[Famous-Q] Appel MACD (state, fixed)
public
@djgambhirBTCUSDT · 4h · 2021-12-31 → 2026-08-31 · 10,228 bars in 8.1ms
Underperformed the market. Holding BTCUSDT returned +63.72% over the same period, against this strategy’s -11.55%.
Net P&L
-11.55%
−$1,155.39
Max drawdown
-22.36%
Max run-up
+21.48%
Trades
714
33.5% win rate
Profit factor
0.95
2021-12-31drawdown · worst -22.36%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -10.93% | -21.49% | 427 | 35% |
| Validation | 2024-10-19 → 2025-09-25 | -8.44% | -15.07% | 158 | 27% |
| Out-of-sample | 2025-09-25 → 2026-08-31 | +9.77% | -7.15% | 128 | 38% |
Risk-adjusted
- Sharpe
- -0.16
- Sortino
- -0.24
- Calmar
- -0.12
- Return ÷ max drawdown
- -0.52
- CAGR
- -2.60%
- Exposure
- 93.0%
Per trade
- Expectancy
- −$1.62 · -0.05%
- Average win / loss
- $87.61 / −$46.52
- Payoff ratio
- 1.88
- Largest win / loss
- $579.31 / −$446.18
- Longest losing streak(winning: 5)
- 15 trades
Drawdown over time
- Max drawdown
- -22.36%
- Longest time under water(still going at the end)
- 1653 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$1,584.52
- Funding
- −$15.46
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 33
- Benchmark(buy and hold)
- +63.72%
Monte Carlo
1,000 alternative histories, each 714 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 | -42.31% | -11.82% | +35.46% |
| Max drawdown | -49.01% | -29.49% | -16.30% |
68% of histories lost money, and 77% had a deeper drawdown than this run’s -22.36%. 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
714 trades · 1–200 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | long | 2021-12-31 12:00 @ 47,987.18 | 2022-01-04 04:00 @ 46,304.69 | 3d 16h | −$92.79 | -3.71% | signal |
| 2 | short | 2022-01-04 08:00 @ 46,512.39 | 2022-01-04 12:00 @ 46,719.31 | 4h | −$13.25 | -0.54% | signal |
| 3 | long | 2022-01-04 16:00 @ 46,934.67 | 2022-01-05 00:00 @ 45,824.24 | 8h | −$61.21 | -2.47% | signal |
| 4 | short | 2022-01-05 04:00 @ 46,403.59 | 2022-01-05 08:00 @ 46,408.62 | 4h | −$2.72 | -0.11% | signal |
| 5 | long | 2022-01-05 12:00 @ 46,281.18 | 2022-01-05 20:00 @ 44,663.00 | 8h | −$88.58 | -3.60% | signal |
| 6 | short | 2022-01-06 00:00 @ 43,413.02 | 2022-01-08 12:00 @ 41,926.40 | 2d 12h | $82.90 | +3.40% | signal |
| 7 | long | 2022-01-08 16:00 @ 41,609.04 | 2022-01-14 00:00 @ 42,530.21 | 5d 8h | $49.72 | +2.02% | signal |
| 8 | short | 2022-01-14 04:00 @ 42,602.52 | 2022-01-15 16:00 @ 43,378.67 | 1d 12h | −$47.55 | -1.93% | signal |
| 9 | long | 2022-01-15 20:00 @ 43,505.55 | 2022-01-16 12:00 @ 42,951.41 | 16h | −$33.90 | -1.38% | signal |
| 10 | short | 2022-01-16 16:00 @ 43,199.37 | 2022-01-20 04:00 @ 41,923.73 | 3d 12h | $71.95 | +2.94% | signal |
| 11 | long | 2022-01-20 08:00 @ 42,048.41 | 2022-01-21 04:00 @ 38,440.23 | 20h | −$214.70 | -8.71% | signal |
| 12 | short | 2022-01-21 08:00 @ 39,098.61 | 2022-01-24 00:00 @ 36,237.25 | 2d 16h | $174.96 | +7.25% | signal |
| 13 | long | 2022-01-24 04:00 @ 35,322.09 | 2022-01-31 04:00 @ 36,991.27 | 7d | $112.65 | +4.59% | signal |
