V3CR concentrated runners

miss idea #658 · paper, $10 a trade, since 18 Oct · idea #658 · updated 18 Oct 12:27 Bangkok, refreshes every minute.

Not verified yet: treat these numbers as unproven

Waiting for: forward sample n>=20; testmgr4

Still open:

Paper run, no real money

Test Manager forward test on research-box. Kill rule: n>=20 mean<1.0 and upper80<1.05. Live only after 2 profitable days without bugs; only Ben switches.

Total P&L
-$2.60
Trades done
56
22 up, 34 down
Best trade
4.8x
Exit rule shown
R75

Replay of past coins (not in the numbers above): 520 trades, mean 0.90x, -$508.31 at $10. Backtest, no forward evidence.

P&L over time (US dollars, Bangkok time)

Each step is a trade with exit rule R75, numbered in time order.

-$20$0$20$40trade 1 at 17 Oct 15:13 0.00x -$10.00trade 2 at 17 Oct 15:54 0.82x -$1.84trade 3 at 17 Oct 16:00 0.65x -$3.47trade 4 at 17 Oct 16:40 0.74x -$2.57trade 5 at 17 Oct 16:46 1.28x +$2.77trade 6 at 17 Oct 18:06 0.89x -$1.14trade 7 at 17 Oct 18:51 1.05x +$0.53trade 8 at 17 Oct 18:53 1.35x +$3.51trade 9 at 17 Oct 19:17 2.02x +$10.21trade 10 at 17 Oct 19:27 0.83x -$1.72trade 11 at 17 Oct 19:33 0.00x -$10.00trade 12 at 17 Oct 19:38 1.12x +$1.20trade 13 at 17 Oct 19:39 0.80x -$1.97trade 14 at 17 Oct 19:53 0.90x -$1.05trade 15 at 17 Oct 20:36 1.62x +$6.22trade 16 at 17 Oct 21:00 0.90x -$0.96trade 17 at 17 Oct 21:01 2.51x +$15.13trade 18 at 17 Oct 21:22 0.99x -$0.09trade 19 at 17 Oct 21:43 0.65x -$3.50trade 20 at 17 Oct 21:51 1.35x +$3.49trade 21 at 17 Oct 21:55 0.80x -$2.04trade 22 at 17 Oct 22:09 1.04x +$0.42trade 23 at 17 Oct 22:09 1.10x +$1.04trade 24 at 17 Oct 22:55 1.21x +$2.13trade 25 at 17 Oct 23:24 1.05x +$0.51trade 26 at 17 Oct 23:57 1.47x +$4.69trade 27 at 18 Oct 00:14 0.00x -$10.00trade 28 at 18 Oct 00:24 0.81x -$1.92trade 29 at 18 Oct 00:36 0.00x -$10.00trade 30 at 18 Oct 00:41 0.00x -$10.00trade 31 at 18 Oct 00:59 1.70x +$6.97trade 32 at 18 Oct 01:01 1.43x +$4.30trade 33 at 18 Oct 01:26 0.00x -$10.00trade 34 at 18 Oct 01:37 0.85x -$1.50trade 35 at 18 Oct 01:51 1.90x +$8.98trade 36 at 18 Oct 02:04 1.33x +$3.32trade 37 at 18 Oct 02:12 2.25x +$12.46trade 38 at 18 Oct 02:44 2.12x +$11.17trade 39 at 18 Oct 03:25 0.83x -$1.69trade 40 at 18 Oct 03:40 1.55x +$5.52trade 41 at 18 Oct 04:23 1.47x +$4.70trade 42 at 18 Oct 04:34 0.17x -$8.26trade 43 at 18 Oct 04:50 0.50x -$5.03trade 44 at 18 Oct 04:54 0.71x -$2.90trade 45 at 18 Oct 05:08 4.79x +$37.94trade 46 at 18 Oct 06:01 0.76x -$2.37trade 47 at 18 Oct 06:25 0.64x -$3.65trade 48 at 18 Oct 06:30 0.60x -$4.03trade 49 at 18 Oct 06:34 0.55x -$4.46trade 50 at 18 Oct 06:37 0.92x -$0.78trade 51 at 18 Oct 08:02 0.81x -$1.85trade 52 at 18 Oct 09:37 0.00x -$10.00trade 53 at 18 Oct 10:42 0.57x -$4.30trade 54 at 18 Oct 11:12 0.82x -$1.81trade 55 at 18 Oct 12:22 0.38x -$6.23trade 56 at 18 Oct 12:24 0.13x -$8.6815:0320:2901:5607:2212:49
