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Research validation report · xenos-btcusdt-m15-ema20-50-2026h1-v1

Historical backtest validation report

This experiment validates the Xenos data-to-report research workflow using a deliberately simple BTCUSDT M15 baseline. Its purpose is operational verification—not a claim that the strategy is profitable or ready for live use.

Pipeline statusValidatedData-to-report workflow completed
Strategy decisionRejectedNot approved for beta or live use
Result typeSimulatedNo live orders or capital involved
Research decision: do not advance this EMA 20/50 configuration. It failed performance review and remains published in full to demonstrate transparent failure reporting and reproducibility.
17,376Candles processed
164Trades recorded
0Detected gaps
VerifiedDataset hash
ModelledFees + slippage
PublicResearch artifacts

What this experiment demonstrates

A complete, inspectable research run from source data to a published decision. Successful pipeline execution does not imply successful strategy performance.

Experiment configuration and provenance

Dataset period
2026-01-01T00:00:00Z to 2026-06-30T23:59:59.999000Z
Experiment date
2026-07-29 UTC
Market data
Binance public Spot market-data REST API
Candles
17,376 rows; 0 detected interval gaps
Dataset SHA-256
d95f21741eb23a58ce60d274c97b4cf94253bec7fa89bd716f7d628bfff83a96
Strategy
Long-only EMA 20/50 crossover baseline
Execution
Signal on candle close; simulated execution at next candle open
Costs
0.10% fee and 0.02% slippage per side
Initial capital
$10,000.00 simulated
Position model
100% of available simulated equity per long entry
Total modelled fees
$2,676.00
Leverage
None

Equity curve and drawdown

The chart and metrics below show the actual result of the rejected baseline. Negative outcomes are retained rather than filtered from the evidence record.

Equity curve and drawdown for the rejected BTCUSDT M15 simulated baseline
164Completed trades
23.17%Win rate
0.57Profit factor
44.62%Maximum drawdown
-41.40%Total return
$5,859.56Final simulated equity
Decision: rejectedNot suitable for beta inclusion or live deployment.
WhyNegative return, profit factor below 1.0 and substantial drawdown.
InterpretationThe research pipeline operated as intended; this configuration did not.

Download and reproduce

These artifacts are published so the result can be inspected rather than accepted as a marketing claim.

