Displayed PnL
+8.34%
baked into the share card · horizon 24h
BTC Negative Funding + 0.5% Move (2) · BTCUSDT
Trade-tape entry and exit prices are Binance spot close prices at the backtest decision interval: 5m. The 1h / 4h / 24h columns below are forward-return horizons, not candle intervals.
GET /api/v3/klines?symbol=BTCUSDT&interval=5m&startTime=<entry_or_exit_ts_ms>&limit=1 Headline numbers
Realistic PnL (non-overlap)
+8.34%
13 of 37 triggers became trades · horizon 24h
Inflation factor
1.90×
legacy_best ÷ non_overlap_best · ≥ 3× = bug-driven
Legacy compounder = compound every trigger regardless of overlap (the inflated math). Non-overlap compounder = skip a trigger if a previous accepted trigger's holding window is still open.
Per-horizon comparison
| Method | 1h | 4h | 24h |
|---|---|---|---|
| Legacy PnL | -1.04% | -1.25% | +15.82% |
| Non-overlap PnL | -1.04% | +0.65% | +8.34% |
| Non-overlap effective trades | 37 / 37 | 28 / 37 | 13 / 37 |
Trade tape (37 triggers)
| # | Entry time (UTC) | Entry px | 1h horizon | 4h horizon | 24h horizon | ||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1h fwd | 1h exit px | 1h accept | 4h fwd | 4h exit px | 4h accept | 24h fwd | 24h exit px | 24h accept | |||
| 1 | 2026-04-20T01:30:00Z | 74604.0000 | -0.16% | 74485.9900 | ✓ | -0.59% | 74164.4100 | ✓ | +2.03% | 76118.5300 | ✓ |
| 2 | 2026-04-20T06:35:00Z | 74574.9600 | +0.48% | 74936.0000 | ✓ | +0.83% | 75190.9500 | ✓ | +1.95% | 76031.7100 | · |
| 3 | 2026-04-20T16:05:00Z | 75462.7300 | +0.14% | 75567.4900 | ✓ | +1.05% | 76255.9600 | ✓ | +0.66% | 75959.3700 | · |
| 4 | 2026-04-21T07:20:00Z | 76138.0800 | +0.25% | 76332.1000 | ✓ | +0.73% | 76695.1700 | ✓ | +2.29% | 77882.0300 | ✓ |
| 5 | 2026-04-21T14:35:00Z | 76314.7700 | -0.71% | 75771.9700 | ✓ | -1.02% | 75533.7200 | ✓ | +3.34% | 78860.8400 | · |
| 6 | 2026-04-21T19:20:00Z | 75832.4300 | -0.27% | 75628.3200 | ✓ | -0.01% | 75824.1400 | ✓ | +4.15% | 78982.7800 | · |
| 7 | 2026-04-21T20:35:00Z | 75755.1400 | -0.20% | 75604.5600 | ✓ | +0.77% | 76338.3300 | · | +3.65% | 78522.8100 | · |
| 8 | 2026-04-22T06:05:00Z | 77941.9900 | +0.12% | 78039.2000 | ✓ | +0.02% | 77954.4700 | ✓ | +0.37% | 78229.2500 | · |
| 9 | 2026-04-22T13:40:00Z | 78616.9300 | +0.11% | 78699.5400 | ✓ | +0.25% | 78815.9900 | ✓ | -1.37% | 77541.2900 | ✓ |
| 10 | 2026-04-22T15:35:00Z | 79259.9900 | -0.37% | 78965.2800 | ✓ | -0.48% | 78875.6400 | · | -0.90% | 78549.9900 | · |
| 11 | 2026-04-23T18:35:00Z | 78062.5200 | -0.49% | 77683.8400 | ✓ | +0.24% | 78250.5500 | ✓ | -0.66% | 77546.3300 | ✓ |
| 12 | 2026-04-26T04:50:00Z | 77792.3800 | +0.28% | 78012.4800 | ✓ | +0.33% | 78051.6500 | ✓ | +1.54% | 78994.1200 | ✓ |
| 13 | 2026-04-27T20:30:00Z | 77006.4000 | -0.07% | 76949.9700 | ✓ | +0.28% | 77225.8900 | ✓ | -0.76% | 76421.7800 | ✓ |
| 14 | 2026-04-28T08:15:00Z | 76886.6800 | -0.07% | 76830.0000 | ✓ | -0.90% | 76195.0000 | ✓ | +0.29% | 77108.9900 | · |
| 15 | 2026-04-29T03:25:00Z | 76882.0000 | +0.21% | 77041.8100 | ✓ | +0.24% | 77064.1900 | ✓ | -1.29% | 75893.9700 | ✓ |
