SIMULATED ONLY
ONE STRATEGY / 2-MINUTE PRICE ACTION

Bull / Bear 180°
Signal Quality Lab.

Backtest your exact engulfing setup: a large red candle fully body-engulfed by a green candle above the 20 and 200 SMAs, or the bearish mirror below them. Compare four breakeven rules on the same entry timestamps and real exchange candles. One engulfing strategy, four stop-management experiments plus an independent signal-quality study. No old strategies.

SYMBOLBTCUSDT PERPETUAL
CHART2M FROM ACTUAL 1M
EXECUTIONNEXT BAR OPEN
STOP MANAGEMENTOFF / 0R / 0.5R / 1R

01 Backtest configuration

Historical UTC dates · end date excluded · real 1m futures data
Fixed entry rules: Large first-candle body ≥ threshold × prior ATR14; the second 2m candle body-engulfs it in the opposite color. LONG: both candles entirely above SMA20/SMA200. SHORT: both entirely below. Enter on the next 2m open; original stop at the two-candle extreme; fixed take profit at 2R; forced exit after 15 bars (30 minutes by default).
Four stop rules: A original stop only; B move to entry after any favorable excursion; C after +0.5R; D after +1R. R is the initial executed entry-to-stop price distance. Breakeven activates only from the following 2m bar because intrabar sequencing is unknown. Original stop applies until then; stop wins if stop and target touch in one bar. All four replay the same baseline entry timestamps. Position quantity depends on each scenario's remaining equity.
Ready · no market data or simulated P&L loaded.0%

02 Historical data audit

No missing 1-minute bars allowed
Run the backtest to validate market-data continuity.

03 Signal Quality Analyzer

Price prediction, NOT profit attribution · all matching engulfing events
Method: Signals are detected only when the second 2-minute candle has closed. Entry reference is the next 2m candle OPEN. Measure signed future price changes at 2 / 5 / 10 / 20 / 30 minutes using real 1m opens, irrespective of stops or position overlap. Favorable and adverse excursions use real 1m high/low over 30 minutes. A separate subset removes all signals less than 30 minutes after the preceding retained signal. Fixed taker+slippage costs are shown as a hypothetical round-trip entry/exit, not a realized trade. Sampling can overstate significance; confidence intervals are exploratory, UTC-day bootstrapped, and do not correct multiple tests.
Run the research analysis to measure raw signal quality.
No forward-return measurements yet.
Gross directional returnNet after round-trip fees/slippage

Signal direction: Bull vs Bear

No direction analysis yet.

Does greater 20 SMA distance actually help?

Fixed ATR-distance bands and equal-count distance quartiles are two descriptive views of the same signals. 20-minute forward net return is the comparison metric; buckets selected after seeing the data are not validated trading rules.
No SMA-distance analysis yet.
No quartile analysis yet.

Calendar-month stability

No monthly analysis yet.
Interpretation: Positive net forward returns are only preliminary evidence. Evaluate the non-overlapping subset, monthly stability, confidence intervals, and untouched sample data before claiming an edge. No funding is included in the fixed-horizon research returns.

04 Four breakeven scenarios

Same Bull/Bear 180 entries · 2R target · matched entry timestamps
No results yet.

05 Direct comparison

All scenario trade entries are paired with baseline A
No scenario comparison yet.

06 Does SMA distance strengthen signals?

Distance = absolute engulfing close minus SMA20, divided by ATR14. Trade groups are observational, not causal proof.
No distance results yet.

07 Four equity curves

Account equity, net of modeled taker fees, slippage and selected funding
Awaiting backtest

08 Monthly trade outcomes

Grouped by trade entry month (UTC)
No trades yet.

09 Individual simulated trades

Choose a scenario; all four histories included in CSV and JSON
Entry (UTC)SideEntryExitDistance (ATR)BE armed?Net P&LExit reason
No simulated trades yet.