Completed trades

#Entry UTCExit UTCEntryExitNet P&L (USDT)Return
1 2026-01-01T12:30:00Z 2026-01-03T07:30:00Z 88,022.41 89,398.11 136.00 1.36%
2 2026-01-03T14:30:00Z 2026-01-04T19:45:00Z 90,210.14 91,049.80 73.90 0.73%
3 2026-01-04T20:45:00Z 2026-01-06T07:30:00Z 91,313.86 93,379.71 210.12 2.06%
4 2026-01-06T12:30:00Z 2026-01-06T16:30:00Z 93,884.45 92,832.04 -137.39 -1.32%
5 2026-01-07T00:00:00Z 2026-01-07T01:15:00Z 93,766.72 92,776.21 -128.95 -1.25%
6 2026-01-08T17:30:00Z 2026-01-09T08:15:00Z 90,883.76 90,657.87 -45.47 -0.45%
7 2026-01-09T16:15:00Z 2026-01-09T20:00:00Z 91,782.35 90,314.07 -181.58 -1.80%
8 2026-01-10T10:00:00Z 2026-01-10T15:15:00Z 90,787.12 90,616.45 -38.46 -0.39%
9 2026-01-10T17:15:00Z 2026-01-10T18:00:00Z 90,739.08 90,526.85 -42.84 -0.43%
10 2026-01-11T03:00:00Z 2026-01-11T20:30:00Z 90,717.14 90,515.14 -41.55 -0.42%
11 2026-01-12T00:30:00Z 2026-01-12T09:30:00Z 91,168.31 90,792.18 -59.95 -0.61%
12 2026-01-12T16:30:00Z 2026-01-13T01:45:00Z 92,236.06 91,071.77 -142.22 -1.46%
13 2026-01-13T05:00:00Z 2026-01-15T03:30:00Z 91,533.47 95,900.26 437.96 4.56%
14 2026-01-15T09:45:00Z 2026-01-15T15:15:00Z 97,099.82 96,240.97 -108.68 -1.08%
15 2026-01-15T17:45:00Z 2026-01-15T18:15:00Z 96,972.80 96,239.10 -94.83 -0.95%
16 2026-01-16T23:00:00Z 2026-01-17T06:15:00Z 95,533.09 95,221.84 -51.63 -0.52%
17 2026-01-17T13:45:00Z 2026-01-17T22:00:00Z 95,452.21 95,283.88 -36.77 -0.38%
18 2026-01-18T18:00:00Z 2026-01-18T23:45:00Z 95,293.40 94,466.79 -103.86 -1.07%
19 2026-01-21T15:30:00Z 2026-01-21T17:00:00Z 90,031.52 87,584.87 -280.82 -2.91%
20 2026-01-21T20:45:00Z 2026-01-22T14:30:00Z 89,921.98 89,556.18 -56.72 -0.61%
21 2026-01-23T01:45:00Z 2026-01-23T08:15:00Z 89,845.78 89,534.30 -50.79 -0.55%
22 2026-01-23T16:45:00Z 2026-01-23T23:30:00Z 90,287.70 89,544.09 -94.57 -1.02%
23 2026-01-24T03:45:00Z 2026-01-24T08:00:00Z 89,852.31 89,602.19 -43.75 -0.48%
24 2026-01-26T05:15:00Z 2026-01-26T17:15:00Z 87,710.99 87,408.58 -49.59 -0.54%
25 2026-01-26T18:45:00Z 2026-01-27T09:30:00Z 88,027.03 87,966.04 -24.39 -0.27%
26 2026-01-27T17:00:00Z 2026-01-27T17:15:00Z 88,659.16 87,998.65 -85.31 -0.94%
27 2026-01-27T20:00:00Z 2026-01-28T21:15:00Z 88,426.46 89,193.64 59.66 0.67%
28 2026-01-30T19:00:00Z 2026-01-31T08:00:00Z 83,947.92 83,530.11 -62.81 -0.70%
29 2026-02-02T10:15:00Z 2026-02-03T10:45:00Z 77,671.88 78,149.85 37.10 0.41%
30 2026-02-04T06:30:00Z 2026-02-04T09:30:00Z 76,501.31 76,142.63 -60.04 -0.67%
31 2026-02-06T10:30:00Z 2026-02-07T07:30:00Z 66,036.18 68,017.58 249.61 2.79%
32 2026-02-07T18:30:00Z 2026-02-09T01:00:00Z 69,367.53 70,488.27 129.70 1.41%
