[Famous-Q] Wilder DMI/ADX (state, fixed)

public
@djgambhir

BTCUSDT · 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
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-01 → 2024-10-19-0.16%-13.71%24332%
Validation2024-10-19 → 2025-09-25-9.83%-15.51%9432%
Out-of-sample2025-09-25 → 2026-08-31-3.98%-13.09%8726%

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%)TypicalLucky (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

#SideEntryExitHeldP&LReturnClosed by
425long2026-08-29 20:00 @ 78,170.532026-08-31 00:00 @ 77,619.071d 4h−$18.20-0.83%signal
424short2026-08-29 00:00 @ 77,790.342026-08-29 16:00 @ 77,839.6616h−$3.15-0.14%signal
423long2026-08-17 20:00 @ 64,293.262026-08-28 20:00 @ 77,530.7911d$420.92+20.17%signal
422short2026-08-17 12:00 @ 63,587.282026-08-17 16:00 @ 64,182.634h−$21.69-1.04%signal
421short2026-08-10 20:00 @ 64,004.402026-08-17 08:00 @ 63,506.206d 12h$16.34+0.78%signal
420long2026-08-06 04:00 @ 64,509.202026-08-10 16:00 @ 64,255.854d 12h−$11.78-0.56%signal
419short2026-08-04 00:00 @ 63,484.402026-08-04 08:00 @ 63,679.238h−$8.45-0.40%signal
418short2026-07-31 08:00 @ 63,896.322026-08-03 20:00 @ 63,849.673d 12h$0.80+0.04%signal
417long2026-07-30 20:00 @ 64,791.462026-07-31 04:00 @ 64,331.138h−$17.20-0.82%signal
416short2026-07-28 08:00 @ 63,464.102026-07-30 16:00 @ 64,707.142d 8h−$42.43-2.01%signal
415long2026-07-27 08:00 @ 65,209.042026-07-27 16:00 @ 64,504.308h−$25.08-1.19%signal
414short2026-07-24 20:00 @ 64,186.662026-07-27 00:00 @ 65,388.282d 4h−$41.32-1.95%signal
413short2026-07-23 20:00 @ 64,807.742026-07-24 08:00 @ 65,483.1912h−$24.18-1.14%signal
412long2026-07-18 00:00 @ 63,922.682026-07-23 16:00 @ 64,927.415d 16h$29.72+1.40%signal
411short2026-07-17 12:00 @ 63,260.452026-07-17 20:00 @ 64,134.228h−$31.45-1.48%signal
410long2026-07-14 20:00 @ 64,556.012026-07-17 08:00 @ 62,780.242d 12h−$62.19-2.90%signal
409short2026-07-13 20:00 @ 62,245.452026-07-14 16:00 @ 64,740.3520h−$88.87-4.10%signal
408long2026-07-11 08:00 @ 64,145.432026-07-12 04:00 @ 64,189.0620h−$0.91-0.04%signal
407short2026-07-08 20:00 @ 62,239.452026-07-09 08:00 @ 62,986.1912h−$28.16-1.29%signal
406long2026-07-07 20:00 @ 63,807.662026-07-08 04:00 @ 62,728.458h−$39.24-1.80%signal
405short2026-07-07 12:00 @ 63,365.122026-07-07 16:00 @ 63,922.784h−$21.48-0.98%signal
404long2026-07-06 20:00 @ 63,722.642026-07-07 08:00 @ 63,050.0912h−$25.60-1.16%signal
403long2026-07-02 16:00 @ 61,596.322026-07-06 16:00 @ 63,510.304d$63.37+2.91%signal
402short2026-07-02 04:00 @ 61,020.692026-07-02 12:00 @ 61,341.378h−$13.56-0.62%signal
