[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 · 201–400 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 201 | short | 2023-04-19 16:00 @ 29,242.15 | 2023-04-23 00:00 @ 27,812.76 | 3d 8h | $111.74 | +4.85% | signal |
| 202 | long | 2023-04-23 04:00 @ 27,550.71 | 2023-04-29 08:00 @ 29,327.93 | 6d 4h | $145.90 | +6.26% | signal |
| 203 | short | 2023-04-29 12:00 @ 29,317.54 | 2023-05-03 04:00 @ 28,511.20 | 3d 16h | $63.58 | +2.69% | signal |
| 204 | long | 2023-05-03 08:00 @ 28,644.13 | 2023-05-06 16:00 @ 28,552.19 | 3d 8h | −$11.91 | -0.50% | signal |
| 205 | short | 2023-05-06 20:00 @ 28,826.13 | 2023-05-10 12:00 @ 27,666.13 | 3d 16h | $94.41 | +3.97% | signal |
| 206 | long | 2023-05-10 16:00 @ 28,146.83 | 2023-05-11 16:00 @ 27,160.87 | 1d | −$86.88 | -3.61% | signal |
| 207 | short | 2023-05-11 20:00 @ 26,826.13 | 2023-05-13 08:00 @ 26,764.55 | 1d 12h | $3.33 | +0.14% | signal |
| 208 | long | 2023-05-13 12:00 @ 26,819.76 | 2023-05-17 04:00 @ 27,046.69 | 3d 16h | $16.78 | +0.70% | signal |
| 209 | short | 2023-05-17 08:00 @ 26,826.43 | 2023-05-17 20:00 @ 27,382.48 | 12h | −$51.63 | -2.16% | signal |
| 210 | long | 2023-05-18 00:00 @ 27,401.18 | 2023-05-18 20:00 @ 26,713.96 | 20h | −$62.57 | -2.63% | signal |
| 211 | short | 2023-05-19 00:00 @ 26,804.04 | 2023-05-20 20:00 @ 27,059.71 | 1d 20h | −$24.45 | -1.04% | signal |
| 212 | long | 2023-05-21 00:00 @ 27,095.02 | 2023-05-22 00:00 @ 26,727.45 | 1d | −$34.66 | -1.47% | signal |
| 213 | short | 2023-05-22 04:00 @ 26,632.37 | 2023-05-23 04:00 @ 27,360.17 | 1d | −$66.08 | -2.82% | signal |
| 214 | long | 2023-05-23 08:00 @ 27,301.26 | 2023-05-24 08:00 @ 26,658.87 | 1d | −$57.77 | -2.48% | signal |
| 215 | short | 2023-05-24 12:00 @ 26,726.35 | 2023-05-26 08:00 @ 26,496.50 | 1d 20h | $18.51 | +0.80% | signal |
| 216 | long | 2023-05-26 12:00 @ 26,457.09 | 2023-05-30 20:00 @ 27,830.83 | 4d 8h | $115.41 | +4.98% | signal |
| 217 | short | 2023-05-31 00:00 @ 27,674.46 | 2023-06-02 20:00 @ 27,236.95 | 2d 20h | $36.17 | +1.54% | signal |
| 218 | long | 2023-06-03 00:00 @ 27,233.25 | 2023-06-05 04:00 @ 26,830.43 | 2d 4h | −$38.54 | -1.64% | signal |
| 219 | short | 2023-06-05 08:00 @ 26,813.84 | 2023-06-06 20:00 @ 27,078.71 | 1d 12h | −$25.26 | -1.08% | signal |
| 220 | long | 2023-06-07 00:00 @ 27,226.94 | 2023-06-10 08:00 @ 25,632.17 | 3d 8h | −$140.80 | -6.02% | signal |
| 221 | short | 2023-06-10 12:00 @ 25,713.56 | 2023-06-12 00:00 @ 25,915.18 | 1d 12h | −$19.98 | -0.87% | signal |
| 222 | long | 2023-06-12 04:00 @ 25,784.76 | 2023-06-15 00:00 @ 25,110.88 | 2d 20h | −$63.26 | -2.75% | signal |
| 223 | short | 2023-06-15 04:00 @ 25,049.79 | 2023-06-16 04:00 @ 25,550.81 | 1d | −$47.60 | -2.08% | signal |
| 224 | long | 2023-06-16 08:00 @ 25,531.21 | 2023-06-19 08:00 @ 26,409.92 | 3d | $74.61 | +3.28% | signal |
