{
  "slug": "ema-cross-21-50/sol/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": 115,
    "winRate": 31.3043,
    "winRateCI": {
      "lower": 0.23549299999999998,
      "upper": 0.40268099999999996,
      "halfWidthPct": 8.3594
    },
    "profitFactor": 2.720789,
    "sharpeRatio": 0.808257,
    "maxDrawdownPct": -9.4461,
    "pctReturn": 12.745507370509241,
    "edgeSignificance": "significant",
    "sharpeConfidenceInterval": {
      "lower": 0.359388,
      "upper": 1.257125,
      "halfWidth": 0.448868
    },
    "outcome": "survived",
    "perSide": {
      "long": {
        "tradeCount": 115,
        "winRate": 31.3043,
        "winRateCI": {
          "lower": 0.23549299999999998,
          "upper": 0.40268099999999996,
          "halfWidthPct": 8.3594
        },
        "profitFactor": 2.720789,
        "sharpeRatio": 0.808257,
        "pctReturn": 12.745507370509241,
        "edgeSignificance": "significant",
        "sharpeConfidenceInterval": {
          "lower": 0.359388,
          "upper": 1.257125,
          "halfWidth": 0.448868
        },
        "maxDrawdownPct": -9.4461,
        "drawdownDurationCandles": 4228,
        "winCount": 36,
        "lossCount": 79,
        "expectancyUsd": 136.23,
        "avgWinUsd": 688.07,
        "avgLossUsd": 115.24,
        "avgDurationMs": 778601739,
        "maxWinStreak": 4,
        "maxLossStreak": 11
      },
      "short": {
        "tradeCount": 115,
        "winRate": 33.0435,
        "winRateCI": {
          "lower": 0.25117,
          "upper": 0.42066200000000004,
          "halfWidthPct": 8.4746
        },
        "profitFactor": 1.041985,
        "sharpeRatio": 0.060952,
        "pctReturn": 0.34915426645992786,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -0.734979,
          "upper": 0.856883,
          "halfWidth": 0.795931
        },
        "maxDrawdownPct": -13.9154,
        "drawdownDurationCandles": 7885,
        "winCount": 38,
        "lossCount": 77,
        "expectancyUsd": 1.72,
        "avgWinUsd": 129.13,
        "avgLossUsd": 61.16,
        "avgDurationMs": 800139130,
        "maxWinStreak": 7,
        "maxLossStreak": 12
      }
    },
    "perVariant": {
      "1x_long": {
        "tradeCount": 115,
        "winRate": 31.3043,
        "winRateCI": {
          "lower": 0.23549299999999998,
          "upper": 0.40268099999999996,
          "halfWidthPct": 8.3594
        },
        "profitFactor": 3.015285,
        "sharpeRatio": 0.803575,
        "pctReturn": 7.609714990075397,
        "edgeSignificance": "significant",
        "sharpeConfidenceInterval": {
          "lower": 0.375175,
          "upper": 1.231976,
          "halfWidth": 0.428401
        },
        "maxDrawdownPct": -9.8687,
        "drawdownDurationCandles": 4753,
        "winCount": 36,
        "lossCount": 79,
        "expectancyUsd": 56.65,
        "avgWinUsd": 270.74,
        "avgLossUsd": 40.92,
        "avgDurationMs": 778601739,
        "maxWinStreak": 4,
        "maxLossStreak": 11,
        "outcome": "survived"
      },
      "2x_long": {
        "tradeCount": 115,
        "winRate": 31.3043,
        "winRateCI": {
          "lower": 0.23549299999999998,
          "upper": 0.40268099999999996,
          "halfWidthPct": 8.3594
        },
        "profitFactor": 2.720789,
        "sharpeRatio": 0.808257,
        "pctReturn": 12.745507370509241,
        "edgeSignificance": "significant",
        "sharpeConfidenceInterval": {
          "lower": 0.359388,
          "upper": 1.257125,
          "halfWidth": 0.448868
        },
        "maxDrawdownPct": -9.4461,
        "drawdownDurationCandles": 4228,
        "winCount": 36,
        "lossCount": 79,
        "expectancyUsd": 136.23,
        "avgWinUsd": 688.07,
        "avgLossUsd": 115.24,
        "avgDurationMs": 778601739,
        "maxWinStreak": 4,
        "maxLossStreak": 11,
        "outcome": "survived"
      },
      "10x_long": {
        "tradeCount": 115,
        "winRate": 30.4348,
        "winRateCI": {
          "lower": 0.227703,
          "upper": 0.393642,
          "halfWidthPct": 8.2969
        },
        "profitFactor": 1.747468,
        "sharpeRatio": 0.647836,
        "pctReturn": 26.013118340519974,
        "edgeSignificance": "significant",
        "sharpeConfidenceInterval": {
          "lower": 0.033846,
          "upper": 1.261827,
          "halfWidth": 0.613991
        },
        "maxDrawdownPct": -37.7042,
        "drawdownDurationCandles": 4422,
        "winCount": 35,
        "lossCount": 80,
        "expectancyUsd": 1516.98,
        "avgWinUsd": 11652.72,
        "avgLossUsd": 2917.4,
        "avgDurationMs": 741412174,
        "maxWinStreak": 4,
        "maxLossStreak": 11,
        "outcome": "survived"
      },
      "50x_long": {
        "tradeCount": 116,
        "winRate": 16.3793,
        "winRateCI": {
          "lower": 0.107439,
          "upper": 0.241702,
          "halfWidthPct": 6.7132
        },
        "profitFactor": 1.540917,
        "sharpeRatio": 0.446595,
        "pctReturn": 43.25243461573113,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -0.206892,
          "upper": 1.100083,
          "halfWidth": 0.653488
        },
