crosssec-1d-ls-19 · crosssec_v3; an equal-weight basket, long and short | the bull phase | 61.7 | -21.7 | 12.4 | — |
| xl3-ensemble-1d-ls-01 · ensemble_v3; ensemble_v3, long and short | the bear phase | 14.9 | -7.3 | 8.4 | — |
| xl3-smacross-1d-ls-01 · smacross; long and short | the bull phase | 122.5 | -31.4 | -8.7 | — |
| xl3-volsurge-1d-ls-01 · volsurge; long and short | the bull phase | 145.8 | -43.9 | -11.7 | — |
| xl3-volsurge-1d-ls-02 · volsurge; long and short | the bull phase | 161.7 | -45.0 | -16.8 | — |
| xl3-volsurge-1d-ls-03 · volsurge; long and short | the bull phase | 144.7 | -43.8 | -11.5 | — |
| xl3-crosssec-1d-ls-20 · crosssec_v3; an equal-weight basket, long and short | the bear phase | 25.7 | -9.2 | 1.6 | — |
| xl3-crosssec-1d-ls-21 · crosssec_v3; an equal-weight basket, long and short | the bull phase | 60.6 | -21.4 | 9.7 | — |
| xl3-crosssec-1d-ls-22 · crosssec_v3; an equal-weight basket, long and short | the bear phase | 25.7 | -9.2 | 1.6 | — |
| xl3-crosssec-1d-ls-23 · crosssec_v3; an equal-weight basket, long and short | the bear phase | 25.7 | -9.2 | 1.6 | — |
| xl3-crosssec-1d-ls-24 · crosssec_v3; an equal-weight basket, long and short | the bear phase | 39.6 | -12.1 | -6.9 | — |
| xl3-crosssec-1d-ls-25 · crosssec_v3; an equal-weight basket, long and short | the bear phase | 38.5 | -13.3 | -6.4 | — |
| xl3-smacross-1d-ls-02 · smacross; long and short | the bull phase | 111.9 | -36.3 | -7.2 | — |
| xl3-crosssec-1d-ls-26 · crosssec_v3; an equal-weight basket, long and short | the bear phase | 40.4 | -12.7 | -8.0 | — |
| xl3-zlema-1d-ls-01 · zlema; long and short | the bull phase | 201.4 | -25.1 | -36.6 | — |
| xl3-crosssec-1d-l-01 · crosssec_v3; an equal-weight basket, long | the bull phase | 101.5 | -32.7 | -11.8 | — |
| xl3-crosssec-1d-ls-27 · crosssec_v3; an equal-weight basket, long and short | the bear phase | 45.5 | -12.4 | -12.4 | — |
| xl3-chandletrend-1d-ls-01 · a volatility channel off the window's extreme: the trend is whichever side of the channel price sits on, and a channel flip flips the position; long and short | the bull phase | 130.3 | -33.8 | -21.9 | — |
| xl3-chandletrend-1d-ls-02 · a volatility channel off the window's extreme: the trend is whichever side of the channel price sits on, and a channel flip flips the position; long and short | the bull phase | 43.7 | -24.9 | -9.1 | — |
Equity curves
Each line is normalised to 100 at the first point. Hover the chart and the tooltip shows every visible line on that date; click a name in the legend to hide it.
How this was measured
We swept trading rules over baskets of coins and ran each through several rounds of selection: weak rules drop out early, strong ones reach the test for luck. Every result is priced with a fee on each trade; a rule that only survives without that fee does not pass.
Every finalist is checked with the same set of controls: comparison against a random entry, a permutation of names across instruments, the fee doubled and tripled, a null inside its own market phase, and a timing audit. The bar for luck is set against the full count of trials from this series and past ones — past attempts do not reset.
Market phases are marked by a formula on bitcoin and its long moving average, not by hand. Every rule prints BOTH columns: how it plays in its own phase, and how it plays the rest of the time. A rule that shows only its own phase hides half the window.