| 225 | short | 2023-06-19 12:00 @ 26,433.21 | 2023-06-20 00:00 @ 26,833.97 | 12h | −$36.95 | -1.61% | signal |
| 226 | long | 2023-06-20 04:00 @ 26,886.08 | 2023-06-23 08:00 @ 29,920.91 | 3d 4h | $253.72 | +11.12% | signal |
| 227 | short | 2023-06-23 12:00 @ 30,119.17 | 2023-06-23 16:00 @ 31,239.15 | 4h | −$89.58 | -3.82% | signal |
| 228 | long | 2023-06-23 20:00 @ 30,879.87 | 2023-06-24 04:00 @ 30,713.36 | 8h | −$15.07 | -0.65% | signal |
| 229 | short | 2023-06-24 08:00 @ 30,557.19 | 2023-06-30 04:00 @ 30,740.55 | 5d 20h | −$12.31 | -0.53% | signal |
| 230 | long | 2023-06-30 08:00 @ 30,765.35 | 2023-06-30 16:00 @ 30,045.99 | 8h | −$56.67 | -2.45% | signal |
| 231 | short | 2023-06-30 20:00 @ 30,354.13 | 2023-07-03 04:00 @ 30,754.15 | 2d 8h | −$31.03 | -1.35% | signal |
| 232 | long | 2023-07-03 08:00 @ 30,669.03 | 2023-07-04 20:00 @ 30,679.06 | 1d 12h | −$2.70 | -0.12% | signal |
| 233 | short | 2023-07-05 00:00 @ 30,749.95 | 2023-07-09 00:00 @ 30,275.25 | 4d | $34.52 | +1.51% | signal |
| 234 | long | 2023-07-09 04:00 @ 30,283.66 | 2023-07-12 20:00 @ 30,262.05 | 3d 16h | −$5.26 | -0.23% | signal |
| 235 | short | 2023-07-13 00:00 @ 30,362.83 | 2023-07-13 16:00 @ 30,921.68 | 16h | −$44.55 | -1.94% | signal |
| 236 | long | 2023-07-13 20:00 @ 31,606.82 | 2023-07-14 20:00 @ 30,093.88 | 1d | −$112.49 | -4.91% | signal |
| 237 | short | 2023-07-15 00:00 @ 30,287.24 | 2023-07-19 08:00 @ 29,990.10 | 4d 8h | $21.20 | +0.94% | signal |
| 238 | long | 2023-07-19 12:00 @ 30,010.70 | 2023-07-21 08:00 @ 29,751.85 | 1d 20h | −$22.45 | -0.99% | signal |
| 239 | short | 2023-07-21 12:00 @ 29,758.85 | 2023-07-21 20:00 @ 29,871.07 | 8h | −$10.71 | -0.47% | signal |
| 240 | long | 2023-07-22 00:00 @ 29,897.48 | 2023-07-24 12:00 @ 29,253.85 | 2d 12h | −$51.75 | -2.29% | signal |
| 241 | short | 2023-07-24 16:00 @ 29,080.08 | 2023-07-26 12:00 @ 29,169.73 | 1d 20h | −$7.97 | -0.35% | signal |
| 242 | long | 2023-07-26 16:00 @ 29,313.16 | 2023-07-31 20:00 @ 29,140.57 | 5d 4h | −$17.57 | -0.78% | signal |
| 243 | short | 2023-08-01 00:00 @ 29,214.96 | 2023-08-02 00:00 @ 29,707.14 | 1d | −$39.46 | -1.76% | signal |
| 244 | long | 2023-08-02 04:00 @ 29,628.42 | 2023-08-03 04:00 @ 29,164.27 | 1d | −$37.79 | -1.70% | signal |
| 245 | short | 2023-08-03 08:00 @ 29,028.19 | 2023-08-06 20:00 @ 29,082.82 | 3d 12h | −$4.12 | -0.19% | signal |
| 246 | long | 2023-08-07 00:00 @ 29,081.72 | 2023-08-07 16:00 @ 28,847.43 | 16h | −$20.47 | -0.92% | signal |
| 247 | long | 2023-08-07 20:00 @ 29,150.73 | 2023-08-10 08:00 @ 29,498.10 | 2d 12h | $22.77 | +1.03% | signal |
| 248 | short | 2023-08-10 12:00 @ 29,484.10 | 2023-08-14 16:00 @ 29,598.72 | 4d 4h | −$8.43 | -0.38% | signal |
| 249 | long | 2023-08-14 20:00 @ 29,359.57 | 2023-08-15 08:00 @ 29,391.02 | 12h | −$0.07 | -0.00% | signal |
