[Famous-Q] Connors RSI(2)
public
@djgambhirBTCUSDT · 4h · 2021-12-31 → 2026-08-31 · 10,227 bars in 8.0ms
Underperformed the market. Holding BTCUSDT returned +63.63% over the same period, against this strategy’s -10.64%.
Net P&L
-10.64%
−$1,063.79
Max drawdown
-15.81%
Max run-up
+7.13%
Trades
433
62.1% win rate
Profit factor
0.85
2021-12-31drawdown · worst -15.81%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -7.38% | -14.58% | 263 | 64% |
| Validation | 2024-10-19 → 2025-09-25 | -4.24% | -5.40% | 80 | 61% |
| Out-of-sample | 2025-09-25 → 2026-08-31 | -0.41% | -3.06% | 89 | 57% |
Risk-adjusted
- Sharpe
- -0.42
- Sortino
- -0.57
- Calmar
- -0.15
- Return ÷ max drawdown
- -0.67
- CAGR
- -2.38%
- Exposure
- 18.2%
Per trade
- Expectancy
- −$2.46 · -0.10%
- Average win / loss
- $23.30 / −$44.70
- Payoff ratio
- 0.52
- Largest win / loss
- $193.59 / −$410.91
- Longest losing streak(winning: 14)
- 4 trades
Drawdown over time
- Max drawdown
- -15.81%
- Longest time under water(still going at the end)
- 1679 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$1,003.37
- Funding
- −$31.48
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 199
- Benchmark(buy and hold)
- +63.63%
Monte Carlo
1,000 alternative histories, each 433 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 | -26.76% | -10.48% | +7.79% |
| Max drawdown | -29.74% | -16.65% | -7.65% |
84% of histories lost money, and 54% had a deeper drawdown than this run’s -15.81%. 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
433 trades · 1–200 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | short | 2021-12-31 16:00 @ 47,995.16 | 2021-12-31 20:00 @ 45,716.76 | 4h | $116.48 | +4.66% | signal |
| 2 | short | 2022-01-04 16:00 @ 46,915.89 | 2022-01-04 20:00 @ 46,067.30 | 4h | $43.49 | +1.72% | signal |
| 3 | short | 2022-01-12 16:00 @ 43,541.29 | 2022-01-13 04:00 @ 43,509.88 | 12h | −$1.03 | -0.04% | signal |
| 4 | short | 2022-01-15 20:00 @ 43,488.15 | 2022-01-16 00:00 @ 43,079.12 | 4h | $21.36 | +0.84% | signal |
| 5 | short | 2022-01-20 16:00 @ 43,267.09 | 2022-01-21 00:00 @ 40,670.19 | 8h | $150.54 | +5.91% | signal |
| 6 | short | 2022-01-25 20:00 @ 37,032.58 | 2022-01-26 20:00 @ 37,556.30 | 1d | −$39.27 | -1.52% | signal |
| 7 | short | 2022-01-29 04:00 @ 37,707.46 | 2022-01-29 16:00 @ 37,551.30 | 12h | $8.22 | +0.32% | signal |
| 8 | short | 2022-01-31 20:00 @ 38,392.33 | 2022-02-01 12:00 @ 38,410.54 | 16h | −$3.74 | -0.15% | signal |
| 9 | short | 2022-02-04 08:00 @ 37,851.43 | 2022-02-06 00:00 @ 41,382.95 | 1d 16h | −$242.02 | -9.40% | signal |
| 10 | long | 2022-02-11 04:00 @ 43,319.53 | 2022-02-11 16:00 @ 43,640.13 | 12h | $16.21 | +0.64% | signal |
| 11 | long | 2022-02-12 00:00 @ 42,374.46 | 2022-02-12 12:00 @ 42,377.53 | 12h | −$2.84 | -0.11% | signal |
| 12 | long | 2022-02-17 16:00 @ 41,916.18 | 2022-02-19 04:00 @ 40,099.68 | 1d 12h | −$111.92 | -4.45% | signal |
| 13 | short | 2022-02-21 08:00 @ 39,258.15 | 2022-02-21 12:00 @ 37,557.51 | 4h | $105.27 | +4.23% | signal |
