[Famous-Q] Wilder DMI/ADX (state, fixed)
public
@djgambhirBTCUSDT · 4h · 2021-12-31 → 2026-08-31 · 10,228 bars in 9.8ms
Underperformed the market. Holding BTCUSDT returned +63.72% over the same period, against this strategy’s -12.54%.
Net P&L
-12.54%
−$1,254.18
Max drawdown
-22.71%
Max run-up
+21.07%
Trades
425
31.1% win rate
Profit factor
0.92
2021-12-31drawdown · worst -22.71%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -0.16% | -13.71% | 243 | 32% |
| Validation | 2024-10-19 → 2025-09-25 | -9.83% | -15.51% | 94 | 32% |
| Out-of-sample | 2025-09-25 → 2026-08-31 | -3.98% | -13.09% | 87 | 26% |
Risk-adjusted
- Sharpe
- -0.22
- Sortino
- -0.31
- Calmar
- -0.12
- Return ÷ max drawdown
- -0.55
- CAGR
- -2.83%
- Exposure
- 74.7%
Per trade
- Expectancy
- −$2.95 · -0.10%
- Average win / loss
- $104.81 / −$51.50
- Payoff ratio
- 2.04
- Largest win / loss
- $786.84 / −$215.69
- Longest losing streak(winning: 4)
- 10 trades
Drawdown over time
- Max drawdown
- -22.71%
- Longest time under water(still going at the end)
- 1258 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$1,014.29
- Funding
- −$147.42
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 26
- Benchmark(buy and hold)
- +63.72%
Monte Carlo
1,000 alternative histories, each 425 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 | -40.44% | -13.97% | +30.14% |
| Max drawdown | -45.12% | -28.35% | -15.72% |
73% of histories lost money, and 74% had a deeper drawdown than this run’s -22.71%. 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
425 trades · 1–200 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | short | 2021-12-31 12:00 @ 47,967.98 | 2022-01-02 20:00 @ 46,918.04 | 2d 8h | $53.96 | +2.16% | signal |
| 2 | long | 2022-01-03 00:00 @ 47,289.47 | 2022-01-03 04:00 @ 46,793.50 | 4h | −$29.11 | -1.16% | signal |
| 3 | short | 2022-01-03 08:00 @ 47,033.36 | 2022-01-03 12:00 @ 47,373.58 | 4h | −$20.39 | -0.81% | signal |
| 4 | short | 2022-01-06 04:00 @ 42,812.49 | 2022-01-12 16:00 @ 43,558.71 | 6d 12h | −$42.02 | -1.68% | signal |
| 5 | long | 2022-01-12 20:00 @ 43,717.72 | 2022-01-13 20:00 @ 42,681.47 | 1d | −$61.41 | -2.47% | signal |
| 6 | short | 2022-01-18 04:00 @ 42,018.77 | 2022-01-20 16:00 @ 43,284.41 | 2d 12h | −$75.47 | -3.05% | signal |
| 7 | long | 2022-01-20 20:00 @ 42,918.57 | 2022-01-21 00:00 @ 40,653.93 | 4h | −$132.01 | -5.37% | signal |
| 8 | short | 2022-01-21 04:00 @ 38,440.23 | 2022-01-25 16:00 @ 36,533.64 | 4d 12h | $119.31 | +4.92% | signal |
| 9 | long | 2022-01-25 20:00 @ 37,047.40 | 2022-01-27 04:00 @ 35,723.27 | 1d 8h | −$89.84 | -3.66% | signal |
| 10 | short | 2022-01-27 08:00 @ 36,144.58 | 2022-01-27 12:00 @ 36,677.47 | 4h | −$38.54 | -1.59% | signal |
| 11 | long | 2022-02-01 16:00 @ 38,612.98 | 2022-02-02 20:00 @ 37,531.39 | 1d 4h | −$70.29 | -2.90% | signal |
| 12 | short | 2022-02-03 00:00 @ 36,884.67 | 2022-02-04 08:00 @ 37,866.57 | 1d 8h | −$66.58 | -2.77% | signal |
| 13 | long | 2022-02-04 12:00 @ 37,807.58 | 2022-02-11 04:00 @ 43,302.21 | 6d 16h | $340.69 | +14.27% | signal |
