# Is the crypto profit-lock trail worth the hassle? (2026-09-21)

Avg % result per trade with no trail vs the live setting vs the best of 37 arm/trail pairs, everything else at live values. "trail decides" = share of trades the trail actually closed under the live setting. crypto-tape-v1 is absent: its entry needs the live order book, which bars don't carry.

| strategy | bars | trades | no trail | live setting | best pair | trail decides | worth it? |
| --- | --- | --- | --- | --- | --- | --- | --- |
| crypto-trend-v1 | daily | 312 | +3.15% | arm 5% / trail 5%: +0.24% | arm 6% / trail 2%: +1.11% | 48% of exits | No — a trail hurts here |
| crypto-revert-v1 | hourly | 1239 | +0.02% | no trail: +0.02% | arm 2% / trail 1%: +0.05% | 0% of exits | No — makes no measurable difference |
| crypto-scalp-v1 | hourly | 2068 | +0.00% | arm 5% / trail 2%: -0.03% | arm 10% / trail 5%: +0.02% | 11% of exits | No — makes no measurable difference |

## crypto-trend-v1 — daily bars, 730 days, 18 coins, hold cap none

**Worth it? No — a trail hurts here.** no-trail beats even the best trailing pair (arm 6% / trail 2%) by +2.04% per trade; the live pair (arm 5% / trail 5%) is -2.91 vs no-trail.

**What decides the exits** with the live setting (arm 5% / trail 5%): 23% the strategy's own signal, 24% the ATR stop, 48% the trail, 0% the hold cap, 4% still open at the end.

**Whole period (730d):** no trail +3.15% per trade · live +0.24% · best trailing pair arm 6% / trail 2% +1.11%. **Last 183 days:** no trail +2.12% · live +2.32% · best arm 5% / trail 3% +2.63%.

**Robust pairs** (positive in every ~183-day window AND without their 3 best coins): none.

**Pairs that matter** — "avg / trade" is the average % result per trade; "exits by trail" the share of trades the trail closed; "windows +" how many of the 4 ~183-day windows were positive.

| pair | trades | win | avg / trade | profit factor | avg hold | exits by trail | windows + | avg / trade ex top-3 coins |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| arm 5% / trail 5% — live now | 312 | 51% | +0.24% | 1.05 | 6.6d | 48% | 3/4 | -0.70% |
| no trail | 230 | 37% | +3.15% | 1.63 | 12.8d | 0% | 3/4 | +0.54% |
| arm 6% / trail 2% — best trailing pair, whole period | 322 | 52% | +1.11% | 1.26 | 6.1d | 48% | 3/4 | +0.14% |
| arm 5% / trail 3% — best last 183d | 328 | 53% | +0.65% | 1.15 | 6.0d | 49% | 3/4 | -0.22% |

**Every pair — avg % per trade, whole 730 days.** Down a column = arming later at one trail width; across a row = a wider trail at one arm level.

|  | trail 1% | trail 1.5% | trail 2% | trail 3% | trail 4% | trail 5% |
| --- | --- | --- | --- | --- | --- | --- |
| arm 2% | +0.31% | +0.34% | +0.31% | · | · | · |
| arm 3% | +0.44% | +0.46% | +0.53% | +0.44% | · | · |
| arm 4% | +0.39% | +0.37% | +0.46% | +0.39% | +0.14% | · |
| arm 5% | +0.57% | +0.61% | +0.73% | +0.65% | +0.15% | +0.24% |
| arm 6% | +0.89% | +0.87% | +1.11% | +0.93% | +0.39% | +0.47% |
| arm 8% | +0.44% | +0.39% | +0.80% | +0.78% | +0.24% | +0.35% |
| arm 10% | +0.41% | +0.43% | +0.84% | +0.46% | +0.30% | +0.30% |

