Trading Strategy Performance Analysis on Binance USD-M Futures 2025 (Out-Of-Sample)
30.4CAGRBaseline
Evaluation results
| Method | Links | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BaselineLeverage=10x, Transaction Fees=0.05%, Entry Threshold=3.0, Stop Loss=2.0, Exit Threshold=0.0, Z-Score Window=168, Pairs=202026.06 | 30.4 | 61.78 | 34.13 | 371 | 245 | 60.23 | 22.89 | -31.43 | 1.28 | 55.04 | 0.4921 | 0.536 | 0.8908 | |
| BTC B&HTransaction Fees=0.05%, Leverage=unleveraged2026.06 | -6.43 | 44.36 | 34.75 | — | — | — | — | — | — | — | -0.1451 | -0.1848 | -0.1852 | |
| EWP B&HTransaction Fees=0.05%, Leverage=unleveraged2026.06 | -62.73 | 61.45 | 69.36 | — | — | — | — | — | — | — | -1.0208 | -1.2795 | -0.9044 |