| 14 | short | 2022-02-11 08:00 @ 43,321.20 | 2022-02-11 16:00 @ 43,657.59 | 8h | −$21.81 | -0.88% | signal |
| 15 | short | 2022-02-11 20:00 @ 42,719.42 | 2022-02-15 04:00 @ 43,543.81 | 3d 8h | −$48.09 | -1.95% | signal |
| 16 | long | 2022-02-15 20:00 @ 43,998.50 | 2022-02-17 08:00 @ 43,893.52 | 1d 12h | −$9.29 | -0.38% | signal |
| 17 | short | 2022-02-17 20:00 @ 41,168.86 | 2022-02-25 00:00 @ 38,323.86 | 7d 4h | $166.50 | +6.79% | signal |
| 18 | long | 2022-02-25 04:00 @ 38,906.78 | 2022-02-28 00:00 @ 37,664.57 | 2d 20h | −$83.10 | -3.33% | signal |
| 19 | short | 2022-02-28 04:00 @ 37,765.95 | 2022-02-28 12:00 @ 38,318.06 | 8h | −$38.87 | -1.57% | signal |
| 20 | long | 2022-02-28 20:00 @ 41,314.76 | 2022-03-04 20:00 @ 39,777.34 | 4d | −$96.73 | -3.93% | signal |
| 21 | short | 2022-03-05 00:00 @ 39,119.87 | 2022-03-09 04:00 @ 41,206.64 | 4d 4h | −$131.51 | -5.39% | signal |
| 22 | long | 2022-03-09 08:00 @ 41,778.95 | 2022-03-10 08:00 @ 39,212.16 | 1d | −$150.89 | -6.27% | signal |
| 23 | short | 2022-03-10 12:00 @ 39,047.49 | 2022-03-10 16:00 @ 39,162.13 | 4h | −$9.33 | -0.39% | signal |
| 24 | long | 2022-03-10 20:00 @ 39,413.48 | 2022-03-11 04:00 @ 38,695.36 | 8h | −$45.23 | -1.91% | signal |
| 25 | long | 2022-03-16 16:00 @ 40,617.12 | 2022-03-21 04:00 @ 40,803.54 | 4d 12h | $5.29 | +0.22% | signal |
| 26 | short | 2022-03-21 08:00 @ 41,068.28 | 2022-03-21 12:00 @ 41,227.04 | 4h | −$11.49 | -0.49% | signal |
| 27 | short | 2022-03-21 16:00 @ 41,190.06 | 2022-03-22 00:00 @ 40,990.20 | 8h | $9.07 | +0.39% | signal |
| 28 | long | 2022-03-22 08:00 @ 42,206.44 | 2022-03-31 20:00 @ 45,568.98 | 9d 12h | $180.16 | +7.65% | signal |
| 29 | short | 2022-04-01 00:00 @ 45,496.80 | 2022-04-01 16:00 @ 46,532.90 | 16h | −$56.68 | -2.36% | signal |
| 30 | long | 2022-04-01 20:00 @ 46,358.77 | 2022-04-02 20:00 @ 46,089.88 | 1d | −$16.94 | -0.71% | signal |
| 31 | short | 2022-04-03 00:00 @ 45,783.14 | 2022-04-03 08:00 @ 46,372.97 | 8h | −$32.85 | -1.38% | signal |
| 32 | long | 2022-04-03 12:00 @ 46,246.35 | 2022-04-04 20:00 @ 45,896.52 | 1d 8h | −$21.27 | -0.90% | signal |
| 33 | short | 2022-04-06 16:00 @ 44,150.57 | 2022-04-17 12:00 @ 40,462.69 | 10d 20h | $198.44 | +8.38% | signal |
| 34 | short | 2022-04-18 12:00 @ 38,967.60 | 2022-04-18 20:00 @ 40,678.53 | 8h | −$108.79 | -4.50% | signal |
| 35 | long | 2022-04-19 00:00 @ 40,793.86 | 2022-04-22 00:00 @ 40,441.61 | 3d | −$23.85 | -1.00% | signal |
| 36 | short | 2022-04-22 04:00 @ 40,462.41 | 2022-04-26 04:00 @ 40,528.10 | 4d | −$8.19 | -0.34% | signal |
| 37 | long | 2022-04-26 08:00 @ 40,581.21 | 2022-04-26 12:00 @ 40,444.21 | 4h | −$10.66 | -0.45% | signal |
| 38 | short | 2022-04-26 16:00 @ 38,539.29 | 2022-04-28 12:00 @ 39,674.53 | 1d 20h | −$73.10 | -3.07% | signal |
| 39 | short | 2022-04-28 16:00 @ 39,420.21 | 2022-05-04 12:00 @ 38,995.30 | 5d 20h | $25.83 | +1.09% | signal |
| 40 | long | 2022-05-04 16:00 @ 38,976.89 | 2022-05-05 16:00 @ 36,879.12 | 1d | −$130.52 | -5.51% | signal |