**Every pair — avg % per trade, last 183 days only.**

|  | trail 1% | trail 1.5% | trail 2% | trail 3% | trail 4% | trail 5% |
| --- | --- | --- | --- | --- | --- | --- |
| arm 2% | +2.17% | +2.26% | +1.88% | · | · | · |
| arm 3% | +2.42% | +2.35% | +1.97% | +2.38% | · | · |
| arm 4% | +2.33% | +2.26% | +1.90% | +2.33% | +2.22% | · |
| arm 5% | +2.41% | +2.44% | +2.20% | +2.63% | +2.15% | +2.32% |
| arm 6% | +2.45% | +2.44% | +2.21% | +2.56% | +1.94% | +2.14% |
| arm 8% | +2.09% | +2.10% | +2.12% | +2.29% | +1.73% | +2.01% |
| arm 10% | +2.06% | +2.12% | +2.17% | +1.76% | +1.59% | +1.94% |

## crypto-revert-v1 — hourly bars, 180 days, 18 coins, hold cap 2d

**Worth it? No — makes no measurable difference.** all 37 pairs within 0.04 points of each other; the trail decides 0% of exits.

**What decides the exits** with the live setting (no trail): 62% the strategy's own signal, 38% the ATR stop, 0% the trail, 0% the hold cap, 0% still open at the end.

**Whole period (180d):** no trail +0.02% per trade · live +0.02% · best trailing pair arm 2% / trail 1% +0.05%. **Last 45 days:** no trail +0.15% · live +0.15% · best no trail +0.15%.

**Robust pairs** (positive in every ~45-day window AND without their 3 best coins): none.

**Pairs that matter** — "avg / trade" is the average % result per trade; "exits by trail" the share of trades the trail closed; "windows +" how many of the 4 ~45-day windows were positive.

| pair | trades | win | avg / trade | profit factor | avg hold | exits by trail | windows + | avg / trade ex top-3 coins |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| no trail — live now (no trail) | 1239 | 56% | +0.02% | 1.02 | 10h | 0% | 2/4 | -0.08% |
| arm 2% / trail 1% — best trailing pair, whole period | 1256 | 58% | +0.05% | 1.05 | 9h | 7% | 3/4 | -0.04% |

**Every pair — avg % per trade, whole 180 days.** Down a column = arming later at one trail width; across a row = a wider trail at one arm level.

|  | trail 1% | trail 1.5% | trail 2% | trail 3% | trail 4% | trail 5% |
| --- | --- | --- | --- | --- | --- | --- |
| arm 2% | +0.05% | +0.04% | +0.04% | · | · | · |
| arm 3% | +0.03% | +0.02% | +0.03% | +0.02% | · | · |
| arm 4% | +0.02% | +0.01% | +0.02% | +0.01% | +0.01% | · |
| arm 5% | +0.02% | +0.01% | +0.01% | +0.01% | +0.01% | +0.02% |
| arm 6% | +0.02% | +0.02% | +0.02% | +0.02% | +0.02% | +0.02% |
| arm 8% | +0.02% | +0.02% | +0.02% | +0.02% | +0.02% | +0.02% |
| arm 10% | +0.02% | +0.02% | +0.02% | +0.02% | +0.02% | +0.02% |

**Every pair — avg % per trade, last 45 days only.**

|  | trail 1% | trail 1.5% | trail 2% | trail 3% | trail 4% | trail 5% |
| --- | --- | --- | --- | --- | --- | --- |
| arm 2% | +0.13% | +0.13% | +0.15% | · | · | · |
| arm 3% | +0.15% | +0.15% | +0.15% | +0.15% | · | · |
| arm 4% | +0.15% | +0.15% | +0.15% | +0.15% | +0.15% | · |
| arm 5% | +0.15% | +0.15% | +0.15% | +0.15% | +0.15% | +0.15% |
| arm 6% | +0.15% | +0.15% | +0.15% | +0.15% | +0.15% | +0.15% |
| arm 8% | +0.15% | +0.15% | +0.15% | +0.15% | +0.15% | +0.15% |
| arm 10% | +0.15% | +0.15% | +0.15% | +0.15% | +0.15% | +0.15% |

## crypto-scalp-v1 — hourly bars, 180 days, 18 coins, hold cap 2d

**Worth it? No — makes no measurable difference.** all 37 pairs within 0.08 points of each other; the trail decides 11% of exits.

**What decides the exits** with the live setting (arm 5% / trail 2%): 61% the strategy's own signal, 27% the ATR stop, 11% the trail, 1% the hold cap, 1% still open at the end.

