[Famous-Q] Appel MACD (state, fixed)

public
@djgambhir

BTCUSDT · 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
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-01 → 2024-10-19-10.93%-21.49%42735%
Validation2024-10-19 → 2025-09-25-8.44%-15.07%15827%
Out-of-sample2025-09-25 → 2026-08-31+9.77%-7.15%12838%

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%)TypicalLucky (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

#SideEntryExitHeldP&LReturnClosed by
714short2026-08-23 00:00 @ 77,069.082026-08-31 20:00 @ 78,884.978d 20h−$49.38-2.22%signal
713long2026-08-15 12:00 @ 63,005.602026-08-22 20:00 @ 77,406.827d 8h$475.37+22.59%signal
712short2026-08-09 04:00 @ 64,745.952026-08-15 08:00 @ 63,062.516d 4h$54.69+2.62%signal
711long2026-08-07 16:00 @ 64,898.482026-08-09 00:00 @ 64,915.611d 8h−$2.02-0.10%signal
710short2026-08-07 08:00 @ 64,275.942026-08-07 12:00 @ 65,009.204h−$25.95-1.24%signal
709long2026-08-03 16:00 @ 63,672.232026-08-07 04:00 @ 64,251.153d 12h$16.07+0.77%signal
708long2026-08-02 12:00 @ 63,019.802026-08-03 12:00 @ 62,521.591d−$19.19-0.91%signal
707short2026-07-31 20:00 @ 62,934.512026-08-02 08:00 @ 63,480.691d 12h−$20.05-0.95%signal
706long2026-07-29 12:00 @ 64,492.802026-07-31 16:00 @ 62,682.762d 4h−$62.58-2.95%signal
705short2026-07-28 04:00 @ 63,297.342026-07-29 08:00 @ 64,552.011d 4h−$44.02-2.07%signal
704long2026-07-26 16:00 @ 64,746.452026-07-28 00:00 @ 63,707.961d 8h−$36.94-1.73%signal
703short2026-07-22 20:00 @ 65,878.022026-07-26 12:00 @ 64,494.403d 16h$43.63+2.05%signal
702long2026-07-19 00:00 @ 64,819.662026-07-22 16:00 @ 66,001.603d 16h$35.34+1.67%signal
701short2026-07-17 00:00 @ 63,788.342026-07-18 20:00 @ 64,539.311d 20h−$26.57-1.25%signal
700long2026-07-14 20:00 @ 64,556.012026-07-16 20:00 @ 64,228.852d−$13.78-0.65%signal
699short2026-07-12 12:00 @ 63,981.002026-07-14 16:00 @ 64,740.352d 4h−$26.76-1.25%signal
698long2026-07-10 04:00 @ 63,930.082026-07-12 08:00 @ 63,843.632d 4h−$5.81-0.27%signal
697short2026-07-07 04:00 @ 63,152.272026-07-10 00:00 @ 63,209.742d 20h−$3.17-0.15%signal
696short2026-07-05 20:00 @ 62,731.552026-07-07 00:00 @ 64,036.301d 4h−$46.39-2.16%signal
695long2026-07-01 20:00 @ 60,012.002026-07-05 16:00 @ 62,699.363d 20h$91.12+4.28%signal
694short2026-06-30 20:00 @ 58,782.242026-07-01 16:00 @ 60,130.6220h−$51.11-2.39%signal
693long2026-06-27 04:00 @ 60,286.852026-06-30 16:00 @ 58,344.533d 12h−$72.78-3.37%signal
692short2026-06-23 12:00 @ 62,465.902026-06-27 00:00 @ 60,083.913d 12h$79.85+3.73%signal
691long2026-06-20 12:00 @ 63,664.132026-06-23 08:00 @ 62,836.732d 20h−$30.65-1.43%signal
