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PATTERN-4878

ETH_USDT · 8h · ID 9

Overview

Pattern return 9.06% Est. P&L $90.56
Long baseline 5.37% Est. P&L $53.66
Short baseline -5.37% Est. P&L $-53.66
Price Δ (buy & hold) 5.37% Est. P&L $53.66
Candidate PATTERN-4878
Pair · Interval ETH_USDT · 8h
Window length 3 candles
Päivitetty 2025-10-17 16:33
Reference price 3784.770000
Paketit 68968

Window & Trade

Entry time 2025-07-24 11:00
Entry price 3592.010000
Exit time 2025-10-13 11:00
Exit price 3784.770000
Window duration 1944000.00 h
Trade size $1000.00
Trades executed 9
Entry trigger Three Drop Then Rise
Orientation bias Long bias (positive return)
Exit trigger Post Wait Drop
Total trades 9
Win rate 55.56%
Avg trade return 1.01%
Avg bars held 6.67
Best trade 7.90%
Worst trade -3.82%
Scenario Return % Est. P&L
Pattern (short-term) 9.06% $90.56
Long baseline 5.37% $53.66
Short baseline -5.37% $-53.66
Price Δ (buy & hold) 5.37% $53.66
Entry rationale Long setup

Entry opened after 3 consecutive drops followed by the first bullish candle.

  • Entry price: 3730.76
  • Commission per side: 0.001
  • Total trades: 9
  • Win rate so far: 55.56%
  • Mandatory post-entry hold: 5 bars
  • Exit trigger: first drop after the mandatory hold period
Exit rationale Exit · Post Wait Drop

Closed 9 trades; final exit reason: post_wait_drop. Aggregate return: 9.06%.

  • Last trade direction: long
  • Bars held: 6
  • Trade P&L: 7.90%
  • Average trade return: 1.01%
  • Average holding: 6.67 bars
  • Exit mix: Post Wait Drop 9/9 (100.0%)
  • Waited at least 5 bars before looking for a drop to exit.

Trade log

# Direction Entry time Entry price Exit time Exit price Return % Bars held Exit reason
1 LONG 2025-07-24 11:00 3730.760000 2025-07-26 11:00 3735.720000 -0.07% 6 Post Wait Drop
2 LONG 2025-08-02 03:00 3519.160000 2025-08-05 03:00 3613.490000 2.48% 9 Post Wait Drop
3 LONG 2025-08-15 03:00 4640.160000 2025-08-17 19:00 4472.330000 -3.82% 8 Post Wait Drop
4 LONG 2025-08-20 03:00 4185.220000 2025-08-21 19:00 4225.300000 0.76% 5 Post Wait Drop
5 LONG 2025-09-05 03:00 4417.290000 2025-09-08 03:00 4291.780000 -3.04% 9 Post Wait Drop
6 LONG 2025-09-20 03:00 4483.220000 2025-09-21 19:00 4444.970000 -1.05% 5 Post Wait Drop
7 LONG 2025-09-26 03:00 3938.110000 2025-09-27 19:00 4018.380000 1.84% 5 Post Wait Drop
8 LONG 2025-10-04 19:00 4487.150000 2025-10-07 03:00 4678.190000 4.06% 7 Post Wait Drop
9 LONG 2025-10-11 11:00 3825.130000 2025-10-13 11:00 4135.000000 7.90% 6 Post Wait Drop

Tuottotrajektori

Highlighted window marks the simulated trade; subsequent candles show baseline projections.

Lyhyen aikavälin synteettinen strategia vs. long/short-vertailut seuraavissa ikkunoissa.

Trade Timeline (before / during / after)

# Side Prev close Entry time Entry price Exit time Exit price Next close Return % Bars held Exit reason
1 LONG 3591.900000 2025-07-24 11:00 3730.760000 2025-07-26 11:00 3735.720000 3616.100000 -0.07% 6 Post Wait Drop
2 LONG 3488.200000 2025-08-02 03:00 3519.160000 2025-08-05 03:00 3613.490000 4618.870000 2.48% 9 Post Wait Drop
3 LONG 4546.840000 2025-08-15 03:00 4640.160000 2025-08-17 19:00 4472.330000 4192.140000 -3.82% 8 Post Wait Drop
4 LONG 4075.590000 2025-08-20 03:00 4185.220000 2025-08-21 19:00 4225.300000 4305.330000 0.76% 5 Post Wait Drop
5 LONG 4297.550000 2025-09-05 03:00 4417.290000 2025-09-08 03:00 4291.780000 4474.930000 -3.04% 9 Post Wait Drop
6 LONG 4468.590000 2025-09-20 03:00 4483.220000 2025-09-21 19:00 4444.970000 4003.260000 -1.05% 5 Post Wait Drop
7 LONG 3874.360000 2025-09-26 03:00 3938.110000 2025-09-27 19:00 4018.380000 4498.290000 1.84% 5 Post Wait Drop
8 LONG 4455.050000 2025-10-04 19:00 4487.150000 2025-10-07 03:00 4678.190000 3829.720000 4.06% 7 Post Wait Drop
9 LONG 3758.810000 2025-10-11 11:00 3825.130000 2025-10-13 11:00 4135.000000 4240.850000 7.90% 6 Post Wait Drop

