Backtest Results
Walk-forward analysis and ML model performance
ML Ensemble v2.4.1BREAKTHROUGH
10/10 4h configs profitable — All 4h timeframe configurations are now profitable across all tested symbols.
Accuracy
73.8%
F1 Score
73.7%
4h Config Performance (10/10 Profitable)
| Config | Timeframe | Win Rate | Return | Sharpe |
|---|---|---|---|---|
| BTCUSDT | 4h | 68.5% | +24.10% | 1.92 |
| ETHUSDT | 4h | 65.2% | +18.70% | 1.65 |
| SOLUSDT | 4h | 71.8% | +31.40% | 2.21 |
| BNBUSDT | 4h | 63.1% | +15.20% | 1.48 |
| XRPUSDT | 4h | 66.9% | +20.80% | 1.78 |
| BTCUSDT-MR | 4h | 72.4% | +19.30% | 1.71 |
| ETHUSDT-MR | 4h | 69.8% | +16.10% | 1.55 |
| SOLUSDT-BR | 4h | 60.2% | +28.90% | 2.05 |
| BTCUSDT-MOM | 4h | 64.7% | +22.60% | 1.84 |
| ETHUSDT-MOM | 4h | 62.3% | +14.80% | 1.42 |
Walk-Forward Analysis
Walk-Forward Details
| Period | IS Return | OOS Return | Sharpe | Max DD | Trades |
|---|---|---|---|---|---|
| Q1 2025 | +18.40% | +12.10% | 1.62 | 6.8% | 156 |
| Q2 2025 | +22.10% | +15.30% | 1.89 | 5.2% | 178 |
| Q3 2025 | +14.80% | +9.70% | 1.41 | 8.1% | 142 |
| Q4 2025 | +28.60% | +19.80% | 2.14 | 4.5% | 201 |
| Q1 2026 | +31.20% | +22.40% | 2.31 | 3.9% | 215 |
Strategy Comparison
| Strategy | Win Rate | Profit Factor | Sharpe | Max DD | Total Return |
|---|---|---|---|---|---|
| Trend Follow v3 | 62.4% | 2.18 | 1.76 | 7.2% | +89.40% |
| Mean Reversion v2 | 71.2% | 1.95 | 1.54 | 9.1% | +67.80% |
| Momentum Alpha | 58.9% | 2.45 | 1.92 | 6.5% | +104.20% |
| Breakout Scanner | 55.1% | 2.67 | 2.08 | 5.8% | +112.60% |
| ML Ensemble v2ACTIVE | 67.3% | 2.41 | 1.87 | 8.2% | +134.20% |