Other exit rules on the same coins
RuleTradesMean2x+10x+LosersP&L at $10
R75 560.99x5034-$2.60
R50 560.78x5151-$121.43
Every trade (exit rule R75)
#PoolTimeInWhy soldResult
560x4ff7d2f1dbc590cbe53e6f57b563e4afd7d5b9ce18 Oct 12:24$10trail0.13x (-86.8%)
-$8.68
550x1208607c2186428794a436e2ad975c1affa28bad18 Oct 12:22$10trail0.38x (-62.3%)
-$6.23
540x774c6694dbf1ba9cb6bf52c4a7eef32bdb1b7ce918 Oct 11:12$10trail0.82x (-18.1%)
-$1.81
530x334c1497b2a7f4207455947b83647a175f1acb7218 Oct 10:42$10trail0.57x (-43.0%)
-$4.30
520x83fc7af14053902f4791f6cbbce6d7f7fcb9266f18 Oct 09:37$10pull0.00x (-100.0%)
-$10.00
510xb8c9ad15b4c399fc57ddfd699d77bcaa89e4c3f718 Oct 08:02$10trail0.81x (-18.5%)
-$1.85
500x2efd42117778760638e3c73b68732ef75da0bfd818 Oct 06:37$10trail0.92x (-7.8%)
-$0.78
490x95132e10b3af68018c6129ea716471a22d890efc18 Oct 06:34$10trail0.55x (-44.6%)
-$4.46
480xb8a261e65879cfc49f5251bff457bd88d8a2d3f118 Oct 06:30$10trail0.60x (-40.3%)
-$4.03
470xa512cd41251cf26af7af57280ce7126db6104b4c18 Oct 06:25$10trail0.64x (-36.5%)
-$3.65
460x391f161781ae906c7bef000a824c3cefb0753cf118 Oct 06:01$10trail0.76x (-23.7%)
-$2.37
450x9407d7426dc045dc66a28041083c3895fc7fe7a518 Oct 05:08$10trail4.79x (+379.4%)
+$37.94
440x0304a03a33af85acc042204f263dd1a1a69cc3d518 Oct 04:54$10trail0.71x (-29.0%)
-$2.90
430x0e5a8ae81e0add2edbb9b16b388abb06365ac95618 Oct 04:50$10trail0.50x (-50.3%)
-$5.03
420x967bd72d823d328aa7e7b3904f2b19e1b41af71618 Oct 04:34$10trail0.17x (-82.6%)
-$8.26
410xbc3c8ddc3c7c3338dbce92e30e8adfbc138aa06718 Oct 04:23$10trail1.47x (+47.0%)
+$4.70
400x7ffc6478e8772b7b9920f5b79e65291859fa386618 Oct 03:40$10trail1.55x (+55.2%)
+$5.52
390xf43a347151d2e11695f3c08cdb33220b02424d1018 Oct 03:25$10trail0.83x (-16.9%)
-$1.69
380x7e3fb862ad3f0837c6711d7a3b8f7641f345f48b18 Oct 02:44$10trail2.12x (+111.7%)
+$11.17
370x2238cfc8b21056062b45d04b5dd6864f75096f5718 Oct 02:12$10trail2.25x (+124.6%)
+$12.46
360xa9a7b7ae5156bcf2aa1b5b624e2acb359aa3306718 Oct 02:04$10trail1.33x (+33.2%)
+$3.32
350xb2a419fb3ec582ee488a25488b0c89f1b4ca8ea218 Oct 01:51$10trail1.90x (+89.8%)
+$8.98
340x3eabe0ae2d11d2f87a55af1205f6dd7dbc52da1018 Oct 01:37$10trail0.85x (-15.0%)
-$1.50
330x17db23b4c3c19927f3ad15560eda3b67f2fd0a0618 Oct 01:26$10pull0.00x (-100.0%)
-$10.00
320x136dfa720480f5c4b2c587807bc38329864ce61d18 Oct 01:01$10trail1.43x (+43.0%)
+$4.30
310x006160e029429a8437ae0cbfd3b0bd5b235344d118 Oct 00:59$10trail1.70x (+69.7%)