401short2026-06-24 16:00 @ 60,242.852026-07-02 00:00 @ 60,011.607d 8h$8.19+0.37%signal
400long2026-06-17 16:00 @ 65,725.842026-06-18 16:00 @ 62,325.331d−$116.64-5.27%signal
399long2026-06-12 00:00 @ 63,610.722026-06-17 12:00 @ 64,761.655d 12h$37.92+1.72%signal
398short2026-06-11 16:00 @ 62,708.662026-06-11 20:00 @ 63,580.414h−$32.90-1.49%signal
397short2026-05-28 08:00 @ 73,452.312026-06-11 12:00 @ 63,090.6214d 4h$302.26+14.16%signal
396long2026-05-24 04:00 @ 76,718.142026-05-27 08:00 @ 75,919.813d 4h−$25.52-1.19%signal
395short2026-05-15 16:00 @ 79,102.282026-05-24 00:00 @ 76,730.648d 8h$63.48+2.99%signal
394long2026-05-15 00:00 @ 81,065.012026-05-15 08:00 @ 80,766.748h−$9.86-0.46%signal
393short2026-05-12 16:00 @ 80,285.542026-05-14 20:00 @ 81,390.072d 4h−$30.91-1.45%signal
392long2026-05-08 16:00 @ 80,135.122026-05-12 12:00 @ 80,726.553d 20h$13.01+0.61%signal
391short2026-05-08 08:00 @ 79,619.072026-05-08 12:00 @ 80,197.844h−$17.63-0.82%signal
390long2026-05-02 16:00 @ 78,465.492026-05-08 04:00 @ 79,523.995d 12h$27.76+1.30%signal
389long2026-04-22 16:00 @ 79,250.152026-04-23 12:00 @ 77,634.4720h−$45.52-2.13%signal
388short2026-04-19 20:00 @ 74,903.022026-04-20 16:00 @ 75,683.2320h−$24.73-1.15%signal
387short2026-04-19 12:00 @ 75,542.392026-04-19 16:00 @ 75,822.864h−$10.14-0.47%signal
386long2026-04-13 20:00 @ 73,286.752026-04-19 08:00 @ 75,190.665d 12h$54.91+2.57%signal
385short2026-04-12 20:00 @ 71,040.992026-04-13 16:00 @ 71,837.9620h−$26.21-1.22%signal
384long2026-04-06 08:00 @ 69,103.622026-04-12 16:00 @ 70,841.936d 8h$51.45+2.42%signal
383short2026-04-03 16:00 @ 66,792.642026-04-05 16:00 @ 67,285.652d−$17.55-0.82%signal
382short2026-03-27 12:00 @ 66,649.972026-04-01 08:00 @ 68,665.634d 20h−$67.88-3.15%signal
381short2026-03-24 20:00 @ 69,328.732026-03-25 08:00 @ 70,914.0812h−$51.63-2.39%signal
380long2026-03-23 16:00 @ 70,126.222026-03-24 16:00 @ 69,823.631d−$11.69-0.54%signal
379short2026-03-18 20:00 @ 71,016.092026-03-23 12:00 @ 70,111.224d 16h$25.01+1.16%signal
378long2026-03-13 16:00 @ 71,814.462026-03-18 16:00 @ 71,422.015d−$13.58-0.63%signal
377long2026-03-10 08:00 @ 70,388.772026-03-11 12:00 @ 69,130.171d 4h−$40.76-1.87%signal
376short2026-03-06 20:00 @ 68,087.282026-03-10 04:00 @ 69,404.883d 8h−$45.05-2.06%signal
375long2026-03-05 04:00 @ 72,483.992026-03-06 16:00 @ 68,454.611d 12h−$125.50-5.66%signal
374long2026-03-01 04:00 @ 67,488.292026-03-01 20:00 @ 65,912.7116h−$54.45-2.44%signal
373short2026-02-27 16:00 @ 66,059.292026-03-01 00:00 @ 66,950.391d 8h−$32.56-1.45%signal
372long2026-02-25 20:00 @ 69,019.002026-02-27 12:00 @ 66,080.781d 16h−$98.40-4.35%signal
