{
  "slug": "ema-cross-9-21/sol/1m",
  "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": 70377,
    "winRate": 24.5492,
    "winRateCI": {
      "lower": 0.242326,
      "upper": 0.24868600000000002,
      "halfWidthPct": 0.318
    },
    "profitFactor": 0.866633,
    "sharpeRatio": -2.709964,
    "maxDrawdownPct": -98.4108,
    "pctReturn": -0.07832242819146241,
    "edgeSignificance": "not-significant",
    "sharpeConfidenceInterval": {
      "lower": -3.672636,
      "upper": -1.747293,
      "halfWidth": 0.962672
    },
    "outcome": "heavy_loss",
    "perSide": {
      "long": {
        "tradeCount": 70377,
        "winRate": 24.5492,
        "winRateCI": {
          "lower": 0.242326,
          "upper": 0.24868600000000002,
          "halfWidthPct": 0.318
        },
        "profitFactor": 0.866633,
        "sharpeRatio": -2.709964,
        "pctReturn": -0.07832242819146241,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -3.672636,
          "upper": -1.747293,
          "halfWidth": 0.962672
        },
        "maxDrawdownPct": -98.4108,
        "drawdownDurationCandles": 2731757,
        "winCount": 17277,
        "lossCount": 53100,
        "expectancyUsd": -0.14,
        "avgWinUsd": 3.69,
        "avgLossUsd": 1.38,
        "avgDurationMs": 1277621,
        "maxWinStreak": 9,
        "maxLossStreak": 39
      },
      "short": {
        "tradeCount": 59726,
        "winRate": 24.8368,
        "winRateCI": {
          "lower": 0.244919,
          "upper": 0.251849,
          "halfWidthPct": 0.3465
        },
        "profitFactor": 0.815836,
        "sharpeRatio": -3.762241,
        "pctReturn": -0.1120664320823056,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -4.72308,
          "upper": -2.801403,
          "halfWidth": 0.960838
        },
        "maxDrawdownPct": -98.1056,
        "drawdownDurationCandles": 2976805,
        "winCount": 14834,
        "lossCount": 44892,
        "expectancyUsd": -0.16,
        "avgWinUsd": 2.93,
        "avgLossUsd": 1.19,
        "avgDurationMs": 1264413,
        "maxWinStreak": 7,
        "maxLossStreak": 37
      }
    },
    "perVariant": {
      "1x_long": {
        "tradeCount": 72097,
        "winRate": 24.4865,
        "winRateCI": {
          "lower": 0.241739,
          "upper": 0.24801700000000002,
          "halfWidthPct": 0.3139
        },
        "profitFactor": 0.822978,
        "sharpeRatio": -4.53151,
        "pctReturn": -0.047275088184693385,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -5.552733,
          "upper": -3.510286,
          "halfWidth": 1.021223
        },
        "maxDrawdownPct": -88.0815,
        "drawdownDurationCandles": 2731816,
        "winCount": 17654,
        "lossCount": 54443,
        "expectancyUsd": -0.12,
        "avgWinUsd": 2.28,
        "avgLossUsd": 0.9,
        "avgDurationMs": 1277262,
        "maxWinStreak": 9,
        "maxLossStreak": 39,
        "outcome": "heavy_loss"
      },
      "2x_long": {
        "tradeCount": 70377,
        "winRate": 24.5492,
        "winRateCI": {
          "lower": 0.242326,
          "upper": 0.24868600000000002,
          "halfWidthPct": 0.318
        },
        "profitFactor": 0.866633,
        "sharpeRatio": -2.709964,
        "pctReturn": -0.07832242819146241,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -3.672636,
          "upper": -1.747293,
          "halfWidth": 0.962672
        },
        "maxDrawdownPct": -98.4108,
        "drawdownDurationCandles": 2731757,
        "winCount": 17277,
        "lossCount": 53100,
        "expectancyUsd": -0.14,
        "avgWinUsd": 3.69,
        "avgLossUsd": 1.38,
        "avgDurationMs": 1277621,
        "maxWinStreak": 9,
        "maxLossStreak": 39,
        "outcome": "heavy_loss"
      },
      "10x_long": {
        "tradeCount": 20054,
        "winRate": 26.2342,
        "winRateCI": {
          "lower": 0.256299,
          "upper": 0.268475,
          "halfWidthPct": 0.6088
        },
        "profitFactor": 0.964003,
        "sharpeRatio": -0.430292,
        "pctReturn": -0.12473936950235277,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -1.301094,
          "upper": 0.44051,
          "halfWidth": 0.870802
        },
        "maxDrawdownPct": -99.2932,
        "drawdownDurationCandles": 2731757,
        "winCount": 5261,
        "lossCount": 14793,
        "expectancyUsd": -0.49,
        "avgWinUsd": 49.89,
        "avgLossUsd": 18.4,
        "avgDurationMs": 1310961,
        "maxWinStreak": 9,
        "maxLossStreak": 28,
        "outcome": "heavy_loss"
      },
      "50x_long": {
        "tradeCount": 8862,
        "winRate": 27.5107,
        "winRateCI": {
          "lower": 0.26590800000000003,
          "upper": 0.284501,
          "halfWidthPct": 0.9296
        },
        "profitFactor": 0.996255,
        "sharpeRatio": -0.024059,
        "pctReturn": -0.06386577717369955,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -0.850798,
          "upper": 0.80268,
          "halfWidth": 0.826739
        },
        "maxDrawdownPct": -99.9203,
        "drawdownDurationCandles": 2809762,
        "winCount": 2438,
        "lossCount": 6424,
