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PATTERN-2868

BNB_USDT · 2h · ID 5

Overview

Pattern return 8.00% Est. P&L $80.01
Long baseline 46.58% Est. P&L $465.81
Short baseline -46.58% Est. P&L $-465.81
Price Δ (buy & hold) 46.58% Est. P&L $465.81
Candidate PATTERN-2868
Pair · Interval BNB_USDT · 2h
Window length 4 candles
Päivitetty 2025-10-23 19:33
Reference price 1134.990000
Paketit 96650

Window & Trade

Entry time 2025-07-29 03:00
Entry price 774.310000
Exit time 2025-10-22 17:00
Exit price 1134.990000
Window duration 2054000.00 h
Trade size $1000.00
Trades executed 37
Entry trigger Three Drop Then Rise
Orientation bias Long bias (positive return)
Exit trigger Post Wait Drop
Total trades 37
Win rate 59.46%
Avg trade return 0.22%
Avg bars held 5.92
Best trade 8.96%
Worst trade -4.65%
Scenario Return % Est. P&L
Pattern (short-term) 8.00% $80.01
Long baseline 46.58% $465.81
Short baseline -46.58% $-465.81
Price Δ (buy & hold) 46.58% $465.81
Entry rationale Long setup

Entry opened after 3 consecutive drops followed by the first bullish candle.

  • Entry price: 826.4
  • Commission per side: 0.001
  • Total trades: 37
  • Win rate so far: 59.46%
  • Mandatory post-entry hold: 5 bars
  • Exit trigger: first drop after the mandatory hold period
Exit rationale Exit · Post Wait Drop

Closed 37 trades; final exit reason: post_wait_drop. Aggregate return: 8.00%.

  • Last trade direction: long
  • Bars held: 7
  • Trade P&L: 1.06%
  • Average trade return: 0.22%
  • Average holding: 5.92 bars
  • Exit mix: Post Wait Drop 37/37 (100.0%)
  • Waited at least 5 bars before looking for a drop to exit.