690short2026-06-17 00:00 @ 65,631.672026-06-20 08:00 @ 63,637.733d 8h$62.93+2.95%signal
689long2026-06-15 00:00 @ 65,715.242026-06-16 20:00 @ 65,640.071d 20h−$4.48-0.21%signal
688long2026-06-10 20:00 @ 61,921.082026-06-14 20:00 @ 63,764.644d$60.86+2.88%signal
687short2026-06-10 12:00 @ 60,990.902026-06-10 16:00 @ 62,617.224h−$58.99-2.77%signal
686long2026-06-06 12:00 @ 60,785.652026-06-10 08:00 @ 61,641.973d 20h$27.58+1.30%signal
685short2026-06-01 16:00 @ 71,085.282026-06-06 08:00 @ 60,987.404d 16h$290.69+14.17%signal
684long2026-05-30 00:00 @ 73,442.892026-06-01 12:00 @ 72,438.212d 12h−$31.06-1.51%signal
683short2026-05-27 00:00 @ 75,890.422026-05-29 20:00 @ 73,503.702d 20h$63.78+3.12%signal
682long2026-05-24 08:00 @ 76,786.752026-05-26 20:00 @ 76,013.192d 12h−$23.54-1.15%signal
681short2026-05-23 00:00 @ 75,498.002026-05-24 04:00 @ 76,718.141d 4h−$34.94-1.70%signal
680long2026-05-19 12:00 @ 76,692.342026-05-22 20:00 @ 75,811.933d 8h−$26.62-1.29%signal
679short2026-05-15 20:00 @ 79,088.482026-05-19 08:00 @ 77,215.843d 12h$47.21+2.30%signal
678long2026-05-15 00:00 @ 81,065.012026-05-15 16:00 @ 79,102.2816h−$51.94-2.51%signal
677short2026-05-12 12:00 @ 80,726.552026-05-14 20:00 @ 81,390.072d 8h−$18.49-0.89%signal
676long2026-05-10 08:00 @ 80,712.042026-05-12 08:00 @ 80,793.042d−$0.48-0.02%signal
675short2026-05-07 04:00 @ 80,781.242026-05-10 04:00 @ 80,751.353d−$1.56-0.08%signal
674long2026-05-01 00:00 @ 76,320.662026-05-07 00:00 @ 81,373.726d$133.82+6.57%signal
673short2026-04-29 16:00 @ 75,873.922026-04-30 20:00 @ 76,381.971d 4h−$15.83-0.78%signal
672short2026-04-27 16:00 @ 76,744.652026-04-29 12:00 @ 77,568.011d 20h−$24.22-1.18%signal
671long2026-04-27 04:00 @ 79,080.912026-04-27 12:00 @ 77,788.748h−$35.47-1.72%signal
670short2026-04-24 04:00 @ 77,674.562026-04-27 00:00 @ 78,630.122d 20h−$27.95-1.35%signal
669long2026-04-22 00:00 @ 76,303.562026-04-24 00:00 @ 78,201.762d$49.32+2.40%signal
668long2026-04-21 12:00 @ 76,423.582026-04-21 20:00 @ 74,973.708h−$41.07-1.99%signal
667short2026-04-18 20:00 @ 75,589.082026-04-21 08:00 @ 76,065.212d 12h−$16.07-0.78%signal
666long2026-04-17 20:00 @ 77,364.672026-04-18 16:00 @ 76,109.5820h−$35.40-1.71%signal
665short2026-04-16 16:00 @ 74,644.572026-04-17 16:00 @ 77,751.751d−$89.34-4.26%signal
664long2026-04-15 20:00 @ 74,972.692026-04-16 12:00 @ 74,513.4916h−$14.83-0.71%signal
663long2026-04-14 04:00 @ 74,423.682026-04-15 16:00 @ 73,782.741d 12h−$19.87-0.94%signal
662short2026-04-12 00:00 @ 72,998.802026-04-14 00:00 @ 74,399.782d−$43.12-2.04%signal
661short2026-04-11 16:00 @ 72,802.742026-04-11 20:00 @ 73,650.634h−$27.00-1.27%signal
