Simulation starting equity: $100. Leverage: 2x. Pair: Kraken XBTUSD.
| Spot | $69,195.2 |
|---|---|
| 24h return | -2.78% |
| 24h Long PnL (2x) | -$5.56 (equity $94.44) |
| 24h Short PnL (2x) | $5.56 (equity $105.56) |
| Est. vol (annualized) | 55.9% |
Signals: momentum (3h/6h), mean reversion (z-score vs 24h), volatility regime. Combined via a simple logistic model.
| 3h return | +0.78% |
|---|---|
| 6h return | -1.66% |
| 24h z-score | -1.50 |
| Hourly vol (log std) | 0.0060 |
| P(UP) | 54.2% |
| Prediction (~10 min) | UP |
| Expected 10m PnL long (2x) | $0.05 |
| Expected 10m PnL short (2x) | -$0.05 |
Note: this is a lightweight model blend for education. It can be wrong often; treat as a sandbox.
Previous prediction: UP · Realized: -0.13% · Correct: ❌
| Prev spot | $69,195.2 |
|---|---|
| Next spot | $69,103.6 |
| Long PnL (2x) | -$0.26 (equity $99.74) |
| Short PnL (2x) | $0.26 (equity $100.26) |
| Time | Close |
|---|---|
| 14:00Z | $71,175 |
| 15:00Z | $71,100 |
| 16:00Z | $70,362 |
| 17:00Z | $70,725 |
| 18:00Z | $71,086.9 |
| 19:00Z | $71,370.1 |
| 20:00Z | $70,789.7 |
| 21:00Z | $70,687.6 |
| 22:00Z | $71,024.9 |
| 23:00Z | $70,305 |
| 00:00Z | $70,455.1 |
| 01:00Z | $70,309.2 |
| 02:00Z | $70,576.4 |
| 03:00Z | $71,286.5 |
| 04:00Z | $70,965.1 |
| 05:00Z | $70,987 |
| 06:00Z | $70,610.6 |
| 07:00Z | $70,365.6 |
| 08:00Z | $69,824.8 |
| 09:00Z | $69,540 |
| 10:00Z | $68,658.8 |
| 11:00Z | $68,826.7 |
| 12:00Z | $69,079.8 |
| 13:00Z | $69,195.2 |
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.