ADA Long/Short 10x - SimTrade Strategy #87255 by sergeytapov
By sergeytapov
Performance Metrics
- Author: sergeytapov
- Symbol: BINANCE:ADAUSDT.P
- Timeframe: 1 hour
- Net P&L: +1,086.21 USDT (+10.86%)
- Win Rate: 72.3%
- Profit Factor: 2.439
- Max Drawdown: 219.47 USDT (1.99%)
- Total Trades: 47
Description
This is strategy #87255 from my SimTrade system — a GPU-accelerated strategy search engine (Pulsar) that backtests millions of indicator combinations against crypto perpetual futures data and validates survivors through a multi-stage statistical pipeline (DSR, CPCV, walk-forward, Monte Carlo).How it worksEntry requires two independent trigger signals firing simultaneously:Stoch %D cross (7,3) — long when %D crosses up through the lower zone (12), short when it crosses down through the upper zone (75)CCI cross (18) — confirms momentum direction (thresholds: −120 / +80)Trend filter via SuperTrend (period 18, mult 1.8) — trades only in the direction of the dominant trend.Exit logic (three layers):ATR-based fixed SL/TP frozen at entry (6× ATR stop, 1× ATR target)Time exit — force-close after 34 barsTrigger exit — Ichimoku TK cross (26/40) in the opposite directionInstrument: ADA/USDT perpetual futures · Timeframe: H1 · Leverage: 10×NotesCalibrated against Binance USDT-M perp feed; TV spot feed will produce different resultsprocess_orders_on_close=true matches research backtest fill logicPosition sizing approximated via percent_of_equity; research uses 2% equity / ATR-stopRequires: sergeytapov/SimTradeLib · Part of the open SimTrade strategy collection.Symbol & feed noticeThis strategy is calibrated for BINANCE:ADAUSDT.P (USDT-M perpetual). Set your chart to that symbol before running. Using spot (ADAUSDT) or other exchanges will produce different signals and fills.