troid's research · tearsheet
A full tearsheet on a strategy whose holdout expectancy is +0.008R. Every metric below is MEASURED and inside noise. Published because that is what noise looks like when someone shows you all of it.
78 closed trades on BINANCE:BTCUSDT 4h, 2026-02-07 to 2026-09-23. Daily P&L on the $100,000 quota, days without an exit count as zero, 365 periods a year, sums not products. Source: journal.csv in the repo. Not financial advice.
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
troid's own strategy shows no statistical edge.
| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 32.0% |
| Total Return | 1.3% |
| CAGR﹪ | 2.08% |
| Sharpe | 0.92 |
| Prob. Sharpe Ratio | 78.54% |
| Smart Sharpe | 0.9 |
| Sortino | 2.2 |
| Smart Sortino | 2.16 |
| Sortino/√2 | 1.55 |
| Smart Sortino/√2 | 1.52 |
| Omega | 1.31 |
| Max Drawdown | -1.05% |
| Max DD Date | 2026-08-03 |
| Max DD Period Start | 2026-06-07 |
| Max DD Period End | 2026-09-23 |
| Longest DD Days | 109 |
| Volatility (ann.) | 2.25% |
| Calmar | 1.97 |
| Skew | 3.35 |
| Kurtosis | 14.19 |
| Ulcer Performance Index | 2.64 |
| Risk-Adjusted Return | 4.44% |
| Risk-Return Ratio | 0.05 |
| Avg. Return | 0.02% |
| Avg. Win | 0.25% |
| Avg. Loss | -0.08% |
| Win/Loss Ratio | 2.97 |
| Profit Ratio | 0.1 |
| Expected Daily | 0.01% |
| Expected Monthly | 0.16% |
| Expected Yearly | 1.3% |
| Kelly Criterion | 7.19% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -0.19% |
| Expected Shortfall (cVaR) | -0.21% |
| Max Consecutive Wins | 1 |
| Max Consecutive Losses | 3 |
| Gain/Pain Ratio | 0.31 |
| Gain/Pain (1M) | 6.3 |
| Payoff Ratio | 2.97 |
| Profit Factor | 1.31 |
| Common Sense Ratio | 0.78 |
| CPC Index | 1.19 |
| Tail Ratio | 0.6 |
| Outlier Win Ratio | 18.7 |
| Outlier Loss Ratio | 2.44 |
| MTD | 0.03% |
| 3M | 0.31% |
| 6M | 0.51% |
| YTD | 1.3% |
| 1Y | 1.3% |
| 3Y (ann.) | 2.08% |
| 5Y (ann.) | 2.08% |
| 10Y (ann.) | 2.08% |
| All-time (ann.) | 2.08% |
| Best Day | 0.6% |
| Worst Day | -0.23% |
| Best Month | 0.43% |
| Worst Month | -0.17% |
| Best Year | 1.3% |
| Worst Year | 1.3% |
| Avg. Drawdown | -0.32% |
| Avg. Drawdown Days | 28 |
| Recovery Factor | 1.24 |
| Ulcer Index | 0.0 |
| Serenity Index | 0.31 |
| Avg. Up Month | 0.25% |
| Avg. Down Month | -0.1% |
| Win Days | 30.56% |
| Win Month | 75.0% |
| Win Quarter | 100.0% |
| Win Year | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2026 | 1.30 | 1.29 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-07 | 2026-09-23 | -1.05 | 109 |
| 2026-05-07 | 2026-05-31 | -0.48 | 25 |
| 2026-04-16 | 2026-05-05 | -0.27 | 20 |
| 2026-03-21 | 2026-04-12 | -0.17 | 23 |
| 2026-02-18 | 2026-02-23 | -0.15 | 6 |
| 2026-03-12 | 2026-03-16 | -0.10 | 5 |
| 2026-02-07 | 2026-02-12 | -0.05 | 6 |