{
  "slug": "ema-cross-9-21/eth/15m",
  "config": {
    "leverageRungs": [
      1,
      2,
      10,
      50,
      100
    ],
    "takeProfitPct": null,
    "stopLossPct": null,
    "longConditions": [
      {
        "role": "entry",
        "operandA": {
          "kind": "indicator",
          "indicatorType": "EMA",
          "params": {
            "period": 9
          }
        },
        "operator": "crosses_above",
        "operandB": {
          "kind": "indicator",
          "indicatorType": "EMA",
          "params": {
            "period": 21
          }
        }
      },
      {
        "role": "exit",
        "operandA": {
          "kind": "indicator",
          "indicatorType": "EMA",
          "params": {
            "period": 9
          }
        },
        "operator": "crosses_below",
        "operandB": {
          "kind": "indicator",
          "indicatorType": "EMA",
          "params": {
            "period": 21
          }
        }
      }
    ],
    "shortConditions": [
      {
        "role": "entry",
        "operandA": {
          "kind": "indicator",
          "indicatorType": "EMA",
          "params": {
            "period": 9
          }
        },
        "operator": "crosses_below",
        "operandB": {
          "kind": "indicator",
          "indicatorType": "EMA",
          "params": {
            "period": 21
          }
        }
      },
      {
        "role": "exit",
        "operandA": {
          "kind": "indicator",
          "indicatorType": "EMA",
          "params": {
            "period": 9
          }
        },
        "operator": "crosses_above",
        "operandB": {
          "kind": "indicator",
          "indicatorType": "EMA",
          "params": {
            "period": 21
          }
        }
      }
    ]
  },
  "metrics": {
    "tradeCount": 4763,
    "winRate": 26.139,
    "winRateCI": {
      "lower": 0.249107,
      "upper": 0.274057,
      "halfWidthPct": 1.2475
    },
    "profitFactor": 1.001012,
    "sharpeRatio": 0.00808,
    "maxDrawdownPct": -13.2851,
    "pctReturn": 0.001087591075126769,
    "edgeSignificance": "not-significant",
    "sharpeConfidenceInterval": {
      "lower": -0.715782,
      "upper": 0.731942,
      "halfWidth": 0.723862
    },
    "outcome": "survived",
    "perSide": {
      "long": {
        "tradeCount": 4763,
        "winRate": 26.139,
        "winRateCI": {
          "lower": 0.249107,
          "upper": 0.274057,
          "halfWidthPct": 1.2475
        },
        "profitFactor": 1.001012,
        "sharpeRatio": 0.00808,
        "pctReturn": 0.001087591075126769,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -0.715782,
          "upper": 0.731942,
          "halfWidth": 0.723862
        },
        "maxDrawdownPct": -13.2851,
        "drawdownDurationCandles": 181238,
        "winCount": 1245,
        "lossCount": 3518,
        "expectancyUsd": 0.01,
        "avgWinUsd": 21.26,
        "avgLossUsd": 7.51,
        "avgDurationMs": 19906949,
        "maxWinStreak": 8,
        "maxLossStreak": 25
      },
      "short": {
        "tradeCount": 4764,
        "winRate": 25.021,
        "winRateCI": {
          "lower": 0.238115,
          "upper": 0.262707,
          "halfWidthPct": 1.2296
        },
        "profitFactor": 0.870693,
        "sharpeRatio": -1.125402,
        "pctReturn": -0.14550081192600856,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -1.975929,
          "upper": -0.274875,
          "halfWidth": 0.850527
        },
        "maxDrawdownPct": -29.8527,
        "drawdownDurationCandles": 201739,
        "winCount": 1192,
        "lossCount": 3572,
        "expectancyUsd": -0.57,
        "avgWinUsd": 15.42,
        "avgLossUsd": 5.91,
        "avgDurationMs": 18523866,
        "maxWinStreak": 4,
        "maxLossStreak": 36
      }
    },
    "perVariant": {
      "1x_long": {
        "tradeCount": 4763,
        "winRate": 26.139,
        "winRateCI": {