Forward Projections

Projection windows 0
Avg long
Avg short
Avg price Δ
≥ 0 windows (L / S / Δ) 0 / 0 / 0

No forward windows were recorded for this run.

Metadata Highlights

Pisteet 0.090564
Luotu 2025-10-17 16:33
Päivitetty 2025-10-17 16:33
Key Value
pattern_id three_drop_then_rise
pattern_name Three Drops Then Rise
pattern_window 3
trade_count 9
win_rate 0.5556
total_return 0.090564
avg_return 0.010063
avg_bars 6.67
first_trade_time 2025-07-24 11:00 (1753344000000)
last_trade_time 2025-10-13 11:00 (1760342400000)
exit_reason_counts {"post_wait_drop":9}
exit_reason_shares {"post_wait_drop":1}
drop_streak_required 3
post_entry_wait_bars 5
exit_rule first_drop_after_wait
commission_per_side 0.001
trade_size 1000

Raakatiedot

Metatiedot (JSON)
{"pattern_id": "three_drop_then_rise", "pattern_name": "Three Drops Then Rise", "pattern_window": 3, "trade_count": 9, "win_rate": 0.5556, "total_return": 0.090564, "avg_return": 0.010063, "avg_bars": 6.67, "first_trade_time": 1753344000000, "last_trade_time": 1760342400000, "exit_reason_counts": {"post_wait_drop": 9}, "exit_reason_shares": {"post_wait_drop": 1.0}, "drop_streak_required": 3, "post_entry_wait_bars": 5, "exit_rule": "first_drop_after_wait", "commission_per_side": 0.001, "trade_size": 1000.0}
Perustelut (JSON)
{"total_return": 0.090564, "trade_count": 9, "win_rate": 0.5556, "pattern_id": "three_drop_then_rise", "pattern_name": "Three Drops Then Rise", "long_return": 0.053664, "short_return": -0.053664, "price_return": 0.053664}
Simulaatio (JSON)
{"start_time": 1753344000000, "end_time": 1760342400000, "window_size": 3, "pattern_id": "three_drop_then_rise", "pattern_name": "Three Drops Then Rise", "trades_executed": 9, "commission": 0.001, "short_term_return": 0.090564, "long_return": 0.053664, "short_return": -0.053664, "base_start_price": 3592.01, "base_end_price": 3784.77, "window_candles": [{"time": 1753286400000, "open": 3644.21, "high": 3644.21, "low": 3527.0, "close": 3628.29}, {"time": 1753315200000, "open": 3628.29, "high": 3665.31, "low": 3502.85, "close": 3591.9}, {"time": 1753344000000, "open": 3591.9, "high": 3771.0, "low": 3580.79, "close": 3730.76}], "context_before": [{"time": 1752940800000, "open": 3552.0, "high": 3598.31, "low": 3532.78, "close": 3592.01}, {"time": 1752969600000, "open": 3592.0, "high": 3694.99, "low": 3579.13, "close": 3668.49}, {"time": 1752998400000, "open": 3668.5, "high": 3790.0, "low": 3668.5, "close": 3786.05}, {"time": 1753027200000, "open": 3786.06, "high": 3824.56, "low": 3681.6, "close": 3756.69}, {"time": 1753056000000, "open": 3756.69, "high": 3812.49, "low": 3701.01, "close": 3787.69}, {"time": 1753084800000, "open": 3787.7, "high": 3860.0, "low": 3755.32, "close": 3810.37}, {"time": 1753113600000, "open": 3810.37, "high": 3817.28, "low": 3719.0, "close": 3762.33}, {"time": 1753142400000, "open": 3762.32, "high": 3798.65, "low": 3646.0, "close": 3676.91}, {"time": 1753171200000, "open": 3676.91, "high": 3728.53, "low": 3616.54, "close": 3718.11}, {"time": 1753200000000, "open": 3718.11, "high": 3751.0, "low": 3655.19, "close": 3746.21}, {"time": 1753228800000, "open": 3746.21, "high": 3764.2, "low": 3663.91, "close": 3673.33}, {"time": 1753257600000, "open": 3673.33, "high": 3698.0, "low": 3573.47, "close": 3644.22}, {"time": 1753286400000, "open": 3644.21, "high": 3644.21, "low": 3527.0, "close": 3628.29}, {"time": 1753315200000, "open": 3628.29, "high": 3665.31, "low": 3502.85, "close": 3591.9}], "context_after": [{"time": 1760371200000, "open": 4135.01, "high": 4292.0, "low": 4129.14, "close": 4240.85}, {"time": 1760400000000, "open": 