| 14 | short | 2022-02-23 00:00 @ 38,204.46 | 2022-02-23 04:00 @ 37,737.95 | 4h | $28.15 | +1.12% | signal |
| 15 | short | 2022-02-24 20:00 @ 37,264.85 | 2022-02-25 20:00 @ 38,675.03 | 1d | −$97.56 | -3.87% | signal |
| 16 | long | 2022-03-03 16:00 @ 42,558.01 | 2022-03-05 16:00 @ 39,125.97 | 2d | −$205.26 | -8.22% | signal |
| 17 | short | 2022-03-07 16:00 @ 39,054.49 | 2022-03-07 20:00 @ 37,297.46 | 4h | $107.60 | +4.40% | signal |
| 18 | short | 2022-03-15 20:00 @ 39,722.75 | 2022-03-16 04:00 @ 39,145.73 | 8h | $33.72 | +1.36% | signal |
| 19 | long | 2022-03-20 12:00 @ 41,596.22 | 2022-03-21 12:00 @ 41,210.56 | 1d | −$25.95 | -1.05% | signal |
| 20 | long | 2022-03-30 16:00 @ 47,160.43 | 2022-03-31 08:00 @ 47,130.57 | 16h | −$4.54 | -0.18% | signal |
| 21 | long | 2022-03-31 16:00 @ 46,459.39 | 2022-04-01 16:00 @ 46,514.30 | 1d | −$0.21 | -0.01% | signal |
| 22 | long | 2022-04-02 20:00 @ 46,108.32 | 2022-04-03 08:00 @ 46,354.43 | 12h | $10.48 | +0.42% | signal |
| 23 | long | 2022-04-04 04:00 @ 45,999.50 | 2022-04-05 00:00 @ 46,571.58 | 20h | $27.82 | +1.12% | signal |
| 24 | long | 2022-04-05 16:00 @ 45,749.65 | 2022-04-07 12:00 @ 43,731.15 | 1d 20h | −$113.46 | -4.57% | signal |
| 25 | short | 2022-04-18 20:00 @ 40,662.27 | 2022-04-19 12:00 @ 40,669.63 | 16h | −$2.50 | -0.10% | signal |
| 26 | short | 2022-04-19 16:00 @ 41,423.81 | 2022-04-20 08:00 @ 41,333.87 | 16h | $2.99 | +0.12% | signal |
| 27 | short | 2022-04-20 12:00 @ 42,062.29 | 2022-04-20 16:00 @ 41,255.25 | 4h | $44.68 | +1.82% | signal |
| 28 | short | 2022-04-21 12:00 @ 42,409.52 | 2022-04-21 20:00 @ 41,216.84 | 8h | $67.07 | +2.72% | signal |
| 29 | short | 2022-04-25 20:00 @ 40,195.96 | 2022-04-26 16:00 @ 38,554.71 | 20h | $99.47 | +4.01% | signal |
| 30 | short | 2022-04-28 12:00 @ 39,658.67 | 2022-04-29 04:00 @ 39,536.11 | 16h | $5.75 | +0.23% | signal |
| 31 | short | 2022-05-04 12:00 @ 38,979.70 | 2022-05-05 12:00 @ 39,506.90 | 1d | −$35.70 | -1.42% | signal |
| 32 | short | 2022-05-13 04:00 @ 30,558.29 | 2022-05-13 20:00 @ 30,082.02 | 16h | $36.63 | +1.46% | signal |
| 33 | short | 2022-05-16 00:00 @ 31,318.04 | 2022-05-16 04:00 @ 30,320.96 | 4h | $77.68 | +3.09% | signal |
| 34 | short | 2022-05-19 16:00 @ 30,380.32 | 2022-05-20 16:00 @ 29,147.23 | 1d | $100.88 | +3.99% | signal |
| 35 | short | 2022-05-22 12:00 @ 29,885.12 | 2022-05-23 20:00 @ 29,068.41 | 1d 8h | $68.32 | +2.67% | signal |
| 36 | short | 2022-05-25 00:00 @ 29,637.07 | 2022-05-25 12:00 @ 29,409.38 | 12h | $17.55 | +0.68% | signal |
| 37 | short | 2022-05-29 12:00 @ 29,198.16 | 2022-05-31 20:00 @ 31,624.82 | 2d 8h | −$214.88 | -8.34% | signal |
| 38 | short | 2022-06-03 00:00 @ 30,431.01 | 2022-06-03 12:00 @ 29,749.95 | 12h | $53.84 | +2.13% | signal |
| 39 | short | 2022-06-05 20:00 @ 30,030.29 | 2022-06-07 00:00 @ 31,367.47 | 1d 4h | −$114.83 | -4.53% | signal |