371short2026-02-23 20:00 @ 64,261.052026-02-25 16:00 @ 67,375.871d 20h−$113.29-4.94%signal
370long2026-02-14 12:00 @ 70,478.892026-02-17 16:00 @ 67,350.133d 4h−$105.23-4.54%signal
369short2026-01-29 08:00 @ 88,293.242026-02-13 16:00 @ 68,665.8315d 8h$485.61+22.10%signal
368long2026-01-28 12:00 @ 90,054.912026-01-29 04:00 @ 87,985.6016h−$53.21-2.41%signal
367long2026-01-28 04:00 @ 89,097.622026-01-28 08:00 @ 89,088.984h−$2.43-0.11%signal
366short2026-01-19 08:00 @ 92,769.242026-01-28 00:00 @ 89,215.648d 16h$84.69+3.87%signal
365long2026-01-14 00:00 @ 95,394.282026-01-19 00:00 @ 93,595.285d−$44.84-2.04%signal
364short2026-01-07 16:00 @ 91,284.942026-01-11 16:00 @ 90,852.174d$9.66+0.44%signal
363long2026-01-03 04:00 @ 90,298.062026-01-07 12:00 @ 92,023.394d 8h$38.04+1.74%signal
362long2025-12-22 16:00 @ 89,706.542025-12-23 16:00 @ 87,387.721d−$59.45-2.70%signal
361long2025-12-18 16:00 @ 88,498.402025-12-18 20:00 @ 84,430.114h−$104.87-4.70%signal
360short2025-12-17 20:00 @ 85,965.502025-12-18 12:00 @ 87,274.4516h−$36.23-1.62%signal
359short2025-12-15 16:00 @ 86,979.102025-12-17 16:00 @ 87,208.442d−$7.46-0.33%signal
358long2025-12-09 20:00 @ 93,780.652025-12-11 04:00 @ 89,815.131d 8h−$98.25-4.34%signal
357short2025-12-06 00:00 @ 89,270.742025-12-09 16:00 @ 92,695.443d 16h−$89.37-3.91%signal
356long2025-12-02 20:00 @ 91,868.272025-12-04 20:00 @ 91,923.112d−$1.21-0.05%signal
355short2025-12-01 08:00 @ 86,470.002025-12-02 16:00 @ 90,827.361d 8h−$119.03-5.14%signal
354long2025-11-27 00:00 @ 90,456.092025-12-01 04:00 @ 86,301.844d 4h−$110.72-4.72%signal
353short2025-11-25 04:00 @ 87,757.452025-11-26 20:00 @ 89,941.281d 16h−$60.95-2.58%signal
352short2025-11-14 12:00 @ 96,115.272025-11-25 00:00 @ 88,264.7510d 12h$190.72+8.25%signal
351short2025-11-11 20:00 @ 103,052.992025-11-12 12:00 @ 105,000.9016h−$46.21-1.99%signal
350long2025-11-09 20:00 @ 104,785.052025-11-11 16:00 @ 103,396.521d 20h−$33.74-1.45%signal
349short2025-10-29 20:00 @ 110,583.782025-11-09 16:00 @ 103,736.5410d 20h$144.09+6.27%signal
348long2025-10-26 16:00 @ 113,670.732025-10-29 16:00 @ 111,438.413d−$48.91-2.12%signal
347short2025-10-22 04:00 @ 108,152.372025-10-23 08:00 @ 109,250.451d 4h−$25.44-1.10%signal
346long2025-10-21 20:00 @ 111,743.042025-10-22 00:00 @ 108,232.154h−$75.65-3.24%signal
345short2025-10-21 08:00 @ 107,998.302025-10-21 16:00 @ 113,377.878h−$120.16-5.08%signal
344long2025-10-20 08:00 @ 111,148.432025-10-21 04:00 @ 108,983.3020h−$48.51-2.04%signal
343short2025-10-10 00:00 @ 121,555.082025-10-20 04:00 @ 110,122.3210d 4h$215.82+9.29%signal
