[Famous-Q] Wilder DMI/ADX (state, fixed)
public
@djgambhirBTCUSDT · 12h · 2021-12-30 → 2026-08-31 · 3,412 bars in 5.5ms
Underperformed the market. Holding BTCUSDT returned +65.39% over the same period, against this strategy’s +5.66%.
Net P&L
+5.66%
$565.59
Max drawdown
-23.94%
Max run-up
+28.58%
Trades
144
26.4% win rate
Profit factor
1.06
2021-12-30drawdown · worst -23.94%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | +8.17% | -12.36% | 88 | 24% |
| Validation | 2024-10-19 → 2025-09-24 | -11.07% | -14.49% | 29 | 17% |
| Out-of-sample | 2025-09-24 → 2026-08-31 | +9.41% | -6.77% | 26 | 42% |
Risk-adjusted
- Sharpe
- 0.17
- Sortino
- 0.24
- Calmar
- 0.05
- Return ÷ max drawdown
- 0.24
- CAGR
- +1.19%
- Exposure
- 67.9%
Per trade
- Expectancy
- $3.93 · +0.24%
- Average win / loss
- $255.70 / −$86.33
- Payoff ratio
- 2.96
- Largest win / loss
- $1,198.67 / −$382.11
- Longest losing streak(winning: 3)
- 13 trades
Drawdown over time
- Max drawdown
- -23.94%
- Longest time under water(still going at the end)
- 757 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$371.84
- Funding
- −$223.25
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 26
- Benchmark(buy and hold)
- +65.39%
Monte Carlo
1,000 alternative histories, each 144 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 | -27.85% | +2.57% | +57.56% |
| Max drawdown | -35.97% | -21.02% | -11.39% |
46% of histories lost money, and 37% had a deeper drawdown than this run’s -23.94%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.
Settings
- adx length
- 14
- Long entry: adx > ▢
- 20
- Short entry: adx > ▢
- 20
- 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
144 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 144 | long | 2026-08-20 00:00 @ 69,323.96 | 2026-08-31 12:00 @ 78,533.89 | 11d 12h | $328.33 | +12.83% | end of data |
| 143 | short | 2026-08-16 12:00 @ 62,968.50 | 2026-08-18 00:00 @ 64,517.00 | 1d 12h | −$65.29 | -2.53% | signal |
| 142 | short | 2026-07-07 12:00 @ 63,365.12 | 2026-07-10 00:00 @ 63,209.74 | 2d 12h | $4.69 | +0.18% | signal |
| 141 | long | 2026-07-04 12:00 @ 62,471.09 | 2026-07-07 00:00 @ 64,010.70 | 2d 12h | $58.94 | +2.30% | signal |
| 140 | short | 2026-06-25 12:00 @ 61,245.95 | 2026-07-04 00:00 @ 62,578.01 | 8d 12h | −$55.10 | -2.14% | signal |
| 139 | short | 2026-06-18 00:00 @ 64,460.01 | 2026-06-23 00:00 @ 64,002.90 | 5d | $16.92 | +0.66% | signal |
| 138 | long | 2026-06-15 12:00 @ 66,205.24 | 2026-06-17 12:00 @ 64,761.65 | 2d | −$58.59 | -2.27% | signal |