| 41 | short | 2022-05-05 20:00 @ 36,274.04 | 2022-05-15 16:00 @ 30,009.40 | 9d 20h | $402.35 | +17.22% | signal |
| 42 | long | 2022-05-15 20:00 @ 30,458.19 | 2022-05-16 08:00 @ 29,566.79 | 12h | −$73.96 | -3.04% | signal |
| 43 | short | 2022-05-16 12:00 @ 29,933.61 | 2022-05-17 04:00 @ 30,347.67 | 16h | −$35.52 | -1.47% | signal |
| 44 | short | 2022-05-26 20:00 @ 29,368.93 | 2022-05-29 16:00 @ 29,216.44 | 2d 20h | $11.98 | +0.50% | signal |
| 45 | short | 2022-05-29 20:00 @ 29,113.58 | 2022-05-30 00:00 @ 29,458.49 | 4h | −$31.01 | -1.29% | signal |
| 46 | long | 2022-05-30 04:00 @ 30,351.67 | 2022-06-01 20:00 @ 30,110.48 | 2d 16h | −$23.48 | -0.98% | signal |
| 47 | short | 2022-06-02 00:00 @ 29,790.94 | 2022-06-05 20:00 @ 30,042.31 | 3d 20h | −$21.99 | -0.92% | signal |
| 48 | long | 2022-06-06 08:00 @ 31,284.06 | 2022-06-07 04:00 @ 29,541.59 | 20h | −$136.32 | -5.70% | signal |
| 49 | short | 2022-06-07 08:00 @ 29,563.19 | 2022-06-07 20:00 @ 31,056.61 | 12h | −$121.93 | -5.17% | signal |
| 50 | long | 2022-06-08 00:00 @ 31,124.22 | 2022-06-10 04:00 @ 30,095.98 | 2d 4h | −$80.78 | -3.47% | signal |
| 51 | short | 2022-06-11 08:00 @ 29,303.14 | 2022-06-21 12:00 @ 20,957.49 | 10d 4h | $656.07 | +28.42% | signal |
| 52 | long | 2022-06-21 16:00 @ 21,387.18 | 2022-06-22 00:00 @ 20,708.96 | 8h | −$80.89 | -3.27% | signal |
| 53 | short | 2022-06-22 04:00 @ 20,304.94 | 2022-06-23 12:00 @ 20,633.63 | 1d 8h | −$42.34 | -1.73% | signal |
| 54 | short | 2022-06-30 04:00 @ 20,058.49 | 2022-07-01 04:00 @ 19,724.54 | 1d | $37.53 | +1.54% | signal |
| 55 | short | 2022-07-01 08:00 @ 19,562.19 | 2022-07-03 20:00 @ 19,487.40 | 2d 12h | $7.29 | +0.30% | signal |
| 56 | long | 2022-07-05 08:00 @ 20,211.84 | 2022-07-10 20:00 @ 20,908.82 | 5d 12h | $78.53 | +3.20% | signal |
| 57 | long | 2022-07-11 00:00 @ 20,857.97 | 2022-07-11 04:00 @ 20,535.89 | 4h | −$40.74 | -1.65% | signal |
| 58 | short | 2022-07-11 08:00 @ 20,425.21 | 2022-07-15 04:00 @ 20,605.52 | 3d 20h | −$22.90 | -0.93% | signal |
| 59 | long | 2022-07-18 08:00 @ 22,247.75 | 2022-07-23 12:00 @ 22,222.35 | 5d 4h | −$8.87 | -0.36% | signal |
| 60 | short | 2022-07-23 16:00 @ 22,205.46 | 2022-07-24 08:00 @ 22,696.94 | 16h | −$56.47 | -2.30% | signal |
| 61 | short | 2022-07-26 12:00 @ 21,074.68 | 2022-07-27 20:00 @ 22,768.35 | 1d 8h | −$198.12 | -8.12% | signal |
| 62 | long | 2022-07-28 00:00 @ 22,945.69 | 2022-08-04 12:00 @ 22,867.73 | 7d 12h | −$14.67 | -0.61% | signal |
| 63 | long | 2022-08-09 00:00 @ 23,809.06 | 2022-08-09 12:00 @ 23,253.05 | 12h | −$58.53 | -2.45% | signal |
| 64 | short | 2022-08-09 16:00 @ 23,056.99 | 2022-08-10 16:00 @ 23,988.40 | 1d | −$98.04 | -4.13% | signal |
| 65 | long | 2022-08-11 00:00 @ 23,945.79 | 2022-08-16 16:00 @ 23,881.42 | 5d 16h | −$9.58 | -0.41% | signal |
| 66 | short | 2022-08-19 16:00 @ 21,426.71 | 2022-08-24 20:00 @ 21,700.24 | 5d 4h | −$33.35 | -1.42% | signal |
| 67 | short | 2022-08-25 00:00 @ 21,350.73 | 2022-09-02 16:00 @ 20,348.87 | 8d 16h | $106.91 | +4.57% | signal |