660long2026-04-11 00:00 @ 72,931.982026-04-11 12:00 @ 72,853.6312h−$4.12-0.19%signal
659short2026-04-10 12:00 @ 72,078.382026-04-10 20:00 @ 73,202.048h−$35.45-1.66%signal
658long2026-04-08 04:00 @ 71,273.952026-04-10 08:00 @ 71,446.912d 4h$2.85+0.13%signal
657short2026-04-07 20:00 @ 68,962.102026-04-08 00:00 @ 71,904.584h−$94.18-4.37%signal
656long2026-04-04 16:00 @ 67,370.872026-04-07 16:00 @ 68,124.873d$21.33+0.99%signal
655short2026-04-02 12:00 @ 66,167.362026-04-04 12:00 @ 67,142.332d−$34.00-1.57%signal
654long2026-03-29 12:00 @ 66,794.162026-04-02 08:00 @ 66,874.423d 20h$0.44+0.02%signal
653short2026-03-26 16:00 @ 69,041.092026-03-29 08:00 @ 66,645.732d 16h$71.54+3.34%signal
652long2026-03-23 16:00 @ 70,126.222026-03-26 12:00 @ 69,225.452d 20h−$30.23-1.41%signal
651short2026-03-22 04:00 @ 69,293.242026-03-23 12:00 @ 70,111.221d 8h−$27.96-1.30%signal
650long2026-03-21 12:00 @ 70,632.322026-03-22 00:00 @ 68,867.7212h−$56.37-2.60%signal
649short2026-03-18 08:00 @ 73,825.332026-03-21 08:00 @ 70,701.543d$88.64+4.13%signal
648long2026-03-16 04:00 @ 73,554.212026-03-18 04:00 @ 74,399.822d$22.49+1.05%signal
647short2026-03-14 12:00 @ 70,690.862026-03-16 00:00 @ 72,793.361d 12h−$66.61-3.09%signal
646long2026-03-09 20:00 @ 68,965.592026-03-14 08:00 @ 70,551.494d 12h$48.09+2.24%signal
645short2026-03-06 04:00 @ 71,031.192026-03-09 16:00 @ 68,846.173d 12h$62.95+2.95%signal
644long2026-03-01 08:00 @ 67,127.422026-03-06 00:00 @ 70,840.634d 16h$113.73+5.41%signal
643short2026-02-27 20:00 @ 65,352.332026-03-01 04:00 @ 67,488.291d 8h−$71.54-3.37%signal
642long2026-02-25 12:00 @ 65,409.682026-02-27 16:00 @ 66,059.292d 4h$19.08+0.90%signal
641short2026-02-23 00:00 @ 67,600.082026-02-25 08:00 @ 65,014.202d 8h$78.24+3.73%signal
640long2026-02-20 08:00 @ 67,808.362026-02-22 20:00 @ 67,388.622d 12h−$15.44-0.74%signal
639short2026-02-16 04:00 @ 68,378.922026-02-20 04:00 @ 67,340.674d$29.98+1.43%signal
638long2026-02-13 16:00 @ 68,665.832026-02-16 00:00 @ 68,783.142d 8h$1.45+0.07%signal
637short2026-02-13 00:00 @ 66,229.952026-02-13 12:00 @ 67,151.2312h−$31.18-1.49%signal
636long2026-02-12 16:00 @ 67,120.422026-02-12 20:00 @ 65,747.554h−$45.23-2.14%signal
635short2026-02-11 08:00 @ 66,986.602026-02-12 12:00 @ 68,045.411d 4h−$35.80-1.69%signal
634long2026-02-07 00:00 @ 70,558.612026-02-11 04:00 @ 68,129.974d 4h−$74.33-3.48%signal
633short2026-02-04 20:00 @ 73,880.422026-02-06 20:00 @ 70,689.642d$88.86+4.20%signal
632long2026-02-02 20:00 @ 78,314.762026-02-04 16:00 @ 74,092.181d 20h−$117.84-5.49%signal
631short2026-01-29 16:00 @ 84,880.922026-02-02 16:00 @ 78,816.264d$149.20+7.08%signal