342long2025-10-09 16:00 @ 121,103.622025-10-09 20:00 @ 120,873.424h−$6.77-0.29%signal
341long2025-10-08 16:00 @ 122,164.532025-10-09 12:00 @ 122,648.4720h$6.59+0.28%signal
340short2025-10-08 00:00 @ 121,262.342025-10-08 12:00 @ 122,850.3712h−$32.58-1.40%signal
339long2025-09-29 04:00 @ 111,840.262025-10-07 20:00 @ 121,569.188d 16h$191.51+8.39%signal
338short2025-09-22 04:00 @ 114,579.982025-09-29 00:00 @ 112,142.126d 20h$48.19+2.12%signal
337short2025-09-17 20:00 @ 115,564.382025-09-18 04:00 @ 117,554.818h−$41.48-1.82%signal
336long2025-09-11 16:00 @ 114,145.222025-09-17 16:00 @ 115,801.936d$28.59+1.26%signal
335short2025-08-29 16:00 @ 108,312.732025-09-03 16:00 @ 112,190.935d−$82.53-3.60%signal
334long2025-08-28 12:00 @ 112,899.082025-08-28 20:00 @ 111,842.438h−$24.00-1.04%signal
333short2025-08-28 04:00 @ 111,931.612025-08-28 08:00 @ 113,101.924h−$26.45-1.15%signal
332long2025-08-27 20:00 @ 112,055.312025-08-28 00:00 @ 111,172.664h−$20.52-0.89%signal
331short2025-08-23 16:00 @ 114,753.442025-08-27 16:00 @ 111,987.394d$55.26+2.40%signal
330long2025-08-22 20:00 @ 116,648.732025-08-23 12:00 @ 115,243.7516h−$30.53-1.32%signal
329short2025-08-14 20:00 @ 117,865.822025-08-22 16:00 @ 116,342.667d 20h$30.20+1.31%signal
328long2025-08-08 00:00 @ 117,443.382025-08-14 16:00 @ 118,162.266d 16h$7.82+0.34%signal
327short2025-08-05 20:00 @ 113,551.092025-08-06 16:00 @ 115,389.2720h−$39.33-1.71%signal
326long2025-08-05 12:00 @ 114,805.062025-08-05 16:00 @ 112,849.134h−$41.78-1.80%signal
325long2025-08-04 20:00 @ 114,746.942025-08-05 08:00 @ 113,901.9212h−$19.58-0.84%signal
324short2025-08-01 04:00 @ 115,572.482025-08-04 16:00 @ 114,789.353d 12h$14.43+0.62%signal
323long2025-07-19 04:00 @ 118,318.962025-07-19 16:00 @ 118,001.9912h−$8.77-0.38%signal
322long2025-07-15 20:00 @ 116,452.092025-07-19 00:00 @ 117,872.923d 4h$23.79+1.03%signal
321short2025-07-15 12:00 @ 117,086.982025-07-15 16:00 @ 116,416.384h$10.94+0.47%signal
320long2025-07-10 08:00 @ 111,208.442025-07-15 08:00 @ 116,753.745d$108.24+4.74%signal
319short2025-07-04 20:00 @ 107,408.112025-07-06 16:00 @ 108,878.571d 20h−$33.44-1.46%signal
318long2025-07-02 20:00 @ 109,643.722025-07-04 16:00 @ 107,513.091d 20h−$47.62-2.07%signal
317short2025-07-02 00:00 @ 105,616.772025-07-02 12:00 @ 107,461.1912h−$42.66-1.84%signal
316long2025-06-24 12:00 @ 105,155.532025-07-01 00:00 @ 107,065.886d 12h$38.47+1.67%signal
315short2025-06-20 16:00 @ 104,147.672025-06-24 08:00 @ 104,912.783d 16h−$18.50-0.80%signal
314short2025-06-18 00:00 @ 104,487.102025-06-20 12:00 @ 105,949.892d 12h−$34.25-1.48%signal
313long2025-06-16 12:00 @ 106,863.972025-06-17 12:00 @ 105,571.781d−$30.70-1.32%signal