| 14 | short | 2022-01-31 08:00 @ 37,091.26 | 2022-02-01 00:00 @ 38,446.73 | 16h | −$93.65 | -3.77% | signal |
| 15 | long | 2022-02-01 04:00 @ 38,577.81 | 2022-02-02 16:00 @ 37,412.05 | 1d 12h | −$76.96 | -3.13% | signal |
| 16 | short | 2022-02-02 20:00 @ 37,531.39 | 2022-02-04 12:00 @ 37,807.58 | 1d 16h | −$20.79 | -0.85% | signal |
| 17 | long | 2022-02-04 16:00 @ 39,489.62 | 2022-02-08 20:00 @ 42,976.81 | 4d 4h | $210.17 | +8.63% | signal |
| 18 | short | 2022-02-09 00:00 @ 44,012.78 | 2022-02-14 16:00 @ 42,573.51 | 5d 16h | $81.22 | +3.26% | signal |
| 19 | short | 2022-02-14 20:00 @ 42,093.86 | 2022-02-15 00:00 @ 42,533.65 | 4h | −$28.74 | -1.15% | signal |
| 20 | long | 2022-02-15 04:00 @ 43,543.81 | 2022-02-17 08:00 @ 43,893.52 | 2d 4h | $16.63 | +0.66% | signal |
| 21 | short | 2022-02-17 12:00 @ 43,149.67 | 2022-02-21 08:00 @ 39,273.85 | 3d 20h | $223.50 | +8.92% | signal |
| 22 | short | 2022-02-21 12:00 @ 37,542.49 | 2022-02-21 16:00 @ 38,812.26 | 4h | −$89.27 | -3.48% | signal |
| 23 | long | 2022-02-21 20:00 @ 38,122.12 | 2022-02-22 00:00 @ 36,979.00 | 4h | −$78.66 | -3.10% | signal |
| 24 | short | 2022-02-22 04:00 @ 36,572.78 | 2022-02-22 16:00 @ 37,752.15 | 12h | −$83.77 | -3.32% | signal |
| 25 | long | 2022-02-22 20:00 @ 38,047.31 | 2022-02-24 04:00 @ 34,900.82 | 1d 8h | −$208.77 | -8.35% | signal |
| 26 | short | 2022-02-24 08:00 @ 35,275.24 | 2022-02-25 00:00 @ 38,323.86 | 16h | −$214.67 | -8.77% | signal |
| 27 | long | 2022-02-25 04:00 @ 38,906.78 | 2022-02-27 20:00 @ 37,567.19 | 2d 16h | −$85.74 | -3.58% | signal |
| 28 | short | 2022-02-28 00:00 @ 37,664.57 | 2022-02-28 16:00 @ 40,800.96 | 16h | −$200.71 | -8.46% | signal |
| 29 | long | 2022-02-28 20:00 @ 41,314.76 | 2022-03-03 04:00 @ 43,304.14 | 2d 8h | $108.10 | +4.66% | signal |
| 30 | short | 2022-03-03 08:00 @ 43,459.31 | 2022-03-07 16:00 @ 39,070.11 | 4d 8h | $236.51 | +10.07% | signal |
| 31 | short | 2022-03-07 20:00 @ 37,282.54 | 2022-03-08 04:00 @ 38,686.34 | 8h | −$93.04 | -3.86% | signal |
| 32 | long | 2022-03-08 08:00 @ 38,538.11 | 2022-03-10 16:00 @ 39,146.47 | 2d 8h | $33.61 | +1.41% | signal |
| 33 | short | 2022-03-10 20:00 @ 39,397.72 | 2022-03-14 12:00 @ 38,892.78 | 3d 16h | $27.36 | +1.14% | signal |
| 34 | long | 2022-03-14 16:00 @ 38,947.09 | 2022-03-18 12:00 @ 40,372.62 | 3d 20h | $83.18 | +3.47% | signal |
| 35 | short | 2022-03-18 16:00 @ 40,894.02 | 2022-03-18 20:00 @ 42,028.70 | 4h | −$69.37 | -2.87% | signal |
| 36 | long | 2022-03-19 00:00 @ 41,759.95 | 2022-03-20 12:00 @ 41,579.58 | 1d 12h | −$13.98 | -0.58% | signal |
| 37 | short | 2022-03-20 16:00 @ 41,325.93 | 2022-03-22 12:00 @ 42,985.50 | 1d 20h | −$97.88 | -4.08% | signal |
| 38 | long | 2022-03-22 16:00 @ 42,575.61 | 2022-03-23 12:00 @ 42,020.29 | 20h | −$34.05 | -1.43% | signal |
| 39 | long | 2022-03-23 16:00 @ 42,597.22 | 2022-03-23 20:00 @ 42,184.46 | 4h | −$25.45 | -1.08% | signal |
| 40 | long | 2022-03-24 00:00 @ 42,876.37 | 2022-03-26 16:00 @ 44,184.76 | 2d 16h | $69.16 | +2.93% | signal |
