[Famous-Q] Connors RSI(2)
public
@djgambhirBTCUSDT · 12h · 2021-12-30 → 2026-08-31 · 3,411 bars in 4.3ms
Underperformed the market. Holding BTCUSDT returned +66.79% over the same period, against this strategy’s -2.77%.
Net P&L
-2.77%
−$277.08
Max drawdown
-13.13%
Max run-up
+11.92%
Trades
157
65.0% win rate
Profit factor
0.95
2021-12-30drawdown · worst -13.13%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -1.10% | -13.13% | 93 | 68% |
| Validation | 2024-10-19 → 2025-09-24 | +3.46% | -2.42% | 29 | 59% |
| Out-of-sample | 2025-09-24 → 2026-08-31 | -4.98% | -6.56% | 35 | 63% |
Risk-adjusted
- Sharpe
- -0.07
- Sortino
- -0.10
- Calmar
- -0.05
- Return ÷ max drawdown
- -0.21
- CAGR
- -0.60%
- Exposure
- 19.7%
Per trade
- Expectancy
- −$1.76 · -0.05%
- Average win / loss
- $51.05 / −$99.71
- Payoff ratio
- 0.51
- Largest win / loss
- $209.63 / −$565.19
- Longest losing streak(winning: 9)
- 3 trades
Drawdown over time
- Max drawdown
- -13.13%
- Longest time under water(still going at the end)
- 1407 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$397.78
- Funding
- −$4.33
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 199
- Benchmark(buy and hold)
- +66.79%
Monte Carlo
1,000 alternative histories, each 157 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 | -24.37% | -2.02% | +20.00% |
| Max drawdown | -28.65% | -13.54% | -6.51% |
57% of histories lost money, and 53% had a deeper drawdown than this run’s -13.13%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.
Settings
- rsi2 length
- 2
- sma200 length
- 200
- sma5 length
- 5
- Long entry: rsi2 < ▢
- 10
- Short entry: rsi2 > ▢
- 90
- 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
157 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 157 | short | 2026-08-18 00:00 @ 64,491.20 | 2026-08-23 12:00 @ 77,311.56 | 5d 12h | −$507.47 | -19.84% | signal |
| 156 | short | 2026-08-06 00:00 @ 64,621.07 | 2026-08-07 00:00 @ 64,312.76 | 1d | $10.03 | +0.39% | signal |
| 155 | short | 2026-07-27 00:00 @ 65,362.12 | 2026-07-28 00:00 @ 63,733.44 | 1d | $61.22 | +2.41% | signal |
| 154 | short | 2026-07-19 00:00 @ 64,793.74 | 2026-07-23 12:00 @ 65,538.51 | 4d 12h | −$30.40 | -1.19% | signal |
| 153 | short | 2026-07-10 12:00 @ 64,381.32 | 2026-07-12 00:00 @ 63,795.86 | 1d 12h | $21.21 | +0.83% | signal |
| 152 | short | 2026-07-02 12:00 @ 61,316.83 | 2026-07-06 12:00 @ 62,473.69 | 4d | −$48.18 | -1.89% | signal |
| 151 | short | 2026-06-12 12:00 @ 63,716.65 | 2026-06-17 00:00 @ 65,657.93 | 4d 12h | −$81.30 | -3.16% | signal |
| 150 | short | 2026-06-08 00:00 @ 63,286.34 | 2026-06-09 12:00 @ 62,692.04 | 1d 12h | $21.79 | +0.85% | signal |
| 149 | long | 2026-05-27 00:00 @ 75,920.78 | 2026-05-30 12:00 @ 73,553.29 | 3d 12h | −$85.46 | -3.30% | signal |