| 68 | short | 2022-09-02 20:00 @ 19,895.32 | 2022-09-06 04:00 @ 19,784.26 | 3d 8h | $11.56 | +0.49% | signal |
| 69 | short | 2022-09-07 04:00 @ 18,732.45 | 2022-09-09 04:00 @ 19,939.99 | 2d | −$154.76 | -6.54% | signal |
| 70 | long | 2022-09-09 08:00 @ 20,627.72 | 2022-09-13 16:00 @ 20,819.74 | 4d 8h | $16.35 | +0.70% | signal |
| 71 | short | 2022-09-13 20:00 @ 20,267.95 | 2022-09-27 04:00 @ 20,096.02 | 13d 8h | $19.54 | +0.84% | signal |
| 72 | long | 2022-09-27 16:00 @ 19,889.28 | 2022-09-27 20:00 @ 19,064.89 | 4h | −$99.35 | -4.25% | signal |
| 73 | short | 2022-09-28 04:00 @ 18,732.25 | 2022-09-28 20:00 @ 19,538.61 | 16h | −$101.79 | -4.40% | signal |
| 74 | long | 2022-10-05 00:00 @ 20,336.97 | 2022-10-07 08:00 @ 19,912.72 | 2d 8h | −$51.55 | -2.25% | signal |
| 75 | short | 2022-10-07 20:00 @ 19,449.21 | 2022-10-17 12:00 @ 19,456.69 | 9d 16h | $0.72 | +0.03% | signal |
| 76 | long | 2022-10-17 16:00 @ 19,528.30 | 2022-10-18 20:00 @ 19,205.76 | 1d 4h | −$40.64 | -1.79% | signal |
| 77 | short | 2022-10-19 00:00 @ 19,317.04 | 2022-10-23 20:00 @ 19,496.20 | 4d 20h | −$21.56 | -0.95% | signal |
| 78 | long | 2022-10-24 00:00 @ 19,564.51 | 2022-10-24 08:00 @ 19,314.54 | 8h | −$31.33 | -1.39% | signal |
| 79 | long | 2022-10-24 12:00 @ 19,416.38 | 2022-10-24 16:00 @ 19,287.94 | 4h | −$17.13 | -0.76% | signal |
| 80 | short | 2022-10-24 20:00 @ 19,332.03 | 2022-10-25 16:00 @ 19,744.25 | 20h | −$49.87 | -2.22% | signal |
| 81 | long | 2022-10-25 20:00 @ 20,270.75 | 2022-11-07 08:00 @ 20,623.97 | 12d 12h | $33.91 | +1.52% | signal |
| 82 | short | 2022-11-07 12:00 @ 20,720.26 | 2022-11-18 04:00 @ 16,849.07 | 10d 16h | $410.36 | +18.30% | signal |
| 83 | short | 2022-11-21 12:00 @ 16,074.38 | 2022-11-23 04:00 @ 16,581.22 | 1d 16h | −$75.98 | -3.24% | signal |
| 84 | long | 2022-11-23 08:00 @ 16,576.21 | 2022-11-25 08:00 @ 16,450.41 | 2d | −$20.56 | -0.88% | signal |
| 85 | short | 2022-11-28 20:00 @ 16,211.96 | 2022-11-30 04:00 @ 16,840.17 | 1d 8h | −$92.02 | -3.96% | signal |
| 86 | long | 2022-11-30 08:00 @ 16,877.47 | 2022-12-05 20:00 @ 16,916.12 | 5d 12h | $1.51 | +0.07% | signal |
| 87 | short | 2022-12-06 00:00 @ 16,954.81 | 2022-12-06 04:00 @ 16,998.80 | 4h | −$8.21 | -0.36% | signal |
| 88 | long | 2022-12-06 08:00 @ 16,997.10 | 2022-12-06 20:00 @ 16,960.71 | 12h | −$7.36 | -0.32% | signal |
| 89 | long | 2022-12-13 20:00 @ 17,744.05 | 2022-12-16 12:00 @ 17,015.30 | 2d 16h | −$97.98 | -4.27% | signal |
| 90 | short | 2022-12-16 16:00 @ 16,958.41 | 2022-12-23 12:00 @ 16,840.67 | 6d 20h | $15.98 | +0.70% | signal |
| 91 | short | 2022-12-28 12:00 @ 16,668.67 | 2023-01-02 04:00 @ 16,658.03 | 4d 16h | $1.59 | +0.07% | signal |
| 92 | long | 2023-01-02 08:00 @ 16,715.94 | 2023-01-25 04:00 @ 22,636.57 | 22d 20h | $786.84 | +34.60% | signal |
| 93 | short | 2023-01-25 08:00 @ 22,699.36 | 2023-01-26 00:00 @ 23,065.21 | 16h | −$41.82 | -1.69% | signal |