312short2025-06-13 00:00 @ 105,588.282025-06-16 08:00 @ 107,045.203d 8h−$34.24-1.47%signal
311short2025-06-12 16:00 @ 106,939.212025-06-12 20:00 @ 106,770.854h$1.37+0.06%signal
310long2025-06-10 00:00 @ 110,250.052025-06-12 12:00 @ 106,841.532d 12h−$76.41-3.25%signal
309long2025-06-03 16:00 @ 106,577.412025-06-05 00:00 @ 104,620.871d 8h−$45.97-1.94%signal
308long2025-06-03 08:00 @ 105,155.432025-06-03 12:00 @ 105,219.054h−$1.08-0.05%signal
307short2025-05-29 20:00 @ 105,677.962025-06-03 04:00 @ 105,469.894d 8h$3.58+0.15%signal
306long2025-05-26 04:00 @ 109,609.022025-05-27 04:00 @ 108,823.231d−$20.00-0.84%signal
305short2025-05-25 04:00 @ 108,023.792025-05-26 00:00 @ 108,977.7920h−$23.16-0.97%signal
304long2025-05-24 16:00 @ 108,910.882025-05-25 00:00 @ 107,677.468h−$29.55-1.24%signal
303short2025-05-24 04:00 @ 108,285.042025-05-24 12:00 @ 109,174.038h−$21.90-0.92%signal
302long2025-05-19 04:00 @ 103,590.212025-05-24 00:00 @ 107,250.154d 20h$78.79+3.33%signal
301long2025-05-16 00:00 @ 103,734.942025-05-17 04:00 @ 103,443.911d 4h−$9.49-0.40%signal
300short2025-05-15 08:00 @ 101,713.652025-05-15 20:00 @ 103,127.7212h−$35.33-1.48%signal
299long2025-05-07 04:00 @ 96,473.092025-05-15 04:00 @ 102,685.468d$144.76+6.18%signal
298short2025-05-05 08:00 @ 94,677.462025-05-07 00:00 @ 96,818.261d 16h−$55.51-2.35%signal
297long2025-05-01 16:00 @ 96,813.262025-05-04 12:00 @ 95,356.922d 20h−$37.04-1.56%signal
296short2025-04-30 20:00 @ 94,099.382025-05-01 12:00 @ 96,149.2316h−$54.05-2.27%signal
295long2025-04-21 04:00 @ 87,184.032025-04-30 16:00 @ 93,929.619d 12h$178.58+7.64%signal
294long2025-04-12 20:00 @ 84,908.682025-04-20 12:00 @ 84,067.787d 16h−$27.56-1.18%signal
293short2025-04-10 20:00 @ 79,595.182025-04-11 08:00 @ 81,229.9412h−$50.72-2.15%signal
292long2025-04-10 00:00 @ 82,604.422025-04-10 16:00 @ 78,715.9516h−$114.76-4.81%signal
291short2025-04-03 04:00 @ 83,432.512025-04-09 20:00 @ 82,307.866d 16h$31.79+1.34%signal
290long2025-04-01 16:00 @ 85,262.552025-04-03 00:00 @ 82,468.601d 8h−$81.03-3.38%signal
289short2025-03-28 08:00 @ 85,158.062025-04-01 12:00 @ 83,896.784d 4h$34.08+1.43%signal
288long2025-03-27 08:00 @ 87,380.572025-03-27 12:00 @ 86,883.324h−$16.13-0.67%signal
287short2025-03-27 00:00 @ 86,856.532025-03-27 04:00 @ 87,648.734h−$24.21-1.01%signal
286long2025-03-24 16:00 @ 88,301.362025-03-26 20:00 @ 86,507.892d 4h−$51.11-2.12%signal
285short2025-03-13 08:00 @ 83,101.982025-03-14 16:00 @ 84,709.041d 8h−$48.93-2.02%signal
284short2025-03-09 16:00 @ 83,013.792025-03-13 04:00 @ 83,553.913d 12h−$17.11-0.70%signal