| 40 | short | 2022-06-16 00:00 @ 22,562.99 | 2022-06-16 08:00 @ 21,753.25 | 8h | $87.41 | +3.49% | signal |
| 41 | short | 2022-06-19 20:00 @ 20,107.08 | 2022-06-20 04:00 @ 19,970.69 | 8h | $14.66 | +0.58% | signal |
| 42 | short | 2022-06-23 12:00 @ 20,625.37 | 2022-06-24 16:00 @ 20,879.68 | 1d 4h | −$33.43 | -1.32% | signal |
| 43 | short | 2022-06-25 08:00 @ 21,491.20 | 2022-06-25 16:00 @ 20,963.19 | 8h | $59.78 | +2.37% | signal |
| 44 | short | 2022-07-04 12:00 @ 19,790.24 | 2022-07-05 12:00 @ 19,518.20 | 1d | $32.83 | +1.29% | signal |
| 45 | short | 2022-07-07 00:00 @ 20,550.09 | 2022-07-08 12:00 @ 21,582.12 | 1d 12h | −$129.61 | -5.09% | signal |
| 46 | long | 2022-07-18 00:00 @ 20,798.56 | 2022-07-18 04:00 @ 21,269.85 | 4h | $54.19 | +2.15% | signal |
| 47 | long | 2022-07-21 04:00 @ 22,778.95 | 2022-07-21 20:00 @ 23,188.36 | 16h | $42.39 | +1.68% | signal |
| 48 | long | 2022-07-23 12:00 @ 22,231.25 | 2022-07-24 00:00 @ 22,435.61 | 12h | $20.54 | +0.81% | signal |
| 49 | long | 2022-07-25 04:00 @ 21,862.47 | 2022-07-27 00:00 @ 21,236.75 | 1d 20h | −$75.96 | -2.99% | signal |
| 50 | long | 2022-08-01 00:00 @ 23,294.76 | 2022-08-01 16:00 @ 23,310.44 | 16h | −$1.33 | -0.05% | signal |
| 51 | long | 2022-08-04 20:00 @ 22,443.59 | 2022-08-05 04:00 @ 23,153.87 | 8h | $77.30 | +3.06% | signal |
| 52 | long | 2022-08-07 00:00 @ 22,947.79 | 2022-08-07 12:00 @ 23,021.59 | 12h | $5.40 | +0.21% | signal |
| 53 | long | 2022-08-09 12:00 @ 23,262.35 | 2022-08-10 12:00 @ 23,103.68 | 1d | −$20.14 | -0.79% | signal |
| 54 | long | 2022-08-12 00:00 @ 23,922.08 | 2022-08-12 16:00 @ 23,961.91 | 16h | $1.42 | +0.06% | signal |
| 55 | long | 2022-08-16 16:00 @ 23,890.98 | 2022-08-17 04:00 @ 23,992.20 | 12h | $8.13 | +0.32% | signal |
| 56 | long | 2022-08-17 16:00 @ 23,390.38 | 2022-08-18 08:00 @ 23,397.82 | 16h | −$2.18 | -0.09% | signal |
| 57 | long | 2022-08-19 00:00 @ 23,189.64 | 2022-08-20 08:00 @ 21,290.94 | 1d 8h | −$210.77 | -8.29% | signal |
| 58 | short | 2022-08-21 12:00 @ 21,510.10 | 2022-08-22 04:00 @ 21,410.78 | 16h | $8.73 | +0.35% | signal |
| 59 | short | 2022-08-24 20:00 @ 21,691.56 | 2022-08-25 00:00 @ 21,359.27 | 4h | $35.70 | +1.43% | signal |
| 60 | short | 2022-09-02 16:00 @ 20,340.73 | 2022-09-02 20:00 @ 19,903.28 | 4h | $51.42 | +2.06% | signal |
| 61 | short | 2022-09-08 00:00 @ 19,283.14 | 2022-09-08 16:00 @ 19,244.35 | 16h | $2.65 | +0.11% | signal |
| 62 | short | 2022-09-09 04:00 @ 19,932.01 | 2022-09-10 08:00 @ 21,279.26 | 1d 4h | −$171.75 | -6.83% | signal |
| 63 | short | 2022-09-18 00:00 @ 20,097.98 | 2022-09-18 12:00 @ 19,919.18 | 12h | $19.88 | +0.80% | signal |
| 64 | short | 2022-09-26 20:00 @ 19,187.06 | 2022-09-27 16:00 @ 19,889.28 | 20h | −$92.84 | -3.75% | signal |
| 65 | short | 2022-09-28 20:00 @ 19,530.79 | 2022-09-29 08:00 @ 19,357.07 | 12h | $19.52 | +0.80% | signal |
| 66 | short | 2022-10-03 16:00 @ 19,326.13 | 2022-10-05 12:00 @ 20,030.11 | 1d 20h | −$90.52 | -3.68% | signal |