| 94 | long | 2023-01-26 04:00 @ 23,134.13 | 2023-01-30 20:00 @ 22,779.04 | 4d 16h | −$43.64 | -1.77% | signal |
| 95 | short | 2023-01-31 00:00 @ 22,815.34 | 2023-01-31 16:00 @ 23,118.62 | 16h | −$34.54 | -1.41% | signal |
| 96 | long | 2023-02-02 12:00 @ 23,831.77 | 2023-02-05 16:00 @ 23,089.58 | 3d 4h | −$80.58 | -3.30% | signal |
| 97 | short | 2023-02-09 16:00 @ 22,599.28 | 2023-02-14 16:00 @ 22,037.81 | 5d | $60.42 | +2.50% | signal |
| 98 | long | 2023-02-14 20:00 @ 22,201.24 | 2023-02-22 00:00 @ 24,438.41 | 7d 4h | $237.34 | +9.74% | signal |
| 99 | short | 2023-02-22 04:00 @ 24,193.86 | 2023-02-23 04:00 @ 24,449.19 | 1d | −$28.10 | -1.13% | signal |
| 100 | long | 2023-02-23 08:00 @ 24,370.07 | 2023-02-23 12:00 @ 23,762.85 | 4h | −$64.54 | -2.59% | signal |
| 101 | short | 2023-02-23 16:00 @ 23,935.21 | 2023-02-27 16:00 @ 23,551.21 | 4d | $38.34 | +1.55% | signal |
| 102 | short | 2023-02-27 20:00 @ 23,257.85 | 2023-03-01 08:00 @ 23,714.34 | 1d 12h | −$50.93 | -2.05% | signal |
| 103 | short | 2023-03-03 16:00 @ 22,319.54 | 2023-03-12 20:00 @ 20,774.75 | 9d 4h | $170.34 | +6.90% | signal |
| 104 | long | 2023-03-13 00:00 @ 21,990.60 | 2023-03-22 20:00 @ 26,647.97 | 9d 20h | $520.48 | +20.72% | signal |
| 105 | short | 2023-03-23 00:00 @ 27,228.35 | 2023-03-23 16:00 @ 28,580.31 | 16h | −$133.90 | -5.07% | signal |
| 106 | long | 2023-03-23 20:00 @ 28,368.17 | 2023-03-24 12:00 @ 27,552.89 | 16h | −$78.04 | -2.99% | signal |
| 107 | short | 2023-03-24 16:00 @ 27,991.60 | 2023-03-26 12:00 @ 27,857.57 | 1d 20h | $10.00 | +0.39% | signal |
| 108 | short | 2023-03-28 08:00 @ 26,941.91 | 2023-03-29 08:00 @ 28,083.42 | 1d | −$112.04 | -4.32% | signal |
| 109 | long | 2023-03-29 12:00 @ 28,353.17 | 2023-03-31 08:00 @ 27,727.75 | 1d 20h | −$59.62 | -2.33% | signal |
| 110 | long | 2023-04-10 20:00 @ 29,170.73 | 2023-04-17 04:00 @ 29,960.51 | 6d 8h | $62.86 | +2.47% | signal |
| 111 | short | 2023-04-17 08:00 @ 29,825.23 | 2023-04-18 12:00 @ 30,375.77 | 1d 4h | −$49.37 | -1.93% | signal |
| 112 | long | 2023-04-18 16:00 @ 30,176.13 | 2023-04-19 12:00 @ 29,294.14 | 20h | −$77.68 | -3.04% | signal |
| 113 | short | 2023-04-19 16:00 @ 29,242.15 | 2023-04-26 00:00 @ 28,292.36 | 6d 8h | $82.21 | +3.25% | signal |
| 114 | long | 2023-04-26 04:00 @ 28,301.76 | 2023-04-30 04:00 @ 29,162.17 | 4d | $73.30 | +2.87% | signal |
| 115 | short | 2023-05-02 04:00 @ 28,026.29 | 2023-05-04 00:00 @ 29,024.20 | 1d 20h | −$93.46 | -3.64% | signal |
| 116 | short | 2023-05-08 20:00 @ 27,323.53 | 2023-05-15 04:00 @ 27,221.84 | 6d 8h | $8.74 | +0.34% | signal |
| 117 | long | 2023-05-15 08:00 @ 27,404.08 | 2023-05-16 04:00 @ 27,113.28 | 20h | −$29.77 | -1.17% | signal |
| 118 | short | 2023-05-16 08:00 @ 27,235.15 | 2023-05-17 04:00 @ 27,057.51 | 20h | $14.49 | +0.57% | signal |
| 119 | short | 2023-05-19 12:00 @ 26,838.43 | 2023-05-20 20:00 @ 27,059.71 | 1d 8h | −$23.28 | -0.91% | signal |
| 120 | short | 2023-05-24 20:00 @ 26,236.35 | 2023-05-26 16:00 @ 26,742.85 | 1d 20h | −$50.45 | -1.99% | signal |
