| Market | BTC |
| Timeframe | 4 hours |
| Direction | Short only |
| Type | Mean reversion · fixed target and stop, both percentage-based |
| Period analyzed | 18/07/2020 – 30/07/2026 (6 years) |
| Simulation engine | MetaTrader 5, same yardstick as the rest of the catalog |
| Costs included | Spread 1 point · slippage 1 point · commission of 0,05 % on the entry notional |
| Reference capital | All published numbers are calculated on an initial capital of USD 100.000, with a fixed position size of 1 lot per USD 100.000 of account The lot is measured on the instrument’s standard contract: if your broker uses a different contract size, write to us and we will give you the equivalent. |
| METRIC | FULL PERIOD |
|---|---|
| Total profit | $ 138.167,06 |
| Average annual profit | $ 22.913,28 |
| Average monthly profit | $ 1.909,44 |
| Trades | 548 (≈ 7,6 per month) |
| Winning trades | 263 · 47,99 % |
| Losing trades | 285 · 52,01 % |
| Profit Factor | 1,44 |
| Sharpe ratio | 1,28 |
| SQN (Van Tharp) | 3,68 |
| Average win | $ 1.731,35 |
| Average loss | $ 1.112,91 |
| Payoff ratio | 1,56 |
| Average result per trade | $ 252,13 |
| Average duration of a trade | 8,1 4-hour candles · ≈ 1,3 days |
| Market exposure | 20,32 % |
Simulated account at the close of each year, from $ 100.000 to $ 238.167. Dotted line: the starting capital.
| Maximum drawdown | 13,03 % | $ 17.168,20 measured against the account high, which is how the simulator calculates it |
| Longest losing streak | 14 trades | in a row, without a single winning one in between |
| Without recovering the peak | 1.069 days | from 12/10/2021 to 16/09/2024 — almost three years |
| Worst trade | − $ 2.932,66 | stop loss executed, not an end-of-test liquidation |
| It is right less than half the time | 47,99 % | 263 winning trades against 285 losing trades |
| Worst year | − $ 8.969 | All of 2022 in the red · see note 3 |
| Market exposure | 20,32 % | the rest of the time it is out |
| YEAR | RESULT | PROFIT FACTOR | WINS |
|---|---|---|---|
| 2020 | + $ 543 | 1,09 | 40,0 % |
| 2021 | + $ 27.724 | 1,44 | 51,3 % |
| 2022 | − $ 8.969 | 0,77 | 32,3 % |
| 2023 | + $ 10.250 | 1,51 | 51,5 % |
| 2024 | + $ 30.188 | 1,52 | 51,1 % |
| 2025 | + $ 73.312 | 2,03 | 63,0 % |
| 2026 | + $ 5.119 | 1,08 | 42,9 % |
2020 starts in July; 2026 runs up to 30/07. The year in red is highlighted on purpose: it is the one a normal sales piece would not show you.
The out-of-sample validation of this system is being run on the same simulation you see above, and it goes into this data sheet when it is ready. I do not publish numbers that come from a run other than the one in this document: that would be comparing two things that do not compare. In the meantime, what you do have measured and complete are the six years above, month by month.
I would rather you buy knowing this. If something here stops you, it was not for you — and that is worth more to me than a sale.
2022 closed at − $ 8.969 with a 32,3 % win rate, and the system went 1.069 days — almost three years, from October 2021 to September 2024 — without touching its previous peak again. That is normal behavior for this system, not an anomaly. It is the number most people underestimate before buying.
Bitcoin rose far more than it fell over the period. This system makes money trading against that underlying trend, and that explains the thin margin. Its value is that it decorrelates from the rest of a portfolio, not its profitability on its own.
It has 548 trades, the largest sample in the whole catalogue. What is smaller is the margin on each one: Profit Factor 1,44, against 1,92 for the portfolio. And the drawdown is larger, 13,03 %, with almost three years without making a new account high. It is a system of a thin edge repeated many times, not of big hits: you judge it on the cumulative, not on the month.
| An instrument that trades 24/7 | The bot does not trade with the market or the terminal closed |
| Platform | MetaTrader 5 with algorithmic trading enabled, or your exchange or broker |
| Availability | A machine switched on 24 hours a day, or a VPS (USD 12,80–15/month) |
| Hedging account | Only if you are going to run more than one bot in opposite directions at the same time |
| Swap-free account | Preferable, though it matters less here: positions last a little over a day |
| Own identifier | If you run more than one bot on the same account. It is delivered configured |
| Reference capital | All published numbers are calculated on an initial capital of USD 100.000, with a fixed position size of 1 lot per USD 100.000 of account |
Price: USD 500, one-off payment, launch price. No subscription, no renewal. The file comes tied to your account number and includes the installation guide and support until it is up and trading.
On leverage. All the numbers in this data sheet are measured without leverage, with a fixed position size. The bot can be traded with leverage, or with a different lot size, from the Expert Advisor parameters in MetaTrader 5: that multiplies the result and the maximum drawdown in the same proportion, and the numbers in this document stop applying.
Risk warning. Leveraged trading can make you lose all of your invested capital. Nothing in this document guarantees profits. Trade only with money you can afford to lose.
Nature of the results. All the results in this document are simulations on historical data and do not represent live trading. Simulated results have known limitations: they are built knowing the past and do not necessarily reflect the impact of liquidity, slippage or real execution conditions. No result, real or simulated, guarantees future returns. The costs each simulation was run with are stated in the body of this data sheet, in the «Costs included» row; your broker's costs may be different and change the result.
Disclaimer. This document describes a software product. It does not constitute financial, investment, legal or tax advice, nor an offer or recommendation to buy or sell any instrument. The issuer is not registered as an investment adviser, does not manage third-party funds and has no access to its clients' accounts.