| 41 | short | 2022-03-26 20:00 @ 44,332.03 | 2022-03-28 00:00 @ 46,830.26 | 1d 4h | −$136.37 | -5.73% | signal |
| 42 | long | 2022-03-28 04:00 @ 47,052.31 | 2022-03-30 00:00 @ 47,409.02 | 1d 20h | $14.24 | +0.61% | signal |
| 43 | short | 2022-03-30 04:00 @ 47,398.62 | 2022-04-02 12:00 @ 46,543.71 | 3d 8h | $42.23 | +1.80% | signal |
| 44 | long | 2022-04-02 16:00 @ 46,293.26 | 2022-04-02 20:00 @ 46,089.88 | 4h | −$12.95 | -0.55% | signal |
| 45 | short | 2022-04-03 00:00 @ 45,783.14 | 2022-04-03 16:00 @ 46,407.28 | 16h | −$34.00 | -1.44% | signal |
| 46 | long | 2022-04-03 20:00 @ 46,397.28 | 2022-04-04 08:00 @ 46,149.07 | 12h | −$15.12 | -0.64% | signal |
| 47 | short | 2022-04-04 12:00 @ 46,140.67 | 2022-04-05 00:00 @ 46,590.22 | 12h | −$24.94 | -1.06% | signal |
| 48 | long | 2022-04-05 04:00 @ 46,639.43 | 2022-04-05 20:00 @ 46,010.30 | 16h | −$34.30 | -1.47% | signal |
| 49 | short | 2022-04-06 00:00 @ 45,468.40 | 2022-04-08 16:00 @ 43,645.03 | 2d 16h | $92.56 | +3.98% | signal |
| 50 | short | 2022-04-08 20:00 @ 42,713.46 | 2022-04-10 00:00 @ 42,736.35 | 1d 4h | −$2.93 | -0.12% | signal |
| 51 | long | 2022-04-10 04:00 @ 42,769.75 | 2022-04-11 12:00 @ 41,046.89 | 1d 8h | −$97.58 | -4.15% | signal |
| 52 | short | 2022-04-11 16:00 @ 40,567.48 | 2022-04-13 08:00 @ 40,120.02 | 1d 16h | $22.98 | +0.99% | signal |
| 53 | long | 2022-04-13 12:00 @ 39,705.54 | 2022-04-18 04:00 @ 39,780.34 | 4d 16h | $1.34 | +0.06% | signal |
| 54 | short | 2022-04-18 08:00 @ 38,894.42 | 2022-04-18 20:00 @ 40,678.53 | 12h | −$109.87 | -4.71% | signal |
| 55 | long | 2022-04-19 00:00 @ 40,793.86 | 2022-04-22 00:00 @ 40,441.61 | 3d | −$22.98 | -1.00% | signal |
| 56 | short | 2022-04-22 04:00 @ 40,462.41 | 2022-04-25 20:00 @ 40,212.04 | 3d 16h | $9.84 | +0.43% | signal |
| 57 | long | 2022-04-26 00:00 @ 40,419.08 | 2022-04-26 20:00 @ 38,242.95 | 20h | −$126.80 | -5.51% | signal |
| 58 | short | 2022-04-27 00:00 @ 38,086.08 | 2022-04-28 00:00 @ 39,216.84 | 1d | −$70.17 | -3.09% | signal |
| 59 | long | 2022-04-28 04:00 @ 39,340.87 | 2022-04-29 20:00 @ 38,307.54 | 1d 16h | −$61.97 | -2.75% | signal |
| 60 | short | 2022-04-30 00:00 @ 38,564.49 | 2022-05-02 04:00 @ 38,661.33 | 2d 4h | −$7.33 | -0.33% | signal |
| 61 | long | 2022-05-02 08:00 @ 38,877.37 | 2022-05-03 20:00 @ 37,699.76 | 1d 12h | −$70.96 | -3.18% | signal |
| 62 | short | 2022-05-04 00:00 @ 37,705.46 | 2022-05-04 08:00 @ 38,680.83 | 8h | −$59.36 | -2.68% | signal |
| 63 | long | 2022-05-04 12:00 @ 38,995.30 | 2022-05-05 16:00 @ 36,879.12 | 1d 4h | −$122.30 | -5.55% | signal |
| 64 | short | 2022-05-05 20:00 @ 36,274.04 | 2022-05-11 04:00 @ 31,196.24 | 5d 8h | $303.26 | +13.97% | signal |
| 65 | long | 2022-05-11 08:00 @ 30,605.02 | 2022-05-12 00:00 @ 29,072.08 | 16h | −$114.82 | -5.11% | signal |
| 66 | short | 2022-05-12 04:00 @ 28,375.12 | 2022-05-13 00:00 @ 29,026.60 | 20h | −$54.44 | -2.45% | signal |
| 67 | long | 2022-05-13 04:00 @ 30,570.51 | 2022-05-18 16:00 @ 28,966.11 | 5d 12h | −$119.75 | -5.43% | signal |
