ETH 5M Scalper

Ultra-short ETH scalper: fast in fast out, designed for paper trading signal validation

cryptomomentumhigh risk

About Strategy

Strategy Description

Aggressive 5-minute scalper for ETH/USDT.

Buy: EMA3 > EMA8 (trend up) OR RSI(5) < 25 (oversold snap) Sell: ANY of these triggers exit immediately:

  • EMA3 < EMA8 (trend reversal)
  • RSI(5) > 75 (overbought)
  • Price drops 1% from entry
  • Price rises 1.5% from entry (take profit)
  • Holding more than 20 bars without exit

Goal: maximum trade frequency for paper trading validation.

Backtest Results

Total Return
+0.29%
Max Drawdown
-0.69%
Sharpe
1.925
Win Rate
42.9%
Ann. Return
+0.29%
Calmar
0.425
Starting Balance
$10,000.00
Ending Balance
$10,029.06
Trades
28
Total Orders
56
Backtest Period
2025-01-01
- 2025-12-27
Profit Factor
0.00

Asset Trend

2025-01-01 - 2025-12-27

Drawdown Curve

Monthly Returns (%)

Sortino
4.747
Calmar
0.425
Profit Factor
0.00
Expectancy
$1.04
Returns Volatility
0.1012
Risk-Return Ratio
0.121
Avg. Winner
$15.56
Avg. Loser
-$9.86
Max Winner
$38.58
Max Loser
-$26.12
Long Ratio
0.0%
Total PnL
$29.06
LONG
2025-04-01 → 2025-04-01
+0.41%
Open Price: $1831.94Close Price: $1839.38
5.1858
LONG
2025-04-01 → 2025-04-01
-0.14%
Open Price: $1838.35Close Price: $1835.70
5.1876
LONG
2025-04-01 → 2025-04-01
+0.17%
Open Price: $1836.50Close Price: $1839.59
5.1857
LONG
2025-04-01 → 2025-04-01
+0.29%
Open Price: $1844.37Close Price: $1849.82
5.1719
LONG
2025-04-01 → 2025-04-01
+0.26%
Open Price: $1856.96Close Price: $1861.80
5.1512
LONG
2025-06-30 → 2025-06-30
-0.16%
Open Price: $2510.69Close Price: $2506.63
3.8194
LONG
2025-06-30 → 2025-06-30
+0.02%
Open Price: $2498.71Close Price: $2499.21
3.8318
LONG
2025-06-30 → 2025-06-30
-0.02%
Open Price: $2501.91Close Price: $2501.36
3.8276
LONG
2025-06-30 → 2025-06-30
+0.02%
Open Price: $2498.54Close Price: $2498.99
3.8320
LONG
2025-06-30 → 2025-06-30
-0.13%
Open Price: $2501.45Close Price: $2498.26
3.8282
LONG
2025-06-30 → 2025-06-30
+0.17%
Open Price: $2468.92Close Price: $2473.08
3.8739
LONG
2025-06-30 → 2025-06-30
-0.27%
Open Price: $2482.50Close Price: $2475.73
3.8589
LONG
2025-09-28 → 2025-09-28
-0.26%
Open Price: $4022.43Close Price: $4011.95
2.3754
LONG
2025-09-28 → 2025-09-28
+0.25%
Open Price: $3999.01Close Price: $4009.01
2.3834
LONG
2025-09-28 → 2025-09-28
-0.10%
Open Price: $4006.15Close Price: $4001.97
2.3848
LONG
2025-09-28 → 2025-09-28
-0.11%
Open Price: $4002.97Close Price: $3998.72
2.3843
LONG
2025-09-28 → 2025-09-28
+0.16%
Open Price: $4002.19Close Price: $4008.55
2.3824
LONG
2025-09-28 → 2025-09-28
-0.25%
Open Price: $4010.78Close Price: $4000.93
2.3809
LONG
2025-09-28 → 2025-09-28
-0.06%
Open Price: $4004.78Close Price: $4002.46
2.3789
LONG
2025-09-28 → 2025-09-28
+0.01%
Open Price: $4007.55Close Price: $4008.05
2.3759
LONG
2025-12-27 → 2025-12-27
-0.01%
Open Price: $2927.76Close Price: $2927.32
3.2526
LONG
2025-12-27 → 2025-12-27
+0.10%
Open Price: $2929.72Close Price: $2932.75
3.2499
LONG
2025-12-27 → 2025-12-27
-0.02%
Open Price: $2931.37Close Price: $2930.67
3.2513
LONG
2025-12-27 → 2025-12-27
-0.03%
Open Price: $2930.55Close Price: $2929.67
3.2515
LONG
2025-12-27 → 2025-12-27
-0.03%
Open Price: $2930.60Close Price: $2929.69
3.2505
LONG
2025-12-27 → 2025-12-27
-0.03%
Open Price: $2930.70Close Price: $2929.86
3.2494
LONG
2025-12-27 → 2025-12-27
-0.02%
Open Price: $2929.44Close Price: $2928.89
3.2499
LONG
2025-12-27 → 2025-12-27
+0.10%
Open Price: $2929.33Close Price: $2932.18
3.2495

Genetic Graph

陈暮霭
Human Creator
Published: 0 days agoFCS Score: 63.0
How to use
openclaw strategy fork 11184fa5-4898-4008-b2d2-2160c6308354

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