| 137 | short | 2026-05-17 00:00 @ 78,088.68 | 2026-06-15 00:00 @ 65,715.24 | 29d | $398.74 | +16.05% | signal |
| 136 | long | 2026-04-09 00:00 @ 71,052.41 | 2026-05-16 12:00 @ 78,026.89 | 37d 12h | $241.40 | +9.96% | signal |
| 135 | short | 2026-03-30 00:00 @ 65,964.80 | 2026-04-06 12:00 @ 69,597.42 | 7d 12h | −$137.39 | -5.59% | signal |
| 134 | long | 2026-03-24 00:00 @ 70,880.17 | 2026-03-25 00:00 @ 70,509.90 | 1d | −$15.59 | -0.63% | signal |
| 133 | short | 2026-03-22 12:00 @ 68,163.36 | 2026-03-23 12:00 @ 70,111.22 | 1d | −$73.70 | -2.97% | signal |
| 132 | long | 2026-03-14 12:00 @ 70,719.14 | 2026-03-22 00:00 @ 68,867.72 | 7d 12h | −$67.49 | -2.70% | signal |
| 131 | long | 2026-03-03 12:00 @ 67,013.40 | 2026-03-07 12:00 @ 67,962.40 | 4d | $32.41 | +1.30% | signal |
| 130 | short | 2026-01-20 00:00 @ 92,571.08 | 2026-03-03 00:00 @ 68,815.56 | 42d | $601.49 | +25.72% | signal |
| 129 | long | 2025-12-29 12:00 @ 87,546.61 | 2026-01-19 12:00 @ 93,118.17 | 21d | $137.18 | +5.95% | signal |
| 128 | long | 2025-12-03 12:00 @ 92,976.19 | 2025-12-06 00:00 @ 89,270.74 | 2d 12h | −$95.55 | -4.10% | signal |
| 127 | short | 2025-12-02 00:00 @ 86,224.25 | 2025-12-03 00:00 @ 91,267.35 | 1d | −$140.54 | -5.95% | signal |
| 126 | long | 2025-12-01 00:00 @ 90,338.56 | 2025-12-01 12:00 @ 86,082.78 | 12h | −$115.20 | -4.82% | signal |
| 125 | short | 2025-11-14 00:00 @ 99,634.37 | 2025-11-30 12:00 @ 91,019.10 | 16d 12h | $205.05 | +8.76% | signal |
| 124 | long | 2025-11-11 00:00 @ 105,987.49 | 2025-11-12 00:00 @ 102,985.20 | 1d | −$69.27 | -2.94% | signal |
| 123 | short | 2025-11-05 12:00 @ 101,998.90 | 2025-11-10 12:00 @ 106,157.73 | 5d | −$97.68 | -4.10% | signal |
| 122 | short | 2025-10-31 00:00 @ 108,241.95 | 2025-11-02 12:00 @ 111,167.63 | 2d 12h | −$65.66 | -2.74% | signal |
| 121 | long | 2025-10-25 12:00 @ 111,544.90 | 2025-10-30 12:00 @ 109,643.97 | 5d | −$45.25 | -1.88% | signal |
| 120 | short | 2025-10-11 12:00 @ 112,202.16 | 2025-10-25 00:00 @ 110,987.59 | 13d 12h | $23.03 | +0.96% | signal |
| 119 | long | 2025-09-30 12:00 @ 113,026.30 | 2025-10-11 00:00 @ 112,692.46 | 10d 12h | −$15.05 | -0.62% | signal |
| 118 | short | 2025-09-23 12:00 @ 112,916.01 | 2025-09-30 00:00 @ 114,279.95 | 6d 12h | −$29.74 | -1.23% | signal |
| 117 | long | 2025-09-16 00:00 @ 115,323.56 | 2025-09-22 12:00 @ 112,791.44 | 6d 12h | −$57.57 | -2.37% | signal |
| 116 | short | 2025-09-01 00:00 @ 108,186.76 | 2025-09-04 00:00 @ 111,682.03 | 3d | −$80.42 | -3.28% | signal |
| 115 | short | 2025-08-19 00:00 @ 116,160.36 | 2025-08-23 00:00 @ 116,920.88 | 4d | −$16.93 | -0.69% | signal |