| 68 | short | 2022-05-18 20:00 @ 29,251.65 | 2022-05-19 16:00 @ 30,392.48 | 20h | −$86.92 | -4.00% | signal |
| 69 | long | 2022-05-19 20:00 @ 29,965.29 | 2022-05-20 20:00 @ 29,263.65 | 1d | −$53.19 | -2.47% | signal |
| 70 | short | 2022-05-21 00:00 @ 29,183.06 | 2022-05-22 12:00 @ 29,897.08 | 1d 12h | −$54.53 | -2.55% | signal |
| 71 | long | 2022-05-22 16:00 @ 29,840.77 | 2022-05-24 00:00 @ 29,091.98 | 1d 8h | −$56.30 | -2.65% | signal |
| 72 | short | 2022-05-24 04:00 @ 29,282.24 | 2022-05-25 04:00 @ 30,195.04 | 1d | −$67.85 | -3.21% | signal |
| 73 | long | 2022-05-25 08:00 @ 29,701.64 | 2022-05-26 00:00 @ 29,530.79 | 16h | −$14.56 | -0.69% | signal |
| 74 | long | 2022-05-26 04:00 @ 29,832.37 | 2022-05-26 12:00 @ 28,987.10 | 8h | −$61.52 | -2.94% | signal |
| 75 | short | 2022-05-26 16:00 @ 29,368.63 | 2022-05-28 20:00 @ 29,019.20 | 2d 4h | $23.85 | +1.15% | signal |
| 76 | long | 2022-05-29 00:00 @ 29,024.60 | 2022-06-01 16:00 @ 30,727.45 | 3d 16h | $117.59 | +5.65% | signal |
| 77 | short | 2022-06-01 20:00 @ 30,110.48 | 2022-06-05 16:00 @ 29,964.39 | 3d 20h | $8.61 | +0.41% | signal |
| 78 | long | 2022-06-05 20:00 @ 30,042.31 | 2022-06-07 08:00 @ 29,563.19 | 1d 12h | −$36.58 | -1.73% | signal |
| 79 | short | 2022-06-07 12:00 @ 29,498.70 | 2022-06-08 00:00 @ 31,124.22 | 12h | −$118.21 | -5.62% | signal |
| 80 | short | 2022-06-08 04:00 @ 30,000.00 | 2022-06-15 20:00 @ 21,621.12 | 7d 16h | $579.31 | +27.92% | signal |
| 81 | long | 2022-06-16 00:00 @ 22,572.01 | 2022-06-18 20:00 @ 18,055.89 | 2d 20h | −$446.18 | -20.10% | signal |
| 82 | short | 2022-06-19 00:00 @ 18,955.91 | 2022-06-19 12:00 @ 19,689.34 | 12h | −$83.73 | -3.97% | signal |
| 83 | long | 2022-06-19 16:00 @ 19,820.26 | 2022-06-23 00:00 @ 19,973.50 | 3d 8h | $13.48 | +0.65% | signal |
| 84 | short | 2022-06-23 04:00 @ 20,198.86 | 2022-06-23 08:00 @ 20,450.29 | 4h | −$28.13 | -1.35% | signal |
| 85 | long | 2022-06-23 12:00 @ 20,633.63 | 2022-06-27 00:00 @ 21,024.89 | 3d 12h | $35.97 | +1.73% | signal |
| 86 | short | 2022-06-27 04:00 @ 21,156.67 | 2022-07-02 12:00 @ 19,192.54 | 5d 8h | $192.09 | +9.18% | signal |
| 87 | long | 2022-07-02 16:00 @ 19,223.74 | 2022-07-09 12:00 @ 21,433.11 | 6d 20h | $240.52 | +11.24% | signal |
| 88 | short | 2022-07-09 16:00 @ 21,534.29 | 2022-07-14 00:00 @ 20,224.14 | 4d 8h | $133.27 | +6.06% | signal |
| 89 | long | 2022-07-14 04:00 @ 20,219.34 | 2022-07-18 00:00 @ 20,790.24 | 3d 20h | $59.27 | +2.65% | signal |
| 90 | short | 2022-07-18 04:00 @ 21,269.85 | 2022-07-18 08:00 @ 22,247.75 | 4h | −$105.69 | -4.70% | signal |
| 91 | long | 2022-07-18 12:00 @ 22,134.33 | 2022-07-21 04:00 @ 22,769.85 | 2d 16h | $59.77 | +2.69% | signal |
| 92 | short | 2022-07-21 08:00 @ 22,922.01 | 2022-07-27 16:00 @ 21,520.80 | 6d 8h | $137.49 | +6.15% | signal |
| 93 | long | 2022-07-27 20:00 @ 22,768.35 | 2022-07-31 00:00 @ 23,625.27 | 3d 4h | $81.07 | +3.57% | signal |