| 250 | short | 2023-08-15 12:00 @ 29,351.23 | 2023-08-20 04:00 @ 26,096.12 | 4d 16h | $245.42 | +11.07% | signal |
| 251 | long | 2023-08-20 08:00 @ 26,078.81 | 2023-08-25 20:00 @ 25,956.61 | 5d 12h | −$13.12 | -0.58% | signal |
| 252 | long | 2023-08-26 00:00 @ 26,056.91 | 2023-08-31 16:00 @ 26,904.02 | 5d 16h | $70.66 | +3.11% | signal |
| 253 | short | 2023-08-31 20:00 @ 26,143.47 | 2023-09-03 12:00 @ 25,935.69 | 2d 16h | $16.50 | +0.72% | signal |
| 254 | long | 2023-09-03 16:00 @ 25,863.37 | 2023-09-09 16:00 @ 25,876.72 | 6d | −$1.55 | -0.07% | signal |
| 255 | short | 2023-09-09 20:00 @ 25,852.83 | 2023-09-12 12:00 @ 26,092.42 | 2d 16h | −$23.19 | -1.01% | signal |
| 256 | long | 2023-09-12 16:00 @ 26,197.54 | 2023-09-15 20:00 @ 26,381.62 | 3d 4h | $13.65 | +0.60% | signal |
| 257 | short | 2023-09-16 00:00 @ 26,585.78 | 2023-09-18 12:00 @ 27,190.04 | 2d 12h | −$54.60 | -2.38% | signal |
| 258 | long | 2023-09-18 16:00 @ 27,264.25 | 2023-09-20 12:00 @ 27,080.08 | 1d 20h | −$17.35 | -0.76% | signal |
| 259 | short | 2023-09-20 16:00 @ 27,163.27 | 2023-09-24 16:00 @ 26,571.31 | 4d | $47.92 | +2.11% | signal |
| 260 | short | 2023-09-24 20:00 @ 26,427.21 | 2023-09-26 08:00 @ 26,261.55 | 1d 12h | $12.25 | +0.54% | signal |
| 261 | long | 2023-09-26 12:00 @ 26,267.65 | 2023-09-26 16:00 @ 26,109.58 | 4h | −$16.07 | -0.70% | signal |
| 262 | long | 2023-09-26 20:00 @ 26,241.05 | 2023-10-01 00:00 @ 26,945.61 | 4d 4h | $58.91 | +2.58% | signal |
| 263 | short | 2023-10-01 04:00 @ 27,027.49 | 2023-10-01 08:00 @ 27,097.52 | 4h | −$8.27 | -0.36% | signal |
| 264 | long | 2023-10-01 12:00 @ 27,179.63 | 2023-10-03 08:00 @ 27,522.49 | 1d 20h | $26.53 | +1.15% | signal |
| 265 | short | 2023-10-03 12:00 @ 27,543.59 | 2023-10-06 16:00 @ 27,932.19 | 3d 4h | −$34.82 | -1.51% | signal |
| 266 | long | 2023-10-06 20:00 @ 27,944.69 | 2023-10-08 12:00 @ 27,793.64 | 1d 16h | −$14.90 | -0.65% | signal |
| 267 | short | 2023-10-08 16:00 @ 27,877.92 | 2023-10-13 08:00 @ 26,863.27 | 4d 16h | $82.94 | +3.62% | signal |
| 268 | long | 2023-10-13 12:00 @ 26,815.36 | 2023-10-18 16:00 @ 28,229.75 | 5d 4h | $119.31 | +5.15% | signal |
| 269 | short | 2023-10-18 20:00 @ 28,227.55 | 2023-10-20 04:00 @ 29,228.74 | 1d 8h | −$86.07 | -3.67% | signal |
| 270 | long | 2023-10-20 08:00 @ 29,234.45 | 2023-10-22 08:00 @ 29,794.44 | 2d | $41.78 | +1.80% | signal |
| 271 | short | 2023-10-22 12:00 @ 29,889.92 | 2023-10-23 04:00 @ 30,730.04 | 16h | −$67.68 | -2.90% | signal |
| 272 | long | 2023-10-23 08:00 @ 30,514.10 | 2023-10-26 08:00 @ 34,641.67 | 3d | $308.81 | +13.33% | signal |
| 273 | short | 2023-10-26 12:00 @ 34,097.28 | 2023-11-02 00:00 @ 35,444.59 | 6d 12h | −$92.45 | -3.86% | signal |
| 274 | long | 2023-11-02 04:00 @ 35,585.02 | 2023-11-03 04:00 @ 34,673.16 | 1d | −$63.79 | -2.69% | signal |
