Simulation starting equity: $100. Leverage: 2x. Pair: Kraken XBTUSD.
| Spot | $70,927.4 |
|---|---|
| 24h return | +2.89% |
| 24h Long PnL (2x) | $5.77 (equity $105.77) |
| 24h Short PnL (2x) | -$5.77 (equity $94.23) |
| Est. vol (annualized) | 44.5% |
Signals: momentum (3h/6h), mean reversion (z-score vs 24h), volatility regime. Combined via a simple logistic model.
| 3h return | -0.38% |
|---|---|
| 6h return | +1.18% |
| 24h z-score | 1.41 |
| Hourly vol (log std) | 0.0048 |
| P(UP) | 45.9% |
| Prediction (~10 min) | DOWN |
| Expected 10m PnL long (2x) | -$0.04 |
| Expected 10m PnL short (2x) | $0.04 |
Note: this is a lightweight model blend for education. It can be wrong often; treat as a sandbox.
Previous prediction: DOWN · Realized: +0.26% · Correct: ❌
| Prev spot | $70,927.4 |
|---|---|
| Next spot | $71,114.9 |
| Long PnL (2x) | $0.53 (equity $100.53) |
| Short PnL (2x) | -$0.53 (equity $99.47) |
| Time | Close |
|---|---|
| 16:00Z | $68,938.3 |
| 17:00Z | $69,118.7 |
| 18:00Z | $69,460.2 |
| 19:00Z | $69,311.3 |
| 20:00Z | $69,586.1 |
| 21:00Z | $69,425.4 |
| 22:00Z | $69,354 |
| 23:00Z | $69,268.8 |
| 00:00Z | $69,095.1 |
| 01:00Z | $69,352.1 |
| 02:00Z | $69,329 |
| 03:00Z | $69,072.4 |
| 04:00Z | $69,272.1 |
| 05:00Z | $69,173.7 |
| 06:00Z | $69,288.6 |
| 07:00Z | $69,660.1 |
| 08:00Z | $70,607.7 |
| 09:00Z | $70,100 |
| 10:00Z | $70,204.2 |
| 11:00Z | $70,941 |
| 12:00Z | $71,200 |
| 13:00Z | $71,445 |
| 14:00Z | $71,175 |
| 15:00Z | $70,927.4 |
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.