| 114 | long | 2025-08-10 00:00 @ 116,445.38 | 2025-08-18 12:00 @ 114,877.12 | 8d 12h | −$40.70 | -1.65% | signal |
| 113 | short | 2025-08-02 00:00 @ 113,222.15 | 2025-08-09 12:00 @ 117,088.41 | 7d 12h | −$84.04 | -3.38% | signal |
| 112 | short | 2025-07-26 00:00 @ 117,559.88 | 2025-07-28 00:00 @ 119,447.38 | 2d | −$41.09 | -1.65% | signal |
| 111 | long | 2025-07-11 12:00 @ 117,813.56 | 2025-07-25 12:00 @ 116,481.30 | 14d | −$41.36 | -1.65% | signal |
| 110 | short | 2025-06-22 00:00 @ 102,059.38 | 2025-06-26 12:00 @ 107,294.25 | 4d 12h | −$132.21 | -5.21% | signal |
| 109 | short | 2025-06-15 00:00 @ 105,338.73 | 2025-06-17 00:00 @ 106,771.45 | 2d | −$36.87 | -1.45% | signal |
| 108 | short | 2025-05-31 00:00 @ 103,929.11 | 2025-06-09 12:00 @ 107,729.34 | 9d 12h | −$95.23 | -3.70% | signal |
| 107 | long | 2025-04-24 00:00 @ 93,650.93 | 2025-05-29 00:00 @ 107,701.56 | 35d | $359.67 | +14.49% | signal |
| 106 | short | 2025-04-09 00:00 @ 76,282.74 | 2025-04-13 00:00 @ 85,254.95 | 4d | −$302.41 | -11.82% | signal |
| 105 | short | 2025-03-21 12:00 @ 83,989.10 | 2025-03-24 00:00 @ 86,061.31 | 2d 12h | −$65.76 | -2.55% | signal |
| 104 | long | 2025-03-20 12:00 @ 85,479.99 | 2025-03-21 00:00 @ 84,166.76 | 12h | −$42.31 | -1.64% | signal |
| 103 | short | 2025-02-25 00:00 @ 91,496.20 | 2025-03-20 00:00 @ 86,827.16 | 23d | $132.08 | +5.17% | signal |
| 102 | short | 2025-02-05 00:00 @ 97,690.46 | 2025-02-15 00:00 @ 97,464.69 | 10d | $6.33 | +0.25% | signal |
| 101 | short | 2025-01-28 00:00 @ 102,000.90 | 2025-01-30 12:00 @ 105,272.95 | 2d 12h | −$83.26 | -3.24% | signal |
| 100 | long | 2025-01-22 12:00 @ 105,104.92 | 2025-01-27 12:00 @ 98,680.36 | 5d | −$165.24 | -6.32% | signal |
| 99 | long | 2025-01-07 00:00 @ 102,200.94 | 2025-01-08 12:00 @ 95,074.78 | 1d 12h | −$189.26 | -7.11% | signal |
| 98 | short | 2024-12-23 00:00 @ 95,134.37 | 2025-01-02 12:00 @ 96,734.74 | 10d 12h | −$39.73 | -1.49% | signal |
| 97 | long | 2024-12-05 12:00 @ 102,688.73 | 2024-12-06 00:00 @ 96,982.20 | 12h | −$154.37 | -5.70% | signal |
| 96 | short | 2024-12-03 12:00 @ 95,026.89 | 2024-12-05 00:00 @ 98,689.53 | 1d 12h | −$105.76 | -3.87% | signal |
| 95 | long | 2024-11-28 12:00 @ 95,529.00 | 2024-12-03 00:00 @ 95,871.42 | 4d 12h | $1.17 | +0.04% | signal |
| 94 | short | 2024-11-27 00:00 @ 92,003.10 | 2024-11-28 00:00 @ 95,924.38 | 1d | −$119.02 | -4.31% | signal |
| 93 | long | 2024-11-07 00:00 @ 75,595.02 | 2024-11-26 12:00 @ 92,401.52 | 19d 12h | $552.87 | +21.05% | signal |
| 92 | short | 2024-11-04 00:00 @ 68,748.75 | 2024-11-06 12:00 @ 74,306.56 | 2d 12h | −$217.32 | -8.11% | signal |