630long2026-01-27 00:00 @ 88,318.262026-01-29 12:00 @ 87,777.542d 12h−$16.04-0.76%signal
629short2026-01-26 00:00 @ 86,611.572026-01-26 20:00 @ 87,983.0920h−$35.46-1.67%signal
628long2026-01-22 12:00 @ 89,927.682026-01-25 20:00 @ 86,442.113d 8h−$86.29-4.03%signal
627short2026-01-16 04:00 @ 95,300.542026-01-22 08:00 @ 89,790.556d 4h$121.92+5.77%signal
626long2026-01-11 08:00 @ 90,682.032026-01-16 00:00 @ 95,548.294d 16h$108.88+5.22%signal
625short2026-01-07 00:00 @ 93,689.362026-01-11 04:00 @ 90,714.544d 4h$65.21+3.15%signal
624long2026-01-02 04:00 @ 88,917.082026-01-06 20:00 @ 92,043.794d 16h$68.66+3.35%signal
623short2026-01-01 00:00 @ 87,590.782026-01-02 00:00 @ 88,817.761d−$30.47-1.48%signal
622long2025-12-30 20:00 @ 88,207.442025-12-31 20:00 @ 87,497.501d−$18.83-0.91%signal
621short2025-12-30 00:00 @ 87,185.762025-12-30 16:00 @ 88,984.5916h−$44.60-2.15%signal
620long2025-12-28 08:00 @ 87,715.242025-12-29 20:00 @ 87,311.431d 12h−$12.52-0.60%signal
619short2025-12-27 00:00 @ 87,300.842025-12-28 04:00 @ 87,710.641d 4h−$11.64-0.56%signal
618long2025-12-25 20:00 @ 88,129.922025-12-26 20:00 @ 87,436.211d−$18.91-0.91%signal
617short2025-12-23 08:00 @ 87,513.792025-12-25 16:00 @ 88,356.672d 8h−$21.29-1.02%signal
616long2025-12-19 04:00 @ 86,880.572025-12-23 04:00 @ 88,110.574d$25.74+1.23%signal
615long2025-12-17 04:00 @ 87,195.642025-12-19 00:00 @ 85,452.711d 20h−$44.56-2.13%signal
614short2025-12-12 20:00 @ 90,129.372025-12-17 00:00 @ 87,843.874d 4h$51.67+2.48%signal
613long2025-12-12 12:00 @ 92,399.882025-12-12 16:00 @ 89,877.024h−$59.35-2.83%signal
612short2025-12-11 08:00 @ 90,213.252025-12-12 08:00 @ 92,407.981d−$53.25-2.52%signal
611long2025-12-08 00:00 @ 90,363.472025-12-11 04:00 @ 89,815.133d 4h−$15.64-0.74%signal
610short2025-12-05 08:00 @ 92,209.152025-12-07 20:00 @ 91,398.082d 12h$16.88+0.80%signal
609long2025-12-02 20:00 @ 91,868.272025-12-05 04:00 @ 92,086.382d 8h$2.53+0.12%signal
608short2025-11-29 08:00 @ 90,505.302025-12-02 16:00 @ 90,827.363d 8h−$9.05-0.43%signal
607long2025-11-22 20:00 @ 84,583.712025-11-29 04:00 @ 90,619.976d 8h$145.58+7.01%signal
606short2025-11-21 00:00 @ 86,584.082025-11-22 16:00 @ 84,256.751d 16h$53.80+2.61%signal
605long2025-11-20 00:00 @ 91,527.302025-11-20 20:00 @ 86,862.8220h−$109.02-5.22%signal
604long2025-11-19 00:00 @ 92,935.382025-11-19 20:00 @ 88,840.0320h−$95.55-4.52%signal
603short2025-11-18 00:00 @ 92,151.372025-11-18 20:00 @ 93,161.7320h−$24.88-1.17%signal
602long2025-11-16 12:00 @ 95,607.122025-11-17 20:00 @ 91,637.871d 8h−$91.78-4.28%signal
601short2025-11-12 00:00 @ 102,985.202025-11-16 08:00 @ 96,084.014d 8h$140.92+6.69%signal