| 275 | short | 2023-11-03 08:00 @ 34,463.01 | 2023-11-05 04:00 @ 35,299.46 | 1d 20h | −$58.11 | -2.47% | signal |
| 276 | long | 2023-11-05 08:00 @ 35,182.54 | 2023-11-06 08:00 @ 34,911.52 | 1d | −$21.06 | -0.90% | signal |
| 277 | long | 2023-11-06 12:00 @ 35,260.15 | 2023-11-07 00:00 @ 35,050.49 | 12h | −$16.44 | -0.70% | signal |
| 278 | short | 2023-11-07 04:00 @ 34,924.91 | 2023-11-08 00:00 @ 35,413.58 | 20h | −$34.49 | -1.48% | signal |
| 279 | long | 2023-11-08 04:00 @ 35,294.86 | 2023-11-11 12:00 @ 37,006.70 | 3d 8h | $107.40 | +4.62% | signal |
| 280 | short | 2023-11-11 16:00 @ 37,064.09 | 2023-11-15 20:00 @ 37,534.91 | 4d 4h | −$27.02 | -1.15% | signal |
| 281 | long | 2023-11-16 00:00 @ 37,893.08 | 2023-11-16 20:00 @ 35,929.21 | 20h | −$124.52 | -5.32% | signal |
| 282 | short | 2023-11-17 00:00 @ 36,168.76 | 2023-11-18 16:00 @ 36,679.33 | 1d 16h | −$33.79 | -1.46% | signal |
| 283 | long | 2023-11-18 20:00 @ 36,695.74 | 2023-11-21 16:00 @ 36,968.40 | 2d 20h | $12.94 | +0.56% | signal |
| 284 | short | 2023-11-21 20:00 @ 36,982.50 | 2023-11-23 00:00 @ 37,420.98 | 1d 4h | −$28.97 | -1.26% | signal |
| 285 | long | 2023-11-23 04:00 @ 37,318.46 | 2023-11-26 04:00 @ 37,713.56 | 3d | $19.94 | +0.87% | signal |
| 286 | short | 2023-11-26 08:00 @ 37,765.95 | 2023-11-28 20:00 @ 38,112.32 | 2d 12h | −$21.62 | -0.94% | signal |
| 287 | long | 2023-11-29 00:00 @ 37,819.56 | 2023-11-30 16:00 @ 37,606.38 | 1d 16h | −$16.40 | -0.71% | signal |
| 288 | short | 2023-11-30 20:00 @ 37,737.85 | 2023-12-01 08:00 @ 38,242.55 | 12h | −$32.76 | -1.43% | signal |
| 289 | long | 2023-12-01 12:00 @ 38,585.72 | 2023-12-07 08:00 @ 43,890.62 | 5d 20h | $307.78 | +13.46% | signal |
| 290 | short | 2023-12-07 12:00 @ 43,197.76 | 2023-12-13 20:00 @ 42,755.25 | 6d 8h | $28.61 | +1.21% | signal |
| 291 | long | 2023-12-14 00:00 @ 42,883.58 | 2023-12-15 20:00 @ 42,116.48 | 1d 20h | −$46.16 | -1.95% | signal |
| 292 | short | 2023-12-16 00:00 @ 41,959.61 | 2023-12-19 00:00 @ 42,680.33 | 3d | −$40.56 | -1.72% | signal |
| 293 | long | 2023-12-19 04:00 @ 43,108.72 | 2023-12-22 16:00 @ 43,691.16 | 3d 12h | $24.38 | +1.04% | signal |
| 294 | short | 2023-12-22 20:00 @ 43,657.77 | 2023-12-27 20:00 @ 43,192.44 | 5d | $30.77 | +1.31% | signal |
| 295 | long | 2023-12-28 00:00 @ 43,462.49 | 2023-12-28 20:00 @ 42,647.47 | 20h | −$48.99 | -2.07% | signal |
| 296 | short | 2023-12-29 00:00 @ 42,591.58 | 2023-12-31 04:00 @ 42,217.84 | 2d 4h | $25.17 | +1.07% | signal |
| 297 | long | 2023-12-31 08:00 @ 42,575.51 | 2024-01-03 16:00 @ 43,005.40 | 3d 8h | $12.66 | +0.54% | signal |
| 298 | short | 2024-01-03 20:00 @ 42,591.88 | 2024-01-06 04:00 @ 43,934.59 | 2d 8h | −$75.08 | -3.18% | signal |
| 299 | short | 2024-01-06 08:00 @ 43,636.67 | 2024-01-07 00:00 @ 43,965.39 | 16h | −$19.51 | -0.83% | signal |
| 300 | long | 2024-01-07 04:00 @ 43,945.89 | 2024-01-08 04:00 @ 43,493.30 | 1d | −$27.08 | -1.16% | signal |