Trade log

# Direction Entry time Entry price Exit time Exit price Return % Bars held Exit reason
1 LONG 2025-07-29 03:00 826.400000 2025-07-29 13:00 826.300000 -0.21% 5 Post Wait Drop
2 LONG 2025-07-30 17:00 790.800000 2025-07-31 13:00 800.590000 1.04% 10 Post Wait Drop
3 LONG 2025-08-01 03:00 787.300000 2025-08-01 15:00 761.790000 -3.44% 6 Post Wait Drop
4 LONG 2025-08-02 23:00 739.650000 2025-08-03 11:00 747.850000 0.91% 6 Post Wait Drop
5 LONG 2025-08-07 03:00 770.110000 2025-08-07 15:00 776.500000 0.63% 6 Post Wait Drop
6 LONG 2025-08-09 21:00 804.730000 2025-08-10 09:00 799.290000 -0.88% 6 Post Wait Drop
7 LONG 2025-08-11 15:00 799.490000 2025-08-12 05:00 808.380000 0.91% 7 Post Wait Drop
8 LONG 2025-08-15 19:00 824.470000 2025-08-16 05:00 831.800000 0.69% 5 Post Wait Drop
9 LONG 2025-08-18 11:00 832.360000 2025-08-18 21:00 844.900000 1.31% 5 Post Wait Drop
10 LONG 2025-08-21 19:00 842.080000 2025-08-22 05:00 845.690000 0.23% 5 Post Wait Drop
11 LONG 2025-08-24 15:00 863.090000 2025-08-25 03:00 874.930000 1.17% 6 Post Wait Drop
12 LONG 2025-08-28 03:00 856.380000 2025-08-28 15:00 874.130000 1.87% 6 Post Wait Drop
13 LONG 2025-08-29 15:00 857.230000 2025-08-30 03:00 852.880000 -0.71% 6 Post Wait Drop
14 LONG 2025-09-01 21:00 849.380000 2025-09-02 07:00 852.380000 0.15% 5 Post Wait Drop
15 LONG 2025-09-04 01:00 854.760000 2025-09-04 13:00 847.780000 -1.02% 6 Post Wait Drop
16 LONG 2025-09-06 23:00 858.890000 2025-09-07 15:00 872.600000 1.40% 8 Post Wait Drop
17 LONG 2025-09-09 19:00 873.900000 2025-09-10 11:00 881.680000 0.69% 8 Post Wait Drop
18 LONG 2025-09-14 19:00 928.040000 2025-09-15 09:00 923.430000 -0.70% 7 Post Wait Drop
19 LONG 2025-09-16 17:00 937.640000 2025-09-17 07:00 951.760000 1.31% 7 Post Wait Drop
20 LONG 2025-09-19 03:00 985.810000 2025-09-19 13:00 985.750000 -0.21% 5 Post Wait Drop
21 LONG 2025-09-22 09:00 1023.760000 2025-09-22 19:00 993.870000 -3.12% 5 Post Wait Drop
22 LONG 2025-09-25 15:00 990.000000 2025-09-26 01:00 945.900000 -4.65% 5 Post Wait Drop
23 LONG 2025-09-27 23:00 972.260000 2025-09-28 09:00 969.500000 -0.48% 5 Post Wait Drop
24 LONG 2025-09-29 15:00 1012.160000 2025-09-30 01:00 1029.790000 1.54% 5 Post Wait Drop
25 LONG 2025-10-01 19:00 1020.150000 2025-10-02 05:00 1031.040000 0.87% 5 Post Wait Drop
26 LONG 2025-10-08 19:00 1313.570000 2025-10-09 05:00 1278.880000 -2.84% 5 Post Wait Drop
27 LONG 2025-10-09 19:00 1246.800000 2025-10-10 09:00 1263.750000 1.16% 7 Post Wait Drop
28 LONG 2025-10-11 05:00 1128.420000 2025-10-11 21:00 1141.140000 0.93% 8 Post Wait Drop
29 LONG 2025-10-12 05:00 1121.300000 2025-10-12 15:00 1224.000000 8.96% 5 Post Wait Drop
30 LONG 2025-10-13 01:00 1302.650000 2025-10-13 13:00 1294.200000 -0.85% 6 Post Wait Drop
31 LONG 2025-10-14 11:00 1199.320000 2025-10-14 21:00 1206.540000 0.40% 5 Post Wait Drop
32 LONG 2025-10-16 01:00 1162.570000 2025-10-16 11:00 1179.750000 1.28% 5 Post Wait Drop
33 LONG 2025-10-17 13:00 1072.280000 2025-10-18 01:00 1071.150000 -0.31% 6 Post Wait Drop
34 LONG 2025-10-18 17:00 1091.240000 2025-10-19 03:00 1083.300000 -0.93% 5 Post Wait Drop
35 LONG 2025-10-20 05:00 1128.170000 2025-10-20 15:00 1111.090000 -1.71% 5 Post Wait Drop
36 LONG 2025-10-21 09:00 1072.250000 2025-10-21 19:00 1091.040000 1.55% 5 Post Wait Drop
37 LONG 2025-10-22 03:00 1067.530000 2025-10-22 17:00 1080.990000 1.06% 7 Post Wait Drop

Tuottotrajektori

Highlighted window marks the simulated trade; subsequent candles show baseline projections.

Lyhyen aikavälin synteettinen strategia vs. long/short-vertailut seuraavissa ikkunoissa.

Trade Timeline (before / during / after)

