{ "kind": "backtest", "description": "Range length 14, K smoothing 3, and entry ceiling 20 stay fixed. Change only D smoothing in the low-zone crossover rule.", "precision": 0, "source": { "label": "Recorded TrainBard fixed-quote activity controls", "note": "Representative BTCUSDT two-hour 2021\u20132023 sample. Every buy or sell is one execution. Script requests 100 quote units per entry via 100 divided by the signal close, with 500 startup bars and 0.1% cost. No local fills are generated. All eight frame curves and exact source mappings remain in replications and the evidence download." }, "x": [ "2", "3", "4", "5", "6", "7", "8", "9" ], "xLabels": [ "2 bars", "3 bars", "4 bars", "5 bars", "6 bars", "7 bars", "8 bars", "9 bars" ], "panels": [ { "label": "Low-zone crossover executions", "domain": [ 0, 800 ], "series": [ { "id": "cross", "label": "D smoothing with K fixed at 3", "color": "purple", "values": [ 704, 522, 410, 322, 274, 226, 184, 158 ] } ] } ], "replications": [ { "family": "stochastic-cross", "frame": { "exchange": "binance", "symbol": "BTCUSDT", "timeframe": "2h", "start": "2021-01-01", "end": "2023-12-31", "starting_amount": 10000, "trading_fee_percent": 0.1 }, "batch_id": "759335a0-5971-4772-89ee-f35d632c4f6f", "source": { "interface": "MCP", "batch_id": "759335a0-5971-4772-89ee-f35d632c4f6f", "raw_result": "stochastic/raw/fixed100-stochastic-cross-btcusdt-2h-early/complete-result.json", "request": "stochastic/requests/fixed100-stochastic-cross-btcusdt-2h-early.json", "request_sha256": "6cd511778f08cc37203b3173a0f8c70f4fa70a11189b19c402099482b75650fa", "result_sha256": "8332fd0a640b8bc734c104bd95b4cb326fdd0428107c0fcce5e93b54531be221", "source_sha256": "cdc30bca8e8a943651f59c1647a4705f34d32d7baa9dd08edab15ceffb9ef3de" }, "points": [ { "parameters": { "lower": 20, "length": 14, "smooth_d": 8, "smooth_k": 3 }, "totalTrades": 184, "totalReturn": -0.05037849768996239, "maxDrawdownPct": 0.4402097761631012, "winRate": 33.69565200805664, "totalFees": 18.41339874267578, "source_row_index": 0 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 9, "smooth_k": 3 }, "totalTrades": 158, "totalReturn": -0.05798375606536865, "maxDrawdownPct": 0.505029559135437, "winRate": 35.44303894042969, "totalFees": 15.8100004196167, "source_row_index": 1 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 7, "smooth_k": 3 }, "totalTrades": 226, "totalReturn": -0.0749281495809555, "maxDrawdownPct": 0.41288819909095764, "winRate": 36.28318405151367, "totalFees": 22.61515998840332, "source_row_index": 2 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 5, "smooth_k": 3 }, "totalTrades": 322, "totalReturn": -0.30456456542015076, "maxDrawdownPct": 0.604698896408081, "winRate": 28.571428298950195, "totalFees": 32.20173263549805, "source_row_index": 3 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 6, "smooth_k": 3 }, "totalTrades": 274, "totalReturn": -0.3806220293045044, "maxDrawdownPct": 0.5531505346298218, "winRate": 28.467153549194336, "totalFees": 27.38934898376465, "source_row_index": 4 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 4, "smooth_k": 3 }, "totalTrades": 410, "totalReturn": -0.49681177735328674, "maxDrawdownPct": 0.7603577375411987, "winRate": 31.707317352294922, "totalFees": 40.99127197265625, "source_row_index": 5 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 3, "smooth_k": 3 }, "totalTrades": 522, "totalReturn": -0.7269788980484009, "maxDrawdownPct": 0.8751363158226013, "winRate": 29.1187744140625, "totalFees": 52.1793212890625, "source_row_index": 6 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 2, "smooth_k": 3 }, "totalTrades": 704, "totalReturn": -1.2210553884506226, "maxDrawdownPct": 1.2787264585494995, "winRate": 23.863636016845703, "totalFees": 70.34819030761719, "source_row_index": 7 } ] }, { "family": "stochastic-cross", "frame": { "exchange": "binance", "symbol": "BTCUSDT", "timeframe": "2h", "start": "2024-01-01", "end": "2025-12-31", "starting_amount": 10000, "trading_fee_percent": 0.1 }, "batch_id": "306f9225-677c-499f-b482-7147849708dd", "source": { "interface": "MCP", "batch_id": "306f9225-677c-499f-b482-7147849708dd", "raw_result": "stochastic/raw/fixed100-stochastic-cross-btcusdt-2h-later/complete-result.json", "request": "stochastic/requests/fixed100-stochastic-cross-btcusdt-2h-later.json", "request_sha256": "b8ba3651cb5f21cb280a8161a8630cbd0c5680696393ffc072a1479ab8a00836", "result_sha256": "0cfcb7cae7b804c589f320474d439830021470d06a6dfbcb1fc628f6e274666f", "source_sha256": "cdc30bca8e8a943651f59c1647a4705f34d32d7baa9dd08edab15ceffb9ef3de" }, "points": [ { "parameters": { "lower": 20, "length": 14, "smooth_d": 9, "smooth_k": 3 }, "totalTrades": 102, "totalReturn": -0.10875922441482544, "maxDrawdownPct": 0.2501065135002136, "winRate": 31.372549057006836, "totalFees": 10.199335098266602, "source_row_index": 0 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 4, "smooth_k": 3 }, "totalTrades": 316, "totalReturn": -0.2083585262298584, "maxDrawdownPct": 0.3441789746284485, "winRate": 32.91139221191406, "totalFees": 31.61078643798828, "source_row_index": 1 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 8, "smooth_k": 3 }, "totalTrades": 132, "totalReturn": -0.31574463844299316, "maxDrawdownPct": 0.39033427834510803, "winRate": 27.272727966308594, "totalFees": 13.181608200073242, "source_row_index": 2 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 2, "smooth_k": 3 }, "totalTrades": 518, "totalReturn": -0.33196568489074707, "maxDrawdownPct": 0.5148605108261108, "winRate": 34.36293411254883, "totalFees": 51.81863784790039, "source_row_index": 3 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 7, "smooth_k": 3 }, "totalTrades": 142, "totalReturn": -0.34298285841941833, "maxDrawdownPct": 0.3970794677734375, "winRate": 30.985916137695312, "totalFees": 14.179882049560547, "source_row_index": 4 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 5, "smooth_k": 3 }, "totalTrades": 236, "totalReturn": -0.36197271943092346, "maxDrawdownPct": 0.4126112759113312, "winRate": 33.050846099853516, "totalFees": 23.58740234375, "source_row_index": 5 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 3, "smooth_k": 3 }, "totalTrades": 396, "totalReturn": -0.38663873076438904, "maxDrawdownPct": 0.5619218349456787, "winRate": 33.838382720947266, "totalFees": 39.600948333740234, "source_row_index": 6 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 6, "smooth_k": 3 }, "totalTrades": 182, "totalReturn": -0.43453511595726013, "maxDrawdownPct": 0.4531797468662262, "winRate": 28.571428298950195, "totalFees": 18.17471694946289, "source_row_index": 7 } ] }, { "family": "stochastic-cross", "frame": { "exchange": "binance", "symbol": "BTCUSDT", "timeframe": "4h", "start": "2021-01-01", "end": "2023-12-31", "starting_amount": 