33 2026-02-09T04:00:00Z 2026-02-09T07:45:00Z 71,321.82 70,417.98 -136.36 -1.46%
34 2026-02-09T18:15:00Z 2026-02-10T03:30:00Z 70,554.97 69,528.64 -151.52 -1.65%
35 2026-02-10T17:45:00Z 2026-02-10T19:00:00Z 69,896.26 68,880.58 -148.88 -1.65%
36 2026-02-11T21:00:00Z 2026-02-12T05:15:00Z 67,569.49 66,792.62 -119.56 -1.35%
37 2026-02-12T10:30:00Z 2026-02-12T16:30:00Z 67,623.33 66,052.20 -220.49 -2.52%
38 2026-02-13T04:15:00Z 2026-02-13T05:00:00Z 66,550.91 66,315.95 -47.12 -0.55%
39 2026-02-13T09:15:00Z 2026-02-15T02:30:00Z 66,697.93 69,461.58 334.01 3.94%
40 2026-02-15T04:15:00Z 2026-02-15T13:30:00Z 70,438.59 69,043.05 -192.04 -2.18%
41 2026-02-16T10:15:00Z 2026-02-16T11:45:00Z 68,959.71 68,572.09 -65.65 -0.76%
42 2026-02-16T12:00:00Z 2026-02-16T14:45:00Z 68,826.60 68,491.11 -58.77 -0.69%
43 2026-02-16T22:45:00Z 2026-02-17T05:45:00Z 68,614.56 68,151.02 -74.33 -0.87%
44 2026-02-18T06:15:00Z 2026-02-18T12:30:00Z 67,815.22 67,555.80 -49.03 -0.58%
45 2026-02-19T06:30:00Z 2026-02-19T12:00:00Z 67,190.28 66,482.73 -104.83 -1.25%
46 2026-02-19T19:30:00Z 2026-02-20T13:45:00Z 66,948.78 66,610.77 -58.24 -0.70%
47 2026-02-20T18:45:00Z 2026-02-21T23:30:00Z 67,805.23 68,062.15 14.66 0.18%
48 2026-02-22T11:45:00Z 2026-02-22T12:45:00Z 68,200.10 67,878.83 -55.15 -0.67%
49 2026-02-23T12:30:00Z 2026-02-23T15:30:00Z 66,152.05 65,793.38 -60.59 -0.74%
50 2026-02-24T16:45:00Z 2026-02-26T14:00:00Z 64,055.84 67,891.76 468.90 5.78%
51 2026-02-27T05:00:00Z 2026-02-27T10:30:00Z 67,761.04 66,775.88 -141.74 -1.65%
52 2026-02-28T17:00:00Z 2026-03-01T11:00:00Z 65,107.31 66,453.78 157.41 1.86%
53 2026-03-01T15:15:00Z 2026-03-01T17:15:00Z 67,128.61 66,097.72 -149.02 -1.73%
54 2026-03-02T03:15:00Z 2026-03-02T07:45:00Z 66,506.31 65,951.70 -87.24 -1.03%
55 2026-03-02T15:15:00Z 2026-03-03T05:45:00Z 68,438.79 68,065.77 -62.22 -0.74%
56 2026-03-03T17:30:00Z 2026-03-04T04:30:00Z 68,248.29 67,586.48 -96.95 -1.17%
57 2026-03-04T06:45:00Z 2026-03-05T08:00:00Z 68,679.05 72,041.09 384.53 4.69%
58 2026-03-05T10:30:00Z 2026-03-05T15:15:00Z 73,166.43 71,784.27 -179.13 -2.09%
59 2026-03-08T09:30:00Z 2026-03-08T13:45:00Z 67,861.20 67,041.16 -118.25 -1.41%
60 2026-03-09T04:30:00Z 2026-03-10T20:15:00Z 67,589.38 70,098.65 290.71 3.51%
61 2026-03-11T14:15:00Z 2026-03-12T01:30:00Z 70,242.06 69,883.60 -60.87 -0.71%
62 2026-03-12T10:45:00Z 2026-03-13T18:15:00Z 70,392.71 71,203.82 80.99 0.95%
63 2026-03-14T23:15:00Z 2026-03-17T06:45:00Z 71,026.63 73,989.98 341.08 3.96%
64 2026-03-17T18:00:00Z 2026-03-18T00:15:00Z 74,538.66 73,974.36 -85.46 -0.96%
65 2026-03-18T03:45:00Z 2026-03-18T05:30:00Z 74,505.39 74,051.50 -71.57 -0.81%