**Whole period (180d):** no trail +0.00% per trade · live -0.03% · best trailing pair arm 10% / trail 5% +0.02%. **Last 45 days:** no trail +1.27% · live +1.00% · best arm 10% / trail 5% +1.33%.

**Robust pairs** (positive in every ~45-day window AND without their 3 best coins): none.

**Pairs that matter** — "avg / trade" is the average % result per trade; "exits by trail" the share of trades the trail closed; "windows +" how many of the 4 ~45-day windows were positive.

| pair | trades | win | avg / trade | profit factor | avg hold | exits by trail | windows + | avg / trade ex top-3 coins |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| arm 5% / trail 2% — live now | 2068 | 31% | -0.03% | 0.97 | 12h | 11% | 1/4 | -0.09% |
| no trail | 1985 | 30% | +0.00% | 1.00 | 13h | 0% | 1/4 | -0.08% |
| arm 10% / trail 5% — best trailing pair, whole period | 1990 | 30% | +0.02% | 1.02 | 13h | 2% | 1/4 | -0.05% |

**Every pair — avg % per trade, whole 180 days.** Down a column = arming later at one trail width; across a row = a wider trail at one arm level.

|  | trail 1% | trail 1.5% | trail 2% | trail 3% | trail 4% | trail 5% |
| --- | --- | --- | --- | --- | --- | --- |
| arm 2% | -0.04% | -0.04% | -0.05% | · | · | · |
| arm 3% | -0.05% | -0.07% | -0.04% | -0.03% | · | · |
| arm 4% | -0.05% | -0.04% | -0.03% | -0.03% | -0.03% | · |
| arm 5% | -0.03% | -0.02% | -0.03% | -0.03% | -0.03% | +0.02% |
| arm 6% | -0.02% | -0.02% | -0.01% | -0.02% | -0.02% | +0.02% |
| arm 8% | -0.03% | -0.02% | -0.03% | -0.03% | -0.02% | +0.01% |
| arm 10% | -0.02% | -0.02% | -0.02% | -0.01% | -0.01% | +0.02% |

**Every pair — avg % per trade, last 45 days only.**

|  | trail 1% | trail 1.5% | trail 2% | trail 3% | trail 4% | trail 5% |
| --- | --- | --- | --- | --- | --- | --- |
| arm 2% | +0.68% | +0.84% | +0.94% | · | · | · |
| arm 3% | +0.72% | +0.83% | +0.96% | +1.05% | · | · |
| arm 4% | +0.81% | +0.93% | +1.01% | +1.08% | +1.13% | · |
| arm 5% | +0.86% | +1.00% | +1.00% | +1.08% | +1.12% | +1.31% |
| arm 6% | +0.99% | +1.04% | +1.10% | +1.14% | +1.17% | +1.33% |
| arm 8% | +1.03% | +1.06% | +1.04% | +1.11% | +1.17% | +1.32% |
| arm 10% | +1.08% | +1.08% | +1.10% | +1.20% | +1.20% | +1.33% |

## Caveats

- Signal-level: every qualifying signal on every coin is taken at a fixed $1,000 — no slots, pool or cash limits — so this isolates the exit rule, not how an account would have compounded.
- Exits are checked in the live order: the resting stop fires inside the bar it is touched (filled at its price — pessimistic when a bar spans both a new high and the stop); the strategy's own exit, the hold cap and the trail update happen at each bar's close, so the trail ratchets once per bar like the real poll.
- No fees; a live commission shaves every pair equally and does not reorder them.
- Coins: BTC/USD, ETH/USD, DOGE/USD, SOL/USD, LINK/USD, XRP/USD, AAVE/USD, ADA/USD, ARB/USD, AVAX/USD, BCH/USD, DOT/USD, FIL/USD, LTC/USD, ONDO/USD, PEPE/USD, RENDER/USD, UNI/USD — the ones the crypto strategies have actually traded plus the shared watchlist. Live entries come from screeners, so a fixed list is already a simplification.
- In-sample sweep: the single best cell is the least trustworthy number here. Trust the size of the spread, the no-trail comparison, and the robustness line — not the winner.

_Re-run: `pnpm backtest:crypto-trail [--strategy=<name>] [--windows=4]`. Raw per-pair stats in the .json next to this file._