| 301 | short | 2024-01-08 08:00 @ 43,961.11 | 2024-01-08 12:00 @ 44,646.13 | 4h | −$38.40 | -1.65% | signal |
| 302 | long | 2024-01-08 16:00 @ 44,978.69 | 2024-01-10 08:00 @ 45,757.15 | 1d 16h | $36.60 | +1.58% | signal |
| 303 | short | 2024-01-10 12:00 @ 45,520.99 | 2024-01-15 12:00 @ 42,708.54 | 5d | $145.00 | +6.23% | signal |
| 304 | long | 2024-01-15 16:00 @ 42,287.16 | 2024-01-18 20:00 @ 41,006.00 | 3d 4h | −$76.35 | -3.23% | signal |
| 305 | short | 2024-01-19 00:00 @ 41,314.94 | 2024-01-20 04:00 @ 41,646.43 | 1d 4h | −$20.23 | -0.86% | signal |
| 306 | long | 2024-01-20 08:00 @ 41,660.73 | 2024-01-22 12:00 @ 40,801.34 | 2d 4h | −$52.23 | -2.23% | signal |
| 307 | short | 2024-01-22 16:00 @ 40,766.85 | 2024-01-24 12:00 @ 40,203.14 | 1d 20h | $31.23 | +1.34% | signal |
| 308 | long | 2024-01-24 16:00 @ 40,054.71 | 2024-01-29 08:00 @ 42,031.59 | 4d 16h | $109.70 | +4.70% | signal |
| 309 | short | 2024-01-29 12:00 @ 42,224.75 | 2024-01-29 16:00 @ 42,631.62 | 4h | −$25.14 | -1.06% | signal |
| 310 | long | 2024-01-29 20:00 @ 42,995.40 | 2024-01-31 04:00 @ 42,909.52 | 1d 8h | −$7.70 | -0.33% | signal |
| 311 | short | 2024-01-31 08:00 @ 43,022.89 | 2024-02-06 16:00 @ 43,240.65 | 6d 8h | −$10.09 | -0.43% | signal |
| 312 | long | 2024-02-06 20:00 @ 43,270.35 | 2024-02-07 12:00 @ 42,908.72 | 16h | −$22.30 | -0.95% | signal |
| 313 | long | 2024-02-07 16:00 @ 43,066.31 | 2024-02-11 20:00 @ 48,272.64 | 4d 4h | $278.41 | +11.87% | signal |
| 314 | short | 2024-02-12 00:00 @ 48,293.74 | 2024-02-12 20:00 @ 49,555.81 | 20h | −$64.86 | -2.68% | signal |
| 315 | long | 2024-02-13 00:00 @ 49,953.59 | 2024-02-13 16:00 @ 48,743.45 | 16h | −$60.99 | -2.54% | signal |
| 316 | short | 2024-02-13 20:00 @ 49,035.19 | 2024-02-14 12:00 @ 51,611.42 | 16h | −$127.24 | -5.34% | signal |
| 317 | long | 2024-02-14 16:00 @ 51,626.82 | 2024-02-16 00:00 @ 51,888.02 | 1d 8h | $8.54 | +0.36% | signal |
| 318 | short | 2024-02-16 04:00 @ 52,299.34 | 2024-02-24 20:00 @ 51,600.22 | 8d 16h | $36.90 | +1.57% | signal |
| 319 | long | 2024-02-25 00:00 @ 51,612.42 | 2024-02-26 12:00 @ 51,116.07 | 1d 12h | −$27.21 | -1.15% | signal |
| 320 | long | 2024-02-26 16:00 @ 52,882.77 | 2024-03-01 04:00 @ 61,171.16 | 3d 12h | $353.19 | +14.98% | signal |
| 321 | short | 2024-03-01 08:00 @ 61,473.60 | 2024-03-04 12:00 @ 65,326.96 | 3d 4h | −$143.53 | -5.87% | signal |
| 322 | long | 2024-03-04 16:00 @ 66,518.70 | 2024-03-05 20:00 @ 61,485.00 | 1d 4h | −$191.41 | -7.94% | signal |
| 323 | short | 2024-03-06 00:00 @ 63,734.75 | 2024-03-08 20:00 @ 68,935.68 | 2d 20h | −$185.59 | -7.86% | signal |
| 324 | long | 2024-03-09 00:00 @ 68,193.84 | 2024-03-09 08:00 @ 68,322.63 | 8h | $1.61 | +0.07% | signal |
| 325 | short | 2024-03-09 12:00 @ 68,346.63 | 2024-03-10 12:00 @ 69,653.53 | 1d | −$43.79 | -1.89% | signal |