| 148 | long | 2026-05-23 00:00 @ 75,528.20 | 2026-05-24 00:00 @ 76,699.96 | 1d | $37.18 | +1.44% | signal |
| 147 | long | 2026-05-19 00:00 @ 76,978.59 | 2026-05-20 12:00 @ 77,335.73 | 1d 12h | $8.69 | +0.34% | signal |
| 146 | long | 2026-05-14 00:00 @ 79,304.06 | 2026-05-15 00:00 @ 81,032.59 | 1d | $53.04 | +2.07% | signal |
| 145 | long | 2026-04-28 12:00 @ 76,214.14 | 2026-04-29 12:00 @ 77,536.99 | 1d | $41.68 | +1.63% | signal |
| 144 | short | 2026-04-14 00:00 @ 74,370.02 | 2026-04-19 00:00 @ 75,668.93 | 5d | −$49.06 | -1.91% | signal |
| 143 | short | 2026-04-11 00:00 @ 72,902.82 | 2026-04-12 12:00 @ 71,449.29 | 1d 12h | $47.61 | +1.86% | signal |
| 142 | short | 2026-04-06 00:00 @ 68,984.10 | 2026-04-07 12:00 @ 68,324.36 | 1d 12h | $22.27 | +0.87% | signal |
| 141 | short | 2026-03-16 00:00 @ 72,764.24 | 2026-03-18 12:00 @ 72,920.98 | 2d 12h | −$8.13 | -0.32% | signal |
| 140 | short | 2026-03-13 12:00 @ 72,175.36 | 2026-03-14 12:00 @ 70,719.14 | 1d | $48.61 | +1.91% | signal |
| 139 | short | 2026-03-10 12:00 @ 70,555.99 | 2026-03-11 12:00 @ 69,157.83 | 1d | $47.23 | +1.87% | signal |
| 138 | short | 2026-03-03 00:00 @ 68,788.04 | 2026-03-06 00:00 @ 70,868.97 | 3d | −$79.31 | -3.11% | signal |
| 137 | short | 2026-02-26 00:00 @ 67,938.91 | 2026-02-27 12:00 @ 66,107.22 | 1d 12h | $65.55 | +2.59% | signal |
| 136 | short | 2026-02-21 00:00 @ 67,965.70 | 2026-02-23 00:00 @ 67,627.12 | 2d | $10.48 | +0.41% | signal |
| 135 | short | 2026-02-14 12:00 @ 70,450.71 | 2026-02-16 00:00 @ 68,810.66 | 1d 12h | $56.01 | +2.23% | signal |
| 134 | short | 2026-01-28 12:00 @ 90,018.89 | 2026-01-29 12:00 @ 87,812.66 | 1d | $59.22 | +2.37% | signal |
| 133 | short | 2026-01-13 12:00 @ 91,943.71 | 2026-01-16 00:00 @ 95,586.51 | 2d 12h | −$102.30 | -4.05% | signal |
| 132 | short | 2026-01-03 00:00 @ 89,933.51 | 2026-01-07 12:00 @ 92,060.21 | 4d 12h | −$60.75 | -2.39% | signal |
| 131 | short | 2025-12-31 12:00 @ 88,949.81 | 2026-01-01 00:00 @ 87,625.82 | 12h | $35.27 | +1.39% | signal |
| 130 | short | 2025-12-22 12:00 @ 89,887.22 | 2025-12-23 00:00 @ 88,599.22 | 12h | $33.82 | +1.34% | signal |
| 129 | short | 2025-12-08 12:00 @ 91,905.22 | 2025-12-09 12:00 @ 90,360.07 | 1d | $40.03 | +1.59% | signal |
| 128 | short | 2025-12-03 12:00 @ 92,939.01 | 2025-12-05 00:00 @ 92,053.11 | 1d 12h | $21.66 | +0.86% | signal |
| 127 | short | 2025-11-27 00:00 @ 90,419.91 | 2025-11-29 00:00 @ 90,865.97 | 2d | −$14.64 | -0.58% | signal |
| 126 | short | 2025-11-10 00:00 @ 104,649.77 | 2025-11-12 00:00 @ 103,026.40 | 2d | $37.02 | +1.48% | signal |
| 125 | short | 2025-10-24 00:00 @ 110,003.99 | 2025-10-29 00:00 @ 112,856.07 | 5d | −$65.94 | -2.62% | signal |
