[Famous-Q] Appel MACD (state, fixed)
publicBTCUSDT · 12h · 2021-12-30 → 2026-08-31 · 3,412 bars in 3.3ms
Underperformed the market. Holding BTCUSDT returned +65.39% over the same period, against this strategy’s +38.47%.
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | +29.15% | -9.09% | 136 | 37% |
| Validation | 2024-10-19 → 2025-09-24 | -4.91% | -10.12% | 45 | 38% |
| Out-of-sample | 2025-09-24 → 2026-08-31 | +12.32% | -8.14% | 43 | 44% |
Forward test
Running since 2026-09-23 14:12 UTC
No bars yet. Binance publishes each day’s candles the day after, so the first results can take up to a day.
Risk-adjusted
- Sharpe
- 0.65
- Sortino
- 0.96
- Calmar
- 0.71
- Return ÷ max drawdown
- 3.80
- CAGR
- +7.22%
- Exposure
- 93.4%
Per trade
- Expectancy
- $17.10 · +0.63%
- Average win / loss
- $191.94 / −$93.13
- Payoff ratio
- 2.06
- Largest win / loss
- $791.07 / −$282.10
- Longest losing streak(winning: 7)
- 7 trades
Drawdown over time
- Max drawdown
- -10.12%
- Longest time under water
- 372 days
- Worst drawdown recovered in
- 372 days
- Under water at the end
- 4.0 days
Costs and mechanics
- Fees paid
- −$665.34
- Funding
- −$50.25
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 33
- Benchmark(buy and hold)
- +65.39%
Monte Carlo
1,000 alternative histories, each 225 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.
| Unlucky (5%) | Typical | Lucky (95%) | |
|---|---|---|---|
| Return | -8.22% | +36.50% | +103.17% |
| Max drawdown | -26.56% | -14.44% | -8.29% |
10% of histories lost money, and 86% had a deeper drawdown than this run’s -10.12%. 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
Trades
225 trades · 1–200 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | short | 2021-12-30 12:00 @ 47,483.50 | 2022-01-12 00:00 @ 42,709.23 | 12d 12h | $257.15 | +10.29% | signal |
| 2 | long | 2022-01-12 12:00 @ 42,915.56 | 2022-01-21 00:00 @ 40,653.93 | 8d 12h | −$140.26 | -5.47% | signal |
| 3 | short | 2022-01-21 12:00 @ 38,870.94 | 2022-01-26 12:00 @ 38,053.53 | 5d | $51.82 | +2.05% | signal |
| 4 | long | 2022-01-27 00:00 @ 36,794.78 | 2022-02-12 12:00 @ 42,377.53 | 16d 12h | $378.77 | +14.90% | signal |
| 5 | short | 2022-02-13 00:00 @ 42,191.44 | 2022-02-26 00:00 @ 39,213.24 | 13d | $186.30 | +7.07% | signal |
| 6 | long | 2022-02-26 12:00 @ 38,928.78 | 2022-03-05 12:00 @ 39,098.68 | 7d | $5.99 | +0.22% | signal |
| 7 | short | 2022-03-06 00:00 @ 39,367.13 | 2022-03-10 00:00 @ 41,947.89 | 4d | −$177.57 | -6.61% | signal |
| 8 | long | 2022-03-10 12:00 @ 39,063.11 | 2022-03-11 00:00 @ 39,399.22 | 12h | $20.31 | +0.77% | signal |
| 9 | long | 2022-03-11 12:00 @ 39,886.28 | 2022-03-12 00:00 @ 38,705.36 | 12h | −$81.05 | -3.06% | signal |
| 10 | short | 2022-03-12 12:00 @ 39,046.29 | 2022-03-16 00:00 @ 39,278.75 | 3d 12h | −$18.45 | -0.70% | signal |
| 11 | long | 2022-03-16 12:00 @ 40,501.00 | 2022-04-01 00:00 @ 45,496.80 | 15d 12h | $310.82 | +11.86% | signal |
| 12 | short | 2022-04-01 12:00 @ 45,036.09 | 2022-04-17 00:00 @ 40,368.97 | 15d 12h | $284.10 | +10.53% | signal |
