| Market | BTC |
| Timeframe | 4 hours, with daily confirmation |
| Direction | Long only |
| Type | Trend-following · percentage target and volatility exit. It carries no fixed stop loss: the position is closed by signal, not by a level set in advance |
| Period analyzed | 01/07/2020 – 18/08/2026 (6,1 years) |
| Simulation engine | MetaTrader 5 |
| 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 | $ 132.437,37 |
| Average annual profit | $ 21.860,29 |
| Average monthly profit | $ 1.814,21 |
| Trades | 156 (≈ 2,2 per month) |
| Winning trades | 122 · 78,21 % |
| Losing trades | 34 · 21,79 % |
| Profit Factor | 2,38 |
| Sharpe ratio | 1,91 |
| SQN (Van Tharp) | 4,22 |
| Average win | $ 1.871,97 |
| Average loss | $ 2.821,86 |
| Payoff ratio | 0,66 |
| Average result per trade | $ 848,96 |
| Average duration of a trade | 57,4 candles of 4 hours · ≈ 9,6 days |
Simulated account at the close of each year, from $ 100.000 to $ 232.437. Dotted line: the initial capital.
| Maximum drawdown | 7,64 % | $ 19.236,76 measured against the account high, which is how the simulator calculates it |
| Maximum closed drawdown recorded by the system | 5,96 % | $ 15.002,35 · 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 | 3 trades | in a row, without a single winning one in between |
| Without recovering the peak | 587 days | from 25/04/2022 to 04/12/2023 — more than a year and a half |
| Worst trade | − $ 17.838,72 | see note 1: the system did not close it |
| The average loss is bigger than the average win | 0,66 | it wins often and small, loses rarely but big |
| Only year in the red | − $ 12.096,02 | 2026, incomplete, up to 18/08 · see note 1 |
| A year with almost no trading | 2023 | a single trade in the whole year · see note 3 |
| Market exposure | 59,18 % | it is in almost six out of every ten days |
| YEAR | RESULT | PROFIT FACTOR | WINS |
|---|---|---|---|
| 2020 | + $ 10.731,00 | 3,84 | 87,10 % |
| 2021 | + $ 52.466,52 | 5,52 | 90,00 % |
| 2022 | + $ 7.811,97 | 1,98 | 73,33 % |
| 2023 | + $ 1.454,86 | — | a single trade |
| 2024 | + $ 53.837,78 | 6,05 | 87,10 % |
| 2025 | + $ 18.231,26 | 1,59 | 52,00 % |
| 2026 | − $ 12.096,02 | 0,61 | 53,85 % |
2020 starts in July; 2026 runs up to 18/08. The year in red is highlighted on purpose: it is the one a normal sales piece would not show you.
Walk-forward splits the history into segments and measures each one on data the strategy did not see in the previous segment. Eight of the ten windows closed in positive, at 64.4% efficiency. In other words: out of sample the strategy keeps almost two thirds of its performance. There is always some degradation — the abnormal thing would be for it not to exist. The windows were measured on a run of this same strategy with data up to 30/07/2026, which is why the reference values in the table differ slightly from those above.
| Walk-forward windows in positive | 8 de 10 |
| Walk-forward efficiency | 64,4 % |
| Walk-forward robustness | 83 % (5 de 6) |
| Out-of-sample trades | 48 · 148 cumulative, net result $ 62.254,95 |
| Out-of-sample Profit Factor | 1,32 · against 2,32 in that same full run |
| Out-of-sample maximum drawdown | 14,09 % · against 8,04 % in that same full run |
| Out-of-sample annual return | 21,64 % |
| Out-of-sample winning trades | 58,33 % |
| Sharpe · out-of-sample SQN | 0,59 · 0,10 |
| Worst drawdown within a window | $ 12.371,36 |
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 − $ 17.838,72 are a position that was still open on 18/08/2026, when the period ended: the simulator liquidated it at market that day. It was not a stop. It explains more than all of the red of 2026 — without it the year stood at + $ 5.743.
In the MetaTrader 4 run, two trades went as far as $ 24.722 and $ 20.570 against before resolving. The floating loss you will see in your account can be much larger than the maximum drawdown in the table, which is measured on closed trades. That is the price of letting profits run.
In 2023 it opened a single position in twelve months: the entry conditions were not met. It is not a fault. If you need activity, this system is not going to give it to you.
It makes 2,2 trades per month, but each one lasts almost ten days: market exposure is 59,18 %. I point it out because they are two different things and here only the first one holds. If your account charges swap, it will charge you.
2021 and 2024 contribute $ 106.304 of the $ 132.437: 80 %. Take those two years out and what is left is far more modest. This type of system does not spread evenly.
| 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 | Strongly preferable: positions last around ten days and exposure is 59 % |
| 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 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.