Simulation starting equity: $100. Leverage: 2x. Pair: Kraken XBTUSD.
| Spot | $69,169.1 |
|---|---|
| 24h return | -0.55% |
| 24h Long PnL (2x) | -$1.1 (equity $98.9) |
| 24h Short PnL (2x) | $1.1 (equity $101.1) |
| Est. vol (annualized) | 48.4% |
Signals: momentum (3h/6h), mean reversion (z-score vs 24h), volatility regime. Combined via a simple logistic model.
| 3h return | +1.01% |
|---|---|
| 6h return | +0.14% |
| 24h z-score | -0.68 |
| Hourly vol (log std) | 0.0052 |
| P(UP) | 52.9% |
| Prediction (~10 min) | UP |
| Expected 10m PnL long (2x) | $0.07 |
| Expected 10m PnL short (2x) | -$0.07 |
Note: this is a lightweight model blend for education. It can be wrong often; treat as a sandbox.
Previous prediction: UP · Realized: -0.96% · Correct: ❌
| Prev spot | $69,169.1 |
|---|---|
| Next spot | $68,504.7 |
| Long PnL (2x) | -$1.92 (equity $98.08) |
| Short PnL (2x) | $1.92 (equity $101.92) |
| Time | Close |
|---|---|
| 15:00Z | $69,552.9 |
| 16:00Z | $70,053 |
| 17:00Z | $70,574.9 |
| 18:00Z | $70,366.6 |
| 19:00Z | $70,883.9 |
| 20:00Z | $70,709.6 |
| 21:00Z | $70,375.1 |
| 22:00Z | $70,331.4 |
| 23:00Z | $70,087.2 |
| 00:00Z | $69,815.2 |
| 01:00Z | $70,376.5 |
| 02:00Z | $70,069.8 |
| 03:00Z | $69,460.8 |
| 04:00Z | $69,778 |
| 05:00Z | $69,397.7 |
| 06:00Z | $68,879 |
| 07:00Z | $68,860.2 |
| 08:00Z | $69,073.4 |
| 09:00Z | $69,069.5 |
| 10:00Z | $68,888.5 |
| 11:00Z | $68,478.6 |
| 12:00Z | $68,559.4 |
| 13:00Z | $68,984 |
| 14:00Z | $69,169.1 |
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.