| 13 | long | 2022-04-17 12:00 @ 40,462.69 | 2022-04-18 12:00 @ 38,967.60 | 1d | −$104.78 | -3.78% | signal |
| 14 | long | 2022-04-19 00:00 @ 40,793.86 | 2022-04-24 00:00 @ 39,405.92 | 5d | −$95.83 | -3.49% | signal |
| 15 | short | 2022-04-24 12:00 @ 39,583.38 | 2022-04-26 00:00 @ 40,419.08 | 1d 12h | −$60.50 | -2.22% | signal |
| 16 | long | 2022-04-26 12:00 @ 40,460.39 | 2022-04-27 00:00 @ 38,086.08 | 12h | −$161.57 | -5.97% | signal |
| 17 | short | 2022-04-27 12:00 @ 38,990.70 | 2022-04-28 12:00 @ 39,674.53 | 1d | −$49.66 | -1.86% | signal |
| 18 | long | 2022-04-29 00:00 @ 39,740.45 | 2022-04-30 00:00 @ 38,564.49 | 1d | −$81.65 | -3.08% | signal |
| 19 | short | 2022-04-30 12:00 @ 38,557.19 | 2022-05-03 00:00 @ 38,533.21 | 2d 12h | $0.25 | +0.01% | signal |
| 20 | long | 2022-05-03 12:00 @ 38,569.61 | 2022-05-06 12:00 @ 35,758.75 | 3d | −$195.46 | -7.43% | signal |
| 21 | short | 2022-05-07 00:00 @ 35,988.00 | 2022-05-15 12:00 @ 30,231.95 | 8d 12h | $412.15 | +15.96% | signal |
| 22 | long | 2022-05-16 00:00 @ 31,330.56 | 2022-06-04 12:00 @ 29,663.87 | 19d 12h | −$153.97 | -5.73% | signal |
| 23 | short | 2022-06-05 00:00 @ 29,842.53 | 2022-06-06 12:00 @ 31,398.38 | 1d 12h | −$139.95 | -5.29% | signal |
| 24 | long | 2022-06-07 00:00 @ 31,367.47 | 2022-06-10 00:00 @ 30,087.38 | 3d | −$110.53 | -4.23% | signal |
| 25 | short | 2022-06-10 12:00 @ 29,999.40 | 2022-06-20 12:00 @ 20,795.06 | 10d | $791.07 | +30.61% | signal |
| 26 | long | 2022-06-21 00:00 @ 20,574.11 | 2022-07-02 00:00 @ 19,268.15 | 11d | −$181.40 | -6.52% | signal |
| 27 | short | 2022-07-02 12:00 @ 19,184.86 | 2022-07-04 00:00 @ 19,309.86 | 1d 12h | −$20.09 | -0.73% | signal |
| 28 | long | 2022-07-04 12:00 @ 19,798.16 | 2022-07-12 12:00 @ 19,761.05 | 8d | −$13.06 | -0.48% | signal |
| 29 | short | 2022-07-13 00:00 @ 19,319.04 | 2022-07-15 12:00 @ 20,768.45 | 2d 12h | −$206.88 | -7.58% | signal |
| 30 | long | 2022-07-16 00:00 @ 20,827.26 | 2022-07-24 00:00 @ 22,435.61 | 8d | $198.00 | +7.40% | signal |
| 31 | short | 2022-07-24 12:00 @ 22,643.57 | 2022-07-29 00:00 @ 23,840.97 | 4d 12h | −$144.65 | -5.31% | signal |
| 32 | long | 2022-07-29 12:00 @ 23,721.94 | 2022-08-02 00:00 @ 23,252.95 | 3d 12h | −$58.33 | -2.17% | signal |
| 33 | short | 2022-08-02 12:00 @ 22,867.43 | 2022-08-08 12:00 @ 24,164.73 | 6d | −$152.61 | -5.70% | signal |
| 34 | long | 2022-08-09 00:00 @ 23,809.06 | 2022-08-10 00:00 @ 23,135.47 | 1d | −$77.93 | -2.95% | signal |
| 35 | short | 2022-08-10 12:00 @ 23,103.68 | 2022-08-11 00:00 @ 23,945.79 | 12h | −$97.82 | -3.74% | signal |
| 36 | long | 2022-08-11 12:00 @ 24,552.11 | 2022-08-16 00:00 @ 24,080.38 | 4d 12h | −$52.85 | -2.04% | signal |
| 37 | short | 2022-08-16 12:00 @ 24,021.59 | 2022-08-26 00:00 @ 21,552.61 | 9d 12h | $263.09 | +10.20% | signal |
| 38 | long | 2022-08-26 12:00 @ 21,183.84 | 2022-08-27 00:00 @ 20,224.65 | 12h | −$122.45 | -4.63% | signal |
| 39 | short | 2022-08-27 12:00 @ 20,194.46 | 2022-08-31 12:00 @ 20,311.96 | 4d | −$19.16 | -0.73% | signal |
