Lab · ML Experiments

ML — Pattern Discovery

Inverted workflow: find conditional edges in BTC data first, build strategies second.
55 experiments
Overview & Experiments 55 Synthesis Roadmap Lookahead Audit

Turtle-Pyramiding (pyramid_entry) — DONCHIAN_20, Grid step x stop

Confirmed
2026-06-11 sizingpyramidingturtledonchianbacktest
Hypothesis
Preisbasierte Adds in Gewinnrichtung (Turtle: +step x ATR über letztem Fill, max 3 Units) erhöhen auf DONCHIAN_20 den Return in >= 2/3 Regime-Fenstern bei Max-DD <= 1.6x Baseline.
Verdict
**PYRAMIDING WINS** — step1.0/stop3.0/regime schlägt die Baseline in 2/3 Fenstern (Return höher, Max-DD <= 1.6x).
sizing
{'max_position_pct': 1.0, 'position_size_pct': 1.0}
windows
['BEAR_2022', 'BULL_2024', 'VALIDATION_2025']
max_units
3
wins_by_variant
{'step0.5/stop1.0': 0, 'step0.5/stop3.0': 0, 'step1.0/stop1.0': 0, 'step1.0/stop3.0': 1, 'step0.5/stop3.0/regime': 1, 'step1.0/stop3.0/regime': 2}

Turtle-Pyramiding (pyramid_entry) — DONCHIAN_20, Grid step x stop

2026-06-11 · status: confirmed · 15.7s

Hypothesis: Preisbasierte Adds in Gewinnrichtung (Turtle: +step x ATR über letztem Fill, max 3 Units) erhöhen auf DONCHIAN_20 den Return in >= 2/3 Regime-Fenstern bei Max-DD <= 1.6x Baseline.

Verdict: PYRAMIDING WINS — step1.0/stop3.0/regime schlägt die Baseline in 2/3 Fenstern (Return höher, Max-DD <= 1.6x).

Key metrics

metric value
wins_by_variant {'step0.5/stop1.0': 0, 'step0.5/stop3.0': 0, 'step1.0/stop1.0': 0, 'step1.0/stop3.0': 1, 'step0.5/stop3.0/regime': 1, 'step1.0/stop3.0/regime': 2}
max_units 3
sizing {'position_size_pct': 1.0, 'max_position_pct': 1.0}
windows ['BEAR_2022', 'BULL_2024', 'VALIDATION_2025']

BEAR_2022

variant trades adds return_pct ann_pct max_dd_pct sharpe win_rate profit_factor
baseline 71 0 22.81 22.81 10.73 1.879 0.437 1.326
step0.5/stop1.0 75 52 14.5 14.5 15.77 0.864 0.36 1.144
step0.5/stop3.0 71 52 24.77 24.77 20.85 1.176 0.394 1.191
step1.0/stop1.0 72 11 16.12 16.12 12.56 1.362 0.417 1.226
step1.0/stop3.0 71 11 12.14 12.14 14.13 0.944 0.408 1.15
step0.5/stop3.0/regime 71 31 27.79 27.79 14.28 1.64 0.394 1.281
step1.0/stop3.0/regime 71 5 23.24 23.24 10.73 1.859 0.408 1.324

BULL_2024

variant trades adds return_pct ann_pct max_dd_pct sharpe win_rate profit_factor
baseline 63 0 20.12 20.06 10.58 2.268 0.476 1.42
step0.5/stop1.0 74 78 10.74 10.71 21.19 0.665 0.324 1.12
step0.5/stop3.0 63 72 48.38 48.22 20.25 2.275 0.349 1.453
step1.0/stop1.0 69 30 12.56 12.52 15.55 1.162 0.391 1.216
step1.0/stop3.0 63 28 38.21 38.09 11.46 2.839 0.413 1.602
step0.5/stop3.0/regime 63 52 37.21 37.09 21.65 2.018 0.365 1.408
step1.0/stop3.0/regime 63 19 33.33 33.23 12.39 2.679 0.429 1.562

VALIDATION_2025

variant trades adds return_pct ann_pct max_dd_pct sharpe win_rate profit_factor
baseline 86 0 15.61 11.17 12.69 1.539 0.384 1.277
step0.5/stop1.0 103 112 -20.06 -15.08 28.57 -1.251 0.243 0.799
step0.5/stop3.0 86 100 9.86 7.11 29.25 0.425 0.326 1.07
step1.0/stop1.0 97 45 3.37 2.45 17.52 0.255 0.299 1.044
step1.0/stop3.0 86 40 12.05 8.66 19.4 0.851 0.349 1.148
step0.5/stop3.0/regime 86 65 8.06 5.82 24.85 0.413 0.384 1.07
step1.0/stop3.0/regime 86 24 15.47 11.07 17.45 1.189 0.384 1.213