| 326 | long | 2024-03-10 16:00 @ 69,268.45 | 2024-03-10 20:00 @ 69,451.21 | 4h | $2.51 | +0.11% | signal |
| 327 | short | 2024-03-11 00:00 @ 68,988.00 | 2024-03-11 08:00 @ 71,238.14 | 8h | −$76.73 | -3.33% | signal |
| 328 | long | 2024-03-11 12:00 @ 71,572.91 | 2024-03-12 20:00 @ 71,388.72 | 1d 8h | −$12.85 | -0.56% | signal |
| 329 | short | 2024-03-13 00:00 @ 71,489.00 | 2024-03-13 12:00 @ 73,164.43 | 12h | −$53.55 | -2.35% | signal |
| 330 | short | 2024-03-13 16:00 @ 72,655.67 | 2024-03-13 20:00 @ 73,414.58 | 4h | −$24.95 | -1.10% | signal |
| 331 | short | 2024-03-14 00:00 @ 73,112.97 | 2024-03-18 00:00 @ 68,461.59 | 4d | $147.81 | +6.53% | signal |
| 332 | long | 2024-03-18 04:00 @ 68,051.71 | 2024-03-19 04:00 @ 65,917.21 | 1d | −$76.34 | -3.32% | signal |
| 333 | short | 2024-03-19 08:00 @ 64,729.15 | 2024-03-20 20:00 @ 65,834.76 | 1d 12h | −$39.09 | -1.71% | signal |
| 334 | long | 2024-03-21 00:00 @ 67,889.98 | 2024-03-22 20:00 @ 63,894.62 | 1d 20h | −$137.81 | -6.07% | signal |
| 335 | short | 2024-03-23 00:00 @ 63,813.33 | 2024-03-23 16:00 @ 65,160.43 | 16h | −$49.04 | -2.19% | signal |
| 336 | long | 2024-03-23 20:00 @ 64,930.98 | 2024-03-27 16:00 @ 68,908.32 | 3d 20h | $128.40 | +5.77% | signal |
| 337 | short | 2024-03-27 20:00 @ 68,693.96 | 2024-03-31 20:00 @ 71,149.33 | 4d | −$74.75 | -3.31% | signal |
| 338 | long | 2024-04-01 00:00 @ 71,377.27 | 2024-04-01 08:00 @ 69,623.07 | 8h | −$58.78 | -2.63% | signal |
| 339 | short | 2024-04-01 12:00 @ 69,506.50 | 2024-04-04 12:00 @ 66,374.77 | 3d | $100.48 | +4.52% | signal |
| 340 | long | 2024-04-04 16:00 @ 67,645.23 | 2024-04-09 16:00 @ 69,308.94 | 5d | $48.47 | +2.16% | signal |
| 341 | short | 2024-04-09 20:00 @ 69,035.79 | 2024-04-11 08:00 @ 70,803.26 | 1d 12h | −$59.07 | -2.61% | signal |
| 342 | short | 2024-04-11 12:00 @ 70,029.39 | 2024-04-12 04:00 @ 71,048.51 | 16h | −$34.25 | -1.52% | signal |
| 343 | long | 2024-04-12 08:00 @ 70,840.07 | 2024-04-12 16:00 @ 69,360.13 | 8h | −$49.53 | -2.21% | signal |
| 344 | short | 2024-04-12 20:00 @ 66,854.23 | 2024-04-15 08:00 @ 66,238.14 | 2d 12h | $19.81 | +0.89% | signal |
| 345 | long | 2024-04-15 12:00 @ 65,861.77 | 2024-04-16 00:00 @ 63,380.12 | 12h | −$86.43 | -3.88% | signal |
| 346 | short | 2024-04-16 04:00 @ 62,925.01 | 2024-04-17 00:00 @ 63,777.65 | 20h | −$31.86 | -1.44% | signal |
| 347 | long | 2024-04-17 04:00 @ 63,818.86 | 2024-04-17 16:00 @ 60,261.95 | 12h | −$124.86 | -5.67% | signal |
| 348 | short | 2024-04-17 20:00 @ 60,984.90 | 2024-04-18 12:00 @ 62,575.51 | 16h | −$58.49 | -2.70% | signal |
| 349 | long | 2024-04-18 16:00 @ 63,486.59 | 2024-04-24 12:00 @ 66,537.39 | 5d 20h | $100.31 | +4.66% | signal |
| 350 | short | 2024-04-24 16:00 @ 64,580.58 | 2024-04-28 04:00 @ 64,002.70 | 3d 12h | $18.38 | +0.84% | signal |
