[Famous-Q] Appel MACD (state, fixed)
public
@djgambhirBTCUSDT · 1d · 2021-12-28 → 2026-08-31 · 1,708 bars in 4.0ms
Underperformed the market. Holding BTCUSDT returned +65.29% over the same period, against this strategy’s -1.77%.
Net P&L
-1.77%
−$176.51
Max drawdown
-17.24%
Max run-up
+25.28%
Trades
121
33.9% win rate
Profit factor
0.98
2021-12-28drawdown · worst -17.24%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-18 | +3.23% | -14.32% | 66 | 42% |
| Validation | 2024-10-18 → 2025-09-24 | -8.02% | -13.85% | 30 | 23% |
| Out-of-sample | 2025-09-24 → 2026-08-31 | +3.41% | -7.31% | 24 | 25% |
Risk-adjusted
- Sharpe
- 0.03
- Sortino
- 0.04
- Calmar
- -0.02
- Return ÷ max drawdown
- -0.10
- CAGR
- -0.38%
- Exposure
- 92.9%
Per trade
- Expectancy
- −$1.46 · +0.03%
- Average win / loss
- $215.51 / −$112.65
- Payoff ratio
- 1.91
- Largest win / loss
- $781.48 / −$383.30
- Longest losing streak(winning: 6)
- 6 trades
Drawdown over time
- Max drawdown
- -17.24%
- Longest time under water(still going at the end)
- 702 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$289.86
- Funding
- −$87.55
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 33
- Benchmark(buy and hold)
- +65.29%
Monte Carlo
1,000 alternative histories, each 121 trades drawn at random from this run’s own. The bands hold the middle 50% and 90% of them; the solid line is what actually happened.
this runmedian of the historiesmiddle 50% · 90%
| Unlucky (5%) | Typical | Lucky (95%) | |
|---|---|---|---|
| Return | -32.72% | -2.99% | +44.97% |
| Max drawdown | -38.62% | -22.33% | -11.51% |
55% of histories lost money, and 76% had a deeper drawdown than this run’s -17.24%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.
Settings
- macd fast length
- 12
- macd slow length
- 26
- macd signal length
- 9
- Leverage (×)
- 1
- Position size (% of equity)
- 25
BTCUSDT with every trade
Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss
Trades
121 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | long | 2021-12-29 00:00 @ 47,531.52 | 2022-01-06 00:00 @ 43,413.02 | 8d | −$224.54 | -8.98% | signal |
| 2 | short | 2022-01-07 00:00 @ 43,071.39 | 2022-01-15 00:00 @ 43,051.01 | 8d | $1.62 | +0.07% | signal |
| 3 | long | 2022-01-16 00:00 @ 43,079.12 | 2022-01-22 00:00 @ 36,419.17 | 6d | −$383.30 | -15.68% | signal |
| 4 | short | 2022-01-23 00:00 @ 35,036.72 | 2022-01-30 00:00 @ 38,157.63 | 7d | −$211.35 | -9.00% | signal |
| 5 | long | 2022-01-31 00:00 @ 37,877.57 | 2022-02-19 00:00 @ 39,958.81 | 19d | $117.44 | +5.12% | signal |
| 6 | short | 2022-02-20 00:00 @ 40,044.59 | 2022-03-01 00:00 @ 43,163.63 | 9d | −$184.18 | -7.92% | signal |