          "lower": 0.249107,
          "upper": 0.274057,
          "halfWidthPct": 1.2475
        },
        "profitFactor": 1.002702,
        "sharpeRatio": 0.02158,
        "pctReturn": 0.0014468682048536519,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -0.702885,
          "upper": 0.746045,
          "halfWidth": 0.724465
        },
        "maxDrawdownPct": -6.9944,
        "drawdownDurationCandles": 181238,
        "winCount": 1245,
        "lossCount": 3518,
        "expectancyUsd": 0.01,
        "avgWinUsd": 10.45,
        "avgLossUsd": 3.69,
        "avgDurationMs": 19906949,
        "maxWinStreak": 8,
        "maxLossStreak": 25,
        "outcome": "survived"
      },
      "2x_long": {
        "tradeCount": 4763,
        "winRate": 26.139,
        "winRateCI": {
          "lower": 0.249107,
          "upper": 0.274057,
          "halfWidthPct": 1.2475
        },
        "profitFactor": 1.001012,
        "sharpeRatio": 0.00808,
        "pctReturn": 0.001087591075126769,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -0.715782,
          "upper": 0.731942,
          "halfWidth": 0.723862
        },
        "maxDrawdownPct": -13.2851,
        "drawdownDurationCandles": 181238,
        "winCount": 1245,
        "lossCount": 3518,
        "expectancyUsd": 0.01,
        "avgWinUsd": 21.26,
        "avgLossUsd": 7.51,
        "avgDurationMs": 19906949,
        "maxWinStreak": 8,
        "maxLossStreak": 25,
        "outcome": "survived"
      },
      "10x_long": {
        "tradeCount": 4763,
        "winRate": 26.139,
        "winRateCI": {
          "lower": 0.249107,
          "upper": 0.274057,
          "halfWidthPct": 1.2475
        },
        "profitFactor": 0.989568,
        "sharpeRatio": -0.081587,
        "pctReturn": -0.05849238248428244,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -0.79435,
          "upper": 0.631175,
          "halfWidth": 0.712763
        },
        "maxDrawdownPct": -54.5901,
        "drawdownDurationCandles": 181211,
        "winCount": 1245,
        "lossCount": 3518,
        "expectancyUsd": -0.31,
        "avgWinUsd": 114.09,
        "avgLossUsd": 40.8,
        "avgDurationMs": 19906949,
        "maxWinStreak": 8,
        "maxLossStreak": 25,
        "outcome": "survived"
      },
      "50x_long": {
        "tradeCount": 2569,
        "winRate": 24.9513,
        "winRateCI": {
          "lower": 0.23316199999999998,
          "upper": 0.266613,
          "halfWidthPct": 1.6725
        },
        "profitFactor": 0.977949,
        "sharpeRatio": -0.100933,
        "pctReturn": -0.8058139914573301,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -0.765519,
          "upper": 0.563652,
          "halfWidth": 0.664586
        },
        "maxDrawdownPct": -99.523,
        "drawdownDurationCandles": 181211,
        "winCount": 641,
        "lossCount": 1928,
        "expectancyUsd": -3.82,
        "avgWinUsd": 678.18,
        "avgLossUsd": 230.56,
        "avgDurationMs": 19041884,
        "maxWinStreak": 8,
        "maxLossStreak": 25,
        "outcome": "heavy_loss"
      },
      "100x_long": {
        "tradeCount": 1386,
        "winRate": 24.7475,
        "winRateCI": {
          "lower": 0.225474,
          "upper": 0.270872,
          "halfWidthPct": 2.2699
        },
        "profitFactor": 0.987114,
        "sharpeRatio": -0.044665,
        "pctReturn": -0.8328408468194348,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -0.873926,
          "upper": 0.784596,
          "halfWidth": 0.829261
        },
        "maxDrawdownPct": -99.8561,
        "drawdownDurationCandles": 180608,
        "winCount": 343,
        "lossCount": 1043,
        "expectancyUsd": -7.08,
        "avgWinUsd": 2190.78,
        "avgLossUsd": 729.86,
        "avgDurationMs": 17647403,
        "maxWinStreak": 6,
        "maxLossStreak": 20,
        "outcome": "heavy_loss"
      },
      "1x_short": {
        "tradeCount": 4764,
        "winRate": 25.021,