283long2025-03-05 16:00 @ 88,330.162025-03-06 20:00 @ 88,470.801d 4h$0.90+0.04%signal
282short2025-03-04 00:00 @ 86,176.062025-03-05 12:00 @ 89,795.561d 12h−$105.41-4.30%signal
281long2025-03-02 20:00 @ 93,485.892025-03-03 20:00 @ 85,534.891d−$215.69-8.60%signal
280short2025-02-22 00:00 @ 96,108.772025-03-02 16:00 @ 87,407.588d 16h$221.85+9.05%signal
279long2025-02-21 08:00 @ 98,149.532025-02-21 20:00 @ 95,228.3512h−$76.04-3.08%signal
278short2025-02-12 20:00 @ 97,137.272025-02-18 16:00 @ 95,520.705d 20h$40.48+1.64%signal
277short2025-02-02 16:00 @ 99,278.742025-02-07 16:00 @ 98,276.755d$23.93+0.97%signal
276long2025-01-22 00:00 @ 106,136.622025-01-22 16:00 @ 104,117.2716h−$49.88-2.02%signal
275short2025-01-21 00:00 @ 102,227.252025-01-21 20:00 @ 107,011.3020h−$118.66-4.75%signal
274long2025-01-20 12:00 @ 108,289.252025-01-20 20:00 @ 103,653.578h−$110.81-4.39%signal
273short2025-01-20 04:00 @ 101,853.432025-01-20 08:00 @ 107,200.244h−$136.98-5.35%signal
272long2025-01-14 16:00 @ 96,436.082025-01-20 00:00 @ 101,291.245d 8h$121.62+4.81%signal
271short2025-01-07 20:00 @ 96,414.012025-01-14 12:00 @ 96,527.606d 16h−$2.52-0.10%signal
270long2025-01-02 20:00 @ 97,312.162025-01-07 16:00 @ 97,895.824d 20h$9.52+0.38%signal
269long2024-12-31 16:00 @ 95,408.382025-01-01 12:00 @ 93,401.4220h−$56.72-2.23%signal
268short2024-12-31 00:00 @ 92,740.752024-12-31 12:00 @ 94,221.2412h−$42.80-1.68%signal
267short2024-12-26 16:00 @ 95,973.902024-12-29 00:00 @ 95,278.152d 8h$17.49+0.69%signal
266long2024-12-24 20:00 @ 97,577.912024-12-26 12:00 @ 95,643.471d 16h−$54.53-2.13%signal
265short2024-12-18 20:00 @ 102,761.242024-12-24 16:00 @ 98,263.155d 20h$112.21+4.43%signal
264short2024-12-18 12:00 @ 104,957.602024-12-18 16:00 @ 104,416.084h$10.53+0.42%signal
263long2024-12-16 00:00 @ 104,481.392024-12-18 08:00 @ 104,179.262d 8h−$11.57-0.46%signal
262short2024-12-11 00:00 @ 96,582.982024-12-11 16:00 @ 100,372.7716h−$102.51-4.01%signal
261short2024-12-06 04:00 @ 97,783.142024-12-09 00:00 @ 101,220.342d 20h−$89.84-3.48%signal
260long2024-12-05 12:00 @ 102,688.732024-12-06 00:00 @ 96,982.2012h−$149.27-5.70%signal
259long2024-11-27 20:00 @ 96,689.432024-12-02 12:00 @ 95,172.364d 16h−$49.78-1.89%signal
258short2024-11-25 20:00 @ 94,704.762024-11-27 16:00 @ 95,629.521d 20h−$25.37-0.96%signal
257long2024-11-25 04:00 @ 97,955.392024-11-25 16:00 @ 96,021.1912h−$55.25-2.08%signal
256short2024-11-24 20:00 @ 96,377.522024-11-25 00:00 @ 97,980.094h−$46.97-1.76%signal
255long2024-11-21 00:00 @ 94,306.862024-11-24 16:00 @ 95,967.103d 16h$40.83+1.54%signal
254short2024-11-18 04:00 @ 90,710.452024-11-18 08:00 @ 91,814.264h−$35.07-1.32%signal