| 351 | long | 2024-04-28 08:00 @ 63,895.98 | 2024-04-29 04:00 @ 62,247.45 | 20h | −$58.58 | -2.68% | signal |
| 352 | short | 2024-04-29 08:00 @ 62,349.63 | 2024-04-30 00:00 @ 63,855.17 | 16h | −$54.32 | -2.50% | signal |
| 353 | long | 2024-04-30 04:00 @ 63,639.83 | 2024-04-30 12:00 @ 61,170.06 | 8h | −$85.98 | -3.99% | signal |
| 354 | short | 2024-04-30 16:00 @ 60,752.75 | 2024-05-02 16:00 @ 59,242.65 | 2d | $52.01 | +2.44% | signal |
| 355 | long | 2024-05-02 20:00 @ 59,336.36 | 2024-05-06 20:00 @ 63,187.26 | 4d | $136.29 | +6.35% | signal |
| 356 | short | 2024-05-07 00:00 @ 63,130.07 | 2024-05-10 04:00 @ 62,892.58 | 3d 4h | $7.19 | +0.33% | signal |
| 357 | long | 2024-05-10 08:00 @ 63,066.41 | 2024-05-10 16:00 @ 60,881.52 | 8h | −$77.92 | -3.57% | signal |
| 358 | short | 2024-05-10 20:00 @ 60,670.26 | 2024-05-12 16:00 @ 61,408.18 | 1d 20h | −$28.00 | -1.29% | signal |
| 359 | long | 2024-05-12 20:00 @ 61,405.68 | 2024-05-14 20:00 @ 61,551.29 | 2d | $1.82 | +0.08% | signal |
| 360 | short | 2024-05-15 00:00 @ 61,538.19 | 2024-05-15 12:00 @ 62,459.79 | 12h | −$34.28 | -1.59% | signal |
| 361 | long | 2024-05-15 16:00 @ 64,698.34 | 2024-05-18 16:00 @ 66,767.94 | 3d | $65.96 | +3.07% | signal |
| 362 | short | 2024-05-18 20:00 @ 66,868.42 | 2024-05-20 20:00 @ 70,010.50 | 2d | −$103.45 | -4.78% | signal |
| 363 | long | 2024-05-21 00:00 @ 71,480.79 | 2024-05-22 08:00 @ 69,745.65 | 1d 8h | −$54.90 | -2.57% | signal |
| 364 | short | 2024-05-22 12:00 @ 69,756.35 | 2024-05-25 20:00 @ 69,180.73 | 3d 8h | $17.52 | +0.82% | signal |
| 365 | long | 2024-05-26 00:00 @ 69,328.36 | 2024-05-27 00:00 @ 68,510.70 | 1d | −$27.88 | -1.31% | signal |
| 366 | short | 2024-05-27 04:00 @ 68,886.72 | 2024-05-27 16:00 @ 70,435.48 | 12h | −$49.67 | -2.34% | signal |
| 367 | long | 2024-05-27 20:00 @ 69,311.76 | 2024-05-28 04:00 @ 68,056.39 | 8h | −$40.53 | -1.92% | signal |
| 368 | short | 2024-05-28 08:00 @ 67,698.56 | 2024-05-30 16:00 @ 68,580.11 | 2d 8h | −$27.94 | -1.33% | signal |
| 369 | long | 2024-05-30 20:00 @ 68,718.74 | 2024-05-31 16:00 @ 67,239.15 | 20h | −$47.71 | -2.28% | signal |
| 370 | short | 2024-05-31 20:00 @ 67,706.46 | 2024-06-02 00:00 @ 67,812.76 | 1d 4h | −$4.72 | -0.23% | signal |
| 371 | long | 2024-06-02 04:00 @ 67,839.57 | 2024-06-06 20:00 @ 70,511.89 | 4d 16h | $76.45 | +3.67% | signal |
| 372 | short | 2024-06-07 00:00 @ 70,815.83 | 2024-06-10 16:00 @ 70,104.92 | 3d 16h | $21.27 | +1.01% | signal |
| 373 | long | 2024-06-10 20:00 @ 69,538.20 | 2024-06-11 04:00 @ 68,458.51 | 8h | −$34.98 | -1.66% | signal |
| 374 | short | 2024-06-11 08:00 @ 67,568.58 | 2024-06-12 16:00 @ 69,751.95 | 1d 8h | −$69.03 | -3.29% | signal |
| 375 | long | 2024-06-12 20:00 @ 67,536.60 | 2024-06-13 16:00 @ 66,451.01 | 20h | −$35.90 | -1.73% | signal |
