edge-lab

A machine that finds out whether a trading strategy deserves money — before money touches it. Updated 2026-08-18 17:04 UTC.

PAPER AUDITION · started 2026-08-18 · last checked 2026-08-18 17:04 UTC

ma_cross (fast=20, slow=200) on BTCUSDT 4h  FLAT — WAITING FOR SIGNAL

Buys BTC when the 20-bar moving average closes above the 200-bar average, sells when it crosses back below. Trend following: expect many small losses paid for by occasional big winners.

Right now the fast average is BELOW the slow one by -1.0% (fast $63.6k vs slow $64.2k, price $64.9k) — waiting for the fast average to cross up.

Virtual equity
$10.0k
P&L
$0
Closed trades
0
Win rate
0%
Expectancy / trade
+0.00%
Kill-gate progress — at 30 trades, expectancy ≤ 0 retires the strategy automatically

0 / 30 trades toward the verdict. No real money is involved at this stage.

Paper account equity

The equity chart appears after the first trades. A strategy that waits for its signal instead of trading from boredom is the system working.

Walk-forward leaderboard (all out-of-sample)

costs modeled: 0.1% fee + 0.05% slippage per side, long/flat spot, no leverage, 1% risk per trade

datasetstrategytradesCAGR %max DD %Sharpeexpect. %PFhold CAGR %hold DD %verdict
BTCUSDT 4hma_cross5011.9-10.71.121.43.3415.2-77.0PASS
ETHUSDT 1drsi_dip21.0-0.91.091.5inf-0.2-67.6TOO FEW TRADES
SOLUSDT 4hdonchian8013.8-11.11.070.912.6717.5-96.6PASS
BTCUSDT 4hdonchian10410.3-13.50.90.611.9115.2-77.0PASS
ETHUSDT 4hma_cross328.0-11.50.91.443.3718.3-81.1PASS
SOLUSDT 1ddonchian136.4-9.80.862.044.0375.0-76.3TOO FEW TRADES
ETHUSDT 4hdonchian1069.2-14.70.840.521.7118.3-81.1PASS
SOLUSDT 4hma_cross567.3-22.20.730.762.1717.5-96.6PASS
BTCUSDT 1ddonchian232.9-7.50.570.742.3815.1-76.6PASS
BTCUSDT 1dboll_revert130.7-2.30.450.291.9813.6-76.6TOO FEW TRADES
ETHUSDT 1ddonchian163.6-21.00.431.293.8118.7-79.3TOO FEW TRADES
BTCUSDT 1dma_cross90.6-3.20.260.311.616.7-66.9TOO FEW TRADES
ETHUSDT 1dboll_revert170.4-2.80.250.131.32-1.9-79.3TOO FEW TRADES
ETHUSDT 1dma_cross70.3-4.90.120.191.4515.4-67.6TOO FEW TRADES
SOLUSDT 1drsi_dip00.00.00.00.00.0-56.0-57.6TOO FEW TRADES
BTCUSDT 4hboll_revert74-0.4-6.5-0.07-0.020.9515.2-77.0FAIL (negative expectancy)
BTCUSDT 4hrsi_dip16-0.3-5.1-0.13-0.090.8415.2-77.0TOO FEW TRADES
SOLUSDT 4hboll_revert54-0.8-9.1-0.27-0.070.8417.5-96.6FAIL (negative expectancy)
SOLUSDT 1dma_cross7-1.1-4.8-0.35-0.410.43-13.1-76.3TOO FEW TRADES
ETHUSDT 4hrsi_dip6-0.5-4.6-0.52-0.510.3418.3-81.1TOO FEW TRADES
SOLUSDT 1dboll_revert6-0.7-3.1-0.53-0.320.28-13.1-76.3TOO FEW TRADES
ETHUSDT 4hboll_revert54-1.9-15.5-0.58-0.190.6418.3-81.1FAIL (negative expectancy)
BTCUSDT 1drsi_dip2-1.0-2.3-0.7-1.030.01.2-53.0TOO FEW TRADES
SOLUSDT 4hrsi_dip26-1.7-8.7-0.73-0.290.46-16.0-95.1FAIL (negative expectancy)

ma_cross on BTCUSDT 4h  PASS

50 out-of-sample trades · Sharpe 1.12 · max drawdown -10.7% · params picked: {'fast': 20, 'slow': 200} in 11/12 folds

$5,471$9,156$15.3k$25.6k$42.9kJan 2021Aug 2026strategy (out-of-sample)just holding the coin

donchian on SOLUSDT 4h  PASS

80 out-of-sample trades · Sharpe 1.07 · max drawdown -11.1% · params picked: {'entry_n': 40, 'exit_n': 15} in 4/11 folds

$2,744$6,212$14.1k$31.8k$72.0kJul 2021Aug 2026strategy (out-of-sample)just holding the coin

donchian on BTCUSDT 4h  PASS

104 out-of-sample trades · Sharpe 0.9 · max drawdown -13.5% · params picked: {'entry_n': 40, 'exit_n': 20} in 9/12 folds

$5,471$9,156$15.3k$25.6k$42.9kJan 2021Aug 2026strategy (out-of-sample)just holding the coin

ma_cross on ETHUSDT 4h  PASS

32 out-of-sample trades · Sharpe 0.9 · max drawdown -11.5% · params picked: {'fast': 50, 'slow': 200} in 12/12 folds

$9,854$15.8k$25.3k$40.4k$64.7kJan 2021Aug 2026strategy (out-of-sample)just holding the coin

donchian on SOLUSDT 1d  TOO FEW TRADES

13 out-of-sample trades · Sharpe 0.86 · max drawdown -9.8% · params picked: {'entry_n': 55, 'exit_n': 20} in 4/8 folds

$9,952$22.4k$50.5k$113.9k$256.8kJan 2023Aug 2026strategy (out-of-sample)just holding the coin

donchian on ETHUSDT 4h  PASS

106 out-of-sample trades · Sharpe 0.84 · max drawdown -14.7% · params picked: {'entry_n': 40, 'exit_n': 15} in 7/12 folds

$10.0k$16.0k$25.4k$40.6k$64.7kJan 2021Aug 2026strategy (out-of-sample)just holding the coin

How to read this page

Out-of-sample
Strategy settings were chosen using only PAST data, then graded on data they had never seen. In-sample numbers are excluded from this page because they flatter.
Expectancy
Average profit per trade after fees and slippage. Negative expectancy = the strategy loses money on average, no matter how it feels.
Profit factor (PF)
Gross wins ÷ gross losses. Below 1.0 loses money; 1.1 is the minimum gate here.
Max drawdown
Worst peak-to-valley fall of the equity curve. The number you actually live through.
Sharpe
Return per unit of wobble. Higher = smoother ride, not necessarily more money.
PASS
Earned a paper-trading audition. It does NOT mean "will be profitable" — that is what the audition is for.
Kill gate
Pre-committed rule: 30+ paper trades with expectancy ≤ 0 retires the strategy automatically. The journal decides, not the feelings.
Ground rules: long/flat spot only, no leverage, 1% risk per trade, every fill pays 0.10% fee + 0.05% slippage. No live-trading code exists in this system on purpose — real money is a manual decision a strategy must earn with a walk-forward PASS plus months of paper trading. Most strategies failing is the system working. Educational tooling, not financial advice.