Rules that failed the controls sit in the same table as the ones that passed, with the same numbers: a negative result is published the same way a winning one is.
xl3-crosssec-1d-ls-01
crosssec_v3 1d, long and short — bear — check failed
total %
+64.1%
annual %
+18.1%
drawdown %
-26.0%
sharpe, daily
0.88
trades
8447
win rate %
40.9%
xl3-crosssec-1d-ls-02
crosssec_v3 1d, long and short — bear — check failed
total %
+63.8%
annual %
+18.0%
drawdown %
-26.1%
sharpe, daily
0.87
trades
8447
win rate %
40.9%
xl3-crosssec-1d-ls-03
crosssec_v3 1d, long and short — bear — check failed
total %
+63.5%
annual %
+17.9%
drawdown %
-25.0%
sharpe, daily
0.87
trades
8447
win rate %
40.9%
xl3-crosssec-1d-ls-04
crosssec_v3 1d, long and short — bear — check failed
total %
+57.0%
annual %
+16.3%
drawdown %
-25.8%
sharpe, daily
0.81
trades
13150
win rate %
39.3%
xl3-crosssec-1d-ls-05
crosssec_v3 1d, long and short — bull — check failed
total %
+58.8%
annual %
+16.3%
drawdown %
-19.3%
sharpe, daily
0.77
trades
12656
win rate %
40.6%
xl3-crosssec-1d-ls-06
crosssec_v3 1d, long and short — bear — check failed
total %
+51.7%
annual %
+15.0%
drawdown %
-25.7%
sharpe, daily
0.75
trades
10903
win rate %
40.1%
xl3-crosssec-1d-ls-07
crosssec_v3 1d, long and short — bear — check failed
total %
+50.8%
annual %
+14.8%
drawdown %
-27.0%
sharpe, daily
0.74
trades
13150
win rate %
39.3%
xl3-crosssec-1d-ls-08
crosssec_v3 1d, long and short — bear — check failed
total %
+50.3%
annual %
+14.6%
drawdown %
-27.0%
sharpe, daily
0.74
trades
13150
win rate %
39.3%
xl3-crosssec-1d-ls-09
crosssec_v3 1d, long and short — bear — check failed
total %
+43.6%
annual %
+12.9%
drawdown %
-25.2%
sharpe, daily
0.67
trades
10903
win rate %
40.1%
xl3-crosssec-1d-ls-10
crosssec_v3 1d, long and short — bear — check failed
total %
+43.6%
annual %
+12.9%
drawdown %
-25.5%
sharpe, daily
0.66
trades
10903
win rate %
40.1%
xl3-crosssec-1d-ls-11
crosssec_v3 1d, long and short — bear — check failed
total %
+34.4%
annual %
+10.4%
drawdown %
-25.8%
sharpe, daily
0.64
trades
8447
win rate %
40.9%
xl3-crosssec-1d-ls-12
crosssec_v3 1d, long and short — bear — check failed
total %
+34.4%
annual %
+10.4%
drawdown %
-25.8%
sharpe, daily
0.64
trades
8447
win rate %
40.9%
xl3-crosssec-1d-ls-13
crosssec_v3 1d, long and short — bear — check failed
total %
+34.4%
annual %
+10.4%
drawdown %
-25.8%
sharpe, daily
0.64
trades
8447
win rate %
40.9%
xl3-crosssec-1d-ls-14
crosssec_v3 1d, long and short — bear — check failed
total %
+34.0%
annual %
+10.6%
drawdown %
-29.1%
sharpe, daily
0.59
trades
6641
win rate %
40.5%
xl3-momcs-1d-ls-01
momcs 1d, long and short — bull — check failed
total %
+103.7%
annual %
+12.6%
drawdown %
-35.2%
sharpe, daily
0.59
trades
4328
win rate %
50.7%
xl3-momcs-1d-ls-02
momcs 1d, long and short — bull — check failed
total %
+105.1%
annual %
+12.8%
drawdown %
-32.8%
sharpe, daily
0.59
trades
4366
win rate %
50.5%
xl3-momcs-1d-ls-03
momcs 1d, long and short — bull — check failed
total %
+102.6%
annual %
+12.5%
drawdown %
-33.8%
sharpe, daily
0.58
trades
4358
win rate %
50.4%
xl3-crosssec-1d-ls-15
crosssec_v3 1d, long and short — bear — check failed
total %
+30.1%
annual %
+9.2%
drawdown %
-27.2%
sharpe, daily
0.57
trades
13150
win rate %
39.3%
xl3-crosssec-1d-ls-16
crosssec_v3 1d, long and short — bear — check failed
total %
+30.1%
annual %
+9.2%
drawdown %
-27.2%
sharpe, daily
0.57
trades
13150
win rate %
39.3%
xl3-crosssec-1d-ls-17
crosssec_v3 1d, long and short — bear — check failed
total %
+30.1%