# Side Prev close Entry time Entry price Exit time Exit price Next close Return % Bars held Exit reason
1 LONG 824.070000 2025-07-29 03:00 826.400000 2025-07-29 13:00 826.300000 799.310000 -0.21% 5 Post Wait Drop
2 LONG 784.310000 2025-07-30 17:00 790.800000 2025-07-31 13:00 800.590000 796.180000 1.04% 10 Post Wait Drop
3 LONG 783.140000 2025-08-01 03:00 787.300000 2025-08-01 15:00 761.790000 743.220000 -3.44% 6 Post Wait Drop
4 LONG 737.310000 2025-08-02 23:00 739.650000 2025-08-03 11:00 747.850000 773.200000 0.91% 6 Post Wait Drop
5 LONG 769.550000 2025-08-07 03:00 770.110000 2025-08-07 15:00 776.500000 807.290000 0.63% 6 Post Wait Drop
6 LONG 804.690000 2025-08-09 21:00 804.730000 2025-08-10 09:00 799.290000 811.820000 -0.88% 6 Post Wait Drop
7 LONG 796.230000 2025-08-11 15:00 799.490000 2025-08-12 05:00 808.380000 843.730000 0.91% 7 Post Wait Drop
8 LONG 818.650000 2025-08-15 19:00 824.470000 2025-08-16 05:00 831.800000 835.710000 0.69% 5 Post Wait Drop
9 LONG 830.220000 2025-08-18 11:00 832.360000 2025-08-18 21:00 844.900000 851.240000 1.31% 5 Post Wait Drop
10 LONG 841.850000 2025-08-21 19:00 842.080000 2025-08-22 05:00 845.690000 870.360000 0.23% 5 Post Wait Drop
11 LONG 861.500000 2025-08-24 15:00 863.090000 2025-08-25 03:00 874.930000 860.710000 1.17% 6 Post Wait Drop
12 LONG 855.180000 2025-08-28 03:00 856.380000 2025-08-28 15:00 874.130000 857.200000 1.87% 6 Post Wait Drop
13 LONG 854.610000 2025-08-29 15:00 857.230000 2025-08-30 03:00 852.880000 852.090000 -0.71% 6 Post Wait Drop
14 LONG 845.760000 2025-09-01 21:00 849.380000 2025-09-02 07:00 852.380000 860.100000 0.15% 5 Post Wait Drop
15 LONG 854.630000 2025-09-04 01:00 854.760000 2025-09-04 13:00 847.780000 859.510000 -1.02% 6 Post Wait Drop
16 LONG 857.790000 2025-09-06 23:00 858.890000 2025-09-07 15:00 872.600000 880.220000 1.40% 8 Post Wait Drop
17 LONG 873.350000 2025-09-09 19:00 873.900000 2025-09-10 11:00 881.680000 931.640000 0.69% 8 Post Wait Drop
18 LONG 924.300000 2025-09-14 19:00 928.040000 2025-09-15 09:00 923.430000 928.780000 -0.70% 7 Post Wait Drop
19 LONG 927.210000 2025-09-16 17:00 937.640000 2025-09-17 07:00 951.760000 988.010000 1.31% 7 Post Wait Drop
20 LONG 981.040000 2025-09-19 03:00 985.810000 2025-09-19 13:00 985.750000 1036.680000 -0.21% 5 Post Wait Drop
21 LONG 1019.070000 2025-09-22 09:00 1023.760000 2025-09-22 19:00 993.870000 992.000000 -3.12% 5 Post Wait Drop
22 LONG 986.090000 2025-09-25 15:00 990.000000 2025-09-26 01:00 945.900000 976.230000 -4.65% 5 Post Wait Drop
23 LONG 969.610000 2025-09-27 23:00 972.260000 2025-09-28 09:00 969.500000 1009.870000 -0.48% 5 Post Wait Drop
24 LONG 1004.940000 2025-09-29 15:00 1012.160000 2025-09-30 01:00 1029.790000 1023.420000 1.54% 5 Post Wait Drop
25 LONG 1019.310000 2025-10-01 19:00 1020.150000 2025-10-02 05:00 1031.040000 1313.370000 0.87% 5 Post Wait Drop
26 LONG 1293.960000 2025-10-08 19:00 1313.570000 2025-10-09 05:00 1278.880000 1281.230000 -2.84% 5 Post Wait Drop
27 LONG 1239.640000 2025-10-09 19:00 1246.800000 2025-10-10 09:00 1263.750000 1107.300000 1.16% 7 Post Wait Drop
28 LONG 1083.740000 2025-10-11 05:00 1128.420000 2025-10-11 21:00 1141.140000 1137.360000 0.93% 8 Post Wait Drop
29 LONG 1110.390000 2025-10-12 05:00 1121.300000 2025-10-12 15:00 1224.000000 1298.500000 8.96% 5 Post Wait Drop
30 LONG 1292.040000 2025-10-13 01:00 1302.650000 2025-10-13 13:00 1294.200000 1278.140000 -0.85% 6 Post Wait Drop
31 LONG 1195.360000 2025-10-14 11:00 1199.320000 2025-10-14 21:00 1206.540000 1167.200000 0.40% 5 Post Wait Drop
32 LONG 1153.320000 2025-10-16 01:00 1162.570000 2025-10-16 11:00 1179.750000 1128.960000 1.28% 5 Post Wait Drop
33 LONG 1038.970000 2025-10-17 13:00 1072.280000 2025-10-18 01:00 1071.150000 1109.080000 -0.31% 6 Post Wait Drop
34 LONG 1086.770000 2025-10-18 17:00 1091.240000 2025-10-19 03:00 1083.300000 1115.980000 -0.93% 5 Post Wait Drop
35 LONG 1104.100000 2025-10-20 05:00 1128.170000 2025-10-20 15:00 1111.090000 1091.720000 -1.71% 5 Post Wait Drop
36 LONG 1068.990000 2025-10-21 09:00 1072.250000 2025-10-21 19:00 1091.040000 1089.640000 1.55% 5 Post Wait Drop
37 LONG 1057.160000 2025-10-22 03:00 1067.530000 2025-10-22 17:00 1080.990000 1067.390000 1.06% 7 Post Wait Drop

