STRATEGY vs STRATEGY

production.gold.btc_signals_backtest A  vs  production.gold.btc_signals_backtest B

Both strategies are scored the same way the desk scores itself: each published plan is walked forward over the same 30-minute bars and the first touch of its target or stop ends it. Results are gross — 1 BTC per trade, no fees, no slippage — which is the honest basis for an A/B because the same assumptions apply to both sides. Every figure is computed over whatever N of trades exists — no minimum-sample gate — with that n printed beside it, so you weigh the sample yourself. A dash (—) marks only a value that is mathematically undefined (a profit factor with no losing trade, a ratio under two trades), never one that is merely small.

window: 30d 90d 180d 2y 90 days

Pick two strategies above and a period. Every producer that traded is listed — even the direction-only ones with no price plan: those show on the chart and in the counts (what they said, and when), and the P&L table below fills in only for the ones that carry a full entry/stop/target.

P&L basis: closed unrealized only signals a target or stop resolved are scored; open ones are set aside.
metric — 0 scored · 0 open — 0 scored · 0 open
Profit factor — n=0 · undefined — n=0 · undefined
Total return — n=0 · undefined — n=0 · undefined
Result · 1 BTC (USD) — n=0 · undefined — n=0 · undefined
Hit rate — n=0 · undefined — n=0 · undefined
Sharpe (annualised) — n=0 · undefined — n=0 · undefined
Sortino (annualised) — n=0 · undefined — n=0 · undefined
Max drawdown — n=0 · undefined — n=0 · undefined

Green marks the better side of a row. Every figure is over whatever N of trades exists — the n is printed beside it; a row is coloured only when BOTH sides have a defined value, and a dash (—) marks one that is mathematically undefined, never a small sample. Higher is better everywhere, including max drawdown (a shallower, i.e. less-negative, equity dip is the healthier one).