| 40 | long | 2022-09-01 00:00 @ 20,045.41 | 2022-09-07 12:00 @ 18,725.65 | 6d 12h | −$175.83 | -6.74% | signal |
| 41 | short | 2022-09-08 00:00 @ 19,283.14 | 2022-09-08 12:00 @ 19,306.96 | 12h | −$5.64 | -0.22% | signal |
| 42 | long | 2022-09-09 00:00 @ 19,313.16 | 2022-09-15 00:00 @ 20,212.96 | 6d | $113.10 | +4.41% | signal |
| 43 | short | 2022-09-15 12:00 @ 20,136.87 | 2022-09-25 12:00 @ 19,111.92 | 10d | $131.26 | +5.06% | signal |
| 44 | long | 2022-09-26 00:00 @ 18,803.46 | 2022-10-09 00:00 @ 19,402.42 | 13d | $73.43 | +2.80% | signal |
| 45 | short | 2022-10-09 12:00 @ 19,457.01 | 2022-10-17 12:00 @ 19,456.69 | 8d | $1.35 | +0.05% | signal |
| 46 | long | 2022-10-18 00:00 @ 19,544.61 | 2022-10-21 00:00 @ 19,030.99 | 3d | −$74.09 | -2.80% | signal |
| 47 | short | 2022-10-21 12:00 @ 18,930.41 | 2022-10-24 00:00 @ 19,564.51 | 2d 12h | −$90.07 | -3.43% | signal |
| 48 | long | 2022-10-24 12:00 @ 19,416.38 | 2022-11-02 00:00 @ 20,468.01 | 8d 12h | $136.95 | +5.26% | signal |
| 49 | short | 2022-11-02 12:00 @ 20,418.92 | 2022-11-05 12:00 @ 21,399.78 | 3d | −$128.42 | -4.87% | signal |
| 50 | long | 2022-11-06 00:00 @ 21,294.06 | 2022-11-08 00:00 @ 20,574.38 | 2d | −$91.93 | -3.53% | signal |
| 51 | short | 2022-11-08 12:00 @ 19,684.96 | 2022-11-16 12:00 @ 16,698.54 | 8d | $381.59 | +14.77% | signal |
| 52 | long | 2022-11-17 00:00 @ 16,654.03 | 2022-12-08 00:00 @ 16,824.63 | 21d | $20.70 | +0.77% | signal |
| 53 | short | 2022-12-08 12:00 @ 16,838.63 | 2022-12-09 00:00 @ 17,219.44 | 12h | −$63.40 | -2.36% | signal |
| 54 | long | 2022-12-09 12:00 @ 17,235.25 | 2022-12-12 12:00 @ 16,974.40 | 3d | −$43.29 | -1.62% | signal |
| 55 | short | 2022-12-13 00:00 @ 17,196.56 | 2022-12-13 12:00 @ 17,440.39 | 12h | −$40.21 | -1.51% | signal |
| 56 | long | 2022-12-14 00:00 @ 17,780.66 | 2022-12-16 12:00 @ 17,015.30 | 2d 12h | −$118.24 | -4.47% | signal |
| 57 | short | 2022-12-17 00:00 @ 16,620.78 | 2022-12-25 00:00 @ 16,832.37 | 8d | −$32.18 | -1.23% | signal |
| 58 | long | 2022-12-25 12:00 @ 16,818.36 | 2022-12-28 12:00 @ 16,668.67 | 3d | −$26.60 | -1.02% | signal |
| 59 | short | 2022-12-29 00:00 @ 16,535.59 | 2023-01-02 12:00 @ 16,731.75 | 4d 12h | −$30.87 | -1.19% | signal |
| 60 | long | 2023-01-03 00:00 @ 16,669.23 | 2023-01-20 00:00 @ 21,064.09 | 17d | $668.44 | +25.76% | signal |
| 61 | short | 2023-01-20 12:00 @ 20,953.31 | 2023-01-21 00:00 @ 22,665.53 | 12h | −$228.26 | -8.26% | signal |
| 62 | long | 2023-01-21 12:00 @ 22,908.08 | 2023-01-25 00:00 @ 22,622.97 | 3d 12h | −$39.05 | -1.44% | signal |
| 63 | short | 2023-01-25 12:00 @ 22,591.28 | 2023-02-15 12:00 @ 22,437.49 | 21d | $31.42 | +1.17% | signal |
| 64 | long | 2023-02-16 00:00 @ 24,337.57 | 2023-02-23 00:00 @ 24,166.47 | 7d | −$27.74 | -1.03% | signal |
| 65 | short | 2023-02-23 12:00 @ 23,762.85 | 2023-03-13 12:00 @ 22,097.02 | 18d | $191.77 | +7.11% | signal |
| 66 | long | 2023-03-14 00:00 @ 24,124.32 | 2023-03-23 12:00 @ 27,567.99 | 9d 12h | $380.81 | +13.88% | signal |