10000, "trading_fee_percent": 0.1 }, "batch_id": null, "source": { "interface": "UI", "ui_job": "UI-REMAIN-stochastic-cross-control-btcusdt-early-4h", "raw_result": "stochastic/raw-ui/UI-REMAIN-stochastic-cross-control-btcusdt-early-4h/export.compact.json", "completion": "stochastic/raw-ui/UI-REMAIN-stochastic-cross-control-btcusdt-early-4h/completion.json", "normalized_result": "stochastic/raw-ui/UI-REMAIN-stochastic-cross-control-btcusdt-early-4h/normalized-ui.json", "request": "stochastic/raw-ui/UI-REMAIN-stochastic-cross-control-btcusdt-early-4h/completion.json", "request_sha256": "1bc0741d3469b9ae6bfc33e191d5df1ef202a9ed3d626ab98ee59a23821f8600", "result_sha256": "b872e240ad98bf0ecf7e53813d9e4960db43ffd2676a5f84f4642510bf8d3123", "normalized_sha256": "1483d364fe6285ca4ee378af682dd410937c8c8e3036e1e53bd3d781b8ddb703", "source_sha256": "cdc30bca8e8a943651f59c1647a4705f34d32d7baa9dd08edab15ceffb9ef3de", "ui_counts": { "requested": 8, "structural_invalid": 0, "accepted_valid": 8, "observed_metric_rows": 8, "traded_rows": 8, "explicit_zero_rows": 0, "reconciled_omitted_zero_tuples": 0, "inclusion": "unique" } }, "points": [ { "parameters": { "lower": 20, "length": 14, "smooth_d": 7, "smooth_k": 3 }, "totalTrades": 130, "totalReturn": -0.0586627759039402, "maxDrawdownPct": 0.5545114278793335, "winRate": 29.230770111083984, "totalFees": 13.007170677185059, "source_row_index": 0 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 4, "smooth_k": 3 }, "totalTrades": 246, "totalReturn": -0.18204796314239502, "maxDrawdownPct": 0.5433549284934998, "winRate": 32.52032470703125, "totalFees": 24.60631561279297, "source_row_index": 1 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 8, "smooth_k": 3 }, "totalTrades": 108, "totalReturn": -0.19462892413139343, "maxDrawdownPct": 0.5117982029914856, "winRate": 31.481481552124023, "totalFees": 10.79135513305664, "source_row_index": 2 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 9, "smooth_k": 3 }, "totalTrades": 90, "totalReturn": -0.2018386870622635, "maxDrawdownPct": 0.546997606754303, "winRate": 31.11111068725586, "totalFees": 8.988815307617188, "source_row_index": 3 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 6, "smooth_k": 3 }, "totalTrades": 150, "totalReturn": -0.21996228396892548, "maxDrawdownPct": 0.5983341336250305, "winRate": 34.66666793823242, "totalFees": 14.99295425415039, "source_row_index": 4 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 3, "smooth_k": 3 }, "totalTrades": 302, "totalReturn": -0.27832597494125366, "maxDrawdownPct": 0.634453535079956, "winRate": 31.12582778930664, "totalFees": 30.202190399169922, "source_row_index": 5 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 5, "smooth_k": 3 }, "totalTrades": 194, "totalReturn": -0.28476637601852417, "maxDrawdownPct": 0.6482027173042297, "winRate": 29.896907806396484, "totalFees": 19.390789031982422, "source_row_index": 6 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 2, "smooth_k": 3 }, "totalTrades": 400, "totalReturn": -0.7462895512580872, "maxDrawdownPct": 0.9721804261207581, "winRate": 28.5, "totalFees": 39.96516418457031, "source_row_index": 7 } ] }, { "family": "stochastic-cross", "frame": { "exchange": "binance", "symbol": "BTCUSDT", "timeframe": "4h", "start": "2024-01-01", "end": "2025-12-31", "starting_amount": 