| 67 | long | 2022-10-07 00:00 @ 19,957.99 | 2022-10-07 12:00 @ 19,986.30 | 12h | $0.53 | +0.02% | signal |
| 68 | short | 2022-10-09 16:00 @ 19,520.60 | 2022-10-10 00:00 @ 19,433.89 | 8h | $8.44 | +0.35% | signal |
| 69 | short | 2022-10-13 00:00 @ 19,144.27 | 2022-10-13 04:00 @ 19,084.52 | 4h | $5.36 | +0.22% | signal |
| 70 | short | 2022-10-16 20:00 @ 19,365.93 | 2022-10-17 04:00 @ 19,182.14 | 8h | $20.73 | +0.85% | signal |
| 71 | short | 2022-10-22 16:00 @ 19,219.96 | 2022-10-23 04:00 @ 19,192.64 | 12h | $1.13 | +0.05% | signal |
| 72 | long | 2022-10-27 16:00 @ 20,558.21 | 2022-10-28 16:00 @ 20,469.11 | 1d | −$13.12 | -0.54% | signal |
| 73 | long | 2022-10-31 00:00 @ 20,619.62 | 2022-10-31 12:00 @ 20,717.96 | 12h | $9.06 | +0.37% | signal |
| 74 | long | 2022-11-02 20:00 @ 20,245.25 | 2022-11-03 08:00 @ 20,289.64 | 12h | $2.85 | +0.12% | signal |
| 75 | long | 2022-11-06 08:00 @ 21,189.44 | 2022-11-07 20:00 @ 20,832.23 | 1d 12h | −$44.70 | -1.83% | signal |
| 76 | long | 2022-11-08 04:00 @ 20,144.63 | 2022-11-10 08:00 @ 16,736.15 | 2d 4h | −$410.91 | -16.89% | signal |
| 77 | short | 2022-11-18 04:00 @ 16,842.33 | 2022-11-18 16:00 @ 16,690.04 | 12h | $18.81 | +0.81% | signal |
| 78 | short | 2022-11-22 16:00 @ 16,229.55 | 2022-11-23 16:00 @ 16,419.18 | 1d | −$28.99 | -1.24% | signal |
| 79 | short | 2022-11-24 04:00 @ 16,699.46 | 2022-11-24 12:00 @ 16,570.41 | 8h | $15.72 | +0.68% | signal |
| 80 | short | 2022-11-26 04:00 @ 16,611.58 | 2022-11-26 16:00 @ 16,509.70 | 12h | $11.92 | +0.51% | signal |
| 81 | short | 2022-11-29 08:00 @ 16,452.71 | 2022-11-30 00:00 @ 16,436.59 | 16h | $0.04 | +0.00% | signal |
| 82 | short | 2022-11-30 04:00 @ 16,833.43 | 2022-12-01 12:00 @ 17,100.32 | 1d 8h | −$39.14 | -1.68% | signal |
| 83 | short | 2022-12-05 00:00 @ 17,096.08 | 2022-12-05 16:00 @ 17,077.21 | 16h | $0.14 | +0.01% | signal |
| 84 | short | 2022-12-07 00:00 @ 17,075.28 | 2022-12-07 08:00 @ 16,758.75 | 8h | $40.98 | +1.76% | signal |
| 85 | short | 2022-12-08 16:00 @ 16,904.32 | 2022-12-09 16:00 @ 17,173.73 | 1d | −$39.44 | -1.69% | signal |
| 86 | long | 2022-12-12 04:00 @ 16,912.38 | 2022-12-12 16:00 @ 16,996.60 | 12h | $9.19 | +0.40% | signal |
| 87 | long | 2022-12-15 16:00 @ 17,427.48 | 2022-12-16 08:00 @ 17,493.10 | 16h | $6.20 | +0.27% | signal |
| 88 | long | 2022-12-16 16:00 @ 16,965.19 | 2022-12-17 16:00 @ 16,688.96 | 1d | −$40.41 | -1.74% | signal |
| 89 | short | 2022-12-26 04:00 @ 16,883.82 | 2022-12-26 16:00 @ 16,804.46 | 12h | $8.47 | +0.37% | signal |
| 90 | short | 2022-12-30 00:00 @ 16,626.97 | 2022-12-30 04:00 @ 16,597.22 | 4h | $2.07 | +0.09% | signal |
| 91 | short | 2023-01-01 20:00 @ 16,592.78 | 2023-01-03 00:00 @ 16,669.23 | 1d 4h | −$13.10 | -0.56% | signal |
| 92 | short | 2023-01-04 04:00 @ 16,852.53 | 2023-01-04 20:00 @ 16,839.27 | 16h | −$0.30 | -0.01% | signal |
| 93 | short | 2023-01-05 20:00 @ 16,852.93 | 2023-01-06 00:00 @ 16,827.16 | 4h | $1.23 | +0.05% | signal |
