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~/strategies/na-usdchf-s-001 backtest

Quant Strategy

Cepheus

NA-FX-020 · USD/CHF · H1

CAGR +3.12%
Sharpe 0.71
Win Rate 59.93%
Max Drawdown -7.48%
strategy.spec --general ok

$ cat strategy.spec

operational specification — published in full, for everyone

Symbol USD/CHF
Timeframe H1
Direction short only
Holding Horizon Swing
Entry Style Momentum / Trend-following
Risk Model ATR-based stop-loss & profit target
// entry logic — short

The strategy enters short when the indicator is rising over several bars, confirmed by the indicator falling over several bars, the RSI oscillator rising over several bars, the indicator rising over several bars, the RSI oscillator rising over several bars, the indicator falling over several bars, and the RSI oscillator rising over several bars. Risk is managed with an ATR-based stop-loss and profit target.

strategy.internals --members locked

$ inspect strategy.internals

built from 9 tuned parameters across 7 indicators — members can see the stack and the rule structure

Parameter 01
Parameter 02
Parameter 03
Parameter 04
Parameter 05
Parameter 06
🔒 See the indicator stack and rule structure
equity_curve --render ok

$ plot --equity

cumulative account equity over the selected backtest window

x: time · y: equity (USD) · 2004-01-01 → 2024-08-27 ● rendered from stored data
performance --breakdown ok

$ stats --all

supporting metrics from the selected backtest

Profit Factor 1.53
Net Profit +$8,477
Sortino 0.25
Total Trades 539
get-started ok

Put this strategy to work

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