+$6.97
300x7bead11eda36890059abdb571cf73da9b531f26918 Oct 00:41$10pull0.00x (-100.0%)
-$10.00
290x15acf87a6ad25605259e2ea76cfc6aa14d72d10818 Oct 00:36$10pull0.00x (-100.0%)
-$10.00
280xd5e1e2a00a5f3084e06d601348438c435731715618 Oct 00:24$10trail0.81x (-19.2%)
-$1.92
270x551b2481f4dd0f8db47e3afafba4b9c673494b5b18 Oct 00:14$10pull0.00x (-100.0%)
-$10.00
260xa0c4219e79807c4633568ecc45bc58b3c7c7bfad17 Oct 23:57$10trail1.47x (+46.9%)
+$4.69
250x759d7a03487f0b1d4afcd2f02146b3cb8890b4fa17 Oct 23:24$10trail1.05x (+5.1%)
+$0.51
240xead8751790614d79bdb4fa28747a3b03f8a7e8c617 Oct 22:55$10trail1.21x (+21.3%)
+$2.13
230x68864fa6909f1062b7a117712249031b280d713117 Oct 22:09$10trail1.10x (+10.4%)
+$1.04
220xd55bc994827bf1fc4d95424a5e8f2e7e5c24363217 Oct 22:09$10trail1.04x (+4.2%)
+$0.42
210x189814abfbd0f6bd6e6b6b9cebed7162ecb1bfe617 Oct 21:55$10trail0.80x (-20.4%)
-$2.04
200x66108b8db75273f227f6c73dcc218b8f799187c417 Oct 21:51$10trail1.35x (+34.9%)
+$3.49
190x53c21ccb09711cace8b5b0181978c2e05cdb538917 Oct 21:43$10trail0.65x (-35.0%)
-$3.50
180x621a49229ecd0e5e8beb0ae72a1e40f4b3840c9017 Oct 21:22$10trail0.99x (-0.9%)
-$0.09
170x20b0dec763679dd8278353d84126513859362fda17 Oct 21:01$10trail2.51x (+151.3%)
+$15.13
160x3c954cfe26b92caa930ff67f12998ff3f10de21b17 Oct 21:00$10trail0.90x (-9.6%)
-$0.96
150x751547289458ec500bd1441651fd538167b75c3917 Oct 20:36$10trail1.62x (+62.2%)
+$6.22
140xc14b100f44eaae0f1f78e11696ee75a20ee6334d17 Oct 19:53$10trail0.90x (-10.5%)
-$1.05
130x07c91961377d31de2c72c799b7caa8d6cd52d38017 Oct 19:39$10trail0.80x (-19.7%)
-$1.97
120x729726a4e5675ba89d9447c364a7e41f69ce49ca17 Oct 19:38$10trail1.12x (+12.0%)
+$1.20
110x3278780c212ea8d9f95bf828f35a81945598864217 Oct 19:33$10pull0.00x (-100.0%)
-$10.00
100x076f1f924c0147d139709049dbbbefbc19a0506817 Oct 19:27$10trail0.83x (-17.2%)
-$1.72
90x6acb3bf306593e179cd35bb5f3bdfa6d56555d1c17 Oct 19:17$10trail2.02x (+102.1%)
+$10.21
80xf00312fe76aa904324c5d2fdbb92b75585eb583517 Oct 18:53$10trail1.35x (+35.1%)
+$3.51
70xfff5b5166e9355e73c9d8656ecc7fb905780a9bb17 Oct 18:51$10trail1.05x (+5.3%)
+$0.53
60xe6d21d28e519d9a79e59a273fafd28f9cfe1cb3c17 Oct 18:06$10trail0.89x (-11.4%)
-$1.14
50x34210edd8e1f3db44b4b738342efb61fddf45d7417 Oct 16:46$10trail1.28x (+27.7%)
+$2.77
40x20df48f16f89d467ef55ca9fdf971389bba216d317 Oct 16:40$10trail0.74x (-25.7%)
-$2.57
30x0849d4b3d0658b5a044f656e0d05a28097b31a9717 Oct 16:00$10trail0.65x (-34.7%)
-$3.47
20xdd6eba843594740c3a309f135a43a7365ccc76f517 Oct 15:54$10trail0.82x (-18.4%)
-$1.84
10x063f4568c12de7038de90cd6e9dc765623fb455417 Oct 15:13$10pull0.00x (-100.0%)
-$10.00
Full Test Manager report