| 124 | short | 2025-10-20 12:00 @ 110,947.31 | 2025-10-21 12:00 @ 108,541.10 | 1d | $51.79 | +2.07% | signal |
| 123 | short | 2025-09-29 00:00 @ 112,097.28 | 2025-10-08 00:00 @ 121,310.86 | 9d | −$207.58 | -8.11% | signal |
| 122 | long | 2025-09-20 00:00 @ 115,592.71 | 2025-09-24 12:00 @ 112,959.40 | 4d 12h | −$62.45 | -2.43% | signal |
| 121 | long | 2025-09-15 12:00 @ 115,032.00 | 2025-09-17 00:00 @ 116,723.95 | 1d 12h | $34.56 | +1.35% | signal |
| 120 | short | 2025-09-02 12:00 @ 109,676.66 | 2025-09-04 12:00 @ 110,785.95 | 2d | −$28.06 | -1.09% | signal |
| 119 | long | 2025-08-18 12:00 @ 114,923.08 | 2025-08-23 00:00 @ 116,874.12 | 4d 12h | $39.08 | +1.53% | signal |
| 118 | long | 2025-08-01 12:00 @ 115,269.55 | 2025-08-03 12:00 @ 113,787.24 | 2d | −$36.28 | -1.41% | signal |
| 117 | long | 2025-07-25 12:00 @ 116,527.90 | 2025-07-26 12:00 @ 117,734.55 | 1d | $23.21 | +0.90% | signal |
| 116 | long | 2025-07-01 12:00 @ 106,578.11 | 2025-07-02 12:00 @ 107,418.21 | 1d | $17.45 | +0.68% | signal |
| 115 | long | 2025-06-12 12:00 @ 106,884.27 | 2025-06-16 00:00 @ 105,513.59 | 3d 12h | −$35.90 | -1.40% | signal |
| 114 | long | 2025-06-06 00:00 @ 101,478.99 | 2025-06-07 00:00 @ 104,219.25 | 1d | $66.61 | +2.61% | signal |
| 113 | long | 2025-05-29 00:00 @ 107,744.64 | 2025-06-02 00:00 @ 105,562.18 | 4d | −$55.92 | -2.18% | signal |
| 112 | long | 2025-05-15 12:00 @ 102,355.77 | 2025-05-16 00:00 @ 103,693.46 | 12h | $30.84 | +1.20% | signal |
| 111 | long | 2025-05-13 00:00 @ 102,759.85 | 2025-05-14 00:00 @ 104,061.18 | 1d | $29.13 | +1.14% | signal |
| 110 | long | 2025-05-04 12:00 @ 95,395.08 | 2025-05-07 00:00 @ 96,779.54 | 2d 12h | $34.11 | +1.34% | signal |
| 109 | short | 2025-04-22 00:00 @ 87,448.51 | 2025-04-27 12:00 @ 93,889.87 | 5d 12h | −$193.89 | -7.48% | signal |
| 108 | short | 2025-04-13 00:00 @ 85,220.85 | 2025-04-14 00:00 @ 83,730.54 | 1d | $43.18 | +1.67% | signal |
| 107 | short | 2025-04-02 00:00 @ 85,103.98 | 2025-04-03 00:00 @ 82,501.60 | 1d | $75.88 | +2.96% | signal |
| 106 | short | 2025-03-24 00:00 @ 86,026.89 | 2025-03-27 00:00 @ 86,891.27 | 3d | −$28.48 | -1.11% | signal |
| 105 | short | 2025-03-20 00:00 @ 86,792.44 | 2025-03-21 00:00 @ 84,200.44 | 1d | $73.85 | +2.89% | signal |
| 104 | short | 2025-03-03 00:00 @ 94,203.16 | 2025-03-04 00:00 @ 86,210.54 | 1d | $209.63 | +8.39% | signal |
| 103 | short | 2025-02-20 00:00 @ 96,578.58 | 2025-02-22 00:00 @ 96,147.23 | 2d | $9.05 | +0.36% | signal |
| 102 | long | 2025-02-01 12:00 @ 102,000.40 | 2025-02-04 00:00 @ 101,273.34 | 2d 12h | −$21.26 | -0.85% | signal |
| 101 | long | 2025-01-27 00:00 @ 102,580.51 | 2025-01-28 12:00 @ 102,697.36 | 1d 12h | −$0.31 | -0.01% | signal |
| 100 | long | 2025-01-13 12:00 @ 90,845.67 | 2025-01-14 00:00 @ 94,466.50 | 12h | $96.21 | +3.88% | signal |
