# Is the crypto profit-lock trail worth the hassle? (2026-10-04)

Avg % result per trade with no trail vs the live setting vs the best of 10 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 | 274 | +3.14% | arm 15% / trail 5%: +0.82% | arm 15% / trail 5%: +0.82% | 29% of exits | No — a trail hurts here |

## 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 15% / trail 5%) by +2.32% per trade; the live pair (arm 15% / trail 5%) is -2.32 vs no-trail.

**What decides the exits** with the live setting (arm 15% / trail 5%): 41% the strategy's own signal, 27% the ATR stop, 29% the trail, 0% the hold cap, 3% still open at the end.

**Whole period (730d):** no trail +3.14% per trade · live +0.82% · best trailing pair arm 15% / trail 5% +0.82%. **Last 183 days:** no trail +2.70% · live +2.37% · best no trail +2.70%.

**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 15% / trail 5% — live now | 274 | 39% | +0.82% | 1.15 | 9.1d | 29% | 3/4 | -0.13% |
| no trail | 226 | 38% | +3.14% | 1.62 | 13.7d | 0% | 3/4 | +0.99% |

**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 3% | trail 5% | trail 8% |
| --- | --- | --- | --- |
| arm 5% | +0.60% | +0.38% | · |
| arm 8% | +0.71% | +0.45% | +0.37% |
| arm 10% | +0.46% | +0.56% | +0.42% |

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

|  | trail 3% | trail 5% | trail 8% |
| --- | --- | --- | --- |
| arm 5% | +2.16% | +2.38% | · |
| arm 8% | +1.97% | +2.17% | +1.53% |
| arm 10% | +1.66% | +2.58% | +1.86% |

## 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._