66 2026-03-19T21:00:00Z 2026-03-20T13:45:00Z 70,497.13 70,308.94 -40.97 -0.47%
67 2026-03-20T22:15:00Z 2026-03-21T16:45:00Z 70,823.77 70,357.14 -75.00 -0.86%
68 2026-03-23T06:00:00Z 2026-03-23T07:00:00Z 68,913.70 67,860.63 -149.59 -1.72%
69 2026-03-23T08:45:00Z 2026-03-23T09:45:00Z 68,559.23 68,131.87 -70.05 -0.82%
70 2026-03-23T10:15:00Z 2026-03-24T05:30:00Z 68,616.51 70,167.22 173.76 2.06%
71 2026-03-24T07:30:00Z 2026-03-24T14:15:00Z 70,944.11 69,844.67 -150.66 -1.75%
72 2026-03-24T23:30:00Z 2026-03-25T18:15:00Z 70,762.75 70,908.76 0.52 0.01%
73 2026-03-25T23:15:00Z 2026-03-26T03:00:00Z 71,341.97 70,878.83 -71.85 -0.85%
74 2026-03-28T07:30:00Z 2026-03-28T10:45:00Z 66,484.45 66,178.95 -55.33 -0.66%
75 2026-03-28T12:30:00Z 2026-03-28T23:45:00Z 66,453.99 66,374.95 -26.59 -0.32%
76 2026-03-29T03:30:00Z 2026-03-29T09:45:00Z 66,989.37 66,568.26 -68.84 -0.83%
77 2026-03-29T12:00:00Z 2026-03-29T14:00:00Z 66,829.65 66,567.04 -48.86 -0.59%
78 2026-03-30T02:45:00Z 2026-03-30T17:45:00Z 67,052.16 66,944.65 -29.52 -0.36%
79 2026-03-31T01:45:00Z 2026-03-31T09:00:00Z 67,946.90 66,764.98 -158.26 -1.94%
80 2026-03-31T16:45:00Z 2026-04-01T19:00:00Z 67,789.60 68,071.14 17.21 0.21%
81 2026-04-02T17:15:00Z 2026-04-03T02:00:00Z 67,182.97 66,616.68 -83.64 -1.04%
82 2026-04-03T08:00:00Z 2026-04-03T14:00:00Z 67,055.49 66,658.66 -62.84 -0.79%
83 2026-04-03T14:30:00Z 2026-04-04T02:45:00Z 66,929.47 66,813.45 -29.41 -0.37%
84 2026-04-04T06:15:00Z 2026-04-05T02:00:00Z 66,968.63 67,071.58 -3.64 -0.05%
85 2026-04-05T15:45:00Z 2026-04-06T23:15:00Z 67,450.70 68,589.09 116.61 1.48%
86 2026-04-07T20:15:00Z 2026-04-08T19:30:00Z 69,452.06 71,112.82 174.31 2.19%
87 2026-04-08T21:30:00Z 2026-04-08T22:30:00Z 71,682.35 71,151.13 -76.52 -0.94%
88 2026-04-09T09:45:00Z 2026-04-09T14:00:00Z 71,288.60 70,787.81 -72.69 -0.90%
89 2026-04-09T15:45:00Z 2026-04-10T07:45:00Z 72,090.16 71,646.47 -65.09 -0.81%
90 2026-04-10T11:45:00Z 2026-04-11T06:30:00Z 72,200.44 72,680.50 36.78 0.46%
91 2026-04-11T11:30:00Z 2026-04-11T13:30:00Z 72,847.60 72,602.27 -42.70 -0.54%
92 2026-04-11T16:45:00Z 2026-04-12T01:45:00Z 73,122.16 71,721.65 -167.33 -2.11%
93 2026-04-13T13:45:00Z 2026-04-14T20:00:00Z 71,052.64 74,208.46 328.39 4.23%
94 2026-04-15T02:00:00Z 2026-04-15T02:45:00Z 74,628.20 74,261.74 -55.79 -0.69%
95 2026-04-15T19:00:00Z 2026-04-16T10:30:00Z 74,405.17 74,445.77 -11.67 -0.15%
96 2026-04-16T19:30:00Z 2026-04-17T04:15:00Z 75,033.00 74,657.90 -56.03 -0.70%
97 2026-04-17T07:15:00Z 2026-04-18T08:30:00Z 75,046.11 76,668.55 155.90 1.96%
98 2026-04-19T13:45:00Z 2026-04-19T17:45:00Z 76,043.71 75,174.10 -108.88 -1.34%
99 2026-04-20T08:15:00Z 2026-04-21T15:30:00Z 74,848.57 75,679.76 72.77 0.91%