4240.86, "high": 4263.38, "low": 3965.56, "close": 3981.19}, {"time": 1760428800000, "open": 3981.19, "high": 4088.79, "low": 3888.74, "close": 4085.4}, {"time": 1760457600000, "open": 4085.41, "high": 4164.62, "low": 4048.49, "close": 4125.02}, {"time": 1760486400000, "open": 4125.01, "high": 4145.73, "low": 4060.11, "close": 4122.04}, {"time": 1760515200000, "open": 4122.03, "high": 4217.6, "low": 3959.33, "close": 3980.97}, {"time": 1760544000000, "open": 3980.98, "high": 4013.17, "low": 3926.74, "close": 3985.61}, {"time": 1760572800000, "open": 3985.61, "high": 4049.88, "low": 3976.07, "close": 4004.3}, {"time": 1760601600000, "open": 4004.31, "high": 4086.49, "low": 3892.0, "close": 3907.18}, {"time": 1760630400000, "open": 3907.17, "high": 3967.6, "low": 3826.04, "close": 3894.51}, {"time": 1760659200000, "open": 3894.5, "high": 3950.45, "low": 3752.89, "close": 3756.49}, {"time": 1760688000000, "open": 3756.49, "high": 3817.7, "low": 3674.5, "close": 3784.77}], "trade_size": 1000.0, "comparison": [], "entry_context": {"time": 1753344000000, "price": 3730.76, "trigger": "three_drop_then_rise", "orientation": "long", "summary": "Entry opened after 3 consecutive drops followed by the first bullish candle.", "notes": ["Entry price: 3730.76", "Commission per side: 0.001", "Total trades: 9", "Win rate so far: 55.56%", "Mandatory post-entry hold: 5 bars", "Exit trigger: first drop after the mandatory hold period"]}, "exit_context": {"time": 1760342400000, "price": 4135.0, "trigger": "post_wait_drop", "summary": "Closed 9 trades; final exit reason: post_wait_drop. Aggregate return: 9.06%.", "notes": ["Last trade direction: long", "Bars held: 6", "Trade P&L: 7.90%", "Average trade return: 1.01%", "Average holding: 6.67 bars", "Exit mix: Post Wait Drop 9/9 (100.0%)", "Waited at least 5 bars before looking for a drop to exit."], "projections": {"trade_count": 9, "wins": 5, "losses": 4}}, "trades": [{"direction": "long", "entry_index": 14, "exit_index": 20, "entry_time": 1753344000000, "exit_time": 1753516800000, "entry_price": 3730.76, "exit_price": 3735.72, "gross_return": 0.001329, "net_return": -0.000671, "bars_held": 6, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1753286400000, "open": 3644.21, "high": 3644.21, "low": 3527.0, "close": 3628.29}, {"time": 1753315200000, "open": 3628.29, "high": 3665.31, "low": 3502.85, "close": 3591.9}, {"time": 1753344000000, "open": 3591.9, "high": 3771.0, "low": 3580.79, "close": 3730.76}], "exit_window": [{"time": 1753459200000, "open": 3634.21, "high": 3730.0, "low": 3615.0, "close": 3724.96}, {"time": 1753488000000, "open": 3724.97, "high": 3767.13, "low": 3697.66, "close": 3742.21}, {"time": 1753516800000, "open": 3742.2, "high": 3782.83, "low": 3715.58, "close": 3735.72}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 40, "exit_index": 49, "entry_time": 1754092800000, "exit_time": 1754352000000, "entry_price": 3519.16, "exit_price": 3613.49, "gross_return": 0.026805, "net_return": 0.024805, "bars_held": 9, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1754035200000, "open": 3650.73, "high": 3675.85, "low": 3565.0, "close": 3616.1}, {"time": 1754064000000, "open": 3616.1, "high": 3634.0, "low": 3431.75, "close": 3488.2}, {"time": 1754092800000, "open": 3488.21, "high": 3537.69, "low": 3455.0, "close": 3519.16}], "exit_window": [{"time": 1754294400000, "open": 3552.0, "high": 3665.6, "low": 3542.25, "close": 3648.89}, {"time": 1754323200000, "open": 3648.89, "high": 3736.73, "low": 3648.85, "close": 3720.99}, {"time": 1754352000000, "open": 3720.99, "high": 3722.24, "low": 3601.53, "close": 