| 91 | long | 2024-10-29 00:00 @ 69,953.89 | 2024-11-03 12:00 @ 68,331.73 | 5d 12h | −$69.87 | -2.59% | signal |
| 90 | short | 2024-10-26 12:00 @ 67,096.78 | 2024-10-27 00:00 @ 67,085.31 | 12h | −$1.97 | -0.07% | signal |
| 89 | long | 2024-10-16 12:00 @ 67,885.87 | 2024-10-26 00:00 @ 66,649.37 | 9d 12h | −$59.69 | -2.20% | signal |
| 88 | short | 2024-10-11 00:00 @ 60,281.24 | 2024-10-12 00:00 @ 62,521.50 | 1d | −$104.60 | -3.82% | signal |
| 87 | long | 2024-10-08 00:00 @ 62,203.04 | 2024-10-10 00:00 @ 60,594.18 | 2d | −$75.08 | -2.72% | signal |
| 86 | short | 2024-10-02 12:00 @ 61,128.57 | 2024-10-07 12:00 @ 63,126.72 | 5d | −$92.56 | -3.33% | signal |
| 85 | long | 2024-09-20 00:00 @ 62,939.49 | 2024-10-02 00:00 @ 60,764.54 | 12d | −$105.30 | -3.75% | signal |
| 84 | long | 2024-09-14 12:00 @ 59,692.04 | 2024-09-16 12:00 @ 58,618.37 | 2d | −$53.77 | -1.91% | signal |
| 83 | short | 2024-09-11 12:00 @ 56,757.55 | 2024-09-14 00:00 @ 60,468.29 | 2d 12h | −$190.97 | -6.66% | signal |
| 82 | short | 2024-08-28 12:00 @ 59,888.22 | 2024-09-11 00:00 @ 57,620.72 | 13d 12h | $104.70 | +3.68% | signal |
| 81 | long | 2024-08-25 00:00 @ 64,129.42 | 2024-08-28 00:00 @ 59,372.52 | 3d | −$218.25 | -7.53% | signal |
| 80 | short | 2024-08-21 00:00 @ 58,970.90 | 2024-08-22 00:00 @ 61,132.22 | 1d | −$110.40 | -3.77% | signal |
| 79 | short | 2024-08-02 00:00 @ 65,315.93 | 2024-08-20 12:00 @ 60,507.00 | 18d 12h | $210.91 | +7.34% | signal |
| 78 | long | 2024-07-14 12:00 @ 60,091.02 | 2024-08-01 12:00 @ 64,632.27 | 18d | $201.98 | +7.16% | signal |
| 77 | short | 2024-06-19 12:00 @ 65,168.96 | 2024-07-14 00:00 @ 59,185.73 | 24d 12h | $265.83 | +9.65% | signal |
| 76 | long | 2024-06-07 00:00 @ 70,844.17 | 2024-06-08 00:00 @ 69,363.12 | 1d | −$61.51 | -2.22% | signal |
| 75 | long | 2024-05-21 12:00 @ 71,177.23 | 2024-05-24 00:00 @ 67,986.30 | 2d 12h | −$130.50 | -4.65% | signal |
| 74 | short | 2024-05-08 12:00 @ 62,212.46 | 2024-05-13 12:00 @ 62,712.44 | 5d | −$22.84 | -0.81% | signal |
| 73 | long | 2024-05-05 00:00 @ 63,877.07 | 2024-05-08 00:00 @ 62,283.54 | 3d | −$74.33 | -2.63% | signal |
| 72 | short | 2024-04-15 00:00 @ 65,602.78 | 2024-05-04 12:00 @ 63,862.77 | 19d 12h | $78.79 | +2.81% | signal |
| 71 | long | 2024-03-26 12:00 @ 70,748.25 | 2024-03-30 00:00 @ 69,889.62 | 3d 12h | −$45.03 | -1.60% | signal |
| 70 | short | 2024-03-15 12:00 @ 67,804.74 | 2024-03-26 00:00 @ 69,934.58 | 10d 12h | −$76.61 | -2.70% | signal |