| 7 | long | 2022-03-02 00:00 @ 44,402.48 | 2022-03-07 00:00 @ 38,393.42 | 5d | −$312.77 | -13.72% | signal |
| 8 | short | 2022-03-08 00:00 @ 37,956.11 | 2022-03-17 00:00 @ 41,114.12 | 9d | −$183.78 | -8.35% | signal |
| 9 | long | 2022-03-18 00:00 @ 40,906.18 | 2022-04-06 00:00 @ 45,468.40 | 19d | $227.50 | +10.56% | signal |
| 10 | short | 2022-04-07 00:00 @ 43,151.17 | 2022-05-05 00:00 @ 39,692.04 | 28d | $178.64 | +8.08% | signal |
| 11 | short | 2022-05-06 00:00 @ 36,526.39 | 2022-05-21 00:00 @ 29,194.74 | 15d | $453.27 | +20.09% | signal |
| 12 | long | 2022-05-22 00:00 @ 29,433.29 | 2022-06-13 00:00 @ 26,559.39 | 22d | −$243.25 | -10.27% | signal |
| 13 | short | 2022-06-14 00:00 @ 22,466.91 | 2022-06-26 00:00 @ 21,486.20 | 12d | $99.64 | +4.32% | signal |
| 14 | long | 2022-06-27 00:00 @ 21,033.31 | 2022-08-07 00:00 @ 22,938.61 | 41d | $191.30 | +8.20% | signal |
| 15 | short | 2022-08-08 00:00 @ 23,163.27 | 2022-08-09 00:00 @ 23,809.06 | 1d | −$68.26 | -2.87% | signal |
| 16 | long | 2022-08-10 00:00 @ 23,144.73 | 2022-08-18 00:00 @ 23,328.43 | 8d | $14.91 | +0.63% | signal |
| 17 | short | 2022-08-19 00:00 @ 23,180.36 | 2022-09-10 00:00 @ 21,356.27 | 22d | $184.17 | +7.78% | signal |
| 18 | long | 2022-09-11 00:00 @ 21,643.83 | 2022-09-19 00:00 @ 19,400.62 | 8d | −$255.58 | -10.59% | signal |
| 19 | short | 2022-09-20 00:00 @ 19,524.69 | 2022-09-29 00:00 @ 19,411.28 | 9d | $12.90 | +0.55% | signal |
| 20 | long | 2022-09-30 00:00 @ 19,586.42 | 2022-10-13 00:00 @ 19,144.27 | 13d | −$62.74 | -2.67% | signal |
| 21 | long | 2022-10-14 00:00 @ 19,369.27 | 2022-10-16 00:00 @ 19,056.59 | 2d | −$40.85 | -1.75% | signal |
| 22 | long | 2022-10-17 00:00 @ 19,255.65 | 2022-11-09 00:00 @ 18,530.19 | 23d | −$97.42 | -4.19% | signal |
| 23 | short | 2022-11-10 00:00 @ 15,901.82 | 2022-11-25 00:00 @ 16,595.82 | 15d | −$110.34 | -4.79% | signal |
| 24 | long | 2022-11-26 00:00 @ 16,519.50 | 2022-12-20 00:00 @ 16,425.91 | 24d | −$20.86 | -0.92% | signal |
| 25 | short | 2022-12-21 00:00 @ 16,883.92 | 2022-12-27 00:00 @ 16,916.18 | 6d | −$4.49 | -0.20% | signal |
| 26 | short | 2022-12-28 00:00 @ 16,694.86 | 2023-01-04 00:00 @ 16,670.63 | 7d | $4.22 | +0.19% | signal |
| 27 | long | 2023-01-05 00:00 @ 16,845.57 | 2023-01-31 00:00 @ 22,815.34 | 26d | $781.48 | +34.42% | signal |
| 28 | short | 2023-02-01 00:00 @ 23,114.88 | 2023-02-18 00:00 @ 24,586.22 | 17d | −$147.98 | -6.00% | signal |
| 29 | long | 2023-02-19 00:00 @ 24,641.73 | 2023-02-25 00:00 @ 23,170.86 | 6d | −$150.98 | -6.22% | signal |
| 30 | short | 2023-02-26 00:00 @ 23,141.57 | 2023-03-15 00:00 @ 24,687.44 | 17d | −$156.14 | -6.53% | signal |