| 67 | short | 2023-03-24 00:00 @ 28,278.34 | 2023-04-11 00:00 @ 29,629.02 | 18d | −$133.30 | -4.70% | signal |
| 68 | long | 2023-04-11 12:00 @ 30,051.11 | 2023-04-17 12:00 @ 29,552.19 | 6d | −$52.80 | -1.88% | signal |
| 69 | short | 2023-04-18 00:00 @ 29,414.22 | 2023-04-26 12:00 @ 28,946.49 | 8d 12h | $45.26 | +1.62% | signal |
| 70 | long | 2023-04-27 00:00 @ 28,401.68 | 2023-05-02 12:00 @ 28,070.58 | 5d 12h | −$37.40 | -1.33% | signal |
| 71 | short | 2023-05-03 00:00 @ 28,650.67 | 2023-05-04 00:00 @ 29,024.20 | 1d | −$38.70 | -1.38% | signal |
| 72 | long | 2023-05-04 12:00 @ 29,150.83 | 2023-05-08 00:00 @ 28,413.82 | 3d 12h | −$75.13 | -2.70% | signal |
| 73 | short | 2023-05-08 12:00 @ 27,916.62 | 2023-05-16 00:00 @ 27,157.93 | 7d 12h | $74.42 | +2.69% | signal |
| 74 | long | 2023-05-16 12:00 @ 27,054.71 | 2023-05-25 12:00 @ 26,277.24 | 9d | −$87.18 | -3.13% | signal |
| 75 | short | 2023-05-26 00:00 @ 26,456.41 | 2023-05-27 00:00 @ 26,695.14 | 1d | −$27.03 | -0.98% | signal |
| 76 | long | 2023-05-27 12:00 @ 26,692.94 | 2023-06-02 00:00 @ 26,799.94 | 5d 12h | $4.80 | +0.17% | signal |
| 77 | short | 2023-06-02 12:00 @ 27,113.08 | 2023-06-17 00:00 @ 26,341.17 | 14d 12h | $81.84 | +2.97% | signal |
| 78 | long | 2023-06-17 12:00 @ 26,502.80 | 2023-06-28 12:00 @ 30,288.34 | 11d | $385.66 | +13.88% | signal |
| 79 | short | 2023-06-29 00:00 @ 30,060.29 | 2023-07-14 00:00 @ 31,447.89 | 15d | −$126.67 | -4.41% | signal |
| 80 | long | 2023-07-14 12:00 @ 31,212.64 | 2023-07-15 12:00 @ 30,292.44 | 1d | −$86.76 | -3.05% | signal |
| 81 | short | 2023-07-16 00:00 @ 30,270.44 | 2023-07-30 00:00 @ 29,344.97 | 14d | $90.32 | +3.20% | signal |
| 82 | long | 2023-07-30 12:00 @ 29,307.16 | 2023-08-15 12:00 @ 29,351.23 | 16d | −$10.70 | -0.38% | signal |
| 83 | short | 2023-08-16 00:00 @ 29,149.97 | 2023-08-24 12:00 @ 26,439.09 | 8d 12h | $263.18 | +9.26% | signal |
| 84 | long | 2023-08-25 00:00 @ 26,169.83 | 2023-09-03 00:00 @ 25,850.63 | 9d | −$40.61 | -1.40% | signal |
| 85 | short | 2023-09-03 12:00 @ 25,925.31 | 2023-09-07 12:00 @ 25,700.64 | 4d | $22.80 | +0.79% | signal |
| 86 | long | 2023-09-08 00:00 @ 26,245.95 | 2023-09-12 00:00 @ 25,145.37 | 4d | −$124.60 | -4.29% | signal |
| 87 | long | 2023-09-12 12:00 @ 26,092.42 | 2023-09-22 12:00 @ 26,624.77 | 10d | $55.75 | +1.94% | signal |
| 88 | short | 2023-09-23 00:00 @ 26,561.39 | 2023-09-29 00:00 @ 27,017.10 | 6d | −$51.34 | -1.78% | signal |
| 89 | long | 2023-09-29 12:00 @ 26,963.69 | 2023-10-09 12:00 @ 27,450.51 | 10d | $48.00 | +1.67% | signal |
| 90 | short | 2023-10-10 00:00 @ 27,572.88 | 2023-10-16 12:00 @ 27,742.55 | 6d 12h | −$18.65 | -0.65% | signal |
| 91 | long | 2023-10-17 00:00 @ 28,492.00 | 2023-10-30 00:00 @ 34,521.69 | 13d | $599.47 | +20.82% | signal |
| 92 | short | 2023-10-30 12:00 @ 34,620.87 | 2023-11-10 00:00 @ 36,726.94 | 10d 12h | −$177.56 | -5.86% | signal |
| 93 | long | 2023-11-10 12:00 @ 37,106.32 | 2023-11-13 12:00 @ 36,830.13 | 3d | −$29.98 | -1.00% | signal |
| 94 | short | 2023-11-14 00:00 @ 36,478.90 | 2023-11-24 12:00 @ 37,757.35 | 10d 12h | −$97.00 | -3.26% | signal |
