Simulation starting equity: $100. Leverage: 2x. Pair: Kraken XBTUSD.
| Spot | $64,820.2 |
|---|---|
| 24h return | -8.35% |
| 24h Long PnL (2x) | -$16.71 (equity $83.29) |
| 24h Short PnL (2x) | $16.71 (equity $116.71) |
| Est. vol (annualized) | 150.0% |
Signals: momentum (3h/6h), mean reversion (z-score vs 24h), volatility regime. Combined via a simple logistic model.
| 3h return | -0.16% |
|---|---|
| 6h return | +1.12% |
| 24h z-score | -0.50 |
| Hourly vol (log std) | 0.0160 |
| P(UP) | 51.6% |
| Prediction (~10 min) | UP |
| Expected 10m PnL long (2x) | $0.03 |
| Expected 10m PnL short (2x) | -$0.03 |
Note: this is a lightweight model blend for education. It can be wrong often; treat as a sandbox.
Previous prediction: UP · Realized: +0.06% · Correct: ✅
| Prev spot | $64,820.2 |
|---|---|
| Next spot | $64,856.7 |
| Long PnL (2x) | $0.11 (equity $100.11) |
| Short PnL (2x) | -$0.11 (equity $99.89) |
| Time | Close |
|---|---|
| 10:00Z | $70,727.9 |
| 11:00Z | $70,201.3 |
| 12:00Z | $69,425.2 |
| 13:00Z | $69,549.8 |
| 14:00Z | $69,276.1 |
| 15:00Z | $67,390.1 |
| 16:00Z | $68,173.4 |
| 17:00Z | $66,043.1 |
| 18:00Z | $66,227.6 |
| 19:00Z | $65,119.6 |
| 20:00Z | $63,633.6 |
| 21:00Z | $63,089.3 |
| 22:00Z | $63,811 |
| 23:00Z | $62,858.1 |
| 00:00Z | $63,444.2 |
| 01:00Z | $65,632 |
| 02:00Z | $64,884 |
| 03:00Z | $64,102.5 |
| 04:00Z | $64,856.3 |
| 05:00Z | $66,330.2 |
| 06:00Z | $64,920.9 |
| 07:00Z | $64,756.4 |
| 08:00Z | $64,821.5 |
| 09:00Z | $64,820.2 |
If you want a deeper model, levels, and a proper backtest, message me.
Get full analysis (paid)Not financial advice. Educational simulation only. No fees/funding/slippage included.