| 376 | short | 2024-06-13 20:00 @ 66,607.58 | 2024-06-15 16:00 @ 66,325.06 | 1d 20h | $7.75 | +0.37% | signal |
| 377 | long | 2024-06-15 20:00 @ 66,157.33 | 2024-06-18 12:00 @ 65,326.13 | 2d 16h | −$29.71 | -1.43% | signal |
| 378 | short | 2024-06-18 16:00 @ 64,663.76 | 2024-06-20 04:00 @ 65,169.03 | 1d 12h | −$17.56 | -0.85% | signal |
| 379 | long | 2024-06-20 08:00 @ 65,844.47 | 2024-06-21 08:00 @ 64,166.66 | 1d | −$54.86 | -2.66% | signal |
| 380 | short | 2024-06-21 12:00 @ 63,732.35 | 2024-06-22 08:00 @ 64,502.90 | 20h | −$26.39 | -1.29% | signal |
| 381 | long | 2024-06-22 12:00 @ 64,257.75 | 2024-06-24 00:00 @ 63,182.26 | 1d 12h | −$36.72 | -1.80% | signal |
| 382 | short | 2024-06-24 04:00 @ 62,827.43 | 2024-06-25 20:00 @ 61,969.49 | 1d 16h | $26.48 | +1.30% | signal |
| 383 | long | 2024-06-26 00:00 @ 61,790.26 | 2024-06-29 00:00 @ 60,417.71 | 3d | −$49.09 | -2.41% | signal |
| 384 | long | 2024-06-29 04:00 @ 60,772.15 | 2024-07-02 16:00 @ 61,932.61 | 3d 12h | $34.55 | +1.71% | signal |
| 385 | short | 2024-07-02 20:00 @ 61,931.61 | 2024-07-06 12:00 @ 56,724.54 | 3d 16h | $170.85 | +8.40% | signal |
| 386 | long | 2024-07-06 16:00 @ 57,296.86 | 2024-07-08 08:00 @ 55,817.23 | 1d 16h | −$56.48 | -2.72% | signal |
| 387 | long | 2024-07-08 12:00 @ 57,148.73 | 2024-07-12 00:00 @ 57,304.24 | 3d 12h | $1.77 | +0.09% | signal |
| 388 | short | 2024-07-12 04:00 @ 56,876.22 | 2024-07-13 00:00 @ 57,881.57 | 20h | −$38.39 | -1.86% | signal |
| 389 | long | 2024-07-13 04:00 @ 57,804.06 | 2024-07-17 16:00 @ 64,683.06 | 4d 12h | $241.10 | +11.74% | signal |
| 390 | short | 2024-07-17 20:00 @ 64,537.79 | 2024-07-19 20:00 @ 67,121.22 | 2d | −$86.35 | -4.09% | signal |
| 391 | long | 2024-07-20 00:00 @ 66,641.23 | 2024-07-21 12:00 @ 66,832.03 | 1d 12h | $3.95 | +0.19% | signal |
| 392 | short | 2024-07-21 16:00 @ 67,117.47 | 2024-07-22 00:00 @ 68,151.63 | 8h | −$34.34 | -1.64% | signal |
| 393 | long | 2024-07-22 04:00 @ 67,860.87 | 2024-07-22 08:00 @ 67,196.96 | 4h | −$22.46 | -1.08% | signal |
| 394 | short | 2024-07-22 12:00 @ 67,465.60 | 2024-07-26 04:00 @ 67,027.40 | 3d 16h | $13.18 | +0.63% | signal |
| 395 | long | 2024-07-26 08:00 @ 66,887.07 | 2024-07-28 16:00 @ 67,610.68 | 2d 8h | $19.28 | +0.93% | signal |
| 396 | short | 2024-07-28 20:00 @ 68,076.38 | 2024-07-29 04:00 @ 69,336.96 | 8h | −$40.57 | -1.94% | signal |
| 397 | long | 2024-07-29 08:00 @ 69,524.40 | 2024-07-29 20:00 @ 67,263.24 | 12h | −$69.90 | -3.37% | signal |
| 398 | short | 2024-07-30 00:00 @ 66,736.75 | 2024-08-06 12:00 @ 55,199.04 | 7d 12h | $357.11 | +17.34% | signal |
| 399 | long | 2024-08-06 16:00 @ 56,381.27 | 2024-08-11 16:00 @ 60,087.88 | 5d | $138.70 | +6.46% | signal |
| 400 | short | 2024-08-11 20:00 @ 59,586.18 | 2024-08-14 00:00 @ 60,562.51 | 2d 4h | −$37.75 | -1.73% | 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.