600long2025-11-06 04:00 @ 103,619.022025-11-11 20:00 @ 103,052.995d 16h−$15.39-0.73%signal
599short2025-11-03 08:00 @ 107,399.122025-11-06 00:00 @ 103,857.772d 16h$67.97+3.24%signal
598long2025-11-01 04:00 @ 110,216.642025-11-03 04:00 @ 107,864.422d−$48.05-2.28%signal
597short2025-10-28 12:00 @ 114,267.742025-11-01 00:00 @ 109,579.113d 12h$84.33+4.04%signal
596long2025-10-23 20:00 @ 110,159.932025-10-28 08:00 @ 114,105.974d 12h$70.62+3.42%signal
595short2025-10-22 08:00 @ 108,262.442025-10-23 16:00 @ 109,870.971d 8h−$32.52-1.57%signal
594long2025-10-18 16:00 @ 106,914.682025-10-22 04:00 @ 108,152.373d 12h$22.17+1.07%signal
593short2025-10-16 16:00 @ 108,452.212025-10-18 12:00 @ 107,172.431d 20h$22.00+1.07%signal
592short2025-10-16 00:00 @ 110,676.962025-10-16 12:00 @ 111,386.2712h−$15.44-0.75%signal
591long2025-10-13 00:00 @ 114,917.482025-10-15 20:00 @ 111,180.462d 20h−$69.63-3.34%signal
590short2025-10-05 12:00 @ 123,388.622025-10-12 20:00 @ 114,311.667d 8h$150.72+7.36%signal
589short2025-10-04 20:00 @ 121,894.522025-10-05 08:00 @ 124,717.4412h−$49.63-2.41%signal
588long2025-09-27 16:00 @ 109,362.672025-10-04 16:00 @ 121,720.457d$221.69+11.05%signal
587short2025-09-25 20:00 @ 109,298.642025-09-27 12:00 @ 109,287.651d 16h−$1.43-0.07%signal
586long2025-09-24 16:00 @ 113,322.662025-09-25 16:00 @ 111,516.091d−$34.24-1.70%signal
585short2025-09-19 12:00 @ 116,320.032025-09-24 12:00 @ 113,004.605d$56.13+2.81%signal
584long2025-09-18 08:00 @ 117,057.112025-09-19 08:00 @ 116,826.631d−$6.20-0.31%signal
583short2025-09-17 20:00 @ 115,564.382025-09-18 04:00 @ 117,554.818h−$36.56-1.82%signal
582long2025-09-17 00:00 @ 116,770.652025-09-17 16:00 @ 115,801.9316h−$19.04-0.94%signal
581short2025-09-14 00:00 @ 115,839.532025-09-16 20:00 @ 116,780.452d 20h−$17.37-0.86%signal
580long2025-09-10 16:00 @ 113,824.062025-09-13 20:00 @ 115,728.253d 4h$30.74+1.53%signal
579short2025-09-10 00:00 @ 111,477.602025-09-10 12:00 @ 112,288.9512h−$16.48-0.82%signal
578long2025-09-08 00:00 @ 111,097.722025-09-09 20:00 @ 111,220.151d 20h−$0.75-0.04%signal
577short2025-09-06 04:00 @ 111,011.792025-09-07 20:00 @ 111,239.141d 16h−$5.68-0.28%signal
576long2025-09-05 12:00 @ 112,322.062025-09-06 00:00 @ 110,592.6812h−$33.37-1.65%signal
575short2025-09-04 20:00 @ 109,731.952025-09-05 08:00 @ 112,922.5812h−$61.28-3.00%signal
574long2025-08-31 12:00 @ 108,371.672025-09-04 16:00 @ 109,426.114d 4h$16.41+0.81%signal
573short2025-08-29 16:00 @ 108,312.732025-08-31 08:00 @ 108,678.631d 16h−$8.46-0.41%signal
572long2025-08-27 08:00 @ 110,710.142025-08-29 12:00 @ 110,025.792d 4h−$15.53-0.76%signal