annual %
+9.2%
drawdown %
-27.2%
sharpe, daily
0.57
trades
13150
win rate %
39.3%
xl3-crosssec-1d-ls-18
crosssec_v3 1d, long and short — bear — check failed
total %
+32.7%
annual %
+10.3%
drawdown %
-26.2%
sharpe, daily
0.57
trades
10259
win rate %
38.6%
xl3-crosssec-1d-ls-19
crosssec_v3 1d, long and short — bull — check failed
total %
+81.7%
annual %
+12.0%
drawdown %
-32.5%
sharpe, daily
0.56
trades
12432
win rate %
42.4%
xl3-ensemble-1d-ls-01
ensemble_v3 1d, long and short — bear — check failed
total %
+24.6%
annual %
+7.2%
drawdown %
-14.2%
sharpe, daily
0.56
trades
12807
win rate %
41.3%
xl3-smacross-1d-ls-01
smacross 1d, long and short — bull — check failed
total %
+103.1%
annual %
+12.6%
drawdown %
-42.7%
sharpe, daily
0.56
trades
3504
win rate %
51.0%
xl3-volsurge-1d-ls-01
volsurge 1d, long and short — bull — check failed
total %
+117.0%
annual %
+13.8%
drawdown %
-55.8%
sharpe, daily
0.56
trades
4309
win rate %
47.9%
xl3-volsurge-1d-ls-02
volsurge 1d, long and short — bull — check failed
total %
+117.7%
annual %
+13.9%
drawdown %
-57.0%
sharpe, daily
0.56
trades
4141
win rate %
48.7%
xl3-volsurge-1d-ls-03
volsurge 1d, long and short — bull — check failed
total %
+116.5%
annual %
+13.8%
drawdown %
-55.8%
sharpe, daily
0.56
trades
4340
win rate %
48.1%
xl3-crosssec-1d-ls-20
crosssec_v3 1d, long and short — bear — check failed
total %
+27.7%
annual %
+8.6%
drawdown %
-27.5%
sharpe, daily
0.54
trades
10903
win rate %
40.1%
xl3-crosssec-1d-ls-21
crosssec_v3 1d, long and short — bull — check failed
total %
+76.1%
annual %
+11.3%
drawdown %
-32.2%
sharpe, daily
0.54
trades
12432
win rate %
42.4%
xl3-crosssec-1d-ls-22
crosssec_v3 1d, long and short — bear — check failed
total %
+27.7%
annual %
+8.6%
drawdown %
-27.5%
sharpe, daily
0.54
trades
10903
win rate %
40.1%
xl3-crosssec-1d-ls-23
crosssec_v3 1d, long and short — bear — check failed
total %
+27.7%
annual %
+8.6%
drawdown %
-27.5%
sharpe, daily
0.54
trades
10903
win rate %
40.1%
xl3-crosssec-1d-ls-24
crosssec_v3 1d, long and short — bear — check failed
total %
+30.0%
annual %
+9.5%
drawdown %
-27.7%
sharpe, daily
0.53
trades
8471
win rate %
39.3%
xl3-crosssec-1d-ls-25
crosssec_v3 1d, long and short — bear — check failed
total %
+29.6%
annual %
+9.3%
drawdown %
-26.5%
sharpe, daily
0.53
trades
8471
win rate %
39.3%
xl3-smacross-1d-ls-02
smacross 1d, long and short — bull — check failed
total %
+96.6%
annual %
+12.0%
drawdown %
-48.9%
sharpe, daily
0.53
trades
3595
win rate %
50.5%
xl3-crosssec-1d-ls-26
crosssec_v3 1d, long and short — bear — check failed
total %
+29.1%
annual %
+9.2%
drawdown %
-26.3%
sharpe, daily
0.52
trades
8471
win rate %
39.3%
xl3-zlema-1d-ls-01
zlema 1d, long and short — bull — check failed
total %
+91.2%
annual %
+11.4%
drawdown %
-54.4%
sharpe, daily
0.52
trades
14910
win rate %
33.5%
xl3-crosssec-1d-l-01
crosssec_v3 1d, long — bull — check failed
total %
+77.7%
annual %
+11.5%
drawdown %
-43.9%
sharpe, daily
0.51
trades
3566
win rate %
34.4%
xl3-crosssec-1d-ls-27
crosssec_v3 1d, long and short — bear — check failed
total %
+27.4%
annual %
+8.7%
drawdown %
-30.7%
sharpe, daily
0.50
trades
6641
win rate %
40.5%
xl3-chandletrend-1d-ls-01
chandletrend 1d, long and short — bull — check failed
total %
+79.8%
annual %
+10.3%
drawdown %
-51.6%
sharpe, daily
0.48
trades
2972
win rate %
38.0%
xl3-chandletrend-1d-ls-02
chandletrend 1d, long and short — bull — check failed
total %
+30.7%
annual %
+4.6%
drawdown %
-26.8%
sharpe, daily
0.34
trades
8056
win rate %
38.0%