| 95 | long | 2023-11-25 00:00 @ 37,713.84 | 2023-11-27 12:00 @ 37,015.90 | 2d 12h | −$59.93 | -2.03% | signal |
| 96 | short | 2023-11-28 00:00 @ 37,226.95 | 2023-11-30 00:00 @ 37,844.77 | 2d | −$49.94 | -1.70% | signal |
| 97 | long | 2023-11-30 12:00 @ 37,874.67 | 2023-12-01 00:00 @ 37,709.36 | 12h | −$15.98 | -0.55% | signal |
| 98 | long | 2023-12-01 12:00 @ 38,585.72 | 2023-12-11 00:00 @ 43,801.34 | 9d 12h | $380.08 | +13.01% | signal |
| 99 | short | 2023-12-11 12:00 @ 42,338.13 | 2023-12-21 00:00 @ 43,717.64 | 9d 12h | −$92.08 | -3.05% | signal |
| 100 | long | 2023-12-21 12:00 @ 43,978.59 | 2023-12-25 00:00 @ 42,999.80 | 3d 12h | −$75.51 | -2.52% | signal |
| 101 | short | 2023-12-25 12:00 @ 43,191.76 | 2024-01-02 00:00 @ 44,239.15 | 7d 12h | −$51.76 | -1.74% | signal |
| 102 | long | 2024-01-02 12:00 @ 45,495.90 | 2024-01-13 00:00 @ 42,780.44 | 10d 12h | −$190.50 | -6.43% | signal |
| 103 | short | 2024-01-13 12:00 @ 42,623.27 | 2024-01-26 12:00 @ 41,280.15 | 13d | $100.03 | +3.43% | signal |
| 104 | long | 2024-01-27 00:00 @ 41,814.76 | 2024-02-06 12:00 @ 42,805.74 | 10d 12h | $58.08 | +1.98% | signal |
| 105 | short | 2024-02-07 00:00 @ 43,070.48 | 2024-02-08 00:00 @ 44,335.17 | 1d | −$89.10 | -3.02% | signal |
| 106 | long | 2024-02-08 12:00 @ 44,686.84 | 2024-02-18 12:00 @ 51,850.73 | 10d | $456.76 | +15.58% | signal |
| 107 | short | 2024-02-19 00:00 @ 52,165.46 | 2024-02-27 12:00 @ 56,592.72 | 8d 12h | −$247.72 | -8.13% | signal |
| 108 | long | 2024-02-28 00:00 @ 57,085.91 | 2024-03-08 12:00 @ 67,807.94 | 9d 12h | $508.15 | +17.03% | signal |
| 109 | short | 2024-03-09 00:00 @ 68,166.56 | 2024-03-12 00:00 @ 72,168.33 | 3d | −$172.80 | -5.55% | signal |
| 110 | long | 2024-03-12 12:00 @ 72,113.12 | 2024-03-14 12:00 @ 72,924.81 | 2d | $23.58 | +0.77% | signal |
| 111 | short | 2024-03-15 00:00 @ 71,441.31 | 2024-03-25 12:00 @ 66,868.47 | 10d 12h | $210.29 | +6.84% | signal |
| 112 | long | 2024-03-26 00:00 @ 69,934.58 | 2024-04-02 00:00 @ 69,686.06 | 7d | −$34.82 | -1.11% | signal |
| 113 | short | 2024-04-02 12:00 @ 65,671.06 | 2024-04-07 12:00 @ 69,380.07 | 5d | −$174.28 | -5.59% | signal |
| 114 | long | 2024-04-08 00:00 @ 69,376.57 | 2024-04-13 00:00 @ 67,122.97 | 5d | −$110.77 | -3.60% | signal |
| 115 | short | 2024-04-13 12:00 @ 67,363.62 | 2024-04-21 00:00 @ 64,910.18 | 7d 12h | $111.69 | +3.67% | signal |
| 116 | long | 2024-04-21 12:00 @ 65,216.54 | 2024-04-27 00:00 @ 63,735.95 | 5d 12h | −$74.44 | -2.42% | signal |
| 117 | short | 2024-04-27 12:00 @ 62,821.83 | 2024-05-04 12:00 @ 63,862.77 | 7d | −$50.67 | -1.66% | signal |
| 118 | long | 2024-05-05 00:00 @ 63,877.07 | 2024-05-11 12:00 @ 60,642.47 | 6d 12h | −$159.96 | -5.26% | signal |
| 119 | short | 2024-05-12 00:00 @ 60,797.04 | 2024-05-13 12:00 @ 62,712.44 | 1d 12h | −$96.61 | -3.22% | signal |
| 120 | long | 2024-05-14 00:00 @ 62,924.78 | 2024-05-24 12:00 @ 67,369.82 | 10d 12h | $200.92 | +6.75% | signal |