| 16 | 2026-04-29T09:45:00Z | 77668.0000 | -0.02% | 77650.8100 | ✓ | -1.37% | 76605.4400 | ✓ | -1.93% | 76168.0100 | · |
| 17 | 2026-04-30T00:45:00Z | 76223.9000 | +0.21% | 76387.0800 | ✓ | -0.96% | 75493.1800 | ✓ | +0.35% | 76490.1500 | · |
| 18 | 2026-04-30T03:35:00Z | 75947.3200 | -0.67% | 75437.2300 | ✓ | +0.15% | 76063.9800 | · | +1.57% | 77139.9900 | ✓ |
| 19 | 2026-04-30T13:40:00Z | 76638.0400 | -0.38% | 76346.3600 | ✓ | -0.62% | 76160.8700 | ✓ | +2.12% | 78259.0800 | · |
| 20 | 2026-05-01T03:15:00Z | 77244.1200 | -0.06% | 77195.0800 | ✓ | -0.27% | 77037.9300 | ✓ | +1.37% | 78299.5700 | · |
| 21 | 2026-05-01T14:05:00Z | 78650.3000 | -0.45% | 78299.9900 | ✓ | -0.19% | 78500.0400 | ✓ | -0.41% | 78329.0800 | ✓ |
| 22 | 2026-05-01T15:35:00Z | 78675.3400 | -0.41% | 78354.6700 | ✓ | -0.42% | 78343.3700 | · | -0.33% | 78413.3300 | · |
| 23 | 2026-05-01T18:00:00Z | 78549.3100 | -0.12% | 78457.5000 | ✓ | -0.39% | 78241.0600 | · | -0.26% | 78344.8700 | · |
| 24 | 2026-05-01T22:20:00Z | 78411.1300 | -0.43% | 78077.0000 | ✓ | -0.13% | 78310.0000 | ✓ | +0.29% | 78635.9300 | · |
| 25 | 2026-05-04T16:15:00Z | 80113.7000 | +0.41% | 80439.2400 | ✓ | -0.20% | 79954.8000 | ✓ | +1.71% | 81485.7300 | ✓ |
| 26 | 2026-05-05T01:25:00Z | 80273.0000 | +0.23% | 80458.5500 | ✓ | +0.98% | 81061.5300 | ✓ | +1.22% | 81250.0000 | · |
| 27 | 2026-05-05T02:35:00Z | 80722.3700 | +0.18% | 80870.6200 | ✓ | +0.11% | 80814.8000 | · | +0.55% | 81166.4500 | · |
| 28 | 2026-05-05T04:00:00Z | 80912.0000 | -0.06% | 80865.0300 | ✓ | -0.08% | 80850.2800 | · | +0.80% | 81561.8100 | · |
| 29 | 2026-05-08T17:30:00Z | 80246.2100 | -0.00% | 80242.7700 | ✓ | -0.07% | 80187.0700 | ✓ | +0.77% | 80862.3200 | ✓ |
| 30 | 2026-05-10T21:45:00Z | 80850.1800 | +1.41% | 81989.4000 | ✓ | +0.90% | 81576.4500 | ✓ | +1.10% | 81739.6700 | ✓ |
| 31 | 2026-05-10T22:45:00Z | 81989.4000 | +0.40% | 82319.9900 | ✓ | -0.98% | 81182.8800 | · | -0.19% | 81835.3200 | · |
| 32 | 2026-05-11T18:00:00Z | 81998.0000 | -0.26% | 81783.6400 | ✓ | -0.06% | 81946.5800 | ✓ | -1.82% | 80508.1400 | · |
| 33 | 2026-05-14T04:55:00Z | 79451.6300 | +0.45% | 79809.1600 | ✓ | +0.47% | 79821.5600 | ✓ | +1.60% | 80724.7100 | ✓ |
| 34 | 2026-05-14T12:40:00Z | 79682.7600 | +0.21% | 79854.0100 | ✓ | +2.29% | 81505.9200 | ✓ | +0.91% | 80410.0100 | · |
| 35 | 2026-05-14T17:05:00Z | 81944.9300 | -0.25% | 81738.4000 | ✓ | -0.66% | 81404.0000 | ✓ | -3.23% | 79296.1700 | · |
| 36 | 2026-05-14T18:15:00Z | 81881.5400 | -0.35% | 81594.8000 | ✓ | -0.57% | 81411.5500 | · | -3.25% | 79217.3100 | · |
| 37 | 2026-05-15T00:45:00Z | 81566.0100 | -0.33% | 81300.0000 | ✓ | -0.82% | 80897.9900 | ✓ | -2.95% | 79156.6400 | · |
Entry px uses the decision interval close at the row timestamp; exit px uses the same interval close at entry time plus the horizon (5m). Accept column: ✓ = trigger contributed under non-overlap math for that horizon · · = skipped (previous trade's window still open, or no forward return for that horizon).