Simulation starting equity: $100. Leverage: 2x. Pair: Kraken XBTUSD.
| Spot | $66,950.1 |
|---|---|
| 24h return | -2.16% |
| 24h Long PnL (2x) | -$4.32 (equity $95.68) |
| 24h Short PnL (2x) | $4.32 (equity $104.32) |
| Est. vol (annualized) | 56.7% |
Signals: momentum (3h/6h), mean reversion (z-score vs 24h), volatility regime. Combined via a simple logistic model.
| 3h return | +0.67% |
|---|---|
| 6h return | -0.07% |
| 24h z-score | -1.13 |
| Hourly vol (log std) | 0.0061 |
| P(UP) | 53.8% |
| 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.
| Time | Close |
|---|---|
| 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 | $66,503.4 |
| 11:00Z | $67,023.4 |
| 12:00Z | $67,081.1 |
| 13:00Z | $66,950.1 |
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.