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Trend Exhaustion

beta

Detects trend exhaustion using momentum oscillators with multi-filter confirmation and ATR-based risk management.

15mtrend
Return
+45.9%
Max DD
-19.6%
Profit Factor
1.84
Win Rate
56.3%
Calmar
2.34
Trades
64
Sharpe
3.83
Best Trade
+10.92%
Worst Trade
-14.53%
Avg PnL
+1.01%

Token Comparison

Equity Curve

+51.7%

PnL Distribution

Monthly Returns

Parameter Sensitivity

strategy entry
3
-3.2%
n=58
5
-14.7%
n=60
6
-18.2%
n=56
sl atr mult
2
-13.1%
n=54
2.5
-31.2%
n=7
3
-8.8%
n=56
4
-8.0%
n=54
ema trend length
100
-10.8%
n=170
200
-9.4%
n=1
use supertrend filter
No
-43.2%
n=1
Yes
-10.1%
n=166
supertrend mult
2
-20.0%
n=54
3
-8.1%
n=59
4
-2.9%
n=54

Optimal Parameters (SUI)

strategy entry
5
sl atr mult
4
tp atr mult
5
use trend filter
true
ema trend length
100
use supertrend filter
true
supertrend mult
4

Trade Log

64 trades
DateDirEntryExitPnL %Reason
2025-03-07long$2.79$2.39-14.53%SL Long
2025-03-13long$2.30$2.14-7.22%SL Long
2025-04-02long$2.46$2.47+0.27%Exit Long (Profit)
2025-04-03short$2.38$2.20+7.66%Exit Short (Profit)
2025-04-03short$2.26$2.22+1.49%Exit Short (Profit)
2025-04-11long$2.20$2.18-0.77%Exit Long (Profit)
2025-04-14short$2.21$2.13+3.82%Exit Short (Profit)
2025-04-21long$2.24$2.17-3.22%Exit Long (Profit)
2025-04-21long$2.17$2.31+6.59%Exit Long (Profit)
2025-04-23long$2.88$3.01+4.35%Exit Long (Profit)
2025-04-24long$3.01$3.03+0.75%Exit Long (Profit)
2025-05-07long$3.38$3.58+5.81%Exit Long (Profit)
2025-05-14short$3.95$3.93+0.54%Exit Short (Profit)
2025-05-19short$3.69$3.75-1.63%Exit Short (Profit)
2025-05-29short$3.55$3.42+3.58%Exit Short (Profit)
2025-06-02short$3.26$3.17+2.63%Exit Short (Profit)
2025-06-24long$2.80$2.77-1.27%Exit Long (Profit)
2025-06-28long$2.73$2.80+2.57%Exit Long (Profit)
2025-07-02long$2.93$2.90-0.94%Exit Long (Profit)
2025-07-05short$2.88$2.86+0.66%Exit Short (Profit)

Signal Logic

Identifies trend exhaustion via dual-period momentum divergence, filtered by EMA trend, ADX, RSI, and volatility conditions.

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Past performance does not guarantee future results. All data shown is from historical backtests, not live trading. Strategies are in active development and parameters may change.