| 31 | long | 2023-03-16 00:00 @ 24,292.76 | 2023-04-03 00:00 @ 28,155.67 | 18d | $363.34 | +15.45% | signal |
| 32 | short | 2023-04-04 00:00 @ 27,780.54 | 2023-04-12 00:00 @ 30,191.14 | 8d | −$212.71 | -8.71% | signal |
| 33 | long | 2023-04-13 00:00 @ 29,880.87 | 2023-04-18 00:00 @ 29,414.22 | 5d | −$42.16 | -1.76% | signal |
| 34 | short | 2023-04-19 00:00 @ 30,359.73 | 2023-05-28 00:00 @ 26,846.97 | 39d | $286.46 | +12.04% | signal |
| 35 | long | 2023-05-29 00:00 @ 28,061.41 | 2023-06-06 00:00 @ 25,709.46 | 8d | −$212.13 | -8.66% | signal |
| 36 | long | 2023-06-07 00:00 @ 27,226.94 | 2023-06-08 00:00 @ 26,320.63 | 1d | −$82.73 | -3.45% | signal |
| 37 | short | 2023-06-09 00:00 @ 26,480.70 | 2023-06-18 00:00 @ 26,514.10 | 9d | −$2.19 | -0.09% | signal |
| 38 | long | 2023-06-19 00:00 @ 26,334.87 | 2023-07-07 00:00 @ 29,868.33 | 18d | $303.60 | +12.77% | signal |
| 39 | short | 2023-07-08 00:00 @ 30,321.93 | 2023-08-09 00:00 @ 29,764.85 | 32d | $57.17 | +2.33% | signal |
| 40 | long | 2023-08-10 00:00 @ 29,578.81 | 2023-08-17 00:00 @ 28,708.66 | 7d | −$79.86 | -3.24% | signal |
| 41 | short | 2023-08-18 00:00 @ 26,604.38 | 2023-08-30 00:00 @ 27,705.64 | 12d | −$103.01 | -4.21% | signal |
| 42 | long | 2023-08-31 00:00 @ 27,295.86 | 2023-10-12 00:00 @ 26,859.13 | 42d | −$45.47 | -1.88% | signal |
| 43 | short | 2023-10-13 00:00 @ 26,738.65 | 2023-10-17 00:00 @ 28,492.00 | 4d | −$159.84 | -6.63% | signal |
| 44 | long | 2023-10-18 00:00 @ 28,387.68 | 2023-11-07 00:00 @ 35,050.49 | 20d | $540.96 | +22.83% | signal |
| 45 | short | 2023-11-08 00:00 @ 35,399.42 | 2023-11-11 00:00 @ 37,337.77 | 3d | −$137.10 | -5.47% | signal |
| 46 | long | 2023-11-12 00:00 @ 37,169.53 | 2023-11-14 00:00 @ 36,478.90 | 2d | −$51.53 | -2.09% | signal |
| 47 | short | 2023-11-15 00:00 @ 35,551.99 | 2023-12-03 00:00 @ 39,442.99 | 18d | −$257.54 | -10.48% | signal |
| 48 | long | 2023-12-04 00:00 @ 39,987.80 | 2023-12-13 00:00 @ 41,506.60 | 9d | $79.09 | +3.30% | signal |
| 49 | short | 2023-12-14 00:00 @ 42,866.43 | 2024-01-09 00:00 @ 46,981.99 | 26d | −$193.87 | -8.03% | signal |
| 50 | long | 2024-01-10 00:00 @ 46,123.12 | 2024-01-13 00:00 @ 42,780.44 | 3d | −$175.74 | -7.43% | signal |
| 51 | short | 2024-01-14 00:00 @ 42,837.83 | 2024-01-30 00:00 @ 43,296.26 | 16d | −$16.56 | -0.71% | signal |
| 52 | long | 2024-01-31 00:00 @ 42,926.88 | 2024-02-24 00:00 @ 50,761.75 | 24d | $400.69 | +17.30% | signal |
| 53 | short | 2024-02-25 00:00 @ 51,591.78 | 2024-02-28 00:00 @ 57,085.91 | 3d | −$253.54 | -10.49% | signal |