| 121 | short | 2024-05-25 00:00 @ 68,570.28 | 2024-06-05 00:00 @ 70,594.12 | 11d | −$82.00 | -2.71% | signal |
| 122 | long | 2024-06-05 12:00 @ 71,022.60 | 2024-06-08 12:00 @ 69,390.62 | 3d | −$74.96 | -2.49% | signal |
| 123 | short | 2024-06-09 00:00 @ 69,332.73 | 2024-06-28 12:00 @ 61,683.83 | 19d 12h | $341.68 | +11.43% | signal |
| 124 | short | 2024-06-29 00:00 @ 60,417.71 | 2024-06-29 12:00 @ 61,123.12 | 12h | −$38.37 | -1.25% | signal |
| 125 | long | 2024-06-30 00:00 @ 60,994.70 | 2024-07-04 12:00 @ 57,736.85 | 4d 12h | −$171.02 | -5.58% | signal |
| 126 | short | 2024-07-05 00:00 @ 57,034.49 | 2024-07-10 00:00 @ 58,034.70 | 5d | −$52.64 | -1.74% | signal |
| 127 | long | 2024-07-10 12:00 @ 58,481.09 | 2024-07-24 12:00 @ 66,332.43 | 14d | $395.16 | +13.13% | signal |
| 128 | short | 2024-07-25 00:00 @ 65,337.63 | 2024-07-29 12:00 @ 69,563.71 | 4d 12h | −$200.70 | -6.46% | signal |
| 129 | short | 2024-07-30 00:00 @ 66,736.75 | 2024-08-09 00:00 @ 61,672.13 | 10d | $233.78 | +7.64% | signal |
| 130 | long | 2024-08-09 12:00 @ 60,645.63 | 2024-08-28 00:00 @ 59,372.52 | 18d 12h | −$67.70 | -2.17% | signal |
| 131 | short | 2024-08-28 12:00 @ 59,888.22 | 2024-09-10 00:00 @ 57,021.50 | 12d 12h | $145.48 | +4.69% | signal |
| 132 | long | 2024-09-10 12:00 @ 57,201.54 | 2024-09-26 00:00 @ 63,105.68 | 15d 12h | $317.12 | +10.11% | signal |
| 133 | short | 2024-09-26 12:00 @ 64,360.03 | 2024-09-27 00:00 @ 65,152.13 | 12h | −$42.48 | -1.32% | signal |
| 134 | long | 2024-09-27 12:00 @ 65,421.38 | 2024-09-30 12:00 @ 63,781.64 | 3d | −$84.75 | -2.64% | signal |
| 135 | short | 2024-10-01 00:00 @ 63,296.34 | 2024-10-08 12:00 @ 62,608.32 | 7d 12h | $34.41 | +1.08% | signal |
| 136 | short | 2024-10-09 00:00 @ 62,119.37 | 2024-10-12 12:00 @ 62,912.98 | 3d 12h | −$42.43 | -1.33% | signal |
| 137 | long | 2024-10-13 00:00 @ 63,188.64 | 2024-10-22 12:00 @ 67,267.14 | 9d 12h | $193.31 | +6.08% | signal |
| 138 | short | 2024-10-23 00:00 @ 67,393.02 | 2024-10-29 00:00 @ 69,953.89 | 6d | −$120.50 | -3.73% | signal |
| 139 | long | 2024-10-29 12:00 @ 71,454.29 | 2024-11-02 00:00 @ 69,481.50 | 3d 12h | −$94.69 | -2.96% | signal |
| 140 | short | 2024-11-02 12:00 @ 69,588.68 | 2024-11-06 12:00 @ 74,306.56 | 4d | −$214.79 | -6.76% | signal |
| 141 | long | 2024-11-07 00:00 @ 75,595.02 | 2024-11-18 00:00 @ 89,882.02 | 11d | $568.96 | +18.22% | signal |
| 142 | short | 2024-11-18 12:00 @ 90,320.63 | 2024-11-21 12:00 @ 98,033.60 | 3d | −$277.44 | -8.50% | signal |
| 143 | long | 2024-11-22 00:00 @ 98,386.47 | 2024-11-24 12:00 @ 97,318.13 | 2d 12h | −$40.62 | -1.27% | signal |
| 144 | short | 2024-11-25 00:00 @ 97,940.91 | 2024-12-05 12:00 @ 102,688.73 | 10d 12h | −$137.32 | -4.31% | signal |
| 145 | long | 2024-12-06 00:00 @ 97,021.00 | 2024-12-06 12:00 @ 98,107.77 | 12h | $31.34 | +0.99% | signal |
| 146 | long | 2024-12-07 00:00 @ 99,822.46 | 2024-12-09 12:00 @ 98,137.87 | 2d 12h | −$61.50 | -1.95% | signal |
| 147 | short | 2024-12-10 00:00 @ 97,329.63 | 2024-12-14 00:00 @ 101,392.17 | 4d | −$130.55 | -4.15% | signal |