| 121 | long | 2023-05-26 20:00 @ 26,760.65 | 2023-05-27 04:00 @ 26,734.25 | 8h | −$5.20 | -0.21% | signal |
| 122 | long | 2023-05-29 00:00 @ 28,061.41 | 2023-05-31 08:00 @ 27,144.97 | 2d 8h | −$86.28 | -3.42% | signal |
| 123 | short | 2023-05-31 12:00 @ 27,082.48 | 2023-06-04 16:00 @ 27,172.43 | 4d 4h | −$8.49 | -0.34% | signal |
| 124 | short | 2023-06-06 04:00 @ 25,714.66 | 2023-06-06 20:00 @ 27,078.71 | 16h | −$135.29 | -5.41% | signal |
| 125 | long | 2023-06-07 00:00 @ 27,226.94 | 2023-06-07 12:00 @ 26,883.02 | 12h | −$34.13 | -1.38% | signal |
| 126 | short | 2023-06-07 16:00 @ 26,328.63 | 2023-06-08 16:00 @ 26,711.14 | 1d | −$37.91 | -1.54% | signal |
| 127 | short | 2023-06-15 16:00 @ 24,943.41 | 2023-06-16 20:00 @ 26,376.37 | 1d 4h | −$143.03 | -5.84% | signal |
| 128 | long | 2023-06-20 12:00 @ 26,900.58 | 2023-06-28 20:00 @ 30,074.48 | 8d 8h | $276.42 | +11.45% | signal |
| 129 | short | 2023-06-29 00:00 @ 30,060.29 | 2023-06-29 08:00 @ 30,339.97 | 8h | −$25.44 | -1.02% | signal |
| 130 | long | 2023-06-29 12:00 @ 30,666.83 | 2023-06-30 16:00 @ 30,045.99 | 1d 4h | −$53.36 | -2.15% | signal |
| 131 | short | 2023-06-30 20:00 @ 30,354.13 | 2023-07-03 16:00 @ 31,074.21 | 2d 20h | −$58.97 | -2.39% | signal |
| 132 | long | 2023-07-11 20:00 @ 30,571.61 | 2023-07-14 20:00 @ 30,093.88 | 3d | −$42.04 | -1.72% | signal |
| 133 | short | 2023-07-15 00:00 @ 30,287.24 | 2023-07-23 20:00 @ 30,089.12 | 8d 20h | $16.43 | +0.67% | signal |
| 134 | long | 2023-07-24 00:00 @ 30,076.91 | 2023-07-24 04:00 @ 29,699.76 | 4h | −$33.31 | -1.36% | signal |
| 135 | short | 2023-07-24 08:00 @ 29,810.44 | 2023-07-26 16:00 @ 29,313.16 | 2d 8h | $39.58 | +1.63% | signal |
| 136 | long | 2023-07-26 20:00 @ 29,396.18 | 2023-07-31 00:00 @ 29,265.35 | 4d 4h | −$15.05 | -0.62% | signal |
| 137 | short | 2023-08-01 16:00 @ 28,937.21 | 2023-08-02 00:00 @ 29,707.14 | 8h | −$67.18 | -2.75% | signal |
| 138 | long | 2023-08-09 04:00 @ 29,715.94 | 2023-08-14 04:00 @ 29,384.12 | 5d | −$32.79 | -1.35% | signal |
| 139 | short | 2023-08-17 04:00 @ 28,637.77 | 2023-08-28 16:00 @ 26,098.62 | 11d 12h | $213.15 | +8.82% | signal |
| 140 | short | 2023-08-28 20:00 @ 25,976.50 | 2023-08-29 16:00 @ 27,416.88 | 20h | −$139.35 | -5.64% | signal |
| 141 | long | 2023-08-29 20:00 @ 27,825.56 | 2023-08-31 20:00 @ 26,143.47 | 2d | −$150.30 | -6.17% | signal |
| 142 | short | 2023-09-01 00:00 @ 25,922.81 | 2023-09-07 04:00 @ 25,829.76 | 6d 4h | $7.19 | +0.30% | signal |
| 143 | short | 2023-09-11 16:00 @ 25,097.38 | 2023-09-12 12:00 @ 26,092.42 | 20h | −$97.31 | -4.06% | signal |
| 144 | long | 2023-09-12 16:00 @ 26,197.54 | 2023-09-21 12:00 @ 26,717.46 | 8d 20h | $44.99 | +1.89% | signal |
| 145 | short | 2023-09-21 16:00 @ 26,562.29 | 2023-09-27 12:00 @ 26,761.05 | 5d 20h | −$19.03 | -0.80% | signal |
| 146 | long | 2023-09-27 16:00 @ 26,298.66 | 2023-10-04 00:00 @ 27,406.52 | 6d 8h | $97.73 | +4.10% | signal |
| 147 | short | 2023-10-04 04:00 @ 27,410.82 | 2023-10-04 12:00 @ 27,565.51 | 8h | −$15.84 | -0.66% | signal |