Forward Projections

Projection windows 0
Avg long
Avg short
Avg price Δ
≥ 0 windows (L / S / Δ) 0 / 0 / 0

No forward windows were recorded for this run.

Metadata Highlights

Pisteet 0.080013
Luotu 2025-10-23 19:33
Päivitetty 2025-10-23 19:33
Key Value
pattern_id three_drop_then_rise
pattern_name Three Drops Then Rise
pattern_window 4
trade_count 37
win_rate 0.5946
total_return 0.080013
avg_return 0.002163
avg_bars 5.92
first_trade_time 2025-07-29 03:00 (1753747200000)
last_trade_time 2025-10-22 17:00 (1761141600000)
exit_reason_counts {"post_wait_drop":37}
exit_reason_shares {"post_wait_drop":1}
drop_streak_required 3
post_entry_wait_bars 5
exit_rule first_drop_after_wait
commission_per_side 0.001
trade_size 1000

Raakatiedot

Metatiedot (JSON)
{"pattern_id": "three_drop_then_rise", "pattern_name": "Three Drops Then Rise", "pattern_window": 4, "trade_count": 37, "win_rate": 0.5946, "total_return": 0.080013, "avg_return": 0.002163, "avg_bars": 5.92, "first_trade_time": 1753747200000, "last_trade_time": 1761141600000, "exit_reason_counts": {"post_wait_drop": 37}, "exit_reason_shares": {"post_wait_drop": 1.0}, "drop_streak_required": 3, "post_entry_wait_bars": 5, "exit_rule": "first_drop_after_wait", "commission_per_side": 0.001, "trade_size": 1000.0}
Perustelut (JSON)
{"total_return": 0.080013, "trade_count": 37, "win_rate": 0.5946, "pattern_id": "three_drop_then_rise", "pattern_name": "Three Drops Then Rise", "long_return": 0.465808, "short_return": -0.465808, "price_return": 0.465808}
Simulaatio (JSON)
{"start_time": 1753747200000, "end_time": 1761141600000, "window_size": 4, "pattern_id": "three_drop_then_rise", "pattern_name": "Three Drops Then Rise", "trades_executed": 37, "commission": 0.001, "short_term_return": 0.080013, "long_return": 0.465808, "short_return": -0.465808, "base_start_price": 774.31, "base_end_price": 1134.99, "window_candles": [{"time": 1753725600000, "open": 832.67, "high": 835.82, "low": 825.61, "close": 831.74}, {"time": 1753732800000, "open": 831.73, "high": 832.45, "low": 821.05, "close": 825.65}, {"time": 1753740000000, "open": 825.65, "high": 830.28, "low": 820.64, "close": 824.07}, {"time": 1753747200000, "open": 824.07, "high": 835.06, "low": 821.58, "close": 826.4}], "context_before": [{"time": 1753466400000, "open": 775.85, "high": 777.35, "low": 773.88, "close": 774.31}, {"time": 1753473600000, "open": 774.32, "high": 781.13, "low": 773.7, "close": 778.9}, {"time": 1753480800000, "open": 778.91, "high": 786.0, "low": 778.36, "close": 785.45}, {"time": 1753488000000, "open": 785.44, "high": 785.7, "low": 778.28, "close": 778.55}, {"time": 1753495200000, "open": 778.56, "high": 784.52, "low": 778.55, "close": 783.52}, {"time": 1753502400000, "open": 783.53, "high": 784.18, "low": 780.5, "close": 780.71}, {"time": 1753509600000, "open": 780.72, "high": 783.81, "low": 780.54, "close": 782.55}, {"time": 1753516800000, "open": 782.55, "high": 784.4, "low": 781.64, "close": 783.95}, {"time": 1753524000000, "open": 783.95, "high": 785.6, "low": 780.11, "close": 781.7}, {"time": 1753531200000, "open": 781.7, "high": 783.16, "low": 780.54, "close": 