BTCUSDT.P Edge Barbell 4H Bidir — Strategy by estellacoding
By estellacoding
Performance Metrics
- Author: estellacoding
- Symbol: BINANCE:BTCUSDT.P
- Timeframe: 4 hours
- Net P&L: +79,284.30 USD (+792.84%)
- Win Rate: 49.1%
- Profit Factor: 4.693
- Max Drawdown: 5,432.32 USD (15.01%)
- Total Trades: 57
Description
BTCUSDT.P Edge Barbell 4H Bidir is a research strategy for BTCUSDT.P Binance BTCUSDT perpetual futures on the 4-hour chart.The strategy combines two BTC 4H engines in one capital pool:1. Edge Spring Long: a Donchian-20 upside breakout that requires a confirmed daily bull regime, positive chart trend, minimum ADX, breakout thrust, a recent Bollinger Band width compression gate, and a volume surge.2. Edge Surge Short: a Donchian-70 downside breakdown that requires confirmed daily and weekly bear regimes, negative chart trend, minimum ADX, rising ADX, volume confirmation, and an ATR%-surge gate.3. Only one side can be active at a time. The script opens a new position only when flat, so long and short exposure do not overlap.Default settings- Chart symbol: BINANCE:BTCUSDT.P or another BTCUSDT perpetual chart- Timeframe: 4H- Initial capital: 10,000 USD- Commission: 0.05% per side- Slippage: 2 ticks- Pyramiding: 1, with flat-only entry logic- Margin long / short: 10 / 10- Base long exposure: 1.5x equity, scaled down when ATR% is above the long target ATR%- Base short exposure: 1.0x equity- Daily trend filter: confirmed daily EMA 50 / EMA 200 regime- Weekly short filter: confirmed weekly close below weekly EMA 20- Long exit: ATR trailing stop or regime exit- Short exit: ATR stop, ATR profit target, time stop, or regime exit- Visual markers: pastel Long/Short/Exit L/Exit S labels are shown on actual position-change bars by default. Long and Exit L share the same background color; Short and Exit S share the same background color. Each label includes a second line with the English entry or exit reason.No-lookahead notes- Signals are evaluated only on confirmed 4H bars.- process_orders_on_close is false, so orders are submitted after signal-bar close and simulated on the next bar open.- Daily and weekly filters use request.security() with lookahead_off.- The higher-timeframe expressions use [1], so the strategy does not use developing daily or weekly bars.- Donchian breakout and breakdown levels use the prior completed channel value, not the current bar's high or low.InterpretationThis is a selective BTC perpetual strategy, not a high-frequency system. The long side attempts to capture compressed volatility releasing into an upside breakout. The short side attempts to capture downside breakdowns only when higher-timeframe bearish conditions and volatility expansion agree. The annual risk-control inputs can reduce exposure after a strong positive year or after a yearly loss guard is reached.Limitations- The default exposure settings model leveraged perpetual futures. Reduce exposure and margin settings if they do not fit your risk tolerance.- The strategy is selective and may generate fewer than 100 historical trades on some datasets, so Strategy Tester statistics should not be overinterpreted.- Results can change across exchanges, fee tiers, slippage assumptions, data history, symbol mapping, and chart session settings.- Use a standard candlestick chart. Non-standard chart types can produce unrealistic strategy results.- Test the strategy on new live market data before using real capital.This script is shared for research and education. It is not financial advice, and historical strategy results do not guarantee future performance.