SENTINEL v4.1 — THE GUARDIAN

Total P&L

+$275.62

+27.6% return

Final Equity

$1,275.62

from $1,000

Profit Factor

3.200

gross wins ÷ gross losses

Sharpe Ratio

2.060

annualised risk-adjusted

Win:Loss Ratio

5.510x

avg win ÷ avg loss

Win Rate

36.7%

49 total trades

Avg P&L/Trade

+$5.62

hold 3.2d avg

Max Drawdown

4.1%

peak-to-trough

Equity Curve ▲ entries ● exits (●win ●loss)

Individual Trade P&L chronological · green = win · red = loss

Per-Asset Breakdown

Asset	Alloc	Trades	W / L	Win Rate	Total P&L	Avg/Trade	Best Win	Worst Loss	Sharpe
BTC/USD	$227	20	7 / 13	35.0%	+$22.59	+$1.13	$12.53	$-2.93	0.960
ETH/USD	$486	15	6 / 9	40.0%	+$216.31	+$14.42	$111.53	$-8.25	1.910
XRP/USD	$287	14	5 / 9	35.7%	+$36.72	+$2.62	$19.48	$-3.75	0.840

Version History

Ver	Date	Config	Total P&L	Prof Factor	Sharpe	Win Rate	What Changed
v1	Jan 2025	MA 10/30, no filters, equal allocation	—	—	—	—	Baseline — proof of concept
v2	Feb 2025	MA 12/30 + 200 SMA trend filter, equal allocation	—	—	—	—	Added 200-bar trend filter, reduced false entries
v3	Mar 2025	MA 12/30 + 200f + 2% SL · Sharpe-weighted BTC 22.7% / ETH 48.6% / XRP 28.7%	+$262.16	3.053	2.016	34.7%	Sweep-optimised stop-loss. Capital Sharpe-weighted across 3 assets.
v4	Mar 2026	MA 13/35 + 200f + 2% SL · OOS-validated BTC 61.9% / ETH 28.1% / XRP 10%	+$88.55	1.671	0.990	30.2%	OOS-validated params (IS/OOS PF match). Heavy BTC tilt by OOS Sharpe.
v4.1 CURRENT	Mar 2026	MA 12/30 + 200f + 2% SL + 1-bar delay · BTC 22.7% / ETH 48.6% / XRP 28.7%	+$275.62	3.200	2.060	36.7%	1-bar entry delay: enter at open of bar after crossover, not close. DD 4.07%, PF 3.198.