Simulation starting equity: $100. Leverage: 2x. Pair: Kraken XBTUSD.
| Spot | $66,588.3 |
|---|---|
| 24h return | -2.76% |
| 24h Long PnL (2x) | -$5.52 (equity $94.48) |
| 24h Short PnL (2x) | $5.52 (equity $105.52) |
| Est. vol (annualized) | 57.2% |
Signals: momentum (3h/6h), mean reversion (z-score vs 24h), volatility regime. Combined via a simple logistic model.
| 3h return | -0.61% |
|---|---|
| 6h return | -1.41% |
| 24h z-score | -1.83 |
| Hourly vol (log std) | 0.0061 |
| P(UP) | 54.1% |
| Prediction (~10 min) | UP |
| Expected 10m PnL long (2x) | $0 |
| Expected 10m PnL short (2x) | -$0 |
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 | $66,588.3 |
|---|---|
| Next spot | $66,503.4 |
| Long PnL (2x) | -$0.25 (equity $99.75) |
| Short PnL (2x) | $0.25 (equity $100.25) |
| Time | Close |
|---|---|
| 11:00Z | $68,478.6 |
| 12:00Z | $68,559.4 |
| 13:00Z | $68,984 |
| 14:00Z | $68,429.1 |
| 15:00Z | $69,239 |
| 16:00Z | $69,494.1 |
| 17:00Z | $69,884 |
| 18:00Z | $68,850 |
| 19:00Z | $69,033.6 |
| 20:00Z | $68,708.3 |
| 21:00Z | $68,593 |
| 22:00Z | $68,639.1 |
| 23:00Z | $68,785.5 |
| 00:00Z | $69,164.7 |
| 01:00Z | $68,927.3 |
| 02:00Z | $68,624.1 |
| 03:00Z | $68,132.3 |
| 04:00Z | $67,537.3 |
| 05:00Z | $67,381.7 |
| 06:00Z | $66,766.8 |
| 07:00Z | $67,000 |
| 08:00Z | $66,970.2 |
| 09:00Z | $66,821.3 |
| 10:00Z | $66,588.3 |
If you want a deeper model, levels, and a proper backtest, message me.
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