[Famous-Q] Connors RSI(2)
public
@djgambhirBTCUSDT · 2h · 2021-12-31 → 2026-08-31 · 20,451 bars in 13.2ms
Underperformed the market. Holding BTCUSDT returned +71.85% over the same period, against this strategy’s -8.64%.
Net P&L
-8.64%
−$864.31
Max drawdown
-13.83%
Max run-up
+7.80%
Trades
860
61.7% win rate
Profit factor
0.91
2021-12-31drawdown · worst -13.83%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -2.72% | -10.50% | 503 | 64% |
| Validation | 2024-10-19 → 2025-09-25 | -3.03% | -5.54% | 177 | 56% |
| Out-of-sample | 2025-09-25 → 2026-08-31 | -3.16% | -4.02% | 180 | 59% |
Risk-adjusted
- Sharpe
- -0.36
- Sortino
- -0.50
- Calmar
- -0.14
- Return ÷ max drawdown
- -0.62
- CAGR
- -1.92%
- Exposure
- 16.5%
Per trade
- Expectancy
- −$1.01 · -0.04%
- Average win / loss
- $15.53 / −$27.69
- Payoff ratio
- 0.56
- Largest win / loss
- $85.45 / −$256.28
- Longest losing streak(winning: 11)
- 7 trades
Drawdown over time
- Max drawdown
- -13.83%
- Longest time under water(still going at the end)
- 1455 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$2,094.91
- Funding
- −$32.46
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 199
- Benchmark(buy and hold)
- +71.85%
Monte Carlo
1,000 alternative histories, each 860 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 | -21.29% | -8.37% | +6.59% |
| Max drawdown | -24.18% | -13.71% | -6.82% |
84% of histories lost money, and 49% had a deeper drawdown than this run’s -13.83%. 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
860 trades · 1–200 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | short | 2022-01-01 18:00 @ 47,723.61 | 2022-01-02 02:00 @ 47,390.69 | 8h | $15.20 | +0.61% | signal |
| 2 | short | 2022-01-05 10:00 @ 46,841.39 | 2022-01-05 12:00 @ 46,281.18 | 2h | $27.46 | +1.10% | signal |
| 3 | short | 2022-01-09 20:00 @ 42,670.42 | 2022-01-10 00:00 @ 41,859.59 | 4h | $45.22 | +1.80% | signal |
| 4 | short | 2022-01-11 00:00 @ 41,793.19 | 2022-01-11 10:00 @ 41,976.76 | 10h | −$13.16 | -0.52% | signal |
| 5 | short | 2022-01-11 18:00 @ 42,514.65 | 2022-01-12 02:00 @ 42,625.92 | 8h | −$9.23 | -0.37% | signal |
| 6 | short | 2022-01-12 14:00 @ 43,872.99 | 2022-01-13 02:00 @ 43,551.13 | 12h | $15.63 | +0.62% | signal |
| 7 | short | 2022-01-15 20:00 @ 43,488.15 | 2022-01-16 00:00 @ 43,079.12 | 4h | $21.20 | +0.84% | signal |
| 8 | short | 2022-01-18 22:00 @ 42,340.09 | 2022-01-19 04:00 @ 41,698.95 | 6h | $35.86 | +1.42% | signal |
| 9 | short | 2022-01-20 12:00 @ 42,108.90 | 2022-01-20 22:00 @ 41,327.93 | 10h | $44.75 | +1.77% | signal |
| 10 | short | 2022-01-23 10:00 @ 35,853.19 | 2022-01-23 16:00 @ 35,272.37 | 6h | $38.72 | +1.52% | signal |
| 11 | short | 2022-01-24 20:00 @ 36,043.25 | 2022-01-25 02:00 @ 36,124.06 | 6h | −$8.03 | -0.31% | signal |
| 12 | short | 2022-01-25 18:00 @ 37,240.44 | 2022-01-25 22:00 @ 36,552.23 | 4h | $44.66 | +1.75% | signal |
