[Results] LINK RSI midline cross + multi-TF filters — +82% / 6.6% DD over 1Y (300 trades)
Ran a 1-year backtest on LINK and wanted to share results + get feedback on the rule set.
Results (Jun 4, 2025 → Jun 4, 2026)
| Metric | Value |
|---|---|
| Starting capital | $100,000 |
| Final balance | $182,236 |
| Return | +82.2% |
| Total trades | 300 |
| Win rate | 57.3% (172W / 128L) |
| Profit factor | 1.41 |
| Max drawdown | 6.6% |
| Avg win / avg loss | ~$1,641 / ~$1,562 |
Long vs short breakdown
- Longs: 112W / 99L (53% WR)
- Shorts: 60W / 29L (67% WR)
Shorts carried disproportionate edge. Curious if that's regime-specific or overfit to this window.
Strategy logic (15m signals, 60m context)
Natural-language prompt compiled into deterministic RULES entries:
Long
- RSI(14) on 15m crosses above 50
- RSI(14) on 15m was < 50 one bar ago (persistence)
- 15m price > SMA50 on 60m
- ADX on 15m > 25
Short
- RSI(14) on 15m crosses below 50
- RSI(14) on 15m was > 50 one bar ago
- 15m price < SMA50 on 60m
- ADX on 15m > 30
- RSI(14) on 60m < 50
Risk per trade: ~1.23% SL, ~1.95% TP (from actual trade data). One position at a time. 60m decision cadence. 0.1% taker fee per side modeled.
What this is / isn't
- backtest → entries are deterministic once rules compile, not discretionary LLM calls each bar
- Full year of 1m bar simulation, not a cherry-picked month
- Not live trading. No slippage model beyond fees. No walk-forward or OOS split yet
MODERATE_BEARISHtag = setup label for window, not proof year was uniformly bearish
Interactive results (trade list + chart):(first time posting here, not sure if i can share links, if mods aprove i'll post in comments)
Questions for the sub
- RSI(50) as midline bias filter — useful or just curve-fit to 2025–26 LINK?
- ADX thresholds 25 long / 30 short — tighten further or drop asymmetry?
- Short side outperformance — scale short allocation or treat as noise until OOS?
Happy to share prompt text or trade distribution if useful. Roast away.