| 99 | long | 2025-01-08 12:00 @ 95,112.82 | 2025-01-10 12:00 @ 95,011.49 | 2d | −$5.91 | -0.24% | signal |
| 98 | long | 2024-12-31 00:00 @ 92,777.85 | 2024-12-31 12:00 @ 94,183.56 | 12h | $34.44 | +1.39% | signal |
| 97 | long | 2024-12-19 00:00 @ 100,201.24 | 2024-12-21 12:00 @ 98,205.75 | 2d 12h | −$53.66 | -2.16% | signal |
| 96 | long | 2024-11-26 00:00 @ 93,082.61 | 2024-11-28 00:00 @ 95,886.02 | 2d | $68.66 | +2.78% | signal |
| 95 | long | 2024-11-01 12:00 @ 70,038.70 | 2024-11-05 12:00 @ 68,774.74 | 4d | −$50.13 | -2.02% | signal |
| 94 | long | 2024-10-23 12:00 @ 66,419.38 | 2024-10-24 12:00 @ 67,262.84 | 1d | $28.16 | +1.14% | signal |
| 93 | long | 2024-09-30 12:00 @ 63,807.16 | 2024-10-04 12:00 @ 61,410.72 | 4d | −$98.31 | -3.94% | signal |
| 92 | short | 2024-09-10 00:00 @ 56,998.70 | 2024-09-16 00:00 @ 59,112.32 | 6d | −$97.11 | -3.85% | signal |
| 91 | short | 2024-08-18 12:00 @ 59,979.30 | 2024-08-19 00:00 @ 58,401.78 | 12h | $63.35 | +2.53% | signal |
| 90 | short | 2024-08-09 00:00 @ 61,647.47 | 2024-08-11 00:00 @ 60,901.98 | 2d | $27.85 | +1.11% | signal |
| 89 | long | 2024-08-01 00:00 @ 64,614.72 | 2024-08-07 00:00 @ 55,980.10 | 6d | −$351.28 | -13.58% | signal |
| 88 | long | 2024-07-24 00:00 @ 65,929.48 | 2024-07-26 00:00 @ 65,759.85 | 2d | −$10.79 | -0.42% | signal |
| 87 | short | 2024-07-14 00:00 @ 59,162.07 | 2024-07-18 00:00 @ 64,068.61 | 4d | −$221.10 | -8.36% | signal |
| 86 | short | 2024-07-01 00:00 @ 62,753.55 | 2024-07-03 00:00 @ 62,135.92 | 2d | $24.92 | +0.94% | signal |
| 85 | long | 2024-06-11 12:00 @ 66,932.98 | 2024-06-13 00:00 @ 68,256.65 | 1d 12h | $48.22 | +1.84% | signal |
| 84 | long | 2024-05-09 00:00 @ 61,170.13 | 2024-05-10 00:00 @ 63,037.39 | 1d | $76.51 | +2.93% | signal |
| 83 | long | 2024-04-25 12:00 @ 63,839.77 | 2024-04-30 00:00 @ 63,829.63 | 4d 12h | −$4.21 | -0.16% | signal |
| 82 | long | 2024-04-18 00:00 @ 61,266.75 | 2024-04-19 00:00 @ 63,432.31 | 1d | $88.52 | +3.42% | signal |
| 81 | long | 2024-04-14 00:00 @ 63,952.49 | 2024-04-15 12:00 @ 65,835.43 | 1d 12h | $71.91 | +2.80% | signal |
| 80 | long | 2024-04-02 12:00 @ 65,697.34 | 2024-04-04 12:00 @ 66,348.23 | 2d | $21.10 | +0.82% | signal |
| 79 | long | 2024-03-19 12:00 @ 63,149.73 | 2024-03-21 00:00 @ 67,862.82 | 1d 12h | $183.50 | +7.29% | signal |
| 78 | long | 2024-03-15 12:00 @ 67,831.86 | 2024-03-18 00:00 @ 68,434.21 | 2d 12h | $16.65 | +0.66% | signal |
| 77 | long | 2024-02-24 00:00 @ 50,782.05 | 2024-02-25 00:00 @ 51,591.78 | 1d | $36.64 | +1.46% | signal |
| 76 | long | 2024-02-21 12:00 @ 50,998.40 | 2024-02-22 00:00 @ 51,867.52 | 12h | $39.73 | +1.59% | signal |
| 75 | long | 2024-02-05 00:00 @ 42,578.81 | 2024-02-05 12:00 @ 43,172.16 | 12h | $31.63 | +1.27% | signal |