| 94 | short | 2022-07-31 04:00 @ 23,727.75 | 2022-08-03 16:00 @ 23,350.57 | 3d 12h | $35.61 | +1.55% | signal |
| 95 | long | 2022-08-03 20:00 @ 23,454.89 | 2022-08-04 00:00 @ 22,796.94 | 4h | −$66.81 | -2.90% | signal |
| 96 | long | 2022-08-04 04:00 @ 23,088.32 | 2022-08-04 08:00 @ 22,930.31 | 4h | −$17.91 | -0.78% | signal |
| 97 | short | 2022-08-04 12:00 @ 22,867.73 | 2022-08-05 08:00 @ 23,181.54 | 20h | −$33.51 | -1.47% | signal |
| 98 | long | 2022-08-05 12:00 @ 23,397.78 | 2022-08-07 08:00 @ 22,995.40 | 1d 20h | −$42.16 | -1.86% | signal |
| 99 | short | 2022-08-07 12:00 @ 23,021.59 | 2022-08-07 20:00 @ 23,159.63 | 8h | −$15.77 | -0.70% | signal |
| 100 | long | 2022-08-08 00:00 @ 23,172.53 | 2022-08-09 16:00 @ 23,056.99 | 1d 16h | −$14.44 | -0.64% | signal |
| 101 | short | 2022-08-09 20:00 @ 23,043.69 | 2022-08-10 20:00 @ 23,631.03 | 1d | −$59.51 | -2.64% | signal |
| 102 | long | 2022-08-11 00:00 @ 23,945.79 | 2022-08-12 12:00 @ 23,658.47 | 1d 12h | −$29.82 | -1.33% | signal |
| 103 | short | 2022-08-12 16:00 @ 23,961.91 | 2022-08-13 00:00 @ 24,392.38 | 8h | −$42.40 | -1.90% | signal |
| 104 | long | 2022-08-13 04:00 @ 24,791.46 | 2022-08-14 16:00 @ 24,507.10 | 1d 12h | −$27.95 | -1.26% | signal |
| 105 | short | 2022-08-14 20:00 @ 24,269.05 | 2022-08-21 08:00 @ 21,245.95 | 6d 12h | $274.32 | +12.39% | signal |
| 106 | long | 2022-08-21 12:00 @ 21,518.70 | 2022-08-26 16:00 @ 20,765.45 | 5d 4h | −$81.78 | -3.58% | signal |
| 107 | short | 2022-08-26 20:00 @ 20,631.37 | 2022-08-29 12:00 @ 19,815.96 | 2d 16h | $86.07 | +3.81% | signal |
| 108 | long | 2022-08-29 16:00 @ 20,253.15 | 2022-09-01 20:00 @ 19,853.53 | 3d 4h | −$47.52 | -2.08% | signal |
| 109 | long | 2022-09-02 00:00 @ 20,126.62 | 2022-09-03 08:00 @ 19,804.14 | 1d 8h | −$38.91 | -1.71% | signal |
| 110 | short | 2022-09-03 12:00 @ 19,785.94 | 2022-09-04 20:00 @ 19,876.77 | 1d 8h | −$12.44 | -0.55% | signal |
| 111 | long | 2022-09-05 00:00 @ 19,996.70 | 2022-09-06 20:00 @ 18,809.34 | 1d 20h | −$136.63 | -6.05% | signal |
| 112 | short | 2022-09-07 00:00 @ 18,777.64 | 2022-09-08 08:00 @ 19,167.83 | 1d 8h | −$48.66 | -2.19% | signal |
| 113 | long | 2022-09-08 12:00 @ 19,306.96 | 2022-09-12 04:00 @ 21,644.87 | 3d 16h | $263.29 | +11.90% | signal |
| 114 | long | 2022-09-12 08:00 @ 22,185.24 | 2022-09-13 08:00 @ 22,263.45 | 1d | $5.10 | +0.22% | signal |
| 115 | short | 2022-09-13 12:00 @ 22,511.70 | 2022-09-17 04:00 @ 19,879.08 | 3d 16h | $265.13 | +11.63% | signal |
| 116 | long | 2022-09-17 08:00 @ 19,838.07 | 2022-09-19 04:00 @ 18,762.45 | 1d 20h | −$130.08 | -5.55% | signal |
| 117 | short | 2022-09-19 08:00 @ 18,456.01 | 2022-09-20 00:00 @ 19,532.51 | 16h | −$137.48 | -5.94% | signal |
| 118 | long | 2022-09-20 04:00 @ 19,357.67 | 2022-09-22 00:00 @ 18,443.81 | 1d 20h | −$110.17 | -4.84% | signal |
| 119 | short | 2022-09-22 04:00 @ 18,673.96 | 2022-09-22 08:00 @ 18,927.58 | 4h | −$32.84 | -1.46% | signal |
| 120 | long | 2022-09-22 12:00 @ 19,223.84 | 2022-09-26 00:00 @ 18,795.94 | 3d 12h | −$52.81 | -2.35% | signal |
