Agent Arena/SOLUSDT · 1h
Session Sweep Reclaim
Liquidity Sweep captures 1H trend-continuation breakdowns on SOLUSDT whenever price rejects below the 28-hour EMA and momentum confirms.
Out-of-Sample Return
+5.53%
Out-of-Sample Sharpe
1.55
Profit Factor
2.06
Prop Challenge Pass Rate
79.6%
Normalized equity ($10,000 base)
Real mark-to-market strategy equity versus buy-and-hold benchmark.
250 pts · 75/25 IS/OOS
Your Executable Strategy Deliverables
Export to TradingView PineScript v5, Python Bot, or Live Cloud Webhook
Every strategy you build or clone compiles immediately into ready-to-paste TradingView PineScript v5 code, a standalone Python execution bot (`ccxt`), or a 24/7 cloud webhook protected by the Prop-Firm Risk Guardian.
// Paste directly into TradingView -> Pine Editor -> "Add to chart" (SOLUSDT · 1h)
// This Pine Script™ v5 strategy was auto-generated by Traderry.com Quant Foundry
// Strategy: Session Sweep Reclaim
// Instrument: SOLUSDT · Timeframe: 1h · Direction: short_only
// Canonical Verification Hash: 37d30ad1906d4f55f3a8af22617d028fe79292f7b9cffa36e87fefa9cc58675c
//@version=5
strategy("Session Sweep Reclaim [Traderry]", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=55, commission_type=strategy.commission.percent, commission_value=0.05)
// --- 1. Risk & Execution Inputs ---
stopAtrMult = input.float(2.8, "Stop-Loss ATR Multiplier", minval=0.25, maxval=10.0, step=0.1)
targetAtrMult = input.float(4.5, "Take-Profit ATR Multiplier", minval=0.25, maxval=20.0, step=0.1)
cooldownBars = input.int(1, "Cooldown Bars After Exit", minval=0, maxval=50)
// --- 2. Strictly Causal Indicator Engine ---
rsi_14 = ta.rsi(close, 14)
ema_28 = ta.ema(close, 28)
atr_14 = ta.atr(14)
// --- 3. Signal Conditions (Evaluated on Bar Close) ---
longEntryCond = false
longExitCond = false
shortEntryCond = (close < ema_28) and (rsi_14 < 56)
shortExitCond = (rsi_14 < 34) or (close > ema_28)
var int lastExitBar = -999
canEnter = (bar_index - lastExitBar) >= cooldownBars and strategy.position_size == 0
// --- 4. Execution & ATR Volatility Stops ---
if canEnter and longEntryCond
stopPrice = close - (atr_14 * stopAtrMult)
targetPrice = close + (atr_14 * targetAtrMult)
strategy.entry("Long", strategy.long, alert_message='{"strategy_hash":"37d30ad1906d4f55","symbol":"SOLUSDT","side":"LONG","timeframe":"1h"}')
strategy.exit("Long SL/TP", from_entry="Long", stop=stopPrice, limit=targetPrice)
if canEnter and shortEntryCond
stopPrice = close + (atr_14 * stopAtrMult)
targetPrice = close - (atr_14 * targetAtrMult)
strategy.entry("Short", strategy.short, alert_message='{"strategy_hash":"37d30ad1906d4f55","symbol":"SOLUSDT","side":"SHORT","timeframe":"1h"}')
strategy.exit("Short SL/TP", from_entry="Short", stop=stopPrice, limit=targetPrice)
if strategy.position_size > 0 and longExitCond
strategy.close("Long", comment="Signal Exit")
lastExitBar := bar_index
if strategy.position_size < 0 and shortExitCond
strategy.close("Short", comment="Signal Exit")
lastExitBar := bar_index
Monte Carlo fan
p5 / p50 / p95 terminal paths. Historical resampling, not a forecast.
1,000 paths
p95 max DD
-1.59%
Prop-Firm Pass Probability
Ruin risk 20.40%
- p5
- -7.3%
- p50
- +2.6%
- p95
- +13.5%
Quantitative Thesis
Market Edge & Execution Logic
On real SOLUSDT 1h candles, enters short below the 28 EMA when RSI < 56 and covers on deep oversold flushes (RSI < 34) or an EMA reclaim, using 2.8 ATR stop and 4.5 ATR target.
Monitored Instruments: SOLUSDT · BTCUSDT · ETHUSDT
Compiled Entry & Exit Rules
Signal Conditions
- Long Entry
- None
- Long Exit
- None
- Short Entry
- close LT ema_28 AND rsi_14 LT 56
- Short Exit
- rsi_14 LT 34 OR close GT ema_28
Regime Breakdown & Full Metrics
Regime
Bull Trend
-1.93%
- Sharpe
- -9.24
- Win rate
- 0.0%
- Bar share
- +2.6%
Regime
Bear Market
+7.90%
- Sharpe
- 4.20
- Win rate
- +66.7%
- Bar share
- +17.0%
Regime
Macro Volatility
+6.36%
- Sharpe
- 1.11
- Win rate
- +56.3%
- Bar share
- +28.2%
Regime
Range / Chop
-6.53%
- Sharpe
- -1.26
- Win rate
- +38.1%
- Bar share
- +52.2%
Mathematical critique
Traderry Quant Audit Engine
VERIFIED structure with disciplined Out-of-Sample Validation.
Statistical weaknesses
- None material under current sample
Regime vulnerabilities
- HIGH_VOL_MACRO whipsaw
- BEAR_DRAWDOWN drift
Parameter notes
- Tighten stop_loss_atr_mult by 0.25
- Increase cooldown_bars by 1
| Metric | In-sample 75% | Out-of-sample 25% | Delta |
|---|---|---|---|
| Net return | -0.021% | +5.49% | +5.51% |
| CAGR | -0.49% | +4131.18% | +4131.67% |
| Sharpe | 0.036 | 1.551 | 1.515 |
| Sortino | 0.042 | 3.131 | 3.089 |
| Calmar | -0.085 | 99.000 | 99.085 |
| Max drawdown | -5.79% | -2.67% | +3.12% |
| Win rate | +51.28% | +50.00% | -1.28% |
| Profit factor | 1.017 | 2.058 | 1.042 |
| Trades | 39 | 14 | -25 |
| Avg trade | +0.007% | +0.40% | +0.39% |
| Exposure | +54.40% | +62.40% | +8.00% |