| 54 | long | 2024-02-29 00:00 @ 62,500.40 | 2024-03-17 00:00 @ 65,337.93 | 17d | $45.76 | +1.94% | signal |
| 55 | short | 2024-03-18 00:00 @ 68,434.21 | 2024-05-06 00:00 @ 64,000.70 | 49d | $194.62 | +8.23% | signal |
| 56 | long | 2024-05-07 00:00 @ 63,155.33 | 2024-05-12 00:00 @ 60,797.04 | 5d | −$94.49 | -3.92% | signal |
| 57 | long | 2024-05-13 00:00 @ 61,467.99 | 2024-06-01 00:00 @ 67,564.38 | 19d | $222.48 | +9.31% | signal |
| 58 | short | 2024-06-02 00:00 @ 67,785.64 | 2024-06-06 00:00 @ 71,147.53 | 4d | −$120.38 | -4.92% | signal |
| 59 | long | 2024-06-07 00:00 @ 70,844.17 | 2024-06-09 00:00 @ 69,332.73 | 2d | −$55.34 | -2.29% | signal |
| 60 | short | 2024-06-10 00:00 @ 69,653.17 | 2024-07-13 00:00 @ 57,881.57 | 33d | $422.25 | +17.58% | signal |
| 61 | long | 2024-07-14 00:00 @ 59,185.73 | 2024-08-01 00:00 @ 64,588.88 | 18d | $218.90 | +8.73% | signal |
| 62 | short | 2024-08-02 00:00 @ 65,315.93 | 2024-08-20 00:00 @ 59,410.28 | 18d | $231.14 | +9.02% | signal |
| 63 | long | 2024-08-21 00:00 @ 58,994.50 | 2024-08-31 00:00 @ 59,084.58 | 10d | $1.24 | +0.05% | signal |
| 64 | short | 2024-09-01 00:00 @ 58,930.11 | 2024-09-13 00:00 @ 58,108.72 | 12d | $32.87 | +1.25% | signal |
| 65 | long | 2024-09-14 00:00 @ 60,468.29 | 2024-10-02 00:00 @ 60,764.54 | 18d | $3.81 | +0.14% | signal |
| 66 | short | 2024-10-03 00:00 @ 60,610.58 | 2024-10-15 00:00 @ 66,078.11 | 12d | −$236.39 | -8.99% | signal |
| 67 | long | 2024-10-16 00:00 @ 67,057.41 | 2024-10-27 00:00 @ 67,058.49 | 11d | −$10.80 | -0.42% | signal |
| 68 | short | 2024-10-28 00:00 @ 67,979.10 | 2024-10-29 00:00 @ 69,953.89 | 1d | −$76.44 | -2.98% | signal |
| 69 | long | 2024-10-30 00:00 @ 72,754.05 | 2024-11-04 00:00 @ 68,748.75 | 5d | −$146.44 | -5.75% | signal |
| 70 | short | 2024-11-05 00:00 @ 67,820.83 | 2024-11-07 00:00 @ 75,595.02 | 2d | −$288.94 | -11.50% | signal |
| 71 | long | 2024-11-08 00:00 @ 75,874.57 | 2024-11-27 00:00 @ 92,003.10 | 19d | $489.56 | +20.07% | signal |
| 72 | short | 2024-11-28 00:00 @ 95,886.02 | 2024-12-17 00:00 @ 106,044.40 | 19d | −$249.84 | -9.75% | signal |
| 73 | long | 2024-12-18 00:00 @ 106,095.81 | 2024-12-19 00:00 @ 100,161.16 | 1d | −$142.92 | -5.72% | signal |
| 74 | short | 2024-12-20 00:00 @ 97,414.81 | 2025-01-06 00:00 @ 98,359.87 | 17d | −$15.25 | -0.62% | signal |
| 75 | long | 2025-01-07 00:00 @ 102,200.94 | 2025-01-10 00:00 @ 92,487.50 | 3d | −$237.87 | -9.67% | signal |
| 76 | short | 2025-01-11 00:00 @ 94,656.66 | 2025-01-16 00:00 @ 100,480.09 | 5d | −$147.95 | -6.16% | signal |
| 77 | long | 2025-01-17 00:00 @ 99,957.39 | 2025-01-29 00:00 @ 101,259.44 | 12d | $21.22 | +0.90% | signal |