        "winRateCI": {
          "lower": 0.238115,
          "upper": 0.262707,
          "halfWidthPct": 1.2296
        },
        "profitFactor": 0.876319,
        "sharpeRatio": -1.07943,
        "pctReturn": -0.06890692134733405,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -1.925149,
          "upper": -0.233711,
          "halfWidth": 0.845719
        },
        "maxDrawdownPct": -16.216,
        "drawdownDurationCandles": 201739,
        "winCount": 1192,
        "lossCount": 3572,
        "expectancyUsd": -0.31,
        "avgWinUsd": 8.66,
        "avgLossUsd": 3.3,
        "avgDurationMs": 18523866,
        "maxWinStreak": 4,
        "maxLossStreak": 36,
        "outcome": "survived"
      },
      "2x_short": {
        "tradeCount": 4764,
        "winRate": 25.021,
        "winRateCI": {
          "lower": 0.238115,
          "upper": 0.262707,
          "halfWidthPct": 1.2296
        },
        "profitFactor": 0.870693,
        "sharpeRatio": -1.125402,
        "pctReturn": -0.14550081192600856,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -1.975929,
          "upper": -0.274875,
          "halfWidth": 0.850527
        },
        "maxDrawdownPct": -29.8527,
        "drawdownDurationCandles": 201739,
        "winCount": 1192,
        "lossCount": 3572,
        "expectancyUsd": -0.57,
        "avgWinUsd": 15.42,
        "avgLossUsd": 5.91,
        "avgDurationMs": 18523866,
        "maxWinStreak": 4,
        "maxLossStreak": 36,
        "outcome": "survived"
      },
      "10x_short": {
        "tradeCount": 4764,
        "winRate": 25.021,
        "winRateCI": {
          "lower": 0.238115,
          "upper": 0.262707,
          "halfWidthPct": 1.2296
        },
        "profitFactor": 0.817498,
        "sharpeRatio": -1.431487,
        "pctReturn": -1.1239212833295849,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -2.340271,
          "upper": -0.522703,
          "halfWidth": 0.908784
        },
        "maxDrawdownPct": -84.7527,
        "drawdownDurationCandles": 201692,
        "winCount": 1192,
        "lossCount": 3572,
        "expectancyUsd": -1.73,
        "avgWinUsd": 31.03,
        "avgLossUsd": 12.67,
        "avgDurationMs": 18523866,
        "maxWinStreak": 4,
        "maxLossStreak": 36,
        "outcome": "heavy_loss"
      },
      "50x_short": {
        "tradeCount": 519,
        "winRate": 22.736,
        "winRateCI": {
          "lower": 0.193381,
          "upper": 0.265346,
          "halfWidthPct": 3.5982
        },
        "profitFactor": 0.670411,
        "sharpeRatio": -1.000363,
        "pctReturn": -9.861469597242403,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -2.051506,
          "upper": 0.050779,
          "halfWidth": 1.051142
        },
        "maxDrawdownPct": -98.3757,
        "drawdownDurationCandles": 201692,
        "winCount": 118,
        "lossCount": 401,
        "expectancyUsd": -18.9,
        "avgWinUsd": 169.07,
        "avgLossUsd": 74.21,
        "avgDurationMs": 15998844,
        "maxWinStreak": 4,
        "maxLossStreak": 29,
        "outcome": "heavy_loss"
      },
      "100x_short": {
        "tradeCount": 281,
        "winRate": 20.6406,
        "winRateCI": {
          "lower": 0.163197,
          "upper": 0.257534,
          "halfWidthPct": 4.7168
        },
        "profitFactor": 0.737392,
        "sharpeRatio": -0.627017,
        "pctReturn": -12.793578014580115,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -1.626916,
          "upper": 0.372881,
          "halfWidth": 0.999898
        },
        "maxDrawdownPct": -98.5634,
        "drawdownDurationCandles": 201692,
        "winCount": 58,
        "lossCount": 223,
        "expectancyUsd": -34.88,
        "avgWinUsd": 474.55,
        "avgLossUsd": 167.38,
        "avgDurationMs": 14598577,
        "maxWinStreak": 3,
        "maxLossStreak": 32,
        "outcome": "heavy_loss"
      }
    }
  },
  "asOf": "2026-07-05",
  "inSample": true
}