| 121 | short | 2022-09-26 04:00 @ 18,858.93 | 2022-09-26 16:00 @ 19,107.62 | 12h | −$31.56 | -1.42% | signal |
| 122 | long | 2022-09-26 20:00 @ 19,194.74 | 2022-09-28 04:00 @ 18,732.25 | 1d 8h | −$56.22 | -2.53% | signal |
| 123 | short | 2022-09-28 08:00 @ 18,766.75 | 2022-09-29 04:00 @ 19,501.30 | 20h | −$88.43 | -4.01% | signal |
| 124 | long | 2022-09-29 08:00 @ 19,357.07 | 2022-09-29 16:00 @ 19,276.84 | 8h | −$11.41 | -0.52% | signal |
| 125 | long | 2022-09-29 20:00 @ 19,403.18 | 2022-10-01 04:00 @ 19,404.12 | 1d 8h | −$2.80 | -0.13% | signal |
| 126 | short | 2022-10-01 08:00 @ 19,301.64 | 2022-10-03 20:00 @ 19,541.71 | 2d 12h | −$28.14 | -1.29% | signal |
| 127 | long | 2022-10-04 00:00 @ 19,625.82 | 2022-10-06 16:00 @ 20,000.30 | 2d 16h | $37.52 | +1.73% | signal |
| 128 | short | 2022-10-06 20:00 @ 20,001.90 | 2022-10-12 12:00 @ 19,111.02 | 5d 16h | $97.73 | +4.47% | signal |
| 129 | long | 2022-10-12 16:00 @ 19,134.43 | 2022-10-13 12:00 @ 18,741.25 | 20h | −$48.17 | -2.18% | signal |
| 130 | short | 2022-10-13 16:00 @ 18,943.91 | 2022-10-13 20:00 @ 19,364.77 | 4h | −$50.93 | -2.32% | signal |
| 131 | long | 2022-10-14 00:00 @ 19,369.27 | 2022-10-15 12:00 @ 19,156.97 | 1d 12h | −$26.76 | -1.23% | signal |
| 132 | short | 2022-10-15 16:00 @ 19,115.68 | 2022-10-16 20:00 @ 19,373.67 | 1d 4h | −$31.33 | -1.44% | signal |
| 133 | long | 2022-10-17 00:00 @ 19,255.65 | 2022-10-18 20:00 @ 19,205.76 | 1d 20h | −$8.70 | -0.40% | signal |
| 134 | short | 2022-10-19 00:00 @ 19,317.04 | 2022-10-22 00:00 @ 19,154.83 | 3d | $17.20 | +0.79% | signal |
| 135 | long | 2022-10-22 04:00 @ 19,145.83 | 2022-10-25 12:00 @ 19,287.14 | 3d 8h | $12.66 | +0.58% | signal |
| 136 | long | 2022-10-25 16:00 @ 19,744.25 | 2022-10-28 00:00 @ 20,281.54 | 2d 8h | $56.68 | +2.61% | signal |
| 137 | short | 2022-10-28 04:00 @ 20,280.24 | 2022-10-29 16:00 @ 20,917.38 | 1d 12h | −$70.81 | -3.24% | signal |
| 138 | long | 2022-10-29 20:00 @ 20,831.27 | 2022-10-30 00:00 @ 20,792.54 | 4h | −$6.21 | -0.29% | signal |
| 139 | short | 2022-10-30 04:00 @ 20,763.55 | 2022-11-04 08:00 @ 20,607.42 | 5d 4h | $15.02 | +0.69% | signal |
| 140 | long | 2022-11-04 12:00 @ 20,551.21 | 2022-11-06 20:00 @ 21,182.36 | 2d 8h | $63.44 | +2.92% | signal |
| 141 | short | 2022-11-07 00:00 @ 20,895.82 | 2022-11-11 00:00 @ 17,591.52 | 4d | $339.96 | +15.53% | signal |
| 142 | long | 2022-11-11 04:00 @ 17,055.81 | 2022-11-21 00:00 @ 16,269.45 | 9d 20h | −$105.66 | -4.65% | signal |
| 143 | short | 2022-11-21 04:00 @ 16,064.09 | 2022-11-22 20:00 @ 16,163.83 | 1d 16h | −$16.13 | -0.72% | signal |
| 144 | long | 2022-11-23 00:00 @ 16,223.74 | 2022-11-26 16:00 @ 16,503.10 | 3d 16h | $35.50 | +1.58% | signal |
| 145 | short | 2022-11-26 20:00 @ 16,477.30 | 2022-11-29 12:00 @ 16,491.30 | 2d 16h | −$3.97 | -0.18% | signal |
| 146 | long | 2022-11-29 16:00 @ 16,388.18 | 2022-12-02 08:00 @ 16,943.61 | 2d 16h | $73.20 | +3.25% | signal |
| 147 | short | 2022-12-02 12:00 @ 16,983.60 | 2022-12-05 04:00 @ 17,193.54 | 2d 16h | −$29.62 | -1.30% | signal |