10000, "trading_fee_percent": 0.1 }, "batch_id": null, "source": { "interface": "UI", "ui_job": "UI-REMAIN-stochastic-cross-control-btcusdt-later-4h", "raw_result": "stochastic/raw-ui/UI-REMAIN-stochastic-cross-control-btcusdt-later-4h/export.compact.json", "completion": "stochastic/raw-ui/UI-REMAIN-stochastic-cross-control-btcusdt-later-4h/completion.json", "normalized_result": "stochastic/raw-ui/UI-REMAIN-stochastic-cross-control-btcusdt-later-4h/normalized-ui.json", "request": "stochastic/raw-ui/UI-REMAIN-stochastic-cross-control-btcusdt-later-4h/completion.json", "request_sha256": "59f946836ea97732c5299d5cce56797b14b7f0b7d5e85d0549db024ba4b29791", "result_sha256": "0e42440c8f7356c035bfeaab90299596f2eafa9727ab30dea8ff61eedddb1730", "normalized_sha256": "23ed91a3bdb33b1183058e396d78f4e99ce0142f25fcdcd1ae56186d0dcebd0b", "source_sha256": "cdc30bca8e8a943651f59c1647a4705f34d32d7baa9dd08edab15ceffb9ef3de", "ui_counts": { "requested": 8, "structural_invalid": 0, "accepted_valid": 8, "observed_metric_rows": 8, "traded_rows": 8, "explicit_zero_rows": 0, "reconciled_omitted_zero_tuples": 0, "inclusion": "unique" } }, "points": [ { "parameters": { "lower": 20, "length": 14, "smooth_d": 8, "smooth_k": 3 }, "totalTrades": 64, "totalReturn": -0.004315125290304422, "maxDrawdownPct": 0.30195558071136475, "winRate": 37.5, "totalFees": 6.405974388122559, "source_row_index": 0 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 7, "smooth_k": 3 }, "totalTrades": 80, "totalReturn": -0.03464975580573082, "maxDrawdownPct": 0.33415696024894714, "winRate": 37.5, "totalFees": 8.004539489746094, "source_row_index": 1 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 9, "smooth_k": 3 }, "totalTrades": 58, "totalReturn": -0.059398435056209564, "maxDrawdownPct": 0.30796512961387634, "winRate": 34.482757568359375, "totalFees": 5.799860000610352, "source_row_index": 2 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 6, "smooth_k": 3 }, "totalTrades": 100, "totalReturn": -0.13882900774478912, "maxDrawdownPct": 0.44186824560165405, "winRate": 36, "totalFees": 9.996113777160645, "source_row_index": 3 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 4, "smooth_k": 3 }, "totalTrades": 152, "totalReturn": -0.208315908908844, "maxDrawdownPct": 0.38831034302711487, "winRate": 42.105262756347656, "totalFees": 15.19436264038086, "source_row_index": 4 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 5, "smooth_k": 3 }, "totalTrades": 120, "totalReturn": -0.2593775689601898, "maxDrawdownPct": 0.5133716464042664, "winRate": 33.33333206176758, "totalFees": 11.986048698425293, "source_row_index": 5 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 2, "smooth_k": 3 }, "totalTrades": 271, "totalReturn": -0.3256279230117798, "maxDrawdownPct": 0.46510204672813416, "winRate": 31.851852416992188, "totalFees": 27.093446731567383, "source_row_index": 6 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 3, "smooth_k": 3 }, "totalTrades": 190, "totalReturn": -0.3356225788593292, "maxDrawdownPct": 0.5244750380516052, "winRate": 40, "totalFees": 18.985424041748047, "source_row_index": 7 } ] }, { "family": "stochastic-cross", "frame": { "exchange": "binance", "symbol": "ETHUSDT", "timeframe": "2h", "start": "2021-01-01", "end": "2023-12-31", "starting_amount": 10000, "trading_fee_percent": 0.1 }, "batch_id": null, "source": { "interface": "UI", "ui_job": "UI-REMAIN-stochastic-cross-control-ethusdt-early-2h-4h", "raw_result": "stochastic/raw-ui/UI-REMAIN-stochastic-cross-control-ethusdt-early-2h-4h/export.compact.json", "completion": "stochastic/raw-ui/UI-REMAIN-stochastic-cross-control-ethusdt-early-2h-4h/completion.json", "normalized_result": "stochastic/raw-ui/UI-REMAIN-stochastic-cross-control-ethusdt-early-2h-4h/normalized-ui.json", "request": "stochastic/raw-ui/UI-REMAIN-stochastic-cross-control-ethusdt-early-2h-4h/completion.json", "request_sha256": "710196b4e5fa9edce29b0376296d5b38caf12a21de7becab4cf99afdcf0f426b", "result_sha256": "44fccc6c28c6bb41deed0a1761a16f6c18ef6194eb78413afcb636e2a513c89d", "normalized_sha256": "eed5932692c57c7728560fc94dfb0feb3c8ce1f6ecbb21ccc1a6b5801b70b6fd", "source_sha256": "cdc30bca8e8a943651f59c1647a4705f34d32d7baa9dd08edab15ceffb9ef3de", "ui_counts": { "requested": 8, "structural_invalid": 0, "accepted_valid": 8, "observed_metric_rows": 8, "traded_rows": 8, "explicit_zero_rows": 0, "reconciled_omitted_zero_tuples": 0, "inclusion": "unique" } }, "points": [ { "parameters": { "lower": 20, "length": 14, "smooth_d": 5, "smooth_k": 3 }, "totalTrades": 324, "totalReturn": -0.08731187134981155, "maxDrawdownPct": 0.5506263375282288, "winRate": 35.802467346191406, "totalFees": 32.4235954284668, "source_row_index": 5 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 6, "smooth_k": 3 }, "totalTrades": 264, "totalReturn": -0.25151243805885315, "maxDrawdownPct": 0.5989158153533936, "winRate": 39.39393997192383, "totalFees": 26.401107788085938, "source_row_index": 7 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 4, "smooth_k": 3 }, "totalTrades": 422, "totalReturn": -0.26675519347190857, "maxDrawdownPct": 0.7061522603034973, "winRate": 33.17535400390625, "totalFees": 42.21526336669922, "source_row_index": 8 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 8, "smooth_k": 3 }, "totalTrades": 190, "totalReturn": -0.3954414427280426, "maxDrawdownPct": 0.742887556552887, "winRate": 37.894737243652344, "totalFees": 18.97930335998535, "source_row_index": 9 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 7, "smooth_k": 3 }, "totalTrades": 196, "totalReturn": -0.460127592086792, "maxDrawdownPct": 0.7171589732170105, "winRate": 36.73469543457031, "totalFees": 19.57345199584961, "source_row_index": 10 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 9, "smooth_k": 3 }, "totalTrades": 160, "totalReturn": -0.586148738861084, "maxDrawdownPct": 0.8103445768356323, "winRate": 35, "totalFees": 15.957202911376953, "source_row_index": 13 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 2, "smooth_k": 3 }, "totalTrades": 690, "totalReturn": -0.848727822303772, "maxDrawdownPct": 1.021590232849121, "winRate": 30.144927978515625, "totalFees": 68.98389434814453, "source_row_index": 14 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 3, "smooth_k": 3 }, "totalTrades": 508, "totalReturn": -0.916949987411499, "maxDrawdownPct": 1.0624598264694214, "winRate": 32.28346633911133, "totalFees": 50.758827209472656, "source_row_index": 15 } ] }, { "family": "stochastic-cross", "frame": { "exchange": "binance", "symbol": "ETHUSDT", "timeframe": "2h", "start": "2024-01-01", "end": "2025-12-31", "starting_amount": 10000, "trading_fee_percent": 0.1 }, "batch_id": null, "source": { "interface": "UI", "ui_job": "UI-REMAIN-stochastic-cross-control-ethusdt-later-2h-4h", "raw_result": "stochastic/raw-ui/UI-REMAIN-stochastic-cross-control-ethusdt-later-2h-4h/export.compact.json", "completion": "stochastic/raw-ui/UI-REMAIN-stochastic-cross-control-ethusdt-later-2h-4h/completion.json", "normalized_result": "stochastic/raw-ui/UI-REMAIN-stochastic-cross-control-ethusdt-later-2h-4h/normalized-ui.json", "request": "stochastic/raw-ui/UI-REMAIN-stochastic-cross-control-ethusdt-later-2h-4h/completion.json", "request_sha256": "6ba957286637b5d5a3931800047ed97e95be89b42059f553b8c92376aa3d7779", "result_sha256": "7c8344d66977e9b823ad85d08b1c3236169137c364810bc64c5a864f739cbaf9", "normalized_sha256": "e48fee93db02a40bc407b407bf1ea7a0c46f1de878b120c0e04325919eba6d99", "source_sha256": "cdc30bca8e8a943651f59c1647a4705f34d32d7baa9dd08edab15ceffb9ef3de", "ui_counts": { "requested": 8, "structural_invalid": 0, "accepted_valid": 8, "observed_metric_rows": 8, "traded_rows": 8, "explicit_zero_rows": 0, "reconciled_omitted_zero_tuples": 0, "inclusion": "unique" } }, "points": [ { "parameters": { "lower": 20, "length": 14, "smooth_d": 4, "smooth_k": 3 }, "totalTrades": 286, "totalReturn": 0.05535687506198883, "maxDrawdownPct": 0.2837957739830017, "winRate": 33.56643295288086, "totalFees": 28.634183883666992, "source_row_index": 0 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 5, "smooth_k": 3 }, "totalTrades": 216, "totalReturn": 0.008167010731995106, "maxDrawdownPct": 0.31374073028564453, "winRate": 39.814815521240234, "totalFees": 21.622434616088867, "source_row_index": 1 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 3, "smooth_k": 3 }, "totalTrades": 360, "totalReturn": -0.052942775189876556, "maxDrawdownPct": 0.343199759721756, "winRate": 33.33333206176758, "totalFees": 36.0307502746582, "source_row_index": 2 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 2, "smooth_k": 3 }, "totalTrades": 460, "totalReturn": -0.07457246631383896, "maxDrawdownPct": 0.5439680218696594, "winRate": 35.65217208862305, "totalFees": 46.03859329223633, "source_row_index": 3 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 6, "smooth_k": 3 }, "totalTrades": 174, "totalReturn": -0.10165408998727798, "maxDrawdownPct": 0.37403151392936707, "winRate": 40.22988510131836, "totalFees": 17.407245635986328, "source_row_index": 4 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 8, "smooth_k": 3 }, "totalTrades": 104, "totalReturn": -0.2522793114185333, "maxDrawdownPct": 0.39371389150619507, "winRate": 36.53845977783203, "totalFees": 10.385160446166992, "source_row_index": 5 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 9, "smooth_k": 3 }, "totalTrades": 96, "totalReturn": -0.2789861857891083, "maxDrawdownPct": 0.4345223605632782, "winRate": 33.33333206176758, "totalFees": 9.581677436828613, "source_row_index": 6 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 7, "smooth_k": 3 }, "totalTrades": 132, "totalReturn": -0.3442683219909668, "maxDrawdownPct": 0.4654363989830017, "winRate": 34.84848403930664, "totalFees": 13.17875862121582, "source_row_index": 9 } ] }, { "family": "stochastic-cross", "frame": { "exchange": "binance", "symbol": "ETHUSDT", "timeframe": "4h", "start": "2021-01-01", "end": "2023-12-31", "starting_amount": 10000, "trading_fee_percent": 0.1 }, "batch_id": null, "source": { "interface": "UI", "ui_job": "UI-REMAIN-stochastic-cross-control-ethusdt-early-2h-4h", "raw_result": "stochastic/raw-ui/UI-REMAIN-stochastic-cross-control-ethusdt-early-2h-4h/export.compact.json", "completion": "stochastic/raw-ui/UI-REMAIN-stochastic-cross-control-ethusdt-early-2h-4h/completion.json", "normalized_result": "stochastic/raw-ui/UI-REMAIN-stochastic-cross-control-ethusdt-early-2h-4h/normalized-ui.json", "request": "stochastic/raw-ui/UI-REMAIN-stochastic-cross-control-ethusdt-early-2h-4h/completion.json", "request_sha256": "710196b4e5fa9edce29b0376296d5b38caf12a21de7becab4cf99afdcf0f426b", "result_sha256": "44fccc6c28c6bb41deed0a1761a16f6c18ef6194eb78413afcb636e2a513c89d", "normalized_sha256": "eed5932692c57c7728560fc94dfb0feb3c8ce1f6ecbb21ccc1a6b5801b70b6fd", "source_sha256": "cdc30bca8e8a943651f59c1647a4705f34d32d7baa9dd08edab15ceffb9ef3de", "ui_counts": { "requested": 8, "structural_invalid": 0, "accepted_valid": 8, "observed_metric_rows": 8, "traded_rows": 8, "explicit_zero_rows": 0, "reconciled_omitted_zero_tuples": 0, "inclusion": "unique" } }, "points": [ { "parameters": { "lower": 20, "length": 14, "smooth_d": 3, "smooth_k": 3 }, "totalTrades": 282, "totalReturn": 0.5222975015640259, "maxDrawdownPct": 0.6904840469360352, "winRate": 39.716312408447266, "totalFees": 28.280378341674805, "source_row_index": 0 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 4, "smooth_k": 3 }, "totalTrades": 228, "totalReturn": 0.5025259256362915, "maxDrawdownPct": 0.8079992532730103, "winRate": 38.596492767333984, "totalFees": 22.87302017211914, "source_row_index": 1 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 5, "smooth_k": 3 }, "totalTrades": 184, "totalReturn": 0.39660459756851196, "maxDrawdownPct": 0.8144303560256958, "winRate": 36.956520080566406, "totalFees": 18.4580135345459, "source_row_index": 2 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 2, "smooth_k": 3 }, "totalTrades": 362, "totalReturn": 0.2591962218284607, "maxDrawdownPct": 0.6112576127052307, "winRate": 37.569061279296875, "totalFees": 36.262142181396484, "source_row_index": 3 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 6, "smooth_k": 3 }, "totalTrades": 148, "totalReturn": 0.11108889430761337, "maxDrawdownPct": 0.9466014504432678, "winRate": 29.7297306060791, "totalFees": 14.82595157623291, "source_row_index": 4 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 7, "smooth_k": 3 }, "totalTrades": 120, "totalReturn": -0.2069208025932312, "maxDrawdownPct": 0.9832785725593567, "winRate": 25, "totalFees": 11.991117477416992, "source_row_index": 6 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 9, "smooth_k": 3 }, "totalTrades": 86, "totalReturn": -0.49693214893341064, "maxDrawdownPct": 0.9419811964035034, "winRate": 20.930233001708984, "totalFees": 8.5587797164917, "source_row_index": 11 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 8, "smooth_k": 3 }, "totalTrades": 94, "totalReturn": -0.5386329293251038, "maxDrawdownPct": 0.9571923017501831, "winRate": 19.148935317993164, "totalFees": 9.355374336242676, "source_row_index": 12 } ] }, { "family": "stochastic-cross", "frame": { "exchange": "binance", "symbol": "ETHUSDT", "timeframe": "4h", "start": "2024-01-01", "end": "2025-12-31", "starting_amount": 10000, "trading_fee_percent": 0.1 }, "batch_id": null, "source": { "interface": "UI", "ui_job": "UI-REMAIN-stochastic-cross-control-ethusdt-later-2h-4h", "raw_result": "stochastic/raw-ui/UI-REMAIN-stochastic-cross-control-ethusdt-later-2h-4h/export.compact.json", "completion": "stochastic/raw-ui/UI-REMAIN-stochastic-cross-control-ethusdt-later-2h-4h/completion.json", "normalized_result": "stochastic/raw-ui/UI-REMAIN-stochastic-cross-control-ethusdt-later-2h-4h/normalized-ui.json", "request": "stochastic/raw-ui/UI-REMAIN-stochastic-cross-control-ethusdt-later-2h-4h/completion.json", "request_sha256": "6ba957286637b5d5a3931800047ed97e95be89b42059f553b8c92376aa3d7779", "result_sha256": "7c8344d66977e9b823ad85d08b1c3236169137c364810bc64c5a864f739cbaf9", "normalized_sha256": "e48fee93db02a40bc407b407bf1ea7a0c46f1de878b120c0e04325919eba6d99", "source_sha256": "cdc30bca8e8a943651f59c1647a4705f34d32d7baa9dd08edab15ceffb9ef3de", "ui_counts": { "requested": 8, "structural_invalid": 0, "accepted_valid": 8, "observed_metric_rows": 8, "traded_rows": 8, "explicit_zero_rows": 0, "reconciled_omitted_zero_tuples": 0, "inclusion": "unique" } }, "points": [ { "parameters": { "lower": 20, "length": 14, "smooth_d": 7, "smooth_k": 3 }, "totalTrades": 72, "totalReturn": -0.3089517652988434, "maxDrawdownPct": 0.6018358469009399, "winRate": 38.88888931274414, "totalFees": 7.176279544830322, "source_row_index": 7 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 2, "smooth_k": 3 }, "totalTrades": 216, "totalReturn": -0.31609100103378296, "maxDrawdownPct": 0.4586789011955261, "winRate": 35.185184478759766, "totalFees": 21.589982986450195, "source_row_index": 8 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 4, "smooth_k": 3 }, "totalTrades": 144, "totalReturn": -0.3573288917541504, "maxDrawdownPct": 0.5457934141159058, "winRate": 38.88888931274414, "totalFees": 14.378645896911621, "source_row_index": 10 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 8, "smooth_k": 3 }, "totalTrades": 62, "totalReturn": -0.3630079925060272, "maxDrawdownPct": 0.6007919311523438, "winRate": 35.48387145996094, "totalFees": 6.169870376586914, "source_row_index": 11 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 5, "smooth_k": 3 }, "totalTrades": 110, "totalReturn": -0.3726409375667572, "maxDrawdownPct": 0.6477543115615845, "winRate": 38.181819915771484, "totalFees": 10.973705291748047, "source_row_index": 12 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 9, "smooth_k": 3 }, "totalTrades": 48, "totalReturn": -0.3865359425544739, "maxDrawdownPct": 0.40076789259910583, "winRate": 33.33333206176758, "totalFees": 4.766112804412842, "source_row_index": 13 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 6, "smooth_k": 3 }, "totalTrades": 88, "totalReturn": -0.4064646065235138, "maxDrawdownPct": 0.6306235194206238, "winRate": 34.09090805053711, "totalFees": 8.768122673034668, "source_row_index": 14 }, { "parameters": { "lower": 20, "length": 14, "smooth_d": 3, "smooth_k": 3 }, "totalTrades": 168, "totalReturn": -0.4673058092594147, "maxDrawdownPct": 0.6493193507194519, "winRate": 36.904762268066406, "totalFees": 16.770034790039062, "source_row_index": 15 } ] } ], "annotations": [ { "index": 1, "title": "Three-bar D smoothing", "text": "D smoothing 3 gives 522 executions in this control. K smoothing remains 3." }, { "index": 3, "title": "Five-bar D smoothing", "text": "D smoothing 5 gives 322 executions. The signal comparison changed; K itself did not." } ] }