One automated strategy that turns our smart-money confirmation signals into derivatives trades — fully mechanical, no discretion. This page shows exactly what it does, how it works, and its complete, honest simulated track record — every number computed from historical signals, nothing hand-edited.
Account equity over time, starting from the initial balance.
The strategy watches our smart-money confirmation engine. When whale positioning, derivatives (funding + long/short ratio + open-interest momentum) and on-chain flow all agree on a direction for a coin, that becomes a candidate signal.
On a qualifying signal it opens a position on that symbol in the signalled direction (long or short), with a fixed notional per trade and a pre-defined stop and take-profit. No averaging into losers, no revenge trades — the rules are the same every time.
Each position is closed by its stop, target, or an opposing signal. The realised result is written to the track record you see below — win rate, profit factor, drawdown and the full trade ledger, updated as new trades close.
Gross profit vs gross loss. Above 1.0 = net positive.
Peak-to-trough decline in equity over time.
Every closed position, newest first.
| Symbol | Direction | Entry | Exit | PnL % | Net % | PnL (USDT) |
|---|---|---|---|---|---|---|
| Loading trades… | ||||||
/v1/strategies/*?account=9. See the API docs for exact fields.A dedicated live copy-trading bot (on a separate account, shadow-tested for a validation period first) is in development. Once it goes live, this panel streams its real trades in real time — opens, closes, sizing, TP / trailing-TP / SL — and you'll be able to mirror them on your own account via the Smart Money API or a native exchange copytrade link. Everything above this panel is the simulated backtest; everything here will be live and real, timestamped from launch day.
Honesty note. Every figure here is a simulation computed from historical smart-money signals over a single ~3-month regime (Mar–Jun 2026) under a fixed $100/trade notional and the current exit model — it is not a record of real executed trades, and figures are pre-fee. Over the full sample the edge is thin (~45% win rate, profit factor ~1.05, ~36% peak drawdown) and June was a losing month. A single simulated regime is not a long-run proof. Past simulated performance is not indicative of future results. This is informational only and is not financial advice.