| 148 | long | 2022-12-05 08:00 @ 17,307.16 | 2022-12-05 20:00 @ 16,916.12 | 12h | −$53.36 | -2.36% | signal |
| 149 | short | 2022-12-06 00:00 @ 16,954.81 | 2022-12-08 20:00 @ 17,245.35 | 2d 20h | −$40.38 | -1.80% | signal |
| 150 | long | 2022-12-09 00:00 @ 17,219.44 | 2022-12-11 04:00 @ 17,144.17 | 2d 4h | −$12.22 | -0.55% | signal |
| 151 | short | 2022-12-11 08:00 @ 17,169.97 | 2022-12-13 08:00 @ 17,160.33 | 2d | −$0.80 | -0.04% | signal |
| 152 | long | 2022-12-13 12:00 @ 17,440.39 | 2022-12-15 12:00 @ 17,708.56 | 2d | $30.76 | +1.38% | signal |
| 153 | short | 2022-12-15 16:00 @ 17,420.52 | 2022-12-19 00:00 @ 16,733.75 | 3d 8h | $87.24 | +3.89% | signal |
| 154 | long | 2022-12-19 04:00 @ 16,676.83 | 2022-12-20 00:00 @ 16,425.91 | 20h | −$36.51 | -1.61% | signal |
| 155 | long | 2022-12-20 04:00 @ 16,721.24 | 2022-12-22 20:00 @ 16,654.97 | 2d 16h | −$12.12 | -0.54% | signal |
| 156 | long | 2022-12-23 00:00 @ 16,818.86 | 2022-12-25 16:00 @ 16,780.84 | 2d 16h | −$8.52 | -0.38% | signal |
| 157 | short | 2022-12-25 20:00 @ 16,783.24 | 2022-12-26 04:00 @ 16,890.58 | 8h | −$16.58 | -0.74% | signal |
| 158 | long | 2022-12-26 08:00 @ 16,840.07 | 2022-12-27 16:00 @ 16,787.34 | 1d 8h | −$9.45 | -0.42% | signal |
| 159 | short | 2022-12-27 20:00 @ 16,677.96 | 2022-12-30 04:00 @ 16,597.22 | 2d 8h | $9.85 | +0.44% | signal |
| 160 | short | 2022-12-30 08:00 @ 16,464.31 | 2022-12-31 00:00 @ 16,604.52 | 16h | −$21.01 | -0.93% | signal |
| 161 | long | 2022-12-31 04:00 @ 16,552.31 | 2023-01-06 04:00 @ 16,821.64 | 6d | $32.02 | +1.43% | signal |
| 162 | short | 2023-01-06 08:00 @ 16,782.24 | 2023-01-07 00:00 @ 16,947.29 | 16h | −$24.04 | -1.07% | signal |
| 163 | long | 2023-01-07 04:00 @ 16,947.69 | 2023-01-08 12:00 @ 16,915.12 | 1d 8h | −$7.14 | -0.32% | signal |
| 164 | long | 2023-01-08 16:00 @ 16,994.30 | 2023-01-08 20:00 @ 16,916.92 | 4h | −$12.61 | -0.56% | signal |
| 165 | long | 2023-01-09 00:00 @ 17,128.02 | 2023-01-15 20:00 @ 20,873.12 | 6d 20h | $482.09 | +21.53% | signal |
| 166 | short | 2023-01-16 00:00 @ 20,878.52 | 2023-01-21 00:00 @ 22,665.53 | 5d | −$200.82 | -8.51% | signal |
| 167 | long | 2023-01-21 04:00 @ 22,546.31 | 2023-01-23 00:00 @ 22,700.16 | 1d 20h | $12.27 | +0.53% | signal |
| 168 | short | 2023-01-23 04:00 @ 22,653.07 | 2023-01-29 12:00 @ 23,434.69 | 6d 8h | −$77.68 | -3.36% | signal |
| 169 | long | 2023-01-29 16:00 @ 23,527.40 | 2023-01-30 16:00 @ 23,173.96 | 1d | −$37.41 | -1.63% | signal |
| 170 | short | 2023-01-30 20:00 @ 22,779.04 | 2023-02-01 20:00 @ 23,384.48 | 2d | −$61.61 | -2.70% | signal |
| 171 | long | 2023-02-02 00:00 @ 23,734.85 | 2023-02-03 12:00 @ 23,528.19 | 1d 12h | −$23.14 | -1.02% | signal |
| 172 | short | 2023-02-03 16:00 @ 23,596.38 | 2023-02-07 20:00 @ 23,090.72 | 4d 4h | $49.12 | +2.17% | signal |
| 173 | long | 2023-02-08 00:00 @ 23,238.75 | 2023-02-09 04:00 @ 22,507.10 | 1d 4h | −$74.75 | -3.29% | signal |
| 174 | short | 2023-02-09 08:00 @ 22,664.27 | 2023-02-12 00:00 @ 21,855.57 | 2d 16h | $79.77 | +3.54% | signal |