781.96}, {"time": 1753538400000, "open": 781.97, "high": 782.2, "low": 779.33, "close": 781.32}, {"time": 1753545600000, "open": 781.31, "high": 781.81, "low": 778.51, "close": 779.52}, {"time": 1753552800000, "open": 779.53, "high": 784.92, "low": 779.06, "close": 784.87}, {"time": 1753560000000, "open": 784.88, "high": 789.42, "low": 783.61, "close": 789.17}, {"time": 1753567200000, "open": 789.17, "high": 798.0, "low": 789.16, "close": 793.29}, {"time": 1753574400000, "open": 793.3, "high": 799.25, "low": 791.04, "close": 795.98}, {"time": 1753581600000, "open": 795.97, "high": 797.8, "low": 793.84, "close": 794.28}, {"time": 1753588800000, "open": 794.29, "high": 798.12, "low": 793.44, "close": 797.11}, {"time": 1753596000000, "open": 797.12, "high": 799.0, "low": 795.0, "close": 796.41}, {"time": 1753603200000, "open": 796.41, "high": 798.0, "low": 792.12, "close": 793.4}, {"time": 1753610400000, "open": 793.4, "high": 799.4, "low": 793.3, "close": 796.7}, {"time": 1753617600000, "open": 796.71, "high": 797.69, "low": 793.4, "close": 794.28}, {"time": 1753624800000, "open": 794.27, "high": 816.6, "low": 794.1, "close": 814.98}, {"time": 1753632000000, "open": 814.98, "high": 827.25, "low": 812.55, "close": 822.79}, {"time": 1753639200000, "open": 822.78, "high": 831.0, "low": 822.54, "close": 830.35}, {"time": 1753646400000, "open": 830.35, "high": 839.9, "low": 820.11, "close": 838.42}, {"time": 1753653600000, "open": 838.42, "high": 847.12, "low": 837.4, "close": 844.0}, {"time": 1753660800000, "open": 844.0, "high": 847.96, "low": 841.06, "close": 845.31}, {"time": 1753668000000, "open": 845.31, "high": 855.01, "low": 839.74, "close": 841.67}, {"time": 1753675200000, "open": 841.67, "high": 850.43, "low": 839.93, "close": 849.22}, {"time": 1753682400000, "open": 849.23, "high": 860.0, "low": 846.66, "close": 855.77}, {"time": 1753689600000, "open": 855.77, "high": 861.1, "low": 852.27, "close": 853.94}, {"time": 1753696800000, "open": 853.9, "high": 853.9, "low": 845.0, "close": 850.59}, {"time": 1753704000000, "open": 850.59, "high": 857.5, "low": 839.14, "close": 842.9}, {"time": 1753711200000, "open": 842.89, "high": 848.12, "low": 830.74, "close": 836.18}, {"time": 1753718400000, "open": 836.18, "high": 841.1, "low": 832.07, "close": 832.67}, {"time": 1753725600000, "open": 832.67, "high": 835.82, "low": 825.61, "close": 831.74}, {"time": 1753732800000, "open": 831.73, "high": 832.45, "low": 821.05, "close": 825.65}, {"time": 1753740000000, "open": 825.65, "high": 830.28, "low": 820.64, "close": 824.07}], "context_after": [{"time": 1761148800000, "open": 1080.99, "high": 1081.69, "low": 1065.45, "close": 1067.39}, {"time": 1761156000000, "open": 1067.38, "high": 1073.68, "low": 1063.42, "close": 1069.95}, {"time": 1761163200000, "open": 1069.96, "high": 1070.96, "low": 1053.25, "close": 1058.86}, {"time": 1761170400000, "open": 1058.85, "high": 1073.72, "low": 1058.25, "close": 1071.82}, {"time": 1761177600000, "open": 1071.83, "high": 1085.49, "low": 1071.83, "close": 1083.83}, {"time": 1761184800000, "open": 1083.83, "high": 1091.56, "low": 1079.56, "close": 1087.01}, {"time": 