| 94 | long | 2023-01-18 20:00 @ 20,909.18 | 2023-01-19 16:00 @ 20,866.63 | 20h | −$7.50 | -0.32% | signal |
| 95 | long | 2023-01-23 04:00 @ 22,662.13 | 2023-01-23 12:00 @ 22,901.82 | 8h | $21.94 | +0.95% | signal |
| 96 | long | 2023-01-30 12:00 @ 23,079.82 | 2023-01-31 08:00 @ 22,963.11 | 20h | −$14.52 | -0.63% | signal |
| 97 | long | 2023-02-01 16:00 @ 22,980.20 | 2023-02-01 20:00 @ 23,375.12 | 4h | $37.27 | +1.61% | signal |
| 98 | long | 2023-02-03 00:00 @ 23,497.70 | 2023-02-03 16:00 @ 23,596.38 | 16h | $6.98 | +0.30% | signal |
| 99 | long | 2023-02-05 16:00 @ 23,098.82 | 2023-02-06 16:00 @ 23,035.89 | 1d | −$9.37 | -0.40% | signal |
| 100 | long | 2023-02-08 16:00 @ 22,866.97 | 2023-02-11 08:00 @ 21,677.56 | 2d 16h | −$125.07 | -5.37% | signal |
| 101 | short | 2023-02-12 16:00 @ 21,927.01 | 2023-02-13 00:00 @ 21,775.35 | 8h | $13.65 | +0.59% | signal |
| 102 | short | 2023-02-14 16:00 @ 22,028.99 | 2023-02-15 08:00 @ 22,101.82 | 16h | −$9.64 | -0.42% | signal |
| 103 | long | 2023-02-17 00:00 @ 23,531.31 | 2023-02-17 16:00 @ 24,126.47 | 16h | $55.31 | +2.41% | signal |
| 104 | long | 2023-02-22 04:00 @ 24,203.54 | 2023-02-23 00:00 @ 24,166.47 | 20h | −$6.31 | -0.27% | signal |
| 105 | long | 2023-02-24 16:00 @ 23,341.77 | 2023-02-26 00:00 @ 23,141.57 | 1d 8h | −$22.27 | -0.96% | signal |
| 106 | short | 2023-03-05 16:00 @ 22,420.02 | 2023-03-06 04:00 @ 22,382.48 | 12h | $1.73 | +0.08% | signal |
| 107 | short | 2023-03-06 16:00 @ 22,539.09 | 2023-03-06 20:00 @ 22,387.38 | 4h | $13.34 | +0.58% | signal |
| 108 | short | 2023-03-11 04:00 @ 20,377.22 | 2023-03-11 08:00 @ 19,848.37 | 4h | $57.61 | +2.50% | signal |
| 109 | short | 2023-03-13 00:00 @ 21,981.80 | 2023-03-15 00:00 @ 24,687.44 | 2d | −$286.19 | -12.33% | signal |
| 110 | long | 2023-03-16 00:00 @ 24,292.76 | 2023-03-16 08:00 @ 24,609.58 | 8h | $26.86 | +1.19% | signal |
| 111 | long | 2023-03-24 12:00 @ 27,563.91 | 2023-03-25 16:00 @ 27,625.87 | 1d 4h | $2.58 | +0.11% | signal |
| 112 | long | 2023-03-27 16:00 @ 26,892.68 | 2023-03-28 12:00 @ 27,041.39 | 20h | $10.24 | +0.45% | signal |
| 113 | long | 2023-03-30 20:00 @ 27,976.99 | 2023-03-31 16:00 @ 28,482.90 | 20h | $38.51 | +1.70% | signal |
| 114 | long | 2023-04-02 16:00 @ 28,115.72 | 2023-04-03 12:00 @ 28,237.65 | 20h | $7.46 | +0.33% | signal |
| 115 | long | 2023-04-06 08:00 @ 27,902.28 | 2023-04-06 16:00 @ 28,073.68 | 8h | $11.60 | +0.51% | signal |
| 116 | long | 2023-04-07 08:00 @ 27,827.66 | 2023-04-07 16:00 @ 27,924.61 | 8h | $5.68 | +0.25% | signal |
| 117 | long | 2023-04-12 20:00 @ 29,795.46 | 2023-04-13 04:00 @ 30,051.19 | 8h | $17.10 | +0.75% | signal |
| 118 | long | 2023-04-16 00:00 @ 30,286.46 | 2023-04-16 08:00 @ 30,324.73 | 8h | $0.44 | +0.02% | signal |
| 119 | long | 2023-04-17 04:00 @ 29,972.49 | 2023-04-18 08:00 @ 29,750.85 | 1d 4h | −$19.63 | -0.86% | signal |
| 120 | long | 2023-04-19 12:00 @ 29,305.86 | 2023-04-22 16:00 @ 27,471.60 | 3d 4h | −$145.96 | -6.41% | signal |
