OKX BTC/ETH perp swaps with ATR-trailing stop. Risk 0.08% per trade. State from /var/futures-paper/ on Hetzner.
Page 1954 event sampling. Library Sharpe +17.26 on ETH 4h. ATR-trail k=2 exit.
started: 2026-05-26T21:49:25 UTC
| Side | UL | Entry | Stop | ATR | Signal | Opened (UTC) |
|---|---|---|---|---|---|---|
| LONG | ETH | 1657.12 | 1623.78 | 28.27 | CUSUM(2pct) | 2026-06-10T16:03 |
| Side | UL | Entry | Exit | Reason | R | Return | PnL $ |
|---|---|---|---|---|---|---|---|
| SHORT | ETH | 2024.02 | 2040.00 | stop | -0.26R | -0.79% | $-2.05 |
| LONG | ETH | 2030.87 | 1987.13 | stop | -0.67R | -2.15% | $-5.39 |
| SHORT | ETH | 1975.53 | 1979.62 | stop | -0.08R | -0.21% | $-0.67 |
| SHORT | ETH | 1914.12 | 1979.62 | stop | -1.00R | -3.42% | $-7.99 |
| LONG | ETH | 1877.45 | 1797.74 | stop | -0.97R | -4.25% | $-7.75 |
| SHORT | ETH | 1858.82 | 1647.02 | stop | +2.76R | +11.39% | $+22.01 |
| LONG | ETH | 1593.75 | 1609.76 | stop | +0.16R | +1.00% | $+1.28 |
| SHORT | ETH | 1635.64 | 1693.32 | stop | -0.66R | -3.53% | $-5.28 |
Channel breakout. Library Sharpe +14.23 on BTC 4h. ATR-trail k=2 exit.
started: 2026-05-26T21:49:25 UTC
| Side | UL | Entry | Stop | ATR | Signal | Opened (UTC) |
|---|---|---|---|---|---|---|
| no open positions | ||||||
| Side | UL | Entry | Exit | Reason | R | Return | PnL $ |
|---|---|---|---|---|---|---|---|
| SHORT | BTC | 74414.10 | 74239.26 | stop | +0.11R | +0.23% | $+0.85 |
| SHORT | BTC | 71108.00 | 69220.40 | stop | +1.27R | +2.65% | $+10.20 |
| SHORT | BTC | 67281.00 | 69220.40 | stop | -1.00R | -2.88% | $-8.01 |
| SHORT | BTC | 65823.70 | 62856.95 | stop | +1.31R | +4.51% | $+10.51 |
| SHORT | BTC | 62598.60 | 63843.30 | stop | -0.48R | -1.99% | $-3.85 |
Kaufman adaptive MA. Library Sharpe +9.98 on BTC 4h. ATR-trail k=2 exit.
started: 2026-05-26T21:49:25 UTC
| Side | UL | Entry | Stop | ATR | Signal | Opened (UTC) |
|---|---|---|---|---|---|---|
| LONG | BTC | 62598.80 | 62270.92 | 831.94 | kama | 2026-06-10T16:03 |
| Side | UL | Entry | Exit | Reason | R | Return | PnL $ |
|---|---|---|---|---|---|---|---|
| LONG | BTC | 73764.60 | 72909.16 | stop | -0.49R | -1.16% | $-3.92 |
| SHORT | BTC | 73487.20 | 69220.40 | stop | +2.39R | +5.81% | $+19.09 |
| SHORT | BTC | 67281.00 | 69220.40 | stop | -1.00R | -2.88% | $-8.01 |
| SHORT | BTC | 62065.00 | 63843.30 | stop | -0.69R | -2.87% | $-5.56 |
| LONG | BTC | 62372.10 | 61400.86 | stop | -0.36R | -1.56% | $-2.90 |
| SHORT | BTC | 62678.80 | 63158.79 | stop | -0.20R | -0.77% | $-1.64 |