Vega
Designer·
120 bars · 5.8y–5.8y ago
BTC-PERPHyperliquid perpLIVE · HLfunding —
$73,938+0.4%
EQUITYstrategy (solid) vs buy-and-hold BTC-PERP (dashed)
strat +0.00%b&h +0.00%α +0.00%
TPI1 indicator
SMA-X×1.0
INDICATOR BREAKDOWN
How each indicator fires on real data — solo backtest stats let you see its standalone edge before it's blended into the TPI.
SMA Cross 50/200moving average
+20.9% solo backtest
SHARPE
0.28
SORTINO
0.41
MAX DD
-56.8%
HIT RATE
49%
TIME LONG/CASH/SHORT
50/9/40
✨ AUTO-DISCOVER ROBUST MIXPRO
Finds the most robust indicator mix + lengths for BTC-PERP from scratch — deep search across mix sizes, walk-forward validated, then ±length stress-tested. Every figure is recomputed on your real data.
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✨ PARAMETER OPTIMIZER
Random search over indicator combinations + lengths + thresholds, validated with 4-fold walk-forward. Ranks by out-of-sample sortino with overfit penalty.
RESTRICT TO FAMILY (optional):
VALIDATIONReal HL · 2,113 barsLive recompute · walk-forward gate runs on Save
SORTINO
0.41
MAX DD
-56.8%
SHARPE
0.28
WIN RATE
25%
TOTAL RTN
+20.9%
ALLOCATION RULE
if TPI ≥ 0.65 → full long · else cash
+990.2%+724.2%+458.1%+192.1%-73.9%Aug 19Jul 24Jun 27Jun 1
SENSITIVITY SWEEP0/1 parameters hold under ±sweep · run Monte Carlo & walk-forward below to validateROBUSTNESS: 0/1 PASS
MONTE CARLO ROBUSTNESS · vs buy-and-hold BTC-PERP
1,000 block-bootstrap resamples · block length 13 bars · stationary bootstrap (Politis & Romano)
POSITIVE PATHS
56%
trials with total return > 0
DD > 20% RISK
100%
trials with maxDD worse than -20%
BEATS BENCHMARK
3%
MC trials beating observed B&H
TOTAL RETURN
+20.9%
P5-74.1%P50+15.0%P95+444.4%
SHARPE
0.28
P5-0.40P500.25P950.95
SORTINO
0.41
P5-0.55P500.37P951.48
MAX DRAWDOWN
-56.8%
P5-85.6%P50-61.2%P95-38.2%
WALK-FORWARD CONSISTENCY · BTC-PERP
Strategy split into 6 consecutive out-of- sample folds. Each fold is ~352 bars. Did the strategy work across all folds, or just a lucky one?
FOLDS
CONSISTENCY
50%
folds with positive return
MEAN FOLD RTN
+6.41%
average return across folds
SHARPE σ
0.64
cross-fold Sharpe stability
WORST FOLD
-27.5%
best: +49.7%
FOLD 1
bars 0-351
-27.50%
SHARPE-0.46MAX DD-47.6%WIN%47%
FOLD 2
bars 352-703
-10.59%
SHARPE-0.11MAX DD-38.5%WIN%48%
FOLD 3
bars 704-1055
+30.76%
SHARPE1.01MAX DD-18.9%WIN%48%
FOLD 4
bars 1056-1407
+49.74%
SHARPE1.15MAX DD-20.2%WIN%50%
FOLD 5
bars 1408-1759
+7.17%
SHARPE0.38MAX DD-32.4%WIN%49%
FOLD 6
bars 1760-2112
-11.10%
SHARPE-0.41MAX DD-24.4%WIN%50%
ROBUSTNESS
How much does the strategy degrade across ±20% parameter swings?
0/1 PASS · FAIL
Sharpe drop allowed0.20
Max allowed range of Sharpe across ±20% sweep
Sortino floor0.80
Minimum Sortino across sweep
Max DD allowed-20%
Worst drawdown tolerated across sweep
Indicator
Sharpe range
Min Sortino
Worst DD
Verdict
SMA Cross 50/200
0.21–0.61 (Δ0.39)
0.31
-61.3%
●FAIL
PAPER TRADING
Strategy hasn't launched yet. Hit 🪶 Take Flight in the top bar to start forward-testing — every detected allocation flip will be recorded as a paper fill and tracked here.