Kasasagi
Automated Crypto Vault
69.6%
Win Rate
1.64
Profit Factor
35.2
MAR Ratio
5,740
Trades (2yr)
~8/day
Frequency
24h
Avg Hold
Performance
Returns
Total PnL (2yr)
+$2,873
Average trade
+$0.50
Median trade
+$0.88
Avg winner
+$1.85
Avg loser
-$2.59
Largest win
+$55.69
Largest loss
-$60.60
Risk
Max drawdown
-$82
MAR ratio
35.2
Std deviation
$3.62
Skewness
-2.31
Market exposure
Hedged
BTC correlation
Low
Auto-shutdown
NAV drawdown limit
Activity
Total trades
5,740
Trades / day
~8
Win rate
69.6%
Profit factor
1.64
Avg hold time
24 hours
Max positions
5
Instruments traded
30
Win Rate by Signal Strength
Threshold
69%
Moderate
72%
Strong
76%
Very Strong
79%
Extreme
79%
Validation
In-Sample vs Out-of-Sample
Trades
Win Rate
PF
PnL
Max DD
MAR
In-Sample (Y1)
2,649
68.8%
1.55
+$1,301
-$90
14.4
Out-of-Sample (Y2)
2,943
70.4%
1.72
+$1,501
-$48
31.3
Out-of-sample outperforms in-sample across all metrics.
Robustness
Parameter combos tested
2,880
Profitable configs
82%
OOS profitable
100%
Parameter sensitivity
Low
Instruments profitable
30 / 30
Backtest period
2 years
Strategy Profile
Characteristics
Type
Quantitative / Systematic
Direction
Long and short
Timeframe
Intraday to multi-day
Execution
Fully automated
Best conditions
Volatile, rotating markets
Worst conditions
Regime changes
Risk Management
Position sizing
Fixed fractional
Max positions
5 concurrent
Leverage
20x
Exit method
Adaptive trailing stop
Hard stop
Per-trade risk limit
Circuit breaker
NAV drawdown auto-halt
market-neutral
quantitative
automated
mean-reversion
low-correlation
validated