{
  "slug": "ema-cross-21-50/btc/4h",
  "config": {
    "leverageRungs": [
      1,
      2,
      10,
      50,
      100
    ],
    "takeProfitPct": null,
    "stopLossPct": null,
    "longConditions": [
      {
        "role": "entry",
        "operandA": {
          "kind": "indicator",
          "indicatorType": "EMA",
          "params": {
            "period": 21
          }
        },
        "operator": "crosses_above",
        "operandB": {
          "kind": "indicator",
          "indicatorType": "EMA",
          "params": {
            "period": 50
          }
        }
      },
      {
        "role": "exit",
        "operandA": {
          "kind": "indicator",
          "indicatorType": "EMA",
          "params": {
            "period": 21
          }
        },
        "operator": "crosses_below",
        "operandB": {
          "kind": "indicator",
          "indicatorType": "EMA",
          "params": {
            "period": 50
          }
        }
      }
    ],
    "shortConditions": [
      {
        "role": "entry",
        "operandA": {
          "kind": "indicator",
          "indicatorType": "EMA",
          "params": {
            "period": 21
          }
        },
        "operator": "crosses_below",
        "operandB": {
          "kind": "indicator",
          "indicatorType": "EMA",
          "params": {
            "period": 50
          }
        }
      },
      {
        "role": "exit",
        "operandA": {
          "kind": "indicator",
          "indicatorType": "EMA",
          "params": {
            "period": 21
          }
        },
        "operator": "crosses_above",
        "operandB": {
          "kind": "indicator",
          "indicatorType": "EMA",
          "params": {
            "period": 50
          }
        }
      }
    ]
  },
  "metrics": {
    "tradeCount": 116,
    "winRate": 28.4483,
    "winRateCI": {
      "lower": 0.210319,
      "upper": 0.372464,
      "halfWidthPct": 8.1072
    },
    "profitFactor": 1.834598,
    "sharpeRatio": 0.684452,
    "maxDrawdownPct": -6.206,
    "pctReturn": 4.130489025372722,
    "edgeSignificance": "significant",
    "sharpeConfidenceInterval": {
      "lower": 0.089287,
      "upper": 1.279616,
      "halfWidth": 0.595164
    },
    "outcome": "survived",
    "perSide": {
      "long": {
        "tradeCount": 116,
        "winRate": 28.4483,
        "winRateCI": {
          "lower": 0.210319,
          "upper": 0.372464,
          "halfWidthPct": 8.1072
        },
        "profitFactor": 1.834598,
        "sharpeRatio": 0.684452,
        "pctReturn": 4.130489025372722,
        "edgeSignificance": "significant",
        "sharpeConfidenceInterval": {
          "lower": 0.089287,
          "upper": 1.279616,
          "halfWidth": 0.595164
        },
        "maxDrawdownPct": -6.206,
        "drawdownDurationCandles": 4533,
        "winCount": 33,
        "lossCount": 83,
        "expectancyUsd": 24.7,
        "avgWinUsd": 190.87,
        "avgLossUsd": 41.37,
        "avgDurationMs": 832096552,
        "maxWinStreak": 3,
        "maxLossStreak": 9
      },
      "short": {
        "tradeCount": 116,
        "winRate": 31.0345,
        "winRateCI": {
          "lower": 0.233371,
          "upper": 0.399478,
          "halfWidthPct": 8.3053
        },
        "profitFactor": 0.853977,
        "sharpeRatio": -0.234063,
        "pctReturn": -0.7710605858868091,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -1.044064,
          "upper": 0.575937,
          "halfWidth": 0.810001
        },
        "maxDrawdownPct": -8.1364,
        "drawdownDurationCandles": 12659,
        "winCount": 36,
        "lossCount": 80,
        "expectancyUsd": -3.68,
        "avgWinUsd": 69.33,
        "avgLossUsd": 36.53,
        "avgDurationMs": 745075862,
        "maxWinStreak": 3,
        "maxLossStreak": 7
      }
    },
    "perVariant": {
      "1x_long": {
        "tradeCount": 116,
        "winRate": 28.4483,
        "winRateCI": {
