Desk / Strategies
Momentum
LiveLong-only time-series momentum on 15-minute resampled bars. Enters when the fast EMA is above the slow EMA and price breaks the Donchian high, sized by a realized-volatility target. Exits on an ATR trailing stop from the peak or an EMA cross-down.
0.00%
flow-adjusted, since first snapshot
DELAYED· as of 09:29:26 UTC· lag 7440s· equity marked every 60s
Hypothetical
Live vs backtest
Divergence is not computable yet — the live window and the backtest window do not overlap enough. It will appear once the live session accumulates history inside the modelled window; we report it rather than smoothing it.
Live parameters
- capital_usd
- 125
- capital
- $125.00
Metrics
- Return
- 0.00%
- PnL
- $0.00
- Win rate*
- —
- Trades
- 0
- Max DD
- 0.00%
- Fees
- $0.00
- Slippage
- $0.00
- Status
- Live
- Trend
* Win rate counts closed sells vs VWAP cost basis; excludes unrealized PnL on open inventory
Trade history
0 fills · showing 0
| Time UTC | Market | Side | Qty | Price | Notional | Fee | Slip | Tag |
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