| 74 | long | 2024-02-01 12:00 @ 42,084.22 | 2024-02-02 00:00 @ 43,063.99 | 12h | $54.80 | +2.22% | signal |
| 73 | long | 2024-01-22 12:00 @ 40,817.66 | 2024-01-24 12:00 @ 40,187.06 | 2d | −$42.26 | -1.70% | signal |
| 72 | long | 2024-01-19 00:00 @ 41,331.46 | 2024-01-21 00:00 @ 41,683.46 | 2d | $17.12 | +0.69% | signal |
| 71 | long | 2024-01-13 00:00 @ 42,797.56 | 2024-01-15 12:00 @ 42,691.46 | 2d 12h | −$10.60 | -0.43% | signal |
| 70 | long | 2023-12-25 00:00 @ 43,017.00 | 2023-12-26 00:00 @ 43,603.18 | 1d | $29.77 | +1.20% | signal |
| 69 | long | 2023-12-18 00:00 @ 41,404.88 | 2023-12-19 00:00 @ 42,663.27 | 1d | $71.17 | +2.90% | signal |
| 68 | long | 2023-12-11 12:00 @ 42,355.07 | 2023-12-14 00:00 @ 42,866.43 | 2d 12h | $25.31 | +1.03% | signal |
| 67 | long | 2023-11-27 12:00 @ 37,030.70 | 2023-11-29 00:00 @ 37,804.44 | 1d 12h | $47.48 | +1.95% | signal |
| 66 | long | 2023-11-22 00:00 @ 35,744.15 | 2023-11-23 00:00 @ 37,406.02 | 1d | $108.85 | +4.52% | signal |
| 65 | long | 2023-11-14 00:00 @ 36,493.50 | 2023-11-16 00:00 @ 37,877.92 | 2d | $86.32 | +3.61% | signal |
| 64 | short | 2023-10-16 00:00 @ 27,134.37 | 2023-10-19 00:00 @ 28,312.86 | 3d | −$107.21 | -4.44% | signal |
| 63 | short | 2023-10-01 12:00 @ 27,168.77 | 2023-10-03 00:00 @ 27,483.20 | 1d 12h | −$30.41 | -1.25% | signal |
| 62 | short | 2023-09-27 12:00 @ 26,750.35 | 2023-09-28 00:00 @ 26,364.87 | 12h | $32.45 | +1.34% | signal |
| 61 | short | 2023-09-18 12:00 @ 27,179.16 | 2023-09-20 12:00 @ 27,090.92 | 2d | $5.08 | +0.21% | signal |
| 60 | short | 2023-09-15 00:00 @ 26,505.00 | 2023-09-18 00:00 @ 26,519.50 | 3d | −$3.78 | -0.16% | signal |
| 59 | short | 2023-09-08 00:00 @ 26,235.45 | 2023-09-08 12:00 @ 25,834.07 | 12h | $34.40 | +1.43% | signal |
| 58 | short | 2023-08-30 00:00 @ 27,694.56 | 2023-09-01 00:00 @ 25,933.19 | 2d | $149.10 | +6.29% | signal |
| 57 | long | 2023-08-16 00:00 @ 29,161.63 | 2023-08-20 12:00 @ 26,158.57 | 4d 12h | −$254.25 | -10.45% | signal |
| 56 | long | 2023-08-13 12:00 @ 29,379.87 | 2023-08-14 12:00 @ 29,393.92 | 1d | −$2.00 | -0.08% | signal |
| 55 | long | 2023-08-05 12:00 @ 29,046.41 | 2023-08-07 00:00 @ 29,070.08 | 1d 12h | −$1.42 | -0.06% | signal |
| 54 | long | 2023-08-01 12:00 @ 28,858.67 | 2023-08-02 00:00 @ 29,695.26 | 12h | $67.35 | +2.79% | signal |
| 53 | long | 2023-07-25 12:00 @ 29,123.42 | 2023-07-27 00:00 @ 29,330.13 | 1d 12h | $13.86 | +0.57% | signal |
| 52 | long | 2023-07-17 12:00 @ 30,151.03 | 2023-07-19 12:00 @ 29,998.70 | 2d | −$15.57 | -0.64% | signal |
| 51 | short | 2023-06-20 00:00 @ 26,823.23 | 2023-06-26 00:00 @ 30,464.09 | 6d | −$338.27 | -13.52% | signal |
| 50 | short | 2023-06-17 12:00 @ 26,492.20 | 2023-06-19 00:00 @ 26,334.87 | 1d 12h | $13.00 | +0.52% | signal |