          "lower": 0.210319,
          "upper": 0.372464,
          "halfWidthPct": 8.1072
        },
        "profitFactor": 1.873719,
        "sharpeRatio": 0.695093,
        "pctReturn": 2.1654548130356046,
        "edgeSignificance": "significant",
        "sharpeConfidenceInterval": {
          "lower": 0.104845,
          "upper": 1.28534,
          "halfWidth": 0.590248
        },
        "maxDrawdownPct": -3.9589,
        "drawdownDurationCandles": 4638,
        "winCount": 33,
        "lossCount": 83,
        "expectancyUsd": 11.86,
        "avgWinUsd": 89.4,
        "avgLossUsd": 18.97,
        "avgDurationMs": 832096552,
        "maxWinStreak": 3,
        "maxLossStreak": 9,
        "outcome": "survived"
      },
      "2x_long": {
        "tradeCount": 116,
        "winRate": 28.4483,
        "winRateCI": {
          "lower": 0.210319,
          "upper": 0.372464,
          "halfWidthPct": 8.1072
        },
        "profitFactor": 1.834598,
        "sharpeRatio": 0.684452,
        "pctReturn": 4.130489025372722,
        "edgeSignificance": "significant",
        "sharpeConfidenceInterval": {
          "lower": 0.089287,
          "upper": 1.279616,
          "halfWidth": 0.595164
        },
        "maxDrawdownPct": -6.206,
        "drawdownDurationCandles": 4533,
        "winCount": 33,
        "lossCount": 83,
        "expectancyUsd": 24.7,
        "avgWinUsd": 190.87,
        "avgLossUsd": 41.37,
        "avgDurationMs": 832096552,
        "maxWinStreak": 3,
        "maxLossStreak": 9,
        "outcome": "survived"
      },
      "10x_long": {
        "tradeCount": 116,
        "winRate": 28.4483,
        "winRateCI": {
          "lower": 0.210319,
          "upper": 0.372464,
          "halfWidthPct": 8.1072
        },
        "profitFactor": 1.486974,
        "sharpeRatio": 0.499217,
        "pctReturn": 13.06369066226812,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -0.147052,
          "upper": 1.145486,
          "halfWidth": 0.646269
        },
        "maxDrawdownPct": -29.6855,
        "drawdownDurationCandles": 5909,
        "winCount": 33,
        "lossCount": 83,
        "expectancyUsd": 134.12,
        "avgWinUsd": 1439.59,
        "avgLossUsd": 384.92,
        "avgDurationMs": 823531034,
        "maxWinStreak": 3,
        "maxLossStreak": 9,
        "outcome": "survived"
      },
      "50x_long": {
        "tradeCount": 116,
        "winRate": 23.2759,
        "winRateCI": {
          "lower": 0.165181,
          "upper": 0.317469,
          "halfWidthPct": 7.6144
        },
        "profitFactor": 1.470359,
        "sharpeRatio": 0.412842,
        "pctReturn": 35.12324387306304,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -0.121962,
          "upper": 0.947646,
          "halfWidth": 0.534804
        },
        "maxDrawdownPct": -59.122,
        "drawdownDurationCandles": 3143,
        "winCount": 27,
        "lossCount": 89,
        "expectancyUsd": 4285.44,
        "avgWinUsd": 57555.05,
        "avgLossUsd": 11875,
        "avgDurationMs": 649613793,
        "maxWinStreak": 2,
        "maxLossStreak": 12,
        "outcome": "survived"
      },
      "100x_long": {
        "tradeCount": 116,
        "winRate": 12.069,
        "winRateCI": {
          "lower": 0.073269,
          "upper": 0.192428,
          "halfWidthPct": 5.9579
        },
        "profitFactor": 1.071595,
        "sharpeRatio": 0.069437,
        "pctReturn": 6.795818123055429,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -0.654746,
          "upper": 0.793621,
          "halfWidth": 0.724183
        },
        "maxDrawdownPct": -83.9328,
        "drawdownDurationCandles": 8193,
        "winCount": 14,
        "lossCount": 102,
        "expectancyUsd": 78.67,
        "avgWinUsd": 9756.36,
        "avgLossUsd": 1249.64,
        "avgDurationMs": 335172414,
        "maxWinStreak": 2,
        "maxLossStreak": 30,
        "outcome": "survived"
      },
      "1x_short": {
        "tradeCount": 116,