| 148 | long | 2024-12-14 12:00 @ 101,582.91 | 2024-12-19 00:00 @ 100,161.16 | 4d 12h | −$50.59 | -1.63% | signal |
| 149 | short | 2024-12-19 12:00 @ 102,399.52 | 2025-01-02 00:00 @ 94,599.82 | 13d 12h | $243.53 | +7.86% | signal |
| 150 | long | 2025-01-02 12:00 @ 96,734.74 | 2025-01-09 00:00 @ 94,995.00 | 6d 12h | −$65.35 | -2.07% | signal |
| 151 | short | 2025-01-09 12:00 @ 93,395.62 | 2025-01-15 00:00 @ 96,534.20 | 5d 12h | −$106.24 | -3.38% | signal |
| 152 | long | 2025-01-15 12:00 @ 96,744.85 | 2025-01-23 12:00 @ 101,888.82 | 8d | $155.74 | +5.00% | signal |
| 153 | short | 2025-01-24 00:00 @ 103,843.23 | 2025-02-11 00:00 @ 97,398.68 | 18d | $202.35 | +6.41% | signal |
| 154 | long | 2025-02-11 12:00 @ 98,119.72 | 2025-02-19 00:00 @ 95,602.88 | 7d 12h | −$88.50 | -2.76% | signal |
| 155 | long | 2025-02-19 12:00 @ 96,411.28 | 2025-02-24 12:00 @ 95,755.75 | 5d | −$26.60 | -0.84% | signal |
| 156 | short | 2025-02-25 00:00 @ 91,496.20 | 2025-03-03 00:00 @ 94,240.84 | 6d | −$96.77 | -3.05% | signal |
| 157 | long | 2025-03-03 12:00 @ 92,718.54 | 2025-03-09 12:00 @ 84,973.00 | 6d | −$267.60 | -8.49% | signal |
| 158 | short | 2025-03-10 00:00 @ 80,674.56 | 2025-03-14 12:00 @ 83,219.54 | 4d 12h | −$98.80 | -3.20% | signal |
| 159 | long | 2025-03-15 00:00 @ 83,956.69 | 2025-03-29 00:00 @ 84,363.92 | 14d | $9.80 | +0.32% | signal |
| 160 | short | 2025-03-29 12:00 @ 82,238.65 | 2025-04-06 00:00 @ 83,522.80 | 7d 12h | −$48.40 | -1.58% | signal |
| 161 | long | 2025-04-06 12:00 @ 82,826.66 | 2025-04-07 00:00 @ 78,374.42 | 12h | −$166.96 | -5.47% | signal |
| 162 | short | 2025-04-07 12:00 @ 76,640.67 | 2025-04-10 12:00 @ 81,855.47 | 3d | −$206.69 | -6.87% | signal |
| 163 | long | 2025-04-11 00:00 @ 79,576.21 | 2025-04-30 00:00 @ 94,181.26 | 19d | $536.57 | +18.14% | signal |
| 164 | short | 2025-04-30 12:00 @ 95,107.37 | 2025-05-08 12:00 @ 99,389.77 | 8d | −$142.83 | -4.62% | signal |
| 165 | long | 2025-05-09 00:00 @ 103,248.65 | 2025-05-14 12:00 @ 103,882.52 | 5d 12h | $11.68 | +0.38% | signal |
| 166 | short | 2025-05-15 00:00 @ 103,437.41 | 2025-05-22 00:00 @ 109,631.52 | 7d | −$183.00 | -5.98% | signal |
| 167 | long | 2025-05-22 12:00 @ 110,966.19 | 2025-05-25 00:00 @ 107,677.46 | 2d 12h | −$93.79 | -3.11% | signal |
| 168 | short | 2025-05-25 12:00 @ 107,192.56 | 2025-06-08 00:00 @ 105,528.60 | 13d 12h | $47.47 | +1.59% | signal |
| 169 | long | 2025-06-08 12:00 @ 105,640.32 | 2025-06-13 12:00 @ 104,969.00 | 5d | −$23.82 | -0.79% | signal |
| 170 | short | 2025-06-14 00:00 @ 106,006.09 | 2025-06-24 12:00 @ 105,155.53 | 10d 12h | $23.74 | +0.79% | signal |
| 171 | long | 2025-06-25 00:00 @ 106,056.11 | 2025-07-02 00:00 @ 105,616.77 | 7d | −$17.04 | -0.57% | signal |
| 172 | short | 2025-07-02 12:00 @ 107,418.21 | 2025-07-03 00:00 @ 108,821.76 | 12h | −$42.06 | -1.40% | signal |
| 173 | long | 2025-07-03 12:00 @ 109,573.01 | 2025-07-06 00:00 @ 108,131.77 | 2d 12h | −$43.00 | -1.44% | signal |
| 174 | short | 2025-07-06 12:00 @ 107,995.70 | 2025-07-10 00:00 @ 111,222.04 | 3d 12h | −$91.00 | -3.06% | signal |