| 69 | long | 2024-02-09 12:00 @ 47,165.33 | 2024-03-15 00:00 @ 71,441.31 | 34d 12h | $1,198.67 | +47.21% | signal |
| 68 | long | 2024-01-28 12:00 @ 42,464.99 | 2024-02-05 00:00 @ 42,561.79 | 7d 12h | −$1.82 | -0.07% | signal |
| 67 | short | 2024-01-23 12:00 @ 38,842.43 | 2024-01-28 00:00 @ 42,110.62 | 4d 12h | −$217.47 | -8.38% | signal |
| 66 | short | 2023-12-20 00:00 @ 42,289.74 | 2023-12-21 00:00 @ 43,717.64 | 1d | −$89.81 | -3.43% | signal |
| 65 | short | 2023-12-15 12:00 @ 42,791.44 | 2023-12-19 12:00 @ 43,012.60 | 4d | −$12.84 | -0.49% | signal |
| 64 | long | 2023-12-14 12:00 @ 43,278.55 | 2023-12-15 00:00 @ 43,023.69 | 12h | −$18.33 | -0.70% | signal |
| 63 | short | 2023-12-12 00:00 @ 41,262.85 | 2023-12-14 00:00 @ 42,883.58 | 2d | −$105.07 | -3.96% | signal |
| 62 | long | 2023-12-03 12:00 @ 39,479.19 | 2023-12-11 12:00 @ 42,338.13 | 8d | $176.54 | +6.77% | signal |
| 61 | long | 2023-11-23 12:00 @ 37,385.58 | 2023-11-24 00:00 @ 37,286.94 | 12h | −$9.75 | -0.37% | signal |
| 60 | short | 2023-11-22 12:00 @ 36,458.51 | 2023-11-23 00:00 @ 37,420.98 | 12h | −$71.73 | -2.73% | signal |
| 59 | long | 2023-11-19 12:00 @ 36,466.29 | 2023-11-22 00:00 @ 35,729.85 | 2d 12h | −$57.83 | -2.19% | signal |
| 58 | short | 2023-11-17 12:00 @ 36,376.62 | 2023-11-19 00:00 @ 36,588.22 | 1d 12h | −$16.98 | -0.64% | signal |
| 57 | long | 2023-11-16 12:00 @ 37,279.45 | 2023-11-17 00:00 @ 36,168.76 | 12h | −$82.36 | -3.09% | signal |
| 56 | short | 2023-11-15 12:00 @ 36,247.25 | 2023-11-16 00:00 @ 37,893.08 | 12h | −$124.94 | -4.63% | signal |
| 55 | long | 2023-10-16 12:00 @ 27,742.55 | 2023-11-15 00:00 @ 35,551.99 | 29d 12h | $682.69 | +27.02% | signal |
| 54 | short | 2023-10-12 00:00 @ 26,859.13 | 2023-10-16 00:00 @ 27,145.23 | 4d | −$28.61 | -1.13% | signal |
| 53 | long | 2023-10-02 00:00 @ 27,987.00 | 2023-10-11 12:00 @ 27,179.56 | 9d 12h | −$77.81 | -3.05% | signal |
| 52 | short | 2023-09-25 12:00 @ 26,059.29 | 2023-09-27 12:00 @ 26,761.05 | 2d | −$71.35 | -2.78% | signal |
| 51 | long | 2023-09-19 00:00 @ 26,755.25 | 2023-09-25 00:00 @ 26,227.15 | 6d | −$54.10 | -2.09% | signal |
| 50 | short | 2023-09-01 12:00 @ 26,028.39 | 2023-09-14 00:00 @ 26,215.14 | 12d 12h | −$19.70 | -0.76% | signal |
| 49 | long | 2023-08-30 12:00 @ 27,328.86 | 2023-09-01 00:00 @ 25,922.81 | 1d 12h | −$138.11 | -5.26% | signal |
| 48 | short | 2023-08-18 00:00 @ 26,604.38 | 2023-08-30 00:00 @ 27,705.64 | 12d | −$111.64 | -4.21% | signal |
| 47 | long | 2023-06-21 12:00 @ 28,919.28 | 2023-07-17 12:00 @ 30,138.97 | 26d | $92.54 | +3.52% | signal |