| 121 | short | 2023-04-22 20:00 @ 27,599.08 | 2023-04-23 12:00 @ 27,638.33 | 16h | −$5.31 | -0.24% | signal |
| 122 | short | 2023-04-26 00:00 @ 28,281.04 | 2023-04-26 20:00 @ 27,877.47 | 20h | $30.07 | +1.34% | signal |
| 123 | long | 2023-04-29 20:00 @ 29,227.94 | 2023-04-30 08:00 @ 29,246.05 | 12h | −$0.93 | -0.04% | signal |
| 124 | short | 2023-05-02 16:00 @ 28,515.30 | 2023-05-03 12:00 @ 28,540.71 | 20h | −$3.91 | -0.17% | signal |
| 125 | short | 2023-05-10 16:00 @ 28,135.57 | 2023-05-10 20:00 @ 27,689.14 | 4h | $33.46 | +1.49% | signal |
| 126 | short | 2023-05-13 00:00 @ 26,779.84 | 2023-05-14 00:00 @ 26,768.15 | 1d | −$1.05 | -0.05% | signal |
| 127 | short | 2023-05-14 16:00 @ 27,065.99 | 2023-05-14 20:00 @ 26,870.37 | 4h | $14.11 | +0.63% | signal |
| 128 | short | 2023-05-15 08:00 @ 27,393.12 | 2023-05-16 00:00 @ 27,157.93 | 16h | $17.08 | +0.76% | signal |
| 129 | short | 2023-05-20 16:00 @ 26,930.61 | 2023-05-21 08:00 @ 27,050.01 | 16h | −$12.19 | -0.54% | signal |
| 130 | short | 2023-05-23 04:00 @ 27,349.23 | 2023-05-23 20:00 @ 27,177.13 | 16h | $12.40 | +0.55% | signal |
| 131 | short | 2023-05-26 16:00 @ 26,732.15 | 2023-05-27 08:00 @ 26,720.54 | 16h | −$1.00 | -0.04% | signal |
| 132 | short | 2023-05-28 00:00 @ 26,836.23 | 2023-05-29 16:00 @ 27,627.52 | 1d 16h | −$67.77 | -3.00% | signal |
| 133 | short | 2023-06-02 12:00 @ 27,113.08 | 2023-06-03 04:00 @ 27,136.33 | 16h | −$3.78 | -0.17% | signal |
| 134 | short | 2023-06-06 20:00 @ 27,067.89 | 2023-06-07 08:00 @ 26,792.16 | 12h | $20.83 | +0.93% | signal |
| 135 | short | 2023-06-08 16:00 @ 26,700.46 | 2023-06-09 00:00 @ 26,491.30 | 8h | $15.45 | +0.69% | signal |
| 136 | short | 2023-06-11 20:00 @ 26,015.90 | 2023-06-12 04:00 @ 25,784.76 | 8h | $17.95 | +0.80% | signal |
| 137 | short | 2023-06-13 08:00 @ 26,055.09 | 2023-06-13 16:00 @ 25,756.05 | 8h | $23.78 | +1.05% | signal |
| 138 | short | 2023-06-16 00:00 @ 25,580.88 | 2023-06-16 12:00 @ 25,467.99 | 12h | $7.83 | +0.35% | signal |
| 139 | short | 2023-06-16 16:00 @ 25,827.23 | 2023-06-17 16:00 @ 26,405.18 | 1d | −$52.47 | -2.32% | signal |
| 140 | long | 2023-06-25 20:00 @ 30,426.08 | 2023-06-26 16:00 @ 30,394.62 | 20h | −$5.02 | -0.22% | signal |
| 141 | long | 2023-06-28 08:00 @ 30,182.04 | 2023-06-28 16:00 @ 30,393.72 | 8h | $13.31 | +0.59% | signal |
| 142 | long | 2023-07-05 12:00 @ 30,401.08 | 2023-07-06 00:00 @ 30,482.30 | 12h | $3.54 | +0.16% | signal |
| 143 | long | 2023-07-07 00:00 @ 29,880.27 | 2023-07-07 12:00 @ 30,097.88 | 12h | $14.04 | +0.62% | signal |
| 144 | long | 2023-07-10 08:00 @ 30,106.02 | 2023-07-10 12:00 @ 30,215.56 | 4h | $5.84 | +0.26% | signal |
| 145 | long | 2023-07-12 20:00 @ 30,274.15 | 2023-07-13 12:00 @ 30,524.49 | 16h | $16.29 | +0.72% | signal |
| 146 | long | 2023-07-14 20:00 @ 30,105.92 | 2023-07-15 12:00 @ 30,292.44 | 16h | $11.84 | +0.52% | signal |
| 147 | long | 2023-07-16 04:00 @ 30,180.13 | 2023-07-16 12:00 @ 30,287.54 | 8h | $5.62 | +0.25% | signal |