| 78 | short | 2025-01-30 00:00 @ 103,677.36 | 2025-02-21 00:00 @ 98,272.45 | 22d | $128.53 | +5.43% | signal |
| 79 | long | 2025-02-22 00:00 @ 96,147.23 | 2025-02-25 00:00 @ 91,496.20 | 3d | −$119.27 | -4.97% | signal |
| 80 | short | 2025-02-26 00:00 @ 88,621.37 | 2025-03-07 00:00 @ 89,905.88 | 9d | −$35.12 | -1.48% | signal |
| 81 | long | 2025-03-08 00:00 @ 86,771.15 | 2025-03-09 00:00 @ 86,167.46 | 1d | −$18.95 | -0.80% | signal |
| 82 | short | 2025-03-10 00:00 @ 80,674.56 | 2025-03-16 00:00 @ 84,319.86 | 6d | −$107.87 | -4.58% | signal |
| 83 | long | 2025-03-17 00:00 @ 82,558.11 | 2025-04-07 00:00 @ 78,374.42 | 21d | −$124.32 | -5.33% | signal |
| 84 | short | 2025-04-08 00:00 @ 79,124.27 | 2025-04-12 00:00 @ 83,394.98 | 4d | −$125.53 | -5.46% | signal |
| 85 | long | 2025-04-13 00:00 @ 85,254.95 | 2025-05-18 00:00 @ 103,058.88 | 35d | $464.92 | +20.50% | signal |
| 86 | long | 2025-05-19 00:00 @ 106,428.78 | 2025-05-20 00:00 @ 105,510.39 | 1d | −$23.28 | -0.98% | signal |
| 87 | short | 2025-05-21 00:00 @ 106,778.64 | 2025-05-22 00:00 @ 109,631.52 | 1d | −$65.44 | -2.75% | signal |
| 88 | long | 2025-05-23 00:00 @ 111,684.93 | 2025-05-25 00:00 @ 107,677.46 | 2d | −$88.01 | -3.73% | signal |
| 89 | short | 2025-05-26 00:00 @ 108,934.21 | 2025-06-11 00:00 @ 110,257.45 | 16d | −$26.92 | -1.15% | signal |
| 90 | long | 2025-06-12 00:00 @ 108,621.82 | 2025-06-13 00:00 @ 105,588.28 | 1d | −$67.70 | -2.90% | signal |
| 91 | short | 2025-06-14 00:00 @ 106,006.09 | 2025-06-27 00:00 @ 106,935.18 | 13d | −$20.44 | -0.88% | signal |
| 92 | long | 2025-06-28 00:00 @ 107,032.00 | 2025-07-22 00:00 @ 117,306.73 | 24d | $207.78 | +8.99% | signal |
| 93 | long | 2025-07-23 00:00 @ 120,017.70 | 2025-07-24 00:00 @ 118,689.66 | 1d | −$29.20 | -1.24% | signal |
| 94 | short | 2025-07-25 00:00 @ 118,270.74 | 2025-08-12 00:00 @ 118,665.53 | 18d | −$0.66 | -0.03% | signal |
| 95 | long | 2025-08-13 00:00 @ 120,104.92 | 2025-08-18 00:00 @ 117,330.43 | 5d | −$59.35 | -2.52% | signal |
| 96 | short | 2025-08-19 00:00 @ 116,160.36 | 2025-09-07 00:00 @ 110,157.23 | 19d | $126.72 | +5.41% | signal |
| 97 | long | 2025-09-08 00:00 @ 111,097.72 | 2025-09-24 00:00 @ 111,924.61 | 16d | $9.39 | +0.40% | signal |
| 98 | short | 2025-09-25 00:00 @ 113,231.25 | 2025-10-02 00:00 @ 118,575.71 | 7d | −$112.58 | -4.74% | signal |
| 99 | long | 2025-10-03 00:00 @ 120,505.40 | 2025-10-11 00:00 @ 112,692.46 | 8d | −$158.38 | -6.75% | signal |
| 100 | short | 2025-10-12 00:00 @ 110,556.98 | 2025-10-27 00:00 @ 114,520.80 | 15d | −$85.17 | -3.69% | signal |
| 101 | long | 2025-10-28 00:00 @ 114,087.01 | 2025-11-04 00:00 @ 106,522.69 | 7d | −$156.49 | -6.85% | signal |