100 2026-04-22T00:15:00Z 2026-04-23T01:00:00Z 76,433.13 78,408.62 192.34 2.38%
101 2026-04-23T16:00:00Z 2026-04-23T17:45:00Z 78,392.45 77,176.43 -144.64 -1.75%
102 2026-04-23T22:30:00Z 2026-04-24T04:30:00Z 78,193.97 77,597.55 -78.14 -0.96%
103 2026-04-24T12:00:00Z 2026-04-24T16:45:00Z 78,255.92 77,692.59 -73.94 -0.92%
104 2026-04-25T10:00:00Z 2026-04-25T16:15:00Z 77,730.10 77,436.08 -46.06 -0.58%
105 2026-04-25T23:45:00Z 2026-04-26T03:45:00Z 77,622.29 77,364.52 -42.14 -0.53%
106 2026-04-26T05:00:00Z 2026-04-27T06:30:00Z 77,789.84 77,709.59 -23.89 -0.30%
107 2026-04-29T02:00:00Z 2026-04-29T15:00:00Z 76,586.31 76,554.69 -18.96 -0.24%
108 2026-04-30T09:30:00Z 2026-05-03T02:30:00Z 76,232.01 78,097.44 175.97 2.24%
109 2026-05-03T09:30:00Z 2026-05-04T01:15:00Z 78,515.70 78,440.57 -23.69 -0.30%
110 2026-05-04T02:00:00Z 2026-05-04T11:00:00Z 79,785.38 78,924.48 -102.13 -1.28%
111 2026-05-04T15:30:00Z 2026-05-06T00:30:00Z 79,716.31 80,905.98 101.85 1.29%
112 2026-05-06T03:00:00Z 2026-05-06T17:30:00Z 81,379.81 81,458.11 -8.30 -0.10%
113 2026-05-07T08:15:00Z 2026-05-07T09:30:00Z 81,525.15 81,021.72 -65.21 -0.82%
114 2026-05-08T11:00:00Z 2026-05-11T03:45:00Z 80,228.59 80,706.05 31.24 0.39%
115 2026-05-11T12:45:00Z 2026-05-11T14:45:00Z 81,179.48 80,788.19 -54.18 -0.68%
116 2026-05-11T15:30:00Z 2026-05-12T02:15:00Z 81,359.65 81,299.77 -21.60 -0.27%
117 2026-05-13T01:30:00Z 2026-05-13T11:45:00Z 81,080.78 80,657.89 -56.77 -0.72%
118 2026-05-14T07:15:00Z 2026-05-14T11:30:00Z 79,761.10 79,344.72 -56.40 -0.72%
119 2026-05-14T13:30:00Z 2026-05-15T05:30:00Z 79,962.00 80,775.95 63.40 0.82%
120 2026-05-17T10:15:00Z 2026-05-17T15:15:00Z 78,462.67 78,073.85 -54.38 -0.69%
121 2026-05-17T20:00:00Z 2026-05-17T23:15:00Z 78,430.97 77,839.44 -74.08 -0.95%
122 2026-05-18T22:15:00Z 2026-05-19T03:00:00Z 77,160.42 76,602.14 -71.01 -0.92%
123 2026-05-19T06:30:00Z 2026-05-19T10:45:00Z 77,025.39 76,737.57 -43.71 -0.57%
124 2026-05-19T11:00:00Z 2026-05-19T11:45:00Z 77,057.28 76,651.64 -55.03 -0.73%
125 2026-05-19T19:45:00Z 2026-05-20T00:15:00Z 76,892.43 76,566.14 -46.95 -0.62%
126 2026-05-20T05:15:00Z 2026-05-21T10:45:00Z 77,245.44 77,347.86 -5.05 -0.07%
127 2026-05-21T18:30:00Z 2026-05-22T07:00:00Z 77,757.15 77,407.93 -48.48 -0.65%
128 2026-05-23T16:15:00Z 2026-05-24T15:30:00Z 75,550.15 76,432.86 71.82 0.97%
129 2026-05-24T23:30:00Z 2026-05-25T21:45:00Z 76,876.50 77,282.53 24.56 0.33%
130 2026-05-26T11:15:00Z 2026-05-26T15:45:00Z 77,283.19 76,511.69 -90.06 -1.20%
131 2026-05-28T20:45:00Z 2026-05-29T03:15:00Z 73,716.74 73,432.28 -43.51 -0.58%
