Guide How to Use
Getting Started
- Pick your asset — Select a symbol from the sidebar and click ⬇ Fetch Live to load current price and ATR from Binance.
- Set strategy parameters — Choose Efficiency Buffer and Reward Ratio.
- Set position size and capital — Enter base lots, leverage, and available capital.
- Run the Simulator — See the worst-case ledger: how many whipsaws your capital survives.
- Run a Backtest — Replay real historical data and see P&L over time.
- Use the Optimizer — Sweep multiple parameter combinations to find the best setup.
Sidebar Reference
Asset
| Input | What it does |
|---|---|
| Symbol | The trading pair (e.g. BTCUSDT). Must be a valid Binance Futures perpetual. |
| Trading TF | Candle interval you'll trade on. Determines entry/exit timing in backtests. Shorter = more cycles, more fees. |
| ATR TF | Auto-set to a higher TF. Uses macro volatility to size the bracket — avoids sizing off short-term noise. |
| ATR Period | Candles used to compute ATR. Default 5. Higher = smoother but slower to adapt. |
Strategy Parameters
| Input | What it does | Effect |
|---|---|---|
| Efficiency Buffer | Scales the cut-loss zone c as a fraction of ATR. 0.80 means c = 80% of ATR / 3. |
Higher → wider bracket → fewer whipsaws, but each costs more. |
| Reward Ratio | Sets TP distance d = ratio × c. |
2.0 = breakeven (no fees). 2.5 = standard. Higher = larger profit per TP. |
Position & Capital
| Input | What it does |
|---|---|
| Base Lots | Number of coins/contracts in your opening trade. All P&L scales linearly with this. |
| Leverage | Multiplies market exposure. Higher = less margin per trade = more whipsaws fundable. Also amplifies P&L. |
| Capital | Total available account balance. Hard limit on how deep the system can go. |
| Taker Fee | Exchange fee per fill. A cycle with 10 whipsaws = 22 fills = 22× fee. Compounds on long cycles. |
| Slippage | Extra cost per fill (gap between trigger and actual fill). Use 0% for limit orders, 0.05–0.10% for market orders. |
Guards
| Setting | Behaviour |
|---|---|
| Max Whipsaw Limit OFF | No limit. Cycle runs until TP hit or capital exhausted. Math guarantees recovery if capital holds. |
| Max Whipsaw Limit ON | Cycle is closed at a controlled loss when limit is hit. System then waits for the next entry signal. |
| ATR Guard | Skips entry when footprint (c+d) exceeds ATR × multiplier. Prevents entering in flat/dead markets. |
Understanding Results
Simulator → Whipsaw Ledger
Shows every possible step from entry to TP, including every inversion. If there is no danger row (red), your capital covers the full depth.
Backtest → Summary Metrics
- Win Rate — % of cycles that hit TP (vs. stopped or liquidated)
- Avg Whipsaws/Cycle — typical depth of a cycle on this asset/TF
- Top 6 Max Whipsaws — worst cycles in the data, to size your capital buffer
- Worst Intra-Cycle Loss — deepest unrealized loss before a TP was hit — your real drawdown exposure
Backtest → Whipsaw Breakdown Table
Full distribution of whipsaw counts across all cycles. Cross-reference with your capital limit (from the Simulator) to understand what % of historical cycles your setup would survive.
💡 Rule of thumb: Fund your capital to survive the 90th percentile whipsaw count + 3 extra as buffer.