[Famous-Q] Appel MACD (state, fixed)
public
@djgambhirBTCUSDT · 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 · 201–225 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 25 | short | 2022-06-10 12:00 @ 29,999.40 | 2022-06-20 12:00 @ 20,795.06 | 10d | $791.07 | +30.61% | 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 |
| 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 |
| 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 |
| 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 |
| 20 | long | 2022-05-03 12:00 @ 38,569.61 | 2022-05-06 12:00 @ 35,758.75 | 3d | −$195.46 | -7.43% | 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 |
| 18 | long | 2022-04-29 00:00 @ 39,740.45 | 2022-04-30 00:00 @ 38,564.49 | 1d | −$81.65 | -3.08% | 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 |
| 16 | long | 2022-04-26 12:00 @ 40,460.39 | 2022-04-27 00:00 @ 38,086.08 | 12h | −$161.57 | -5.97% | 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 |
| 14 | long | 2022-04-19 00:00 @ 40,793.86 | 2022-04-24 00:00 @ 39,405.92 | 5d | −$95.83 | -3.49% | 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 |
| 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 |
| 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 |
| 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 |
| 9 | long | 2022-03-11 12:00 @ 39,886.28 | 2022-03-12 00:00 @ 38,705.36 | 12h | −$81.05 | -3.06% | 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 |
| 7 | short | 2022-03-06 00:00 @ 39,367.13 | 2022-03-10 00:00 @ 41,947.89 | 4d | −$177.57 | -6.61% | 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 |
| 5 | short | 2022-02-13 00:00 @ 42,191.44 | 2022-02-26 00:00 @ 39,213.24 | 13d | $186.30 | +7.07% | 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 |
| 3 | short | 2022-01-21 12:00 @ 38,870.94 | 2022-01-26 12:00 @ 38,053.53 | 5d | $51.82 | +2.05% | 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 |
| 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 |
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.