| 102 | short | 2025-11-05 00:00 @ 101,429.91 | 2025-11-28 00:00 @ 91,310.46 | 23d | $229.08 | +10.20% | signal |
| 103 | long | 2025-11-29 00:00 @ 90,865.97 | 2025-12-18 00:00 @ 86,184.36 | 19d | −$125.15 | -5.43% | signal |
| 104 | short | 2025-12-19 00:00 @ 85,452.71 | 2025-12-21 00:00 @ 88,338.36 | 2d | −$78.03 | -3.43% | signal |
| 105 | long | 2025-12-22 00:00 @ 88,639.02 | 2026-01-21 00:00 @ 88,373.02 | 30d | −$19.56 | -0.87% | signal |
| 106 | short | 2026-01-22 00:00 @ 89,393.52 | 2026-02-16 00:00 @ 68,810.66 | 25d | $517.50 | +23.02% | signal |
| 107 | long | 2026-02-17 00:00 @ 68,876.37 | 2026-03-23 00:00 @ 67,817.13 | 34d | −$37.75 | -1.59% | signal |
| 108 | short | 2026-03-24 00:00 @ 70,851.83 | 2026-03-26 00:00 @ 71,311.76 | 2d | −$17.30 | -0.73% | signal |
| 109 | short | 2026-03-27 00:00 @ 68,774.34 | 2026-04-07 00:00 @ 68,831.66 | 11d | −$4.45 | -0.19% | signal |
| 110 | long | 2026-04-08 00:00 @ 71,904.58 | 2026-04-29 00:00 @ 76,282.94 | 21d | $146.52 | +6.20% | signal |
| 111 | short | 2026-04-30 00:00 @ 75,734.75 | 2026-05-05 00:00 @ 79,842.07 | 5d | −$133.17 | -5.55% | signal |
| 112 | long | 2026-05-06 00:00 @ 80,878.07 | 2026-05-13 00:00 @ 80,444.91 | 7d | −$14.94 | -0.63% | signal |
| 113 | short | 2026-05-14 00:00 @ 79,272.34 | 2026-06-14 00:00 @ 64,431.18 | 31d | $447.63 | +18.95% | signal |
| 114 | long | 2026-06-15 00:00 @ 65,715.24 | 2026-06-28 00:00 @ 59,988.40 | 13d | −$219.78 | -8.88% | signal |
| 115 | short | 2026-06-29 00:00 @ 59,538.29 | 2026-06-30 00:00 @ 60,236.74 | 1d | −$30.35 | -1.25% | signal |
| 116 | short | 2026-07-01 00:00 @ 58,593.68 | 2026-07-02 00:00 @ 60,011.60 | 1d | −$60.45 | -2.51% | signal |
| 117 | long | 2026-07-03 00:00 @ 61,552.81 | 2026-07-28 00:00 @ 63,707.96 | 25d | $70.31 | +2.93% | signal |
| 118 | short | 2026-07-29 00:00 @ 63,890.82 | 2026-08-08 00:00 @ 64,898.48 | 10d | −$36.32 | -1.50% | signal |
| 119 | long | 2026-08-09 00:00 @ 64,941.59 | 2026-08-12 00:00 @ 63,559.19 | 3d | −$54.79 | -2.28% | signal |
| 120 | short | 2026-08-13 00:00 @ 63,441.91 | 2026-08-19 00:00 @ 64,707.04 | 6d | −$47.77 | -2.00% | signal |
| 121 | long | 2026-08-20 00:00 @ 69,323.96 | 2026-08-31 00:00 @ 78,533.89 | 11d | $305.25 | +12.83% | end of data |
How this was run
Orders fill at the next bar’s open, never at the close that produced the signal. When one bar’s range covered both the stop and the target, the stop was taken, because the data cannot say which came first. Fees, slippage and funding are all charged.
Warmup history was loaded from before 2022-01-01 so the requested window is fully tradable.