Mutanabby_AI | ONEUSDT_MR1

ONEUSDT Mean-Reversion Strategy | 74.68% Win Rate | 417% Net Profit


This is a long-only mean-reversion strategy designed specifically for ONEUSDT on the 1-hour timeframe. The core logic identifies oversold conditions following sharp declines and enters positions when selling pressure exhausts, capturing the subsequent recovery bounce.

Backtested Period: June 2019 – December 2025 (~6 years)

Performance Summary

| Metric | Value |
|--------|-------|
| Net Profit | +417.68% |
| Win Rate | 74.68% |
| Profit Factor | 4.019 |
| Total Trades | 237 |
| Sharpe Ratio | 0.364 |
| Sortino Ratio | 1.917 |
| Max Drawdown | 51.08% |
| Avg Win | +3.14% |
| Avg Loss | -2.30% |
| Buy & Hold Return | -80.44% |


Strategy Logic :

Entry Conditions (Long Only):

The strategy seeks confluence of three conditions that identify exhausted selling:

1. Prior Move Filter:*The price change from 5 bars ago to 3 bars ago must be ≥ -7% (ensures we're not entering during freefall)

2. Current Move Filter: The price change over the last 2 bars must be ≤ 0% (confirms momentum is stalling or reversing)

3. Three-Bar Decline: The price change from 5 bars ago to 3 bars ago must be ≤ -5% (confirms a significant recent drop occurred)

When all three conditions align, the strategy identifies a potential reversal point where sellers are exhausted.

Exit Conditions:

- Primary Exit: Close above the previous bar's high while the open of the previous bar is at or below the close from 9 bars ago (profit-taking on strength)
- Trailing Stop: 11x ATR trailing stop that locks in profits as price rises


Risk Management

- Position Sizing:Fixed position based on account equity divided by entry price
- Trailing Stop:11× ATR (14-period) provides wide enough room for crypto volatility while protecting gains
- Pyramiding:Up to 4 orders allowed (can scale into winning positions)
- **Commission:** 0.1% per trade (realistic exchange fees included)



Important Disclaimers


⚠️ This is NOT financial advice.

- Past performance does not guarantee future results
- Backtest results may contain look-ahead bias or curve-fitting
- Real trading involves slippage, liquidity issues, and execution delays
- This strategy is optimized for ONEUSDT specifically — results may differ on other pairs
- Always test before risking real capital


Recommended Usage

- Timeframe:*1H (as designed)
- Pair: ONEUSDT (Binance)
- Account Size: Ensure sufficient capital to survive max drawdown


Source Code



Feedback Welcome


I'm sharing this strategy freely for educational purposes. Please:
- Drop a comment with your backtesting results any you analysis
- Share any modifications that improve performance
- Let me know if you spot any issues in the logic

Happy trading




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