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validation · ETHUSDT 15m

Matrix eigen pca

validated
vs TradingView ground truth · drift measured by PineForge parity sweep
Equity curve
max 45min -2,523600 trades
Aggregates
Trades
2,956
Win rate
49.2%
Total return
-1,419
Max drawdown
-2,635
Sharpe
-0.01
Profit factor
0.96
Avg trade
-0.011%
Asset
ETHUSDT 15m
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