1761192000000, "open": 1087.02, "high": 1096.96, "low": 1083.17, "close": 1096.91}, {"time": 1761199200000, "open": 1096.91, "high": 1112.12, "low": 1095.6, "close": 1109.98}, {"time": 1761206400000, "open": 1109.97, "high": 1123.32, "low": 1098.64, "close": 1099.33}, {"time": 1761213600000, "open": 1099.33, "high": 1104.71, "low": 1092.93, "close": 1094.55}, {"time": 1761220800000, "open": 1094.55, "high": 1096.79, "low": 1087.86, "close": 1091.06}, {"time": 1761228000000, "open": 1091.07, "high": 1161.9, "low": 1076.54, "close": 1129.95}, {"time": 1761235200000, "open": 1129.95, "high": 1140.5, "low": 1124.4, "close": 1134.99}], "trade_size": 1000.0, "comparison": [], "entry_context": {"time": 1753747200000, "price": 826.4, "trigger": "three_drop_then_rise", "orientation": "long", "summary": "Entry opened after 3 consecutive drops followed by the first bullish candle.", "notes": ["Entry price: 826.4", "Commission per side: 0.001", "Total trades: 37", "Win rate so far: 59.46%", "Mandatory post-entry hold: 5 bars", "Exit trigger: first drop after the mandatory hold period"]}, "exit_context": {"time": 1761141600000, "price": 1080.99, "trigger": "post_wait_drop", "summary": "Closed 37 trades; final exit reason: post_wait_drop. Aggregate return: 8.00%.", "notes": ["Last trade direction: long", "Bars held: 7", "Trade P&L: 1.06%", "Average trade return: 0.22%", "Average holding: 5.92 bars", "Exit mix: Post Wait Drop 37/37 (100.0%)", "Waited at least 5 bars before looking for a drop to exit."], "projections": {"trade_count": 37, "wins": 22, "losses": 15}}, "trades": [{"direction": "long", "entry_index": 39, "exit_index": 44, "entry_time": 1753747200000, "exit_time": 1753783200000, "entry_price": 826.4, "exit_price": 826.3, "gross_return": -0.000121, "net_return": -0.002121, "bars_held": 5, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1753725600000, "open": 832.67, "high": 835.82, "low": 825.61, "close": 831.74}, {"time": 1753732800000, "open": 831.73, "high": 832.45, "low": 821.05, "close": 825.65}, {"time": 1753740000000, "open": 825.65, "high": 830.28, "low": 820.64, "close": 824.07}, {"time": 1753747200000, "open": 824.07, "high": 835.06, "low": 821.58, "close": 826.4}], "exit_window": [{"time": 1753761600000, "open": 829.08, "high": 834.14, "low": 825.57, "close": 832.68}, {"time": 1753768800000, "open": 832.68, "high": 833.62, "low": 825.07, "close": 825.3}, {"time": 1753776000000, "open": 825.29, "high": 832.82, "low": 824.29, "close": 832.79}, {"time": 1753783200000, "open": 832.8, "high": 833.81, "low": 821.0, "close": 826.3}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 58, "exit_index": 68, "entry_time": 1753884000000, "exit_time": 1753956000000, "entry_price": 790.8, "exit_price": 800.59, "gross_return": 0.01238, "net_return": 0.01038, "bars_held": 10, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1753862400000, "open": 800.45, "high": 807.34, "low": 796.4, "close": 799.31}, {"time": 1753869600000, "open": 799.31, "high": 801.09, "low": 786.23, "close": 788.52}, {"time": 1753876800000, "open": 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