Mutanabby_AI | ONEUSDT_MR1 — Strategy by Mutanabby_AI
By Mutanabby_AI
Performance Metrics
- Author: Mutanabby_AI
- Symbol: BINANCE:ONEUSDT
- Timeframe: 1 hour
- Net P&L: +57.62 USDT (+57.62%)
- Win Rate: 66.7%
- Profit Factor: 2.495
- Max Drawdown: 19.58 USDT (12.74%)
- Total Trades: 54
Description
ONEUSDT Mean-Reversion Strategy | 74.68% Win Rate | 417% Net ProfitThis is a long-only mean-reversion strategy designed specifically for ONEUSDT on the 1-hour timeframe. The core logic identifies oversold conditions following sharp declines and enters positions when selling pressure exhausts, capturing the subsequent recovery bounce.Backtested Period: June 2019 – December 2025 (~6 years) Performance Summary| Metric | Value ||--------|-------|| Net Profit | +417.68% || Win Rate | 74.68% || Profit Factor | 4.019 || Total Trades | 237 || Sharpe Ratio | 0.364 || Sortino Ratio | 1.917 || Max Drawdown | 51.08% || Avg Win | +3.14% || Avg Loss | -2.30% || Buy & Hold Return | -80.44% |Strategy Logic :Entry Conditions (Long Only):The strategy seeks confluence of three conditions that identify exhausted selling:1. Prior Move Filter:*The price change from 5 bars ago to 3 bars ago must be ≥ -7% (ensures we're not entering during freefall)2. Current Move Filter: The price change over the last 2 bars must be ≤ 0% (confirms momentum is stalling or reversing)3. Three-Bar Decline: The price change from 5 bars ago to 3 bars ago must be ≤ -5% (confirms a significant recent drop occurred)When all three conditions align, the strategy identifies a potential reversal point where sellers are exhausted.Exit Conditions:- Primary Exit: Close above the previous bar's high while the open of the previous bar is at or below the close from 9 bars ago (profit-taking on strength)- Trailing Stop: 11x ATR trailing stop that locks in profits as price risesRisk Management- Position Sizing:Fixed position based on account equity divided by entry price- Trailing Stop:11× ATR (14-period) provides wide enough room for crypto volatility while protecting gains- Pyramiding:Up to 4 orders allowed (can scale into winning positions)- **Commission:** 0.1% per trade (realistic exchange fees included)Important Disclaimers⚠️ This is NOT financial advice.- Past performance does not guarantee future results- Backtest results may contain look-ahead bias or curve-fitting- Real trading involves slippage, liquidity issues, and execution delays- This strategy is optimized for ONEUSDT specifically — results may differ on other pairs- Always test before risking real capitalRecommended Usage- Timeframe:*1H (as designed)- Pair: ONEUSDT (Binance)- Account Size: Ensure sufficient capital to survive max drawdownSource CodeFeedback WelcomeI'm sharing this strategy freely for educational purposes. Please:- Drop a comment with your backtesting results any you analysis - Share any modifications that improve performance- Let me know if you spot any issues in the logicHappy tradingAs a quant trader, do you think this strategy will survive in live trading?Yes or No? And why?I want to hear from you guys