571short2025-08-25 00:00 @ 113,423.512025-08-27 04:00 @ 111,396.072d 4h$35.33+1.74%signal
570long2025-08-22 08:00 @ 113,062.612025-08-24 20:00 @ 112,533.892d 12h−$13.12-0.64%signal
569short2025-08-22 00:00 @ 112,439.712025-08-22 04:00 @ 112,912.584h−$10.48-0.51%signal
568long2025-08-21 04:00 @ 113,934.782025-08-21 20:00 @ 112,130.3716h−$34.80-1.70%signal
567short2025-08-18 08:00 @ 115,130.172025-08-21 00:00 @ 114,243.342d 16h$14.37+0.70%signal
566long2025-08-17 16:00 @ 118,214.642025-08-18 04:00 @ 115,241.7512h−$53.92-2.62%signal
565short2025-08-14 20:00 @ 117,865.822025-08-17 12:00 @ 118,277.652d 16h−$8.18-0.40%signal
564long2025-08-14 00:00 @ 123,348.562025-08-14 16:00 @ 118,162.2616h−$90.07-4.32%signal
563short2025-08-12 04:00 @ 118,789.442025-08-13 20:00 @ 122,744.541d 16h−$71.18-3.39%signal
562long2025-08-10 08:00 @ 117,793.552025-08-12 00:00 @ 118,618.071d 16h$11.52+0.55%signal
561short2025-08-10 00:00 @ 116,398.822025-08-10 04:00 @ 118,503.704h−$40.05-1.90%signal
560long2025-08-03 16:00 @ 113,927.082025-08-09 20:00 @ 116,476.606d 4h$42.32+2.02%signal
559short2025-08-01 00:00 @ 115,674.162025-08-03 12:00 @ 113,832.762d 12h$31.74+1.52%signal
558long2025-07-31 12:00 @ 118,354.572025-07-31 20:00 @ 116,695.568h−$31.70-1.51%signal
557short2025-07-29 20:00 @ 117,462.002025-07-31 08:00 @ 118,647.721d 12h−$22.60-1.07%signal
556long2025-07-29 04:00 @ 118,769.352025-07-29 16:00 @ 117,322.2312h−$28.03-1.33%signal
555long2025-07-26 16:00 @ 118,134.722025-07-29 00:00 @ 118,017.892d 8h−$5.68-0.27%signal
554short2025-07-25 04:00 @ 115,361.622025-07-26 12:00 @ 117,781.651d 8h−$45.84-2.16%signal
553long2025-07-24 20:00 @ 118,925.782025-07-25 00:00 @ 118,270.744h−$13.84-0.65%signal
552short2025-07-24 08:00 @ 118,344.432025-07-24 16:00 @ 119,097.918h−$15.49-0.73%signal
551long2025-07-22 16:00 @ 118,923.582025-07-24 04:00 @ 118,427.911d 12h−$12.09-0.57%signal
550short2025-07-22 00:00 @ 117,306.732025-07-22 12:00 @ 119,166.0312h−$35.70-1.67%signal
549long2025-07-21 12:00 @ 118,068.512025-07-21 20:00 @ 116,701.368h−$27.24-1.27%signal
548short2025-07-18 20:00 @ 117,338.232025-07-21 08:00 @ 119,376.172d 12h−$38.16-1.77%signal
547long2025-07-18 08:00 @ 119,380.372025-07-18 16:00 @ 117,806.538h−$30.94-1.43%signal
546short2025-07-15 00:00 @ 119,792.542025-07-18 04:00 @ 120,236.843d 4h−$8.08-0.37%signal
545long2025-07-14 12:00 @ 121,498.792025-07-14 20:00 @ 119,896.328h−$31.09-1.43%signal
544short2025-07-13 04:00 @ 117,688.062025-07-14 08:00 @ 122,755.551d 4h−$96.40-4.38%signal
543long2025-07-09 12:00 @ 109,030.102025-07-13 00:00 @ 117,365.923d 12h$161.02+7.45%signal
