Backtest Results
XGBoost model tested on 129,486 candles (1-min SOL/USDC) over 90 days (1-min candles)
Total Return
+8.42%
$10000 -> $10842
Win Rate
54.3%
412 trades
Sharpe Ratio
1.47
Risk-adjusted
Max Drawdown
-4.8%
Peak to trough
Equity Curve
Performance Breakdown
Profit Factor
1.31
Gross profit / loss
Avg Win
+0.62%
Avg Loss
-0.41%
Model Accuracy
52.5%
+2.5% over random
Feature Importance (SHAP)
Sample Trades
BUY1.95 SOL @ $90.22
68% conf+$6.49
SELL1.95 SOL @ $93.55
61% conf+$6.49
BUY1.84 SOL @ $92.12
72% conf+$4.29
SELL1.84 SOL @ $94.45
58% conf+$4.29
BUY2.1 SOL @ $95.88
65% conf$-3.15
SELL2.1 SOL @ $94.38
55% conf$-3.15
BUY1.9 SOL @ $91.44
71% conf+$8.17
SELL1.9 SOL @ $95.74
63% conf+$8.17