3613.49}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 79, "exit_index": 87, "entry_time": 1755216000000, "exit_time": 1755446400000, "entry_price": 4640.16, "exit_price": 4472.33, "gross_return": -0.036169, "net_return": -0.038169, "bars_held": 8, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1755158400000, "open": 4748.37, "high": 4766.66, "low": 4451.33, "close": 4618.87}, {"time": 1755187200000, "open": 4618.87, "high": 4623.62, "low": 4453.13, "close": 4546.84}, {"time": 1755216000000, "open": 4546.84, "high": 4662.6, "low": 4537.32, "close": 4640.16}], "exit_window": [{"time": 1755388800000, "open": 4422.0, "high": 4491.0, "low": 4393.98, "close": 4467.12}, {"time": 1755417600000, "open": 4467.12, "high": 4576.0, "low": 4458.64, "close": 4561.99}, {"time": 1755446400000, "open": 4561.99, "high": 4566.17, "low": 4427.44, "close": 4472.33}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 94, "exit_index": 99, "entry_time": 1755648000000, "exit_time": 1755792000000, "entry_price": 4185.22, "exit_price": 4225.3, "gross_return": 0.009577, "net_return": 0.007577, "bars_held": 5, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1755590400000, "open": 4234.35, "high": 4340.15, "low": 4169.42, "close": 4192.14}, {"time": 1755619200000, "open": 4192.14, "high": 4206.33, "low": 4067.34, "close": 4075.59}, {"time": 1755648000000, "open": 4075.58, "high": 4211.74, "low": 4060.0, "close": 4185.22}], "exit_window": [{"time": 1755734400000, "open": 4336.16, "high": 4340.26, "low": 4270.89, "close": 4310.76}, {"time": 1755763200000, "open": 4310.79, "high": 4328.37, "low": 4226.98, "close": 4242.66}, {"time": 1755792000000, "open": 4242.66, "high": 4274.38, "low": 4204.2, "close": 4225.3}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 142, "exit_index": 151, "entry_time": 1757030400000, "exit_time": 1757289600000, "entry_price": 4417.29, "exit_price": 4291.78, "gross_return": -0.028413, "net_return": -0.030413, "bars_held": 9, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1756972800000, "open": 4371.05, "high": 4433.85, "low": 4293.06, "close": 4305.33}, {"time": 1757001600000, "open": 4305.32, "high": 4353.33, "low": 4265.33, "close": 4297.55}, {"time": 1757030400000, "open": 4297.56, "high": 4428.67, "low": 4291.02, "close": 4417.29}], "exit_window": [{"time": 1757232000000, "open": 4294.57, "high": 4315.35, "low": 4288.95, "close": 4299.38}, {"time": 1757260800000, "open": 4299.39, "high": 4336.02, "low": 4270.81, "close": 4306.19}, {"time": 1757289600000, "open": 4306.19, "high": 4330.97, "low": 4279.0, "close": 4291.78}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 187, "exit_index": 192, "entry_time": 1758326400000, "exit_time": 1758470400000, "entry_price": 4483.22, "exit_price": 4444.97, "gross_return": -0.008532, "net_return": -0.010532, "bars_held": 5, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1758268800000, "open": 4539.06, "high": 4549.0, "low": 4445.64, "close": 4474.93}, {"time": 1758297600000, "open": 4474.93, "high": 4489.21, "low": 4435.7, "close": 4468.59}, {"time": 1758326400000, "open": 4468.59, "high": 4484.81, "low": 4454.45, "close": 4483.22}], "exit_window": [{"time": 1758412800000, "open": 4480.41, "high": 4492.24, "low": 4458.0, "close": 4477.78}, {"time": 1758441600000, "open": 4477.78, "high": 4486.4, "low": 4444.34, "close": 4482.8}, {"time": 1758470400000, "open": 4482.8, "high": 4498.16, "low": 4443.0, "close": 4444.97}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 205, "exit_index": 210, "entry_time": 1758844800000, "exit_time": 1758988800000, "entry_price": 