Verified — this backtest ran on Tessen's own engine and data. The inputs can't be faked.
On data it never saw, the agent averaged -6.52bp per trade after costs (win rate 56.4% — irrelevant when losers outweigh winners).
Try: This is an entry-signal problem, not a tuning problem. Change the core idea: different condition, different timeframe, or add a regime filter (e.g. only trade high-volatility periods) — don't just widen stops.
It loses on BTC/USDT:USDT, ETH/USDT:USDT, SOL/USDT:USDT — under 60% of its universe is positive, which usually means the backtest found luck, not a mechanism.
Try: Either the thesis only applies to certain assets (then say so — trim the universe to where the mechanism makes sense), or the signal is noise. Ask: WHY would this work on some symbols and not others?
Simulated at responsible sizing, the worst drawdown hits 82% — deep enough that most people abandon the strategy exactly at the bottom.
Try: Cut risk per trade, tighten the catastrophe stop, or reduce concurrent positions. An edge you can't hold through its drawdown is an edge you don't have.
<a href="https://tessen.ai/verify/51d8810a-7cd4-4991-a6df-8377172fd81b"><img src="https://anonimous.net/tessen-api/v1/badge/51d8810a-7cd4-4991-a6df-8377172fd81b.svg" alt="Tessen Grade" /></a>
A Tessen Grade is a historical, out-of-sample statistical measurement — not investment advice, a prediction, or a guarantee of future results. Most strategies fail; a passing grade can stop working as markets change. Trading involves substantial risk of loss. Full risk disclosure