| 175 | long | 2023-02-12 04:00 @ 21,776.45 | 2023-02-17 12:00 @ 23,787.84 | 5d 8h | $204.51 | +8.99% | signal |
| 176 | short | 2023-02-17 16:00 @ 24,126.47 | 2023-02-18 00:00 @ 24,586.22 | 8h | −$46.45 | -2.00% | signal |
| 177 | long | 2023-02-18 04:00 @ 24,624.82 | 2023-02-18 08:00 @ 24,517.80 | 4h | −$12.37 | -0.53% | signal |
| 178 | short | 2023-02-18 12:00 @ 24,520.79 | 2023-02-26 12:00 @ 23,248.85 | 8d | $121.68 | +5.26% | signal |
| 179 | long | 2023-02-26 16:00 @ 23,244.45 | 2023-03-03 04:00 @ 22,301.94 | 4d 12h | −$99.40 | -4.24% | signal |
| 180 | short | 2023-03-03 08:00 @ 22,343.33 | 2023-03-05 08:00 @ 22,369.67 | 2d | −$4.96 | -0.21% | signal |
| 181 | long | 2023-03-05 12:00 @ 22,384.58 | 2023-03-08 08:00 @ 21,957.81 | 2d 20h | −$47.15 | -2.04% | signal |
| 182 | short | 2023-03-08 12:00 @ 22,056.69 | 2023-03-11 20:00 @ 20,213.94 | 3d 8h | $190.98 | +8.29% | signal |
| 183 | long | 2023-03-12 00:00 @ 20,451.39 | 2023-03-15 20:00 @ 24,374.92 | 3d 20h | $444.75 | +18.91% | signal |
| 184 | short | 2023-03-16 00:00 @ 24,283.04 | 2023-03-17 08:00 @ 26,052.11 | 1d 8h | −$181.19 | -7.35% | signal |
| 185 | long | 2023-03-17 12:00 @ 26,919.48 | 2023-03-19 00:00 @ 26,901.62 | 1d 12h | −$5.00 | -0.21% | signal |
| 186 | short | 2023-03-19 04:00 @ 27,189.36 | 2023-03-27 00:00 @ 27,959.89 | 7d 20h | −$68.37 | -2.83% | signal |
| 187 | long | 2023-03-27 04:00 @ 27,883.98 | 2023-03-27 16:00 @ 26,881.92 | 12h | −$88.66 | -3.69% | signal |
| 188 | short | 2023-03-27 20:00 @ 26,951.51 | 2023-03-29 08:00 @ 28,083.42 | 1d 12h | −$101.97 | -4.29% | signal |
| 189 | long | 2023-03-29 12:00 @ 28,353.17 | 2023-03-31 08:00 @ 27,727.75 | 1d 20h | −$54.71 | -2.33% | signal |
| 190 | short | 2023-03-31 12:00 @ 27,910.42 | 2023-03-31 20:00 @ 28,464.59 | 8h | −$48.56 | -2.08% | signal |
| 191 | long | 2023-04-01 00:00 @ 28,460.49 | 2023-04-01 16:00 @ 28,381.52 | 16h | −$9.24 | -0.40% | signal |
| 192 | short | 2023-04-01 20:00 @ 28,362.73 | 2023-04-05 00:00 @ 28,160.73 | 3d 4h | $14.55 | +0.63% | signal |
| 193 | long | 2023-04-05 04:00 @ 28,541.81 | 2023-04-06 04:00 @ 28,111.78 | 1d | −$37.74 | -1.62% | signal |
| 194 | short | 2023-04-06 08:00 @ 27,891.12 | 2023-04-08 08:00 @ 28,079.41 | 2d | −$17.94 | -0.77% | signal |
| 195 | long | 2023-04-08 12:00 @ 28,003.30 | 2023-04-09 16:00 @ 27,868.03 | 1d 4h | −$13.56 | -0.59% | signal |
| 196 | long | 2023-04-09 20:00 @ 28,138.03 | 2023-04-13 00:00 @ 29,868.93 | 3d 4h | $137.91 | +5.97% | signal |
| 197 | short | 2023-04-13 04:00 @ 30,051.19 | 2023-04-14 08:00 @ 30,746.05 | 1d 4h | −$56.26 | -2.40% | signal |
| 198 | long | 2023-04-14 12:00 @ 30,796.06 | 2023-04-14 16:00 @ 30,220.65 | 4h | −$45.86 | -1.97% | signal |
| 199 | short | 2023-04-14 20:00 @ 30,305.04 | 2023-04-18 16:00 @ 30,176.13 | 3d 20h | $9.21 | +0.40% | signal |
| 200 | long | 2023-04-18 20:00 @ 30,211.84 | 2023-04-19 12:00 @ 29,294.14 | 16h | −$73.18 | -3.15% | 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.