3938.11, "exit_price": 4018.38, "gross_return": 0.020383, "net_return": 0.018383, "bars_held": 5, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1758787200000, "open": 4009.17, "high": 4052.81, "low": 3924.12, "close": 4003.26}, {"time": 1758816000000, "open": 4003.27, "high": 4006.77, "low": 3815.0, "close": 3874.36}, {"time": 1758844800000, "open": 3874.35, "high": 3976.98, "low": 3867.65, "close": 3938.11}], "exit_window": [{"time": 1758931200000, "open": 4032.24, "high": 4032.44, "low": 4005.74, "close": 4007.93}, {"time": 1758960000000, "open": 4007.92, "high": 4039.01, "low": 3972.98, "close": 4018.92}, {"time": 1758988800000, "open": 4018.92, "high": 4033.23, "low": 3980.98, "close": 4018.38}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 231, "exit_index": 238, "entry_time": 1759593600000, "exit_time": 1759795200000, "entry_price": 4487.15, "exit_price": 4678.19, "gross_return": 0.042575, "net_return": 0.040575, "bars_held": 7, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1759536000000, "open": 4512.88, "high": 4517.93, "low": 4463.17, "close": 4498.29}, {"time": 1759564800000, "open": 4498.28, "high": 4511.71, "low": 4441.34, "close": 4455.05}, {"time": 1759593600000, "open": 4455.08, "high": 4494.5, "low": 4440.0, "close": 4487.15}], "exit_window": [{"time": 1759737600000, "open": 4533.2, "high": 4693.8, "low": 4533.2, "close": 4673.39}, {"time": 1759766400000, "open": 4673.39, "high": 4735.93, "low": 4659.99, "close": 4684.01}, {"time": 1759795200000, "open": 4684.02, "high": 4730.94, "low": 4663.71, "close": 4678.19}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 251, "exit_index": 257, "entry_time": 1760169600000, "exit_time": 1760342400000, "entry_price": 3825.13, "exit_price": 4135.0, "gross_return": 0.081009, "net_return": 0.079009, "bars_held": 6, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1760112000000, "open": 4103.1, "high": 4380.0, "low": 3435.0, "close": 3829.72}, {"time": 1760140800000, "open": 3829.72, "high": 3878.3, "low": 3726.16, "close": 3758.81}, {"time": 1760169600000, "open": 3758.82, "high": 3857.24, "low": 3749.13, "close": 3825.13}], "exit_window": [{"time": 1760284800000, "open": 4034.59, "high": 4197.7, "low": 4034.58, "close": 4152.29}, {"time": 1760313600000, "open": 4152.29, "high": 4220.89, "low": 4116.07, "close": 4178.3}, {"time": 1760342400000, "open": 4178.29, "high": 4195.52, "low": 4042.29, "close": 4135.0}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}], "analysis": {"trade_count": 9, "wins": 5, "losses": 4, "win_rate": 0.5556, "total_return": 0.090564, "avg_return": 0.010063, "avg_bars": 6.67, "max_win": 0.079009, "max_loss": -0.038169, "pattern_window": 3, "bullish_streak_required": null, "exit_reason_counts": {"post_wait_drop": 9}, "exit_reason_shares": {"post_wait_drop": 1.0}, "pattern_id": "three_drop_then_rise", "pattern_name": "Three Drops Then Rise", "drop_streak_required": 3, "post_entry_wait_bars": 5, "commission_per_side": 0.001, "exit_rule": "first_drop_after_wait", "first_entry_index": 14, "last_exit_index": 257, "series_start_index": 0}, "pattern_metadata": {"pattern_id": "three_drop_then_rise", "pattern_name": "Three Drops Then Rise", "pattern_window": 3, "trade_count": 9, "win_rate": 0.5556, "total_return": 0.090564, "avg_return": 0.010063, "avg_bars": 6.67, "first_trade_time": 1753344000000, "last_trade_time": 1760342400000, "exit_reason_counts": {"post_wait_drop": 9}, "exit_reason_shares": {"post_wait_drop": 1.0}, "drop_streak_required": 3, "post_entry_wait_bars": 5, "exit_rule": "first_drop_after_wait", "commission_per_side": 0.001}}