| 175 | long | 2025-07-10 12:00 @ 110,994.29 | 2025-07-17 12:00 @ 117,945.21 | 7d | $175.61 | +5.95% | signal |
| 176 | short | 2025-07-18 00:00 @ 119,152.66 | 2025-08-07 12:00 @ 116,492.39 | 20d 12h | $79.28 | +2.64% | signal |
| 177 | long | 2025-08-08 00:00 @ 117,443.38 | 2025-08-16 00:00 @ 117,255.64 | 8d | −$13.73 | -0.45% | signal |
| 178 | short | 2025-08-16 12:00 @ 117,317.03 | 2025-08-24 12:00 @ 114,724.84 | 8d | $67.97 | +2.26% | signal |
| 179 | short | 2025-08-25 00:00 @ 113,423.51 | 2025-08-29 00:00 @ 112,529.80 | 4d | $23.25 | +0.77% | signal |
| 180 | short | 2025-08-29 12:00 @ 110,025.79 | 2025-09-02 12:00 @ 109,720.54 | 4d | $7.59 | +0.25% | signal |
| 181 | long | 2025-09-03 00:00 @ 111,210.14 | 2025-09-20 00:00 @ 115,546.49 | 17d | $106.85 | +3.52% | signal |
| 182 | short | 2025-09-20 12:00 @ 115,811.73 | 2025-09-30 00:00 @ 114,279.95 | 9d 12h | $40.63 | +1.33% | signal |
| 183 | long | 2025-09-30 12:00 @ 113,026.30 | 2025-10-09 12:00 @ 122,648.47 | 9d | $251.78 | +8.19% | signal |
| 184 | short | 2025-10-10 00:00 @ 121,555.08 | 2025-10-20 12:00 @ 110,991.69 | 10d 12h | $269.11 | +8.58% | signal |
| 185 | long | 2025-10-21 00:00 @ 110,491.99 | 2025-10-30 12:00 @ 109,643.97 | 9d 12h | −$31.09 | -0.97% | signal |
| 186 | short | 2025-10-31 00:00 @ 108,241.95 | 2025-11-10 00:00 @ 104,691.63 | 10d | $107.55 | +3.36% | signal |
| 187 | long | 2025-11-10 12:00 @ 106,157.73 | 2025-11-14 00:00 @ 99,634.37 | 3d 12h | −$202.45 | -6.28% | signal |
| 188 | short | 2025-11-14 12:00 @ 96,115.27 | 2025-11-24 12:00 @ 86,249.75 | 10d | $328.12 | +10.34% | signal |
| 189 | long | 2025-11-25 00:00 @ 88,264.75 | 2025-12-07 12:00 @ 89,091.48 | 12d 12h | $24.71 | +0.76% | signal |
| 190 | long | 2025-12-08 00:00 @ 90,363.47 | 2025-12-13 12:00 @ 90,280.44 | 5d 12h | −$8.19 | -0.25% | signal |
| 191 | short | 2025-12-14 00:00 @ 90,173.26 | 2025-12-20 12:00 @ 88,261.25 | 6d 12h | $69.18 | +2.12% | signal |
| 192 | long | 2025-12-21 00:00 @ 88,338.36 | 2026-01-09 00:00 @ 91,041.59 | 19d | $85.87 | +2.62% | signal |
| 193 | short | 2026-01-09 12:00 @ 90,380.02 | 2026-01-14 00:00 @ 95,394.28 | 4d 12h | −$184.43 | -5.59% | signal |
| 194 | long | 2026-01-14 12:00 @ 94,782.65 | 2026-01-19 00:00 @ 93,595.28 | 4d 12h | −$45.60 | -1.40% | signal |
| 195 | short | 2026-01-19 12:00 @ 93,118.17 | 2026-01-28 12:00 @ 90,054.91 | 9d | $108.13 | +3.34% | signal |
| 196 | long | 2026-01-29 00:00 @ 89,279.55 | 2026-01-30 00:00 @ 84,587.78 | 1d | −$175.49 | -5.37% | signal |
| 197 | short | 2026-01-30 12:00 @ 83,088.08 | 2026-02-09 00:00 @ 70,302.26 | 9d 12h | $492.24 | +15.27% | signal |
| 198 | long | 2026-02-09 12:00 @ 68,913.78 | 2026-02-24 12:00 @ 63,179.46 | 15d | −$282.10 | -8.43% | signal |
| 199 | short | 2026-02-25 00:00 @ 64,018.59 | 2026-02-26 00:00 @ 67,966.09 | 1d | −$205.41 | -6.27% | signal |
| 200 | long | 2026-02-26 12:00 @ 68,038.81 | 2026-03-08 00:00 @ 67,218.65 | 9d 12h | −$42.23 | -1.31% | signal |
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.