        "winRate": 31.0345,
        "winRateCI": {
          "lower": 0.233371,
          "upper": 0.399478,
          "halfWidthPct": 8.3053
        },
        "profitFactor": 0.860405,
        "sharpeRatio": -0.222745,
        "pctReturn": -0.36723934316096113,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -1.030894,
          "upper": 0.585404,
          "halfWidth": 0.808149
        },
        "maxDrawdownPct": -4.154,
        "drawdownDurationCandles": 12659,
        "winCount": 36,
        "lossCount": 80,
        "expectancyUsd": -1.79,
        "avgWinUsd": 35.64,
        "avgLossUsd": 18.64,
        "avgDurationMs": 745075862,
        "maxWinStreak": 3,
        "maxLossStreak": 7,
        "outcome": "survived"
      },
      "2x_short": {
        "tradeCount": 116,
        "winRate": 31.0345,
        "winRateCI": {
          "lower": 0.233371,
          "upper": 0.399478,
          "halfWidthPct": 8.3053
        },
        "profitFactor": 0.853977,
        "sharpeRatio": -0.234063,
        "pctReturn": -0.7710605858868091,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -1.044064,
          "upper": 0.575937,
          "halfWidth": 0.810001
        },
        "maxDrawdownPct": -8.1364,
        "drawdownDurationCandles": 12659,
        "winCount": 36,
        "lossCount": 80,
        "expectancyUsd": -3.68,
        "avgWinUsd": 69.33,
        "avgLossUsd": 36.53,
        "avgDurationMs": 745075862,
        "maxWinStreak": 3,
        "maxLossStreak": 7,
        "outcome": "survived"
      },
      "10x_short": {
        "tradeCount": 116,
        "winRate": 31.0345,
        "winRateCI": {
          "lower": 0.233371,
          "upper": 0.399478,
          "halfWidthPct": 8.3053
        },
        "profitFactor": 0.778295,
        "sharpeRatio": -0.372469,
        "pctReturn": -6.238291797585786,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -1.214315,
          "upper": 0.469377,
          "halfWidth": 0.841846
        },
        "maxDrawdownPct": -39.9214,
        "drawdownDurationCandles": 12659,
        "winCount": 36,
        "lossCount": 80,
        "expectancyUsd": -23.64,
        "avgWinUsd": 267.35,
        "avgLossUsd": 154.58,
        "avgDurationMs": 744827586,
        "maxWinStreak": 3,
        "maxLossStreak": 7,
        "outcome": "survived"
      },
      "50x_short": {
        "tradeCount": 116,
        "winRate": 15.5172,
        "winRateCI": {
          "lower": 0.100465,
          "upper": 0.231987,
          "halfWidthPct": 6.5761
        },
        "profitFactor": 0.58978,
        "sharpeRatio": -0.616611,
        "pctReturn": -35.95822782688917,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -1.6604,
          "upper": 0.427177,
          "halfWidth": 1.043789
        },
        "maxDrawdownPct": -89.5016,
        "drawdownDurationCandles": 12659,
        "winCount": 18,
        "lossCount": 98,
        "expectancyUsd": -70.29,
        "avgWinUsd": 651.29,
        "avgLossUsd": 202.83,
        "avgDurationMs": 407420690,
        "maxWinStreak": 2,
        "maxLossStreak": 14,
        "outcome": "heavy_loss"
      },
      "100x_short": {
        "tradeCount": 116,
        "winRate": 11.2069,
        "winRateCI": {
          "lower": 0.066673,
          "upper": 0.182336,
          "halfWidthPct": 5.7831
        },
        "profitFactor": 0.790309,
        "sharpeRatio": -0.218485,
        "pctReturn": -20.133934883481793,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -1.083314,
          "upper": 0.646345,
          "halfWidth": 0.864829
        },
        "maxDrawdownPct": -89.4535,
        "drawdownDurationCandles": 8721,
        "winCount": 13,
        "lossCount": 103,
        "expectancyUsd": -51.31,
        "avgWinUsd": 1725.68,
        "avgLossUsd": 275.59,
        "avgDurationMs": 282289655,
        "maxWinStreak": 2,
        "maxLossStreak": 22,
        "outcome": "heavy_loss"
      }
    }
  },
  "asOf": "2026-07-05",
  "inSample": true
}