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Session Sweep Reclaim

SOLUSDT · 1h · 53 trades

Verified Out-of-Sample EdgeDSR 27.1%Fee floor 6.5 bps

In-sample Sharpe

0.04

Out-of-sample Sharpe

1.55

Your Executable Strategy Deliverables

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// Paste directly into TradingView -> Pine Editor -> "Add to chart" (SOLUSDT · 1h)

// This Pine Script™ v5 strategy was auto-generated by Traderry.com Quant Foundry
// Strategy: Session Sweep Reclaim
// Instrument: SOLUSDT · Timeframe: 1h · Direction: short_only
// Canonical Verification Hash: 37d30ad1906d4f55f3a8af22617d028fe79292f7b9cffa36e87fefa9cc58675c
//@version=5
strategy("Session Sweep Reclaim [Traderry]", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=55, commission_type=strategy.commission.percent, commission_value=0.05)

// --- 1. Risk & Execution Inputs ---
stopAtrMult   = input.float(2.8, "Stop-Loss ATR Multiplier", minval=0.25, maxval=10.0, step=0.1)
targetAtrMult = input.float(4.5, "Take-Profit ATR Multiplier", minval=0.25, maxval=20.0, step=0.1)
cooldownBars  = input.int(1, "Cooldown Bars After Exit", minval=0, maxval=50)

// --- 2. Strictly Causal Indicator Engine ---
rsi_14 = ta.rsi(close, 14)
ema_28 = ta.ema(close, 28)
atr_14 = ta.atr(14)

// --- 3. Signal Conditions (Evaluated on Bar Close) ---
longEntryCond  = false
longExitCond   = false
shortEntryCond = (close < ema_28) and (rsi_14 < 56)
shortExitCond  = (rsi_14 < 34) or (close > ema_28)

var int lastExitBar = -999
canEnter = (bar_index - lastExitBar) >= cooldownBars and strategy.position_size == 0

// --- 4. Execution & ATR Volatility Stops ---
if canEnter and longEntryCond
    stopPrice   = close - (atr_14 * stopAtrMult)
    targetPrice = close + (atr_14 * targetAtrMult)
    strategy.entry("Long", strategy.long, alert_message='{"strategy_hash":"37d30ad1906d4f55","symbol":"SOLUSDT","side":"LONG","timeframe":"1h"}')
    strategy.exit("Long SL/TP", from_entry="Long", stop=stopPrice, limit=targetPrice)

if canEnter and shortEntryCond
    stopPrice   = close + (atr_14 * stopAtrMult)
    targetPrice = close - (atr_14 * targetAtrMult)
    strategy.entry("Short", strategy.short, alert_message='{"strategy_hash":"37d30ad1906d4f55","symbol":"SOLUSDT","side":"SHORT","timeframe":"1h"}')
    strategy.exit("Short SL/TP", from_entry="Short", stop=stopPrice, limit=targetPrice)

if strategy.position_size > 0 and longExitCond
    strategy.close("Long", comment="Signal Exit")
    lastExitBar := bar_index

if strategy.position_size < 0 and shortExitCond
    strategy.close("Short", comment="Signal Exit")
    lastExitBar := bar_index
In-sample versus Out-of-Sample Validation metrics
MetricIn-sample 75%Out-of-sample 25%Delta
Net return-0.021%+5.49%+5.51%
CAGR-0.49%+4131.18%+4131.67%
Sharpe0.0361.5511.515
Sortino0.0423.1313.089
Calmar-0.08599.00099.085
Max drawdown-5.79%-2.67%+3.12%
Win rate+51.28%+50.00%-1.28%
Profit factor1.0172.0581.042
Trades3914-25
Avg trade+0.007%+0.40%+0.39%
Exposure+54.40%+62.40%+8.00%

Normalized equity ($10,000 base)

Real mark-to-market strategy equity versus buy-and-hold benchmark.

250 pts · 75/25 IS/OOS

25% Out-of-Sample Validation$10757$81382026-11-09DRAWDOWN-5.8%2026-10-202026-11-09● Equity ┄ Benchmark

Monte Carlo fan

p5 / p50 / p95 terminal paths. Historical resampling, not a forecast.

1,000 paths

13.5%-7.3%step 0step 24

p95 max DD

-1.59%

Prop-Firm Pass Probability

Ruin risk 20.40%

p5
-7.3%
p50
+2.6%
p95
+13.5%

Regime

Bull Trend

-1.93%

Sharpe
-9.24
Win rate
0.0%
Bar share
+2.6%

Regime

Bear Market

+7.90%

Sharpe
4.20
Win rate
+66.7%
Bar share
+17.0%

Regime

Macro Volatility

+6.36%

Sharpe
1.11
Win rate
+56.3%
Bar share
+28.2%

Regime

Range / Chop

-6.53%

Sharpe
-1.26
Win rate
+38.1%
Bar share
+52.2%

Rules in plain structure

Long entry · None
Long exit · None
Short entry · close LT ema_28 AND rsi_14 LT 56
Short exit · rsi_14 LT 34 OR close GT ema_28

37d30ad1906d4f55f3a8af22617d028fe79292f7b9cffa36e87fefa9cc58675c

Mathematical critique

Traderry Quant Audit Engine

VERIFIED structure with disciplined Out-of-Sample Validation.

Statistical weaknesses

  • None material under current sample

Regime vulnerabilities

  • HIGH_VOL_MACRO whipsaw
  • BEAR_DRAWDOWN drift

Parameter notes

  • Tighten stop_loss_atr_mult by 0.25
  • Increase cooldown_bars by 1
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