132 2026-05-29T06:15:00Z 2026-05-29T12:30:00Z 73,714.75 73,312.14 -55.09 -0.74%
133 2026-05-29T16:45:00Z 2026-05-29T22:30:00Z 74,079.80 73,509.15 -71.10 -0.97%
134 2026-05-30T02:45:00Z 2026-05-30T04:30:00Z 73,722.92 73,332.63 -52.93 -0.73%
135 2026-05-30T10:15:00Z 2026-05-31T09:00:00Z 73,652.13 73,922.83 12.05 0.17%
136 2026-05-31T23:15:00Z 2026-06-01T00:00:00Z 73,950.80 73,659.66 -42.84 -0.59%
137 2026-06-01T00:30:00Z 2026-06-01T01:30:00Z 73,974.79 73,589.29 -51.73 -0.72%
138 2026-06-04T19:45:00Z 2026-06-04T20:00:00Z 63,798.77 63,616.65 -34.58 -0.48%
139 2026-06-06T09:15:00Z 2026-06-06T10:15:00Z 61,240.25 60,608.71 -87.25 -1.23%
140 2026-06-07T01:15:00Z 2026-06-07T19:45:00Z 61,328.26 61,205.77 -27.99 -0.40%
141 2026-06-07T22:15:00Z 2026-06-08T23:45:00Z 63,599.70 63,121.37 -66.38 -0.95%
142 2026-06-09T07:15:00Z 2026-06-09T07:30:00Z 63,311.08 63,018.21 -45.76 -0.66%
143 2026-06-10T14:00:00Z 2026-06-10T22:00:00Z 62,158.86 61,343.91 -103.65 -1.51%
144 2026-06-11T01:30:00Z 2026-06-12T07:15:00Z 62,188.44 62,970.72 71.45 1.06%
145 2026-06-12T09:30:00Z 2026-06-12T22:00:00Z 63,784.60 63,459.30 -48.48 -0.71%
146 2026-06-13T02:00:00Z 2026-06-13T04:00:00Z 63,850.65 63,519.29 -48.74 -0.72%
147 2026-06-13T07:00:00Z 2026-06-14T14:15:00Z 63,748.75 64,295.48 44.24 0.66%
148 2026-06-14T22:00:00Z 2026-06-16T00:30:00Z 65,324.65 66,234.75 80.81 1.19%
149 2026-06-16T08:15:00Z 2026-06-16T14:00:00Z 66,485.29 66,038.80 -59.75 -0.87%
150 2026-06-17T16:30:00Z 2026-06-17T19:45:00Z 66,271.25 64,165.41 -229.50 -3.37%
151 2026-06-19T14:30:00Z 2026-06-21T13:45:00Z 63,280.32 64,035.20 65.17 0.99%
152 2026-06-21T16:00:00Z 2026-06-21T16:15:00Z 64,236.84 64,129.17 -24.39 -0.37%
153 2026-06-21T16:30:00Z 2026-06-21T16:45:00Z 64,198.91 64,095.21 -23.90 -0.36%
154 2026-06-21T20:00:00Z 2026-06-21T20:30:00Z 64,219.97 64,096.83 -25.80 -0.39%
155 2026-06-22T02:15:00Z 2026-06-22T20:30:00Z 64,564.91 64,397.56 -30.12 -0.46%
156 2026-06-24T00:45:00Z 2026-06-24T10:15:00Z 62,971.28 62,600.10 -51.54 -0.79%
157 2026-06-25T05:15:00Z 2026-06-25T13:45:00Z 61,659.93 60,065.98 -180.34 -2.78%
158 2026-06-26T06:45:00Z 2026-06-26T11:15:00Z 60,403.00 59,474.10 -109.41 -1.73%
159 2026-06-26T15:45:00Z 2026-06-26T21:00:00Z 60,436.21 59,706.05 -87.12 -1.41%
160 2026-06-26T21:45:00Z 2026-06-27T20:45:00Z 60,035.99 60,243.77 8.90 0.15%
161 2026-06-28T09:45:00Z 2026-06-28T10:45:00Z 60,390.96 60,115.18 -40.12 -0.66%
162 2026-06-28T11:30:00Z 2026-06-28T14:00:00Z 60,324.07 60,059.88 -38.72 -0.64%
163 2026-06-29T04:15:00Z 2026-06-29T14:15:00Z 59,935.98 59,079.08 -98.27 -1.63%
164 2026-06-29T17:30:00Z 2026-06-30T01:45:00Z 60,556.11 59,827.01 -83.28 -1.40%

Limitations