| 49 | long | 2023-05-17 12:00 @ 26,631.73 | 2023-05-18 00:00 @ 27,390.22 | 12h | $68.03 | +2.74% | signal |
| 48 | long | 2023-05-08 00:00 @ 28,425.18 | 2023-05-14 00:00 @ 26,757.45 | 6d | −$151.77 | -6.03% | signal |
| 47 | long | 2023-05-01 12:00 @ 28,516.30 | 2023-05-03 00:00 @ 28,650.67 | 1d 12h | $9.12 | +0.36% | signal |
| 46 | long | 2023-04-25 12:00 @ 27,387.68 | 2023-04-26 00:00 @ 28,281.04 | 12h | $78.69 | +3.15% | signal |
| 45 | long | 2023-04-20 12:00 @ 28,607.22 | 2023-04-23 00:00 @ 27,801.64 | 2d 12h | −$74.57 | -2.96% | signal |
| 44 | long | 2023-04-17 12:00 @ 29,564.01 | 2023-04-18 12:00 @ 30,363.63 | 1d | $64.71 | +2.59% | signal |
| 43 | long | 2023-04-04 00:00 @ 27,791.66 | 2023-04-04 12:00 @ 28,269.05 | 12h | $40.44 | +1.62% | signal |
| 42 | long | 2023-03-28 00:00 @ 27,117.42 | 2023-03-29 12:00 @ 28,341.83 | 1d 12h | $108.14 | +4.39% | signal |
| 41 | long | 2023-03-23 00:00 @ 27,239.25 | 2023-03-24 00:00 @ 28,278.34 | 1d | $90.35 | +3.70% | signal |
| 40 | long | 2023-03-08 00:00 @ 22,191.54 | 2023-03-12 00:00 @ 20,443.21 | 4d | −$199.38 | -8.01% | signal |
| 39 | long | 2023-03-03 12:00 @ 22,338.37 | 2023-03-05 12:00 @ 22,375.62 | 2d | $1.45 | +0.06% | signal |
| 38 | long | 2023-02-22 12:00 @ 24,161.23 | 2023-02-27 00:00 @ 23,540.49 | 4d 12h | −$68.36 | -2.73% | signal |
| 37 | long | 2023-02-10 00:00 @ 21,797.66 | 2023-02-12 00:00 @ 21,846.83 | 2d | $1.93 | +0.08% | signal |
| 36 | long | 2023-02-06 00:00 @ 22,933.89 | 2023-02-08 00:00 @ 23,229.45 | 2d | $28.19 | +1.13% | signal |
| 35 | long | 2023-01-25 12:00 @ 22,600.32 | 2023-01-26 00:00 @ 23,055.99 | 12h | $47.38 | +1.90% | signal |
| 34 | short | 2023-01-09 00:00 @ 17,121.18 | 2023-01-16 12:00 @ 20,825.96 | 7d 12h | −$565.19 | -21.50% | signal |
| 33 | short | 2023-01-02 12:00 @ 16,725.05 | 2023-01-04 00:00 @ 16,670.63 | 1d 12h | $6.58 | +0.25% | signal |
| 32 | short | 2022-12-27 00:00 @ 16,909.42 | 2022-12-27 12:00 @ 16,826.96 | 12h | $10.43 | +0.40% | signal |
| 31 | short | 2022-12-13 12:00 @ 17,433.41 | 2022-12-16 00:00 @ 17,355.37 | 2d 12h | $10.86 | +0.41% | signal |
| 30 | short | 2022-12-09 00:00 @ 17,212.56 | 2022-12-11 00:00 @ 17,123.52 | 2d | $11.13 | +0.43% | signal |
| 29 | short | 2022-12-05 12:00 @ 17,298.74 | 2022-12-06 00:00 @ 16,961.59 | 12h | $48.34 | +1.85% | signal |
| 28 | short | 2022-11-30 12:00 @ 16,867.93 | 2022-12-02 12:00 @ 16,990.40 | 2d | −$20.88 | -0.80% | signal |
| 27 | short | 2022-11-24 00:00 @ 16,592.48 | 2022-11-25 12:00 @ 16,526.80 | 1d 12h | $8.15 | +0.31% | signal |
| 26 | long | 2022-11-07 12:00 @ 20,728.54 | 2022-11-11 00:00 @ 17,584.48 | 3d 12h | −$408.10 | -15.05% | signal |
| 25 | short | 2022-10-26 00:00 @ 20,064.29 | 2022-10-28 00:00 @ 20,289.66 | 2d | −$32.92 | -1.21% | signal |