        "expectancyUsd": -1.11,
        "avgWinUsd": 1069.65,
        "avgLossUsd": 407.47,
        "avgDurationMs": 1387177,
        "maxWinStreak": 9,
        "maxLossStreak": 25,
        "outcome": "heavy_loss"
      },
      "100x_long": {
        "tradeCount": 2280,
        "winRate": 26.9737,
        "winRateCI": {
          "lower": 0.251917,
          "upper": 0.288331,
          "halfWidthPct": 1.8207
        },
        "profitFactor": 0.900238,
        "sharpeRatio": -0.536242,
        "pctReturn": -3.229825534881821,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -1.470505,
          "upper": 0.398021,
          "halfWidth": 0.934263
        },
        "maxDrawdownPct": -98.0571,
        "drawdownDurationCandles": 3040854,
        "winCount": 615,
        "lossCount": 1665,
        "expectancyUsd": -4.3,
        "avgWinUsd": 143.83,
        "avgLossUsd": 59.01,
        "avgDurationMs": 1368263,
        "maxWinStreak": 7,
        "maxLossStreak": 23,
        "outcome": "heavy_loss"
      },
      "1x_short": {
        "tradeCount": 72098,
        "winRate": 24.4445,
        "winRateCI": {
          "lower": 0.241322,
          "upper": 0.24759599999999998,
          "halfWidthPct": 0.3137
        },
        "profitFactor": 0.77557,
        "sharpeRatio": -5.997139,
        "pctReturn": -0.06144514927378464,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -7.018825,
          "upper": -4.975453,
          "halfWidth": 1.021686
        },
        "maxDrawdownPct": -90.852,
        "drawdownDurationCandles": 2973705,
        "winCount": 17624,
        "lossCount": 54474,
        "expectancyUsd": -0.13,
        "avgWinUsd": 1.78,
        "avgLossUsd": 0.74,
        "avgDurationMs": 1262775,
        "maxWinStreak": 7,
        "maxLossStreak": 37,
        "outcome": "heavy_loss"
      },
      "2x_short": {
        "tradeCount": 59726,
        "winRate": 24.8368,
        "winRateCI": {
          "lower": 0.244919,
          "upper": 0.251849,
          "halfWidthPct": 0.3465
        },
        "profitFactor": 0.815836,
        "sharpeRatio": -3.762241,
        "pctReturn": -0.1120664320823056,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -4.72308,
          "upper": -2.801403,
          "halfWidth": 0.960838
        },
        "maxDrawdownPct": -98.1056,
        "drawdownDurationCandles": 2976805,
        "winCount": 14834,
        "lossCount": 44892,
        "expectancyUsd": -0.16,
        "avgWinUsd": 2.93,
        "avgLossUsd": 1.19,
        "avgDurationMs": 1264413,
        "maxWinStreak": 7,
        "maxLossStreak": 37,
        "outcome": "heavy_loss"
      },
      "10x_short": {
        "tradeCount": 13082,
        "winRate": 26.2804,
        "winRateCI": {
          "lower": 0.255332,
          "upper": 0.270415,
          "halfWidthPct": 0.7542
        },
        "profitFactor": 0.915424,
        "sharpeRatio": -0.995892,
        "pctReturn": -0.2850885590793694,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -1.840214,
          "upper": -0.151571,
          "halfWidth": 0.844321
        },
        "maxDrawdownPct": -98.4432,
        "drawdownDurationCandles": 2976805,
        "winCount": 3438,
        "lossCount": 9644,
        "expectancyUsd": -0.75,
        "avgWinUsd": 30.85,
        "avgLossUsd": 12.02,
        "avgDurationMs": 1302837,
        "maxWinStreak": 6,
        "maxLossStreak": 26,
        "outcome": "heavy_loss"
      },
      "50x_short": {
        "tradeCount": 6172,
        "winRate": 26.3772,
        "winRateCI": {
          "lower": 0.252927,
          "upper": 0.274911,
          "halfWidthPct": 1.0992
        },
        "profitFactor": 0.956359,
        "sharpeRatio": -0.293367,
        "pctReturn": -0.6792426499723119,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -1.143687,
          "upper": 0.556952,
          "halfWidth": 0.850319
        },
        "maxDrawdownPct": -99.0813,
        "drawdownDurationCandles": 2976750,
        "winCount": 1628,
        "lossCount": 4544,
        "expectancyUsd": -1.59,
        "avgWinUsd": 131.93,
        "avgLossUsd": 49.42,
        "avgDurationMs": 1358088,
        "maxWinStreak": 6,
        "maxLossStreak": 26,
        "outcome": "heavy_loss"
      },
      "100x_short": {
        "tradeCount": 2913,
        "winRate": 26.1243,
        "winRateCI": {
          "lower": 0.245611,
          "upper": 0.277503,
          "halfWidthPct": 1.5946
        },
        "profitFactor": 0.969998,
        "sharpeRatio": -0.152833,
        "pctReturn": -0.9015718534716924,
        "edgeSignificance": "not-significant",
        "sharpeConfidenceInterval": {
          "lower": -1.044866,
          "upper": 0.7392,
          "halfWidth": 0.892033
        },
        "maxDrawdownPct": -99.3804,
        "drawdownDurationCandles": 2976750,
        "winCount": 761,
        "lossCount": 2152,
        "expectancyUsd": -3.37,
        "avgWinUsd": 416.45,
        "avgLossUsd": 151.82,
        "avgDurationMs": 1360350,
        "maxWinStreak": 6,
        "maxLossStreak": 20,
        "outcome": "heavy_loss"
      }
    }
  },
  "asOf": "2026-07-05",
  "inSample": true
}