| 148 | long | 2023-07-17 20:00 @ 29,875.87 | 2023-07-18 00:00 @ 30,119.97 | 4h | $16.24 | +0.72% | signal |
| 149 | short | 2023-07-22 08:00 @ 29,926.91 | 2023-07-22 12:00 @ 29,880.07 | 4h | $1.31 | +0.06% | signal |
| 150 | short | 2023-07-23 20:00 @ 30,077.08 | 2023-07-24 04:00 @ 29,711.64 | 8h | $25.56 | +1.13% | signal |
| 151 | short | 2023-07-26 00:00 @ 29,210.36 | 2023-07-26 12:00 @ 29,169.73 | 12h | $1.33 | +0.06% | signal |
| 152 | short | 2023-07-26 20:00 @ 29,384.42 | 2023-07-27 16:00 @ 29,283.86 | 20h | $5.68 | +0.25% | signal |
| 153 | short | 2023-08-02 00:00 @ 29,695.26 | 2023-08-02 16:00 @ 29,318.36 | 16h | $27.12 | +1.19% | signal |
| 154 | short | 2023-08-07 04:00 @ 29,142.97 | 2023-08-07 12:00 @ 29,091.72 | 8h | $1.91 | +0.08% | signal |
| 155 | short | 2023-08-08 12:00 @ 29,422.21 | 2023-08-09 16:00 @ 29,755.25 | 1d 4h | −$27.63 | -1.21% | signal |
| 156 | short | 2023-08-14 16:00 @ 29,586.88 | 2023-08-14 20:00 @ 29,359.57 | 4h | $15.47 | +0.68% | signal |
| 157 | short | 2023-08-23 20:00 @ 26,609.88 | 2023-08-24 12:00 @ 26,439.09 | 16h | $12.37 | +0.54% | signal |
| 158 | short | 2023-08-27 16:00 @ 26,105.68 | 2023-08-28 04:00 @ 26,007.20 | 12h | $6.36 | +0.28% | signal |
| 159 | short | 2023-08-29 16:00 @ 27,405.92 | 2023-08-30 08:00 @ 27,432.59 | 16h | −$4.66 | -0.20% | signal |
| 160 | short | 2023-09-03 08:00 @ 25,936.31 | 2023-09-03 16:00 @ 25,863.37 | 8h | $4.15 | +0.18% | signal |
| 161 | short | 2023-09-08 00:00 @ 26,235.45 | 2023-09-08 12:00 @ 25,834.07 | 12h | $32.71 | +1.43% | signal |
| 162 | short | 2023-09-12 12:00 @ 26,081.98 | 2023-09-13 00:00 @ 25,830.97 | 12h | $19.73 | +0.86% | signal |
| 163 | short | 2023-09-13 16:00 @ 26,223.95 | 2023-09-15 00:00 @ 26,515.60 | 1d 8h | −$27.85 | -1.21% | signal |
| 164 | long | 2023-09-21 12:00 @ 26,728.14 | 2023-09-22 04:00 @ 26,611.58 | 16h | −$12.46 | -0.54% | signal |
| 165 | long | 2023-09-22 20:00 @ 26,530.31 | 2023-09-23 08:00 @ 26,566.59 | 12h | $0.69 | +0.03% | signal |
| 166 | long | 2023-09-24 20:00 @ 26,437.79 | 2023-09-25 16:00 @ 26,225.75 | 20h | −$20.82 | -0.91% | signal |
| 167 | long | 2023-10-03 00:00 @ 27,483.20 | 2023-10-04 04:00 @ 27,410.82 | 1d 4h | −$8.63 | -0.38% | signal |
| 168 | long | 2023-10-09 12:00 @ 27,461.49 | 2023-10-10 00:00 @ 27,572.88 | 12h | $6.80 | +0.30% | signal |
| 169 | long | 2023-10-10 16:00 @ 27,401.08 | 2023-10-12 12:00 @ 26,822.03 | 1d 20h | −$51.41 | -2.25% | signal |
| 170 | short | 2023-10-13 08:00 @ 26,852.53 | 2023-10-13 16:00 @ 26,698.24 | 8h | $10.84 | +0.48% | signal |
| 171 | long | 2023-10-18 16:00 @ 28,241.05 | 2023-10-19 08:00 @ 28,309.24 | 16h | $3.20 | +0.14% | signal |
| 172 | long | 2023-10-27 20:00 @ 33,712.34 | 2023-10-28 04:00 @ 34,061.69 | 8h | $21.07 | +0.93% | signal |
| 173 | long | 2023-10-29 04:00 @ 33,987.80 | 2023-10-29 12:00 @ 34,265.75 | 8h | $16.14 | +0.71% | signal |
| 174 | long | 2023-11-03 12:00 @ 34,272.35 | 2023-11-03 16:00 @ 34,752.55 | 4h | $29.72 | +1.30% | signal |
