| Market | BTC |
| Timeframe | 4 hours, with daily confirmation |
| Direction | Long and short at the same time · three independent systems |
| Type | Portfolio: one long trend-following, two in the opposite direction |
| Period analyzed | 01/07/2020 – 18/08/2026 (6,1 years) |
| Simulation engine | MetaTrader 5 · hedging account |
| Costs included | Commission of 0,05 % on the entry notional, applied trade by trade. Spread and slippage are not included: the simulation was run with both at zero. On BTC they weigh little next to the commission —on the order of 2 points per trade against the ~20 dollars the commission charges— but they are not zero and I prefer to say so. |
| 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 | $ 250.720,76 |
| Average annual profit | $ 41.245,19 |
| Average monthly profit | $ 3.388,12 |
| Trades | 456 (≈ 6,2 per month) |
| Winning trades | 274 · 60,09 % |
| Losing trades | 182 · 39,91 % |
| Profit Factor | 1,92 |
| Sharpe ratio | 1,77 |
| SQN (Van Tharp) | 5,50 |
| Average win | $ 1.909,64 |
| Average loss | $ 1.497,36 |
| Payoff ratio | 1,28 |
| Average result per trade | $ 549,83 |
| Average duration of a trade | 27,3 4-hour candles · ≈ 4,6 days |
Simulated account month by month, from $ 100.000 to $ 350.721. Dotted line: the initial capital.
| Maximum drawdown | 5,85 % | $ 21.794,39 measured against the account peak, which is how the simulator calculates it |
| Maximum closed drawdown recorded by the system | 5,74 % | $ 13.881,91 · this is the drawdown with the forced liquidation at the close of the test taken out, which is not a system trade |
| Longest losing streak | 8 trades | in a row, without a single winning one in between |
| Without recovering the peak | 277 days | from 08/05/2022 to 09/02/2023 — more than nine months |
| Worst trade | − $ 17.838,72 | see note 1: the system did not close it |
| Worst month | − $ 18.550 | August 2026 · without note 1, − $ 712 |
| Worst month closed by the system | − $ 10.404 | August 2024 |
| Months in the red | 22 de 74 | 30 % of the months with activity |
| Only period in the negative | − $ 3.265,55 | 2026, incomplete, up to 18/08 |
| Market exposure | 66,19 % | two thirds of the time there is an open position |
| YEAR | RESULT | ON INITIAL CAPITAL | POSITIVE MONTHS | NOTE |
|---|---|---|---|---|
| 2020 | + $ 11.757 | + 11,32 % | 6 de 6 | from July |
| 2021 | + $ 79.100 | + 76,79 % | 10 de 12 | |
| 2022 | + $ 6.454 | + 5,44 % | 8 de 12 | practically flat year |
| 2023 | + $ 3.575 | + 2,84 % | 7 de 12 | practically flat year |
| 2024 | + $ 78.170 | + 75,73 % | 8 de 12 | |
| 2025 | + $ 85.436 | + 81,87 % | 10 de 12 | |
| 2026 | − $ 1.589 | − 3,27 % | 3 de 8 | up to 18/08 · see note 1 |
All 74 months with activity, with nothing cut out. In red, the 22 that closed at a loss.
| YEAR | JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YEAR |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | — | — | — | — | — | — | 1.316 | 2.667 | 1.542 | 2.633 | 979 | 2.621 | 11.757 |
| 2021 | 13.075 | 9.290 | 11.112 | 1.891 | 5.958 | 1.436 | −2.540 | 4.988 | 2.681 | 28.980 | −3.645 | 5.874 | 79.100 |
| 2022 | 882 | 1.813 | −430 | 4.215 | −1.518 | 969 | −698 | 323 | 34 | 46 | 481 | 338 | 6.454 |
| 2023 | 1.170 | 998 | 4.543 | −784 | 533 | 734 | −631 | 125 | −623 | −639 | −4.337 | 2.484 | 3.575 |
| 2024 | 2.588 | 14.816 | 5.653 | 6.143 | 10.947 | 6.609 | −1.485 | −10.199 | −268 | −260 | 27.400 | 16.226 | 78.170 |
| 2025 | 6.283 | 11.795 | 3.919 | 5.831 | 11.233 | 20.858 | 7.009 | 10.989 | −2.402 | 7.151 | 8.811 | −6.039 | 85.436 |
| 2026 | 186 | 1.820 | −2.048 | −916 | 8.466 | 11.136 | −1.755 | −18.477 | — | — | — | — | −1.589 |
The three systems in this portfolio passed their out-of-sample validation and their walk-forward before being included. None of them got in because of its result over the complete period: they got in because of how they behaved on data they had not seen while they were being built. That is the filter that leaves out most of the strategies you put together.
| Validation of each system separately | Out-of-sample + walk-forward · passed |
| Systems that made it into the portfolio | 3 |
| Entry criterion | out-of-sample behaviour, not result over the complete period |
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.
The three systems trade at the same time in opposite directions. In a net position account —«netting»— they cancel each other out and the portfolio stops existing. Check with your broker before buying: most MetaTrader 5 brokers offer hedging, some prop firms do not.
2021, 2024 and 2025 contribute $ 234.390 of the $ 250.721. 2022 and 2023 together add up to less than $ 8.300 over two full years. That is the real shape of the curve: long stretches of almost nothing, interrupted by very good years. If you judge it at six months, you may land in one of the other stretches.
The − $ 17.838,72 is a position that was still open on 18/08/2026, when the period ended: the simulator closed it at market that day. It was not a stop. It accounts for all of the red in 2026 — without it the year was + $ 14.573. I leave it inside every number, because taking it out would mean me deciding which numbers you get to count.
The 41,25 % is the average profit per year on the initial capital. The 22,93 % is the CAGR, the compound rate, and it is the one you compare with any other investment. If you have to keep one, keep the second — it is the one I use for the «return / drawdown».
| Hedging account | MANDATORY. On a netting account the three systems cancel each other out |
| An instrument that trades 24/7 | The bots do 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) |
| Swap-free account | Much preferable: positions last days and exposure is 66 % |
| Three different identifiers | One per system (11101, 11102 and 11103), already configured inside the file |
| 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 1.000, one-off payment, launch price. Three independent systems trading the same account at the same time. No subscription and no renewal. The file comes tied to your account number and includes the installation guide and support until it is up and running.
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 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. The last trade of the period was open at the close of the backtest and was valued at market price. 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.