253long2024-11-05 20:00 @ 68,969.692024-11-18 00:00 @ 89,882.0212d 4h$732.51+29.55%signal
252short2024-11-03 08:00 @ 68,381.822024-11-05 16:00 @ 69,629.122d 8h−$46.19-1.85%signal
251long2024-11-01 20:00 @ 69,292.462024-11-03 04:00 @ 68,353.931d 8h−$37.34-1.49%signal
250short2024-11-01 04:00 @ 69,383.822024-11-01 16:00 @ 69,394.9812h−$2.65-0.11%signal
249long2024-10-28 20:00 @ 69,663.932024-11-01 00:00 @ 70,307.843d 4h$18.25+0.73%signal
248short2024-10-25 20:00 @ 66,812.332024-10-27 20:00 @ 67,830.362d−$39.39-1.57%signal
247short2024-10-25 12:00 @ 68,067.982024-10-25 16:00 @ 67,674.134h$11.98+0.48%signal
246long2024-10-25 04:00 @ 67,996.802024-10-25 08:00 @ 67,490.104h−$21.19-0.84%signal
245short2024-10-21 20:00 @ 67,742.052024-10-25 00:00 @ 68,187.433d 4h−$16.79-0.67%signal
244long2024-10-13 20:00 @ 62,711.742024-10-21 16:00 @ 67,340.737d 20h$173.77+7.04%signal
243long2024-10-11 20:00 @ 63,054.912024-10-13 16:00 @ 62,182.761d 20h−$37.06-1.50%signal
242short2024-10-10 08:00 @ 60,858.932024-10-11 16:00 @ 62,230.441d 8h−$58.40-2.34%signal
241short2024-10-08 12:00 @ 62,583.282024-10-08 16:00 @ 62,272.354h$9.89+0.40%signal
240long2024-10-07 08:00 @ 63,522.602024-10-08 08:00 @ 62,278.941d−$51.47-2.06%signal
239short2024-10-07 00:00 @ 62,776.642024-10-07 04:00 @ 63,507.204h−$31.63-1.26%signal
238short2024-09-30 08:00 @ 64,526.092024-10-06 20:00 @ 62,613.926d 12h$73.85+2.96%signal
237long2024-09-26 08:00 @ 63,836.162024-09-30 04:00 @ 64,526.993d 20h$22.77+0.92%signal
236long2024-09-17 20:00 @ 59,957.892024-09-26 04:00 @ 63,470.308d 8h$138.57+5.65%signal
235short2024-09-16 08:00 @ 58,862.832024-09-17 16:00 @ 61,123.221d 8h−$97.11-3.92%signal
234long2024-09-11 20:00 @ 57,572.412024-09-16 00:00 @ 59,088.684d 4h$62.68+2.55%signal
233long2024-09-10 00:00 @ 57,021.502024-09-11 16:00 @ 56,664.661d 16h−$17.36-0.70%signal
232short2024-09-03 08:00 @ 59,066.182024-09-09 20:00 @ 57,071.516d 12h$79.90+3.27%signal
231short2024-08-27 16:00 @ 61,661.072024-09-03 04:00 @ 59,099.726d 12h$98.61+4.07%signal
230long2024-08-24 08:00 @ 64,282.152024-08-27 12:00 @ 62,379.923d 4h−$74.98-3.07%signal
229long2024-08-12 16:00 @ 60,183.332024-08-14 20:00 @ 58,842.032d 4h−$56.92-2.32%signal
228short2024-08-12 04:00 @ 58,476.902024-08-12 12:00 @ 59,821.168h−$59.01-2.39%signal
227long2024-08-08 20:00 @ 59,400.882024-08-12 00:00 @ 58,681.363d 4h−$32.66-1.32%signal
226short2024-07-30 00:00 @ 66,736.752024-08-08 16:00 @ 59,403.789d 16h$266.13+11.04%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.

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