Retired: 2026-07-12
46.85%
break-even 49.2% at its realized average win/loss
re-measured (top 10 coins · 1H · 2026-10-06): 46.79%
Percentage of trades that were profitable
0.91
re-measured (top 10 coins · 1H · 2026-10-06): 0.91
Gross profit / gross loss ratio
-100% (account ruin, top-10, fixed nominal sizing)
Net profit after all fees and losses
100%
Largest peak-to-trough decline
as published (10 coins · 1H · 2026-08-14)
Marks next to a metric: ~ = borderline (PF between break-even and 1.5; win rate ≤5 pts above break-even, or 50–55% if none shown) · ! = below the bar, or the strategy is already retired or shelved — a closed verdict outranks its number. No mark = clears it and is still standing.
Wins only under specific regimes or windows in our measurements — the card's bull/bear PF row shows the regime side; strategies that win both windows were still killed by half-year walk-forward instability. A past condition profile, not a recommendation — conditions earn trust only by surviving forward.
Card re-measured: 2026-10-06 · 9,430 trades analyzed
Status: RETIRED (2026-08-14 live re-measure). At the preset defaults this configuration ruins the account (-100% under fixed nominal sizing). Its defining trait is volume: 8,944 trades — the highest trade count of the six strategies in this measurement batch — and every one of them paid fees.
Overview
Heikin Ashi candles average and smooth raw OHLC data so that trends render as unbroken runs of same-colored candles. The classic reading — which this engine implements literally — is that a smoothed candle with no wick against the trend direction signals strong, one-sided pressure. The preset enters after a run of such candles, in either direction.
How It Works
- HA candles — computed sequentially with no look-ahead: HA close = (open + high + low + close) / 4; HA open = (previous HA open + previous HA close) / 2; HA high/low = the extremes of the raw high/low and the HA body
- LONG — 3 consecutive HA bullish candles (HA close > HA open) and the last one has no lower wick (HA low not below the body bottom, with a tolerance of 0.1% of the body size)
- SHORT — mirror image: 3 consecutive HA bearish candles and no upper wick on the last one
- Entry — next bar’s open after the signal candle
- Exit — TP 8% / SL 7% (preset defaults)
Results (live engine re-measure, 2026-08-14)
Scope: top-10 coins, 1H candles, leverage 5x, fee 0.05% per side, window 2023-12-10 → 2026-08-14, fixed nominal sizing.
| Metric | Value |
|---|---|
| Profit factor | 0.91 |
| Total return | -100.0% (account ruin) |
| Win rate | 46.85% |
| Max drawdown | 100.0% (account equity) |
| Sharpe | -2.22 |
| Trades | 8,944 |
Why It Loses
- Smoothing means lateness. HA candles lag raw price by construction, and the 3-candle confirmation adds more delay — by the time the signal fires, the move it is chasing is already mature, and the entry often lands near local exhaustion.
- The signal is too easy to satisfy on 1H crypto. Wick-free smoothed candles occur constantly in normal volatility, which is how the preset racked up 8,944 trades. High frequency is not an edge; it is a fee bill — at 0.05% per side and 5x leverage, every marginal signal pays a toll the thin per-trade edge cannot cover.
- Near-breakeven gross, dead net. PF 0.91 with a mildly favorable exit asymmetry (TP 8% vs SL 7%) and a 46.85% win rate means the raw signal is roughly a coin flip — and a coin flip minus thousands of fee payments compounds to 0. The Sharpe of -2.22 reflects that steady, high-frequency bleed.
Caveats
- -100% is this repo’s ruin notation: under fixed nominal sizing the account equity reached 0 inside the window.
- The verdict covers the combined both-direction book at the preset defaults on the stated scope. No claim is made about other timeframes, coin sets, or parameter values.
- Retired status: reproducible in the simulator, presented for education only.