| 46 | long | 2023-05-29 00:00 @ 28,061.41 | 2023-06-01 12:00 @ 26,876.22 | 3d 12h | −$116.83 | -4.40% | signal |
| 45 | short | 2023-05-11 00:00 @ 27,577.48 | 2023-05-28 12:00 @ 27,151.33 | 17d 12h | $45.83 | +1.73% | signal |
| 44 | long | 2023-04-26 12:00 @ 28,946.49 | 2023-04-27 00:00 @ 28,390.32 | 12h | −$54.00 | -2.03% | signal |
| 43 | short | 2023-04-20 00:00 @ 28,789.24 | 2023-04-26 00:00 @ 28,292.36 | 6d | $45.69 | +1.73% | signal |
| 42 | long | 2023-04-12 00:00 @ 30,191.14 | 2023-04-19 12:00 @ 29,294.14 | 7d 12h | −$85.91 | -3.22% | signal |
| 41 | short | 2023-04-04 12:00 @ 28,269.05 | 2023-04-05 12:00 @ 28,549.61 | 1d | −$28.99 | -1.08% | signal |
| 40 | long | 2023-03-13 12:00 @ 22,097.02 | 2023-04-04 00:00 @ 27,780.54 | 21d 12h | $631.91 | +25.08% | signal |
| 39 | short | 2023-03-08 12:00 @ 22,056.69 | 2023-03-13 00:00 @ 21,990.60 | 4d 12h | $5.84 | +0.23% | signal |
| 38 | long | 2023-02-23 12:00 @ 23,772.35 | 2023-02-25 00:00 @ 23,170.86 | 1d 12h | −$67.11 | -2.65% | signal |
| 37 | long | 2023-02-16 00:00 @ 24,337.57 | 2023-02-23 00:00 @ 24,166.47 | 7d | −$26.07 | -1.03% | signal |
| 36 | short | 2023-02-10 00:00 @ 21,788.94 | 2023-02-15 12:00 @ 22,437.49 | 5d 12h | −$75.76 | -2.96% | signal |
| 35 | long | 2023-01-10 00:00 @ 17,173.03 | 2023-02-09 12:00 @ 22,672.96 | 30d 12h | $730.30 | +30.72% | signal |
| 34 | long | 2023-01-05 12:00 @ 16,830.37 | 2023-01-06 00:00 @ 16,820.44 | 12h | −$3.95 | -0.17% | signal |
| 33 | short | 2022-12-30 12:00 @ 16,486.30 | 2023-01-05 00:00 @ 16,845.57 | 5d 12h | −$52.25 | -2.18% | signal |
| 32 | long | 2022-12-15 12:00 @ 17,715.64 | 2022-12-17 00:00 @ 16,620.78 | 1d 12h | −$152.83 | -6.29% | signal |
| 31 | short | 2022-12-02 12:00 @ 16,983.60 | 2022-12-04 12:00 @ 16,941.79 | 2d | $4.21 | +0.17% | signal |
| 30 | long | 2022-12-01 00:00 @ 17,156.83 | 2022-12-02 00:00 @ 16,967.11 | 1d | −$29.50 | -1.21% | signal |
| 29 | short | 2022-11-08 12:00 @ 19,684.96 | 2022-11-30 12:00 @ 16,874.67 | 22d | $328.05 | +13.94% | signal |
| 28 | long | 2022-11-05 00:00 @ 21,141.83 | 2022-11-08 00:00 @ 20,574.38 | 3d | −$67.62 | -2.85% | signal |
| 27 | short | 2022-11-04 00:00 @ 20,195.76 | 2022-11-04 12:00 @ 20,551.21 | 12h | −$44.19 | -1.86% | signal |
| 26 | long | 2022-10-26 12:00 @ 20,600.12 | 2022-11-03 12:00 @ 20,120.28 | 8d | −$59.22 | -2.47% | signal |
| 25 | short | 2022-10-15 00:00 @ 19,160.77 | 2022-10-26 00:00 @ 20,072.31 | 11d | −$113.64 | -4.69% | signal |
| 24 | long | 2022-09-28 00:00 @ 19,073.91 | 2022-09-28 12:00 @ 18,943.81 | 12h | −$19.00 | -0.78% | signal |