| 148 | long | 2023-10-04 16:00 @ 27,393.78 | 2023-10-09 12:00 @ 27,450.51 | 4d 20h | $2.45 | +0.10% | signal |
| 149 | short | 2023-10-09 16:00 @ 27,427.61 | 2023-10-14 00:00 @ 26,855.07 | 4d 8h | $49.37 | +2.06% | signal |
| 150 | long | 2023-10-14 04:00 @ 26,923.58 | 2023-11-03 12:00 @ 34,258.65 | 20d 8h | $644.25 | +26.68% | signal |
| 151 | long | 2023-11-03 16:00 @ 34,766.45 | 2023-11-06 00:00 @ 35,018.49 | 2d 8h | $14.28 | +0.55% | signal |
| 152 | long | 2023-11-09 04:00 @ 36,462.79 | 2023-11-14 00:00 @ 36,478.90 | 4d 20h | −$7.53 | -0.29% | signal |
| 153 | short | 2023-11-15 00:00 @ 35,551.99 | 2023-11-15 20:00 @ 37,534.91 | 20h | −$145.60 | -5.65% | signal |
| 154 | long | 2023-11-16 00:00 @ 37,893.08 | 2023-11-16 16:00 @ 36,416.02 | 16h | −$102.16 | -4.02% | signal |
| 155 | short | 2023-11-16 20:00 @ 35,929.21 | 2023-11-18 20:00 @ 36,695.74 | 2d | −$54.67 | -2.17% | signal |
| 156 | long | 2023-11-25 04:00 @ 37,798.56 | 2023-11-26 20:00 @ 37,352.63 | 1d 16h | −$33.24 | -1.33% | signal |
| 157 | long | 2023-11-27 00:00 @ 37,445.39 | 2023-11-27 08:00 @ 37,264.55 | 8h | −$14.78 | -0.59% | signal |
| 158 | long | 2023-11-29 08:00 @ 38,103.32 | 2023-12-11 04:00 @ 42,304.24 | 11d 20h | $259.59 | +10.43% | signal |
| 159 | short | 2023-12-11 08:00 @ 42,119.67 | 2023-12-14 00:00 @ 42,883.58 | 2d 16h | −$46.77 | -1.83% | signal |
| 160 | long | 2023-12-14 04:00 @ 42,735.35 | 2023-12-14 16:00 @ 42,445.61 | 12h | −$20.03 | -0.79% | signal |
| 161 | short | 2023-12-14 20:00 @ 43,096.38 | 2023-12-19 00:00 @ 42,680.33 | 4d 4h | $25.17 | +0.99% | signal |
| 162 | long | 2023-12-19 04:00 @ 43,108.72 | 2023-12-19 20:00 @ 42,371.22 | 16h | −$46.55 | -1.83% | signal |
| 163 | short | 2023-12-20 00:00 @ 42,289.74 | 2023-12-20 08:00 @ 42,958.59 | 8h | −$42.34 | -1.67% | signal |
| 164 | long | 2023-12-20 16:00 @ 44,087.72 | 2023-12-25 00:00 @ 42,999.80 | 4d 8h | −$71.71 | -2.84% | signal |
| 165 | short | 2023-12-26 20:00 @ 42,140.77 | 2023-12-28 00:00 @ 43,462.49 | 1d 4h | −$78.58 | -3.14% | signal |
| 166 | short | 2023-12-30 00:00 @ 42,086.68 | 2024-01-01 16:00 @ 42,826.56 | 2d 16h | −$39.30 | -1.58% | signal |
| 167 | long | 2024-01-02 04:00 @ 45,443.99 | 2024-01-03 12:00 @ 43,720.15 | 1d 8h | −$99.41 | -4.02% | signal |
| 168 | short | 2024-01-03 16:00 @ 43,005.40 | 2024-01-07 16:00 @ 44,043.71 | 4d | −$58.64 | -2.39% | signal |
| 169 | long | 2024-01-09 08:00 @ 46,850.37 | 2024-01-10 00:00 @ 46,104.68 | 16h | −$41.66 | -1.71% | signal |
| 170 | short | 2024-01-10 12:00 @ 45,520.99 | 2024-01-11 16:00 @ 46,822.76 | 1d 4h | −$71.05 | -2.93% | signal |
| 171 | short | 2024-01-13 12:00 @ 42,623.27 | 2024-01-26 12:00 @ 41,280.15 | 13d | $82.61 | +3.43% | signal |
| 172 | long | 2024-01-26 16:00 @ 41,408.08 | 2024-02-01 04:00 @ 41,989.60 | 5d 12h | $27.96 | +1.15% | signal |
| 173 | short | 2024-02-01 08:00 @ 42,173.86 | 2024-02-01 16:00 @ 42,508.50 | 8h | −$21.52 | -0.88% | signal |
| 174 | long | 2024-02-01 20:00 @ 43,214.94 | 2024-02-04 08:00 @ 42,814.24 | 2d 12h | −$26.47 | -1.09% | signal |