        "maxDrawdownPct": -82.6951,
        "drawdownDurationCandles": 5678,
        "winCount": 19,
        "lossCount": 97,
        "expectancyUsd": 8639.89,
        "avgWinUsd": 150266.27,
        "avgLossUsd": 19101.36,
        "avgDurationMs": 383089655,
        "maxWinStreak": 3,
        "maxLossStreak": 33,
        "outcome": "survived"
      },
      "100x_long": {
        "tradeCount": 116,
        "winRate": 7.7586,
        "winRateCI": {
          "lower": 0.041353,
          "upper": 0.140901,
          "halfWidthPct": 4.9774
        },
        "profitFactor": 0.81726,
        "sharpeRatio": -0.218058,
        "pctReturn": -17.989521777551207,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -1.206035,
          "upper": 0.769918,
          "halfWidth": 0.987977
        },
        "maxDrawdownPct": -95.7508,
        "drawdownDurationCandles": 10096,
        "winCount": 9,
        "lossCount": 107,
        "expectancyUsd": -40.4,
        "avgWinUsd": 2328.72,
        "avgLossUsd": 239.67,
        "avgDurationMs": 165351724,
        "maxWinStreak": 2,
        "maxLossStreak": 58,
        "outcome": "survived"
      },
      "1x_short": {
        "tradeCount": 115,
        "winRate": 33.0435,
        "winRateCI": {
          "lower": 0.25117,
          "upper": 0.42066200000000004,
          "halfWidthPct": 8.4746
        },
        "profitFactor": 1.051291,
        "sharpeRatio": 0.073991,
        "pctReturn": 0.21276688845928665,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -0.723082,
          "upper": 0.871064,
          "halfWidth": 0.797073
        },
        "maxDrawdownPct": -8.5241,
        "drawdownDurationCandles": 7922,
        "winCount": 38,
        "lossCount": 77,
        "expectancyUsd": 1.06,
        "avgWinUsd": 65.57,
        "avgLossUsd": 30.78,
        "avgDurationMs": 800139130,
        "maxWinStreak": 7,
        "maxLossStreak": 12,
        "outcome": "survived"
      },
      "2x_short": {
        "tradeCount": 115,
        "winRate": 33.0435,
        "winRateCI": {
          "lower": 0.25117,
          "upper": 0.42066200000000004,
          "halfWidthPct": 8.4746
        },
        "profitFactor": 1.041985,
        "sharpeRatio": 0.060952,
        "pctReturn": 0.34915426645992786,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -0.734979,
          "upper": 0.856883,
          "halfWidth": 0.795931
        },
        "maxDrawdownPct": -13.9154,
        "drawdownDurationCandles": 7885,
        "winCount": 38,
        "lossCount": 77,
        "expectancyUsd": 1.72,
        "avgWinUsd": 129.13,
        "avgLossUsd": 61.16,
        "avgDurationMs": 800139130,
        "maxWinStreak": 7,
        "maxLossStreak": 12,
        "outcome": "survived"
      },
      "10x_short": {
        "tradeCount": 115,
        "winRate": 31.3043,
        "winRateCI": {
          "lower": 0.23549299999999998,
          "upper": 0.40268099999999996,
          "halfWidthPct": 8.3594
        },
        "profitFactor": 0.887918,
        "sharpeRatio": -0.172158,
        "pctReturn": -4.670189396188327,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -1.036693,
          "upper": 0.692377,
          "halfWidth": 0.864535
        },
        "maxDrawdownPct": -52.0391,
        "drawdownDurationCandles": 12271,
        "winCount": 36,
        "lossCount": 79,
        "expectancyUsd": -18.13,
        "avgWinUsd": 458.71,
        "avgLossUsd": 235.42,
        "avgDurationMs": 770963478,
        "maxWinStreak": 7,
        "maxLossStreak": 14,
        "outcome": "survived"
      },
      "50x_short": {
        "tradeCount": 115,
        "winRate": 12.1739,
        "winRateCI": {
          "lower": 0.073919,
          "upper": 0.194014,
          "halfWidthPct": 6.0047
        },
        "profitFactor": 0.951472,
        "sharpeRatio": -0.041455,
        "pctReturn": -4.586488823668143,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -0.834042,
          "upper": 0.751133,
          "halfWidth": 0.792587
        },
        "maxDrawdownPct": -93.5751,
        "drawdownDurationCandles": 8792,
        "winCount": 14,
        "lossCount": 101,
        "expectancyUsd": -28,
        "avgWinUsd": 4510.13,
        "avgLossUsd": 657.05,
        "avgDurationMs": 331575652,
        "maxWinStreak": 2,
        "maxLossStreak": 38,
        "outcome": "survived"
      },
      "100x_short": {
        "tradeCount": 115,
        "winRate": 4.3478,
        "winRateCI": {
          "lower": 0.018712,
          "upper": 0.097759,
          "halfWidthPct": 3.9524
        },
        "profitFactor": 0.449533,
        "sharpeRatio": -0.532876,
        "pctReturn": -57.66240140607435,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -1.770881,
          "upper": 0.705129,
          "halfWidth": 1.238005
        },
        "maxDrawdownPct": -97.8148,
        "drawdownDurationCandles": 12622,
        "winCount": 5,
        "lossCount": 110,
        "expectancyUsd": -83.36,
        "avgWinUsd": 1565.72,
        "avgLossUsd": 158.32,
        "avgDurationMs": 145627826,
        "maxWinStreak": 1,
        "maxLossStreak": 47,
        "outcome": "heavy_loss"
      }
    }
  },
  "asOf": "2026-07-05",
  "inSample": true
}