542short2025-07-09 04:00 @ 108,290.242025-07-09 08:00 @ 108,696.434h−$10.28-0.48%signal
541short2025-07-08 00:00 @ 108,182.262025-07-09 00:00 @ 108,894.971d−$16.25-0.75%signal
540long2025-07-07 04:00 @ 109,370.872025-07-07 20:00 @ 107,978.3016h−$30.02-1.38%signal
539short2025-07-04 20:00 @ 107,408.112025-07-07 00:00 @ 109,167.632d 4h−$37.71-1.73%signal
538long2025-07-02 20:00 @ 109,643.722025-07-04 16:00 @ 107,513.091d 20h−$45.36-2.07%signal
537short2025-06-30 08:00 @ 107,541.092025-07-02 16:00 @ 108,717.142d 8h−$25.87-1.17%signal
536short2025-06-27 08:00 @ 106,795.542025-06-30 04:00 @ 108,488.492d 20h−$36.57-1.65%signal
535long2025-06-23 20:00 @ 103,134.822025-06-27 04:00 @ 107,406.613d 8h$88.23+4.03%signal
534short2025-06-21 00:00 @ 103,225.452025-06-23 16:00 @ 101,389.872d 16h$37.18+1.71%signal
533long2025-06-20 12:00 @ 105,949.892025-06-20 20:00 @ 103,243.158h−$58.28-2.66%signal
532short2025-06-17 20:00 @ 104,609.572025-06-20 08:00 @ 105,784.752d 12h−$26.59-1.21%signal
531long2025-06-15 12:00 @ 104,945.582025-06-17 16:00 @ 104,178.362d 4h−$18.86-0.85%signal
530short2025-06-12 00:00 @ 108,578.382025-06-15 08:00 @ 105,395.273d 8h$62.38+2.85%signal
529long2025-06-07 00:00 @ 104,260.952025-06-11 20:00 @ 108,662.764d 20h$88.13+4.06%signal
528short2025-06-05 04:00 @ 104,970.502025-06-06 20:00 @ 104,197.841d 16h$13.75+0.63%signal
527long2025-06-01 08:00 @ 104,251.752025-06-05 00:00 @ 104,620.873d 16h$4.73+0.22%signal
526short2025-05-28 04:00 @ 108,785.542025-06-01 04:00 @ 104,357.274d$86.26+4.03%signal
525long2025-05-26 12:00 @ 109,758.552025-05-28 00:00 @ 108,867.421d 12h−$20.15-0.94%signal
524short2025-05-23 16:00 @ 108,870.722025-05-26 08:00 @ 110,071.912d 16h−$24.84-1.15%signal
523long2025-05-20 00:00 @ 105,552.612025-05-23 12:00 @ 109,011.393d 12h$65.99+3.09%signal
522short2025-05-19 16:00 @ 104,719.552025-05-19 20:00 @ 105,478.994h−$17.63-0.82%signal
521long2025-05-18 16:00 @ 105,505.302025-05-19 12:00 @ 102,891.5220h−$55.99-2.60%signal
520short2025-05-17 08:00 @ 103,378.822025-05-18 12:00 @ 103,789.751d 4h−$10.38-0.48%signal
519long2025-05-16 20:00 @ 103,995.092025-05-17 04:00 @ 103,443.918h−$13.67-0.63%signal
518short2025-05-11 08:00 @ 103,307.132025-05-16 16:00 @ 104,164.835d 8h−$18.04-0.83%signal
517long2025-05-11 00:00 @ 104,809.762025-05-11 04:00 @ 103,927.014h−$20.66-0.95%signal
516long2025-05-07 04:00 @ 96,473.092025-05-10 20:00 @ 103,128.073d 16h$143.66+6.73%signal
515short2025-05-03 12:00 @ 95,876.522025-05-07 00:00 @ 96,818.263d 12h−$22.92-1.07%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.

← Browse other results