| 175 | long | 2024-02-08 12:00 @ 44,686.84 | 2024-02-17 16:00 @ 51,003.20 | 9d 4h | $332.90 | +13.74% | signal |
| 176 | short | 2024-02-17 20:00 @ 51,417.91 | 2024-02-18 00:00 @ 51,689.84 | 4h | −$15.76 | -0.63% | signal |
| 177 | long | 2024-02-18 04:00 @ 51,528.30 | 2024-02-20 04:00 @ 51,598.48 | 2d | −$1.59 | -0.06% | signal |
| 178 | long | 2024-02-20 08:00 @ 51,879.57 | 2024-02-21 12:00 @ 50,978.00 | 1d 4h | −$47.26 | -1.89% | signal |
| 179 | short | 2024-02-21 16:00 @ 51,173.36 | 2024-02-22 12:00 @ 51,669.43 | 20h | −$25.80 | -1.04% | signal |
| 180 | long | 2024-02-27 04:00 @ 55,784.25 | 2024-03-05 20:00 @ 61,485.00 | 7d 16h | $216.86 | +8.73% | signal |
| 181 | short | 2024-03-06 00:00 @ 63,734.75 | 2024-03-06 08:00 @ 66,772.65 | 8h | −$122.62 | -4.83% | signal |
| 182 | long | 2024-03-06 12:00 @ 67,397.38 | 2024-03-06 16:00 @ 66,527.99 | 4h | −$34.82 | -1.39% | signal |
| 183 | short | 2024-03-06 20:00 @ 66,790.14 | 2024-03-07 16:00 @ 67,330.66 | 20h | −$20.95 | -0.84% | signal |
| 184 | long | 2024-03-07 20:00 @ 67,572.91 | 2024-03-11 04:00 @ 68,643.67 | 3d 8h | $26.78 | +1.07% | signal |
| 185 | long | 2024-03-11 08:00 @ 71,238.14 | 2024-03-14 16:00 @ 70,890.32 | 3d 8h | −$27.09 | -1.08% | signal |
| 186 | short | 2024-03-15 08:00 @ 68,473.70 | 2024-03-21 00:00 @ 67,889.98 | 5d 16h | $27.03 | +1.08% | signal |
| 187 | long | 2024-03-21 04:00 @ 66,721.14 | 2024-03-21 08:00 @ 67,018.39 | 4h | $8.63 | +0.35% | signal |
| 188 | long | 2024-03-21 12:00 @ 67,095.72 | 2024-03-21 16:00 @ 66,588.28 | 4h | −$21.41 | -0.86% | signal |
| 189 | short | 2024-03-21 20:00 @ 65,261.25 | 2024-03-25 00:00 @ 67,274.35 | 3d 4h | −$76.80 | -3.08% | signal |
| 190 | long | 2024-03-25 20:00 @ 71,033.80 | 2024-04-01 08:00 @ 69,623.07 | 6d 12h | −$66.22 | -2.67% | signal |
| 191 | short | 2024-04-01 12:00 @ 69,506.50 | 2024-04-04 20:00 @ 68,497.60 | 3d 8h | $36.23 | +1.47% | signal |
| 192 | short | 2024-04-05 00:00 @ 68,476.10 | 2024-04-05 04:00 @ 67,899.08 | 4h | $18.59 | +0.75% | signal |
| 193 | short | 2024-04-05 08:00 @ 66,924.01 | 2024-04-05 16:00 @ 68,213.64 | 8h | −$49.93 | -2.02% | signal |
| 194 | long | 2024-04-05 20:00 @ 67,413.48 | 2024-04-09 20:00 @ 69,035.79 | 4d | $52.24 | +2.12% | signal |
| 195 | short | 2024-04-10 00:00 @ 69,175.36 | 2024-04-11 00:00 @ 70,695.94 | 1d | −$56.04 | -2.26% | signal |
| 196 | long | 2024-04-11 04:00 @ 70,914.68 | 2024-04-11 16:00 @ 70,031.89 | 12h | −$33.57 | -1.36% | signal |
| 197 | short | 2024-04-13 00:00 @ 67,122.97 | 2024-04-22 04:00 @ 65,690.64 | 9d 4h | $53.74 | +2.19% | signal |
| 198 | long | 2024-04-22 08:00 @ 65,956.99 | 2024-04-24 16:00 @ 64,580.58 | 2d 8h | −$54.22 | -2.20% | signal |
| 199 | short | 2024-04-24 20:00 @ 63,948.01 | 2024-04-30 00:00 @ 63,855.17 | 5d 4h | $2.49 | +0.10% | signal |
| 200 | long | 2024-04-30 04:00 @ 63,639.83 | 2024-04-30 12:00 @ 61,170.06 | 8h | −$97.81 | -3.99% | 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.