| 24 | short | 2022-10-24 00:00 @ 19,556.69 | 2022-10-25 00:00 @ 19,321.96 | 1d | $30.46 | +1.12% | signal |
| 23 | short | 2022-10-17 12:00 @ 19,448.91 | 2022-10-19 00:00 @ 19,324.76 | 1d 12h | $15.58 | +0.58% | signal |
| 22 | short | 2022-10-04 12:00 @ 19,926.01 | 2022-10-07 00:00 @ 19,957.99 | 2d 12h | −$5.14 | -0.19% | signal |
| 21 | short | 2022-09-27 12:00 @ 20,216.96 | 2022-09-28 00:00 @ 19,073.91 | 12h | $148.72 | +5.56% | signal |
| 20 | short | 2022-09-09 12:00 @ 20,927.51 | 2022-09-14 00:00 @ 20,166.63 | 4d 12h | $97.03 | +3.66% | signal |
| 19 | short | 2022-08-11 12:00 @ 24,542.29 | 2022-08-12 12:00 @ 23,667.93 | 1d | $91.34 | +3.48% | signal |
| 18 | short | 2022-08-08 12:00 @ 24,155.07 | 2022-08-09 12:00 @ 23,262.35 | 1d | $94.31 | +3.62% | signal |
| 17 | short | 2022-07-28 00:00 @ 22,936.51 | 2022-07-31 00:00 @ 23,634.73 | 3d | −$80.06 | -3.05% | signal |
| 16 | short | 2022-07-17 12:00 @ 21,446.41 | 2022-07-18 00:00 @ 20,798.56 | 12h | $76.28 | +2.93% | signal |
| 15 | short | 2022-07-08 00:00 @ 21,610.18 | 2022-07-10 12:00 @ 21,298.86 | 2d 12h | $36.50 | +1.41% | signal |
| 14 | short | 2022-07-04 12:00 @ 19,790.24 | 2022-07-05 12:00 @ 19,518.20 | 1d | $33.42 | +1.29% | signal |
| 13 | short | 2022-06-25 12:00 @ 21,324.93 | 2022-06-27 00:00 @ 21,033.31 | 1d 12h | $33.48 | +1.30% | signal |
| 12 | short | 2022-06-06 12:00 @ 31,385.82 | 2022-06-07 12:00 @ 29,510.50 | 1d | $149.52 | +5.89% | signal |
| 11 | short | 2022-05-30 00:00 @ 29,446.71 | 2022-06-02 00:00 @ 29,802.86 | 3d | −$30.94 | -1.21% | signal |
| 10 | short | 2022-05-23 12:00 @ 30,387.72 | 2022-05-24 00:00 @ 29,103.62 | 12h | $104.31 | +4.14% | signal |
| 9 | short | 2022-05-16 00:00 @ 31,318.04 | 2022-05-16 12:00 @ 29,945.59 | 12h | $107.32 | +4.30% | signal |
| 8 | long | 2022-04-06 12:00 @ 44,811.46 | 2022-04-14 00:00 @ 41,121.57 | 7d 12h | −$214.67 | -8.43% | signal |
| 7 | long | 2022-04-01 00:00 @ 45,515.00 | 2022-04-02 00:00 @ 46,256.95 | 1d | $38.14 | +1.50% | signal |
| 6 | short | 2022-03-17 00:00 @ 41,097.68 | 2022-03-18 12:00 @ 40,388.78 | 1d 12h | $42.14 | +1.67% | signal |
| 5 | short | 2022-03-09 12:00 @ 42,141.57 | 2022-03-10 12:00 @ 39,063.11 | 1d | $179.66 | +7.24% | signal |
| 4 | short | 2022-03-01 00:00 @ 43,146.37 | 2022-03-03 12:00 @ 43,385.98 | 2d 12h | −$14.69 | -0.59% | signal |
| 3 | short | 2022-02-15 12:00 @ 44,205.46 | 2022-02-17 12:00 @ 43,166.93 | 2d | $57.00 | +2.31% | signal |
| 2 | short | 2022-02-05 00:00 @ 41,541.69 | 2022-02-11 00:00 @ 43,479.99 | 6d | −$116.13 | -4.64% | signal |
| 1 | short | 2022-01-12 00:00 @ 42,692.15 | 2022-01-14 00:00 @ 42,547.23 | 2d | $5.89 | +0.24% | 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.