| 175 | long | 2023-11-07 12:00 @ 34,640.23 | 2023-11-07 20:00 @ 35,466.41 | 8h | $52.13 | +2.27% | signal |
| 176 | long | 2023-11-13 04:00 @ 36,948.59 | 2023-11-14 08:00 @ 36,698.16 | 1d 4h | −$19.04 | -0.83% | signal |
| 177 | long | 2023-11-14 20:00 @ 35,313.06 | 2023-11-15 12:00 @ 36,247.25 | 16h | $58.08 | +2.52% | signal |
| 178 | long | 2023-11-16 16:00 @ 36,430.58 | 2023-11-17 04:00 @ 36,488.60 | 12h | $0.86 | +0.04% | signal |
| 179 | long | 2023-11-21 16:00 @ 36,983.20 | 2023-11-22 12:00 @ 36,458.51 | 20h | −$35.84 | -1.55% | signal |
| 180 | long | 2023-11-26 16:00 @ 37,425.48 | 2023-11-28 00:00 @ 37,226.95 | 1d 8h | −$15.45 | -0.67% | signal |
| 181 | long | 2023-12-07 12:00 @ 43,215.04 | 2023-12-08 04:00 @ 43,394.02 | 16h | $6.77 | +0.29% | signal |
| 182 | long | 2023-12-11 04:00 @ 42,321.16 | 2023-12-12 04:00 @ 41,751.95 | 1d | −$33.97 | -1.47% | signal |
| 183 | long | 2023-12-15 16:00 @ 41,938.79 | 2023-12-16 04:00 @ 42,346.03 | 12h | $19.53 | +0.85% | signal |
| 184 | long | 2023-12-17 04:00 @ 41,955.49 | 2023-12-17 20:00 @ 42,128.07 | 16h | $6.70 | +0.29% | signal |
| 185 | long | 2023-12-25 00:00 @ 43,017.00 | 2023-12-25 16:00 @ 43,652.27 | 16h | $31.22 | +1.36% | signal |
| 186 | long | 2023-12-26 08:00 @ 42,807.26 | 2023-12-27 00:00 @ 42,530.09 | 16h | −$18.48 | -0.80% | signal |
| 187 | long | 2023-12-28 16:00 @ 42,494.40 | 2023-12-29 04:00 @ 42,729.65 | 12h | $8.01 | +0.35% | signal |
| 188 | long | 2023-12-30 12:00 @ 41,941.99 | 2023-12-30 16:00 @ 42,401.92 | 4h | $22.99 | +1.00% | signal |
| 189 | long | 2024-01-03 12:00 @ 43,737.65 | 2024-01-04 04:00 @ 43,110.98 | 16h | −$35.90 | -1.55% | signal |
| 190 | long | 2024-01-08 04:00 @ 43,510.70 | 2024-01-08 08:00 @ 43,961.11 | 4h | $21.54 | +0.93% | signal |
| 191 | long | 2024-01-10 00:00 @ 46,123.12 | 2024-01-10 20:00 @ 46,489.50 | 20h | $15.34 | +0.66% | signal |
| 192 | long | 2024-01-12 04:00 @ 46,006.50 | 2024-01-13 16:00 @ 43,151.27 | 1d 12h | −$146.73 | -6.34% | signal |
| 193 | short | 2024-01-26 12:00 @ 41,263.65 | 2024-01-27 08:00 @ 41,707.34 | 20h | −$26.34 | -1.16% | signal |
| 194 | short | 2024-01-28 00:00 @ 42,093.78 | 2024-01-28 16:00 @ 42,252.95 | 16h | −$10.53 | -0.46% | signal |
| 195 | long | 2024-02-13 16:00 @ 48,762.95 | 2024-02-14 00:00 @ 49,686.46 | 8h | $40.44 | +1.78% | signal |
| 196 | long | 2024-02-17 16:00 @ 51,023.60 | 2024-02-18 00:00 @ 51,669.16 | 8h | $26.16 | +1.15% | signal |
| 197 | long | 2024-02-20 00:00 @ 51,824.06 | 2024-02-20 08:00 @ 51,858.83 | 8h | −$0.99 | -0.04% | signal |
| 198 | long | 2024-02-21 12:00 @ 50,998.40 | 2024-02-22 00:00 @ 51,867.52 | 12h | $36.40 | +1.59% | signal |
| 199 | long | 2024-02-23 00:00 @ 51,327.16 | 2024-02-23 12:00 @ 51,243.85 | 12h | −$6.47 | -0.28% | signal |
| 200 | long | 2024-02-26 08:00 @ 51,337.77 | 2024-02-26 16:00 @ 52,861.63 | 8h | $65.21 | +2.85% | 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.