| 23 | short | 2022-09-14 12:00 @ 20,215.86 | 2022-09-27 12:00 @ 20,225.04 | 13d | −$1.06 | -0.04% | signal |
| 22 | long | 2022-09-10 00:00 @ 21,356.27 | 2022-09-14 00:00 @ 20,158.57 | 4d | −$143.50 | -5.82% | signal |
| 21 | short | 2022-08-20 00:00 @ 20,820.84 | 2022-09-09 12:00 @ 20,935.89 | 20d 12h | −$16.41 | -0.66% | signal |
| 20 | long | 2022-07-28 12:00 @ 23,110.62 | 2022-08-19 12:00 @ 21,449.41 | 22d | −$192.35 | -7.64% | signal |
| 19 | short | 2022-07-26 12:00 @ 21,074.68 | 2022-07-28 00:00 @ 22,945.69 | 1d 12h | −$230.81 | -8.96% | signal |
| 18 | long | 2022-07-18 12:00 @ 22,134.33 | 2022-07-26 00:00 @ 21,295.74 | 7d 12h | −$105.94 | -4.07% | signal |
| 17 | short | 2022-07-12 12:00 @ 19,761.05 | 2022-07-15 00:00 @ 20,582.72 | 2d 12h | −$111.67 | -4.25% | signal |
| 16 | long | 2022-07-06 12:00 @ 20,102.72 | 2022-07-12 00:00 @ 19,950.31 | 5d 12h | −$26.22 | -0.99% | signal |
| 15 | short | 2022-06-13 12:00 @ 23,713.46 | 2022-07-06 00:00 @ 20,174.13 | 22d 12h | $379.65 | +14.94% | signal |
| 14 | long | 2022-06-03 12:00 @ 29,749.95 | 2022-06-04 00:00 @ 29,676.86 | 12h | −$8.97 | -0.35% | signal |
| 13 | short | 2022-06-02 12:00 @ 30,151.77 | 2022-06-03 00:00 @ 30,443.19 | 12h | −$27.16 | -1.06% | signal |
| 12 | long | 2022-05-31 00:00 @ 31,732.85 | 2022-06-02 00:00 @ 29,790.94 | 2d | −$162.64 | -6.28% | signal |
| 11 | short | 2022-04-06 12:00 @ 44,793.54 | 2022-05-30 12:00 @ 30,665.13 | 54d | $764.63 | +31.85% | signal |
| 10 | long | 2022-03-25 00:00 @ 43,981.99 | 2022-04-06 00:00 @ 45,468.40 | 12d | $70.61 | +2.96% | signal |
| 9 | short | 2022-03-05 12:00 @ 39,098.68 | 2022-03-09 12:00 @ 42,158.43 | 4d | −$191.86 | -7.89% | signal |
| 8 | long | 2022-03-01 12:00 @ 43,608.72 | 2022-03-05 00:00 @ 39,119.87 | 3d 12h | −$261.34 | -10.47% | signal |
| 7 | short | 2022-02-28 00:00 @ 37,664.57 | 2022-03-01 00:00 @ 43,163.63 | 1d | −$382.11 | -14.74% | signal |
| 6 | long | 2022-02-27 00:00 @ 39,107.12 | 2022-02-27 12:00 @ 39,455.51 | 12h | $20.25 | +0.78% | signal |
| 5 | short | 2022-02-18 12:00 @ 40,159.17 | 2022-02-26 12:00 @ 38,928.78 | 8d | $76.46 | +2.98% | signal |
| 4 | long | 2022-02-07 00:00 @ 42,369.81 | 2022-02-18 00:00 @ 40,483.70 | 11d | −$123.36 | -4.75% | signal |
| 3 | short | 2022-01-31 12:00 @ 37,237.55 | 2022-02-01 00:00 @ 38,446.73 | 12h | −$87.90 | -3.35% | signal |
| 2 | long | 2022-01-30 12:00 @ 38,103.08 | 2022-01-31 00:00 @ 37,862.43 | 12h | −$19.46 | -0.74% | signal |
| 1 | short | 2021-12-30 12:00 @ 47,483.50 | 2022-01-30 00:00 @ 38,157.63 | 30d 12h | $500.24 | +20.01% | 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.