| 13 | short | 2022-01-26 12:00 @ 38,038.31 | 2022-01-26 20:00 @ 37,556.30 | 8h | $29.84 | +1.16% | signal |
| 14 | short | 2022-01-27 14:00 @ 36,798.72 | 2022-01-27 18:00 @ 36,273.62 | 4h | $33.96 | +1.32% | signal |
| 15 | short | 2022-01-28 00:00 @ 37,123.57 | 2022-01-28 08:00 @ 36,796.22 | 8h | $20.17 | +0.78% | signal |
| 16 | short | 2022-01-29 14:00 @ 38,122.35 | 2022-01-29 16:00 @ 37,551.30 | 2h | $36.16 | +1.40% | signal |
| 17 | short | 2022-01-31 16:00 @ 37,686.92 | 2022-02-01 02:00 @ 38,230.86 | 10h | −$40.32 | -1.55% | signal |
| 18 | long | 2022-02-08 18:00 @ 42,962.37 | 2022-02-08 22:00 @ 44,151.07 | 4h | $68.89 | +2.67% | signal |
| 19 | long | 2022-02-10 04:00 @ 43,757.52 | 2022-02-10 08:00 @ 44,057.38 | 4h | $15.22 | +0.58% | signal |
| 20 | long | 2022-02-11 02:00 @ 43,170.65 | 2022-02-11 08:00 @ 43,321.20 | 6h | $6.48 | +0.25% | signal |
| 21 | long | 2022-02-11 20:00 @ 42,736.52 | 2022-02-12 10:00 @ 42,367.44 | 14h | −$25.63 | -0.98% | signal |
| 22 | long | 2022-02-13 20:00 @ 42,023.66 | 2022-02-14 08:00 @ 42,281.95 | 12h | $13.13 | +0.50% | signal |
| 23 | long | 2022-02-17 14:00 @ 42,250.75 | 2022-02-18 08:00 @ 40,628.97 | 18h | −$102.76 | -3.95% | signal |
| 24 | short | 2022-02-21 02:00 @ 39,104.08 | 2022-02-21 10:00 @ 38,921.48 | 8h | $9.35 | +0.36% | signal |
| 25 | short | 2022-02-22 12:00 @ 37,497.20 | 2022-02-23 04:00 @ 37,737.95 | 16h | −$19.31 | -0.75% | signal |
| 26 | short | 2022-02-23 10:00 @ 38,838.83 | 2022-02-23 16:00 @ 38,512.70 | 6h | $19.06 | +0.74% | signal |
| 27 | short | 2022-02-24 16:00 @ 35,885.02 | 2022-02-25 06:00 @ 38,446.59 | 14h | −$186.84 | -7.24% | signal |
| 28 | short | 2022-02-25 14:00 @ 39,332.43 | 2022-02-25 18:00 @ 38,972.89 | 4h | $20.67 | +0.82% | signal |
| 29 | short | 2022-02-26 02:00 @ 39,678.36 | 2022-02-26 06:00 @ 39,017.60 | 4h | $39.77 | +1.57% | signal |
| 30 | short | 2022-02-26 22:00 @ 39,413.12 | 2022-02-27 00:00 @ 39,107.12 | 2h | $17.25 | +0.68% | signal |
| 31 | short | 2022-02-27 12:00 @ 39,455.51 | 2022-02-27 18:00 @ 38,963.89 | 6h | $29.26 | +1.15% | signal |
| 32 | long | 2022-03-03 04:00 @ 43,321.46 | 2022-03-03 12:00 @ 43,368.62 | 8h | −$0.03 | -0.00% | signal |
| 33 | long | 2022-03-03 22:00 @ 42,093.92 | 2022-03-04 00:00 @ 42,441.11 | 2h | $18.55 | +0.72% | signal |
| 34 | long | 2022-03-04 16:00 @ 40,702.74 | 2022-03-05 10:00 @ 39,014.90 | 18h | −$109.64 | -4.27% | signal |
| 35 | short | 2022-03-05 18:00 @ 39,396.52 | 2022-03-06 04:00 @ 39,289.86 | 10h | $4.44 | +0.17% | signal |
| 36 | short | 2022-03-07 14:00 @ 38,989.70 | 2022-03-07 18:00 @ 38,595.22 | 4h | $23.08 | +0.91% | signal |
| 37 | long | 2022-03-10 02:00 @ 40,939.29 | 2022-03-10 16:00 @ 39,146.47 | 14h | −$114.13 | -4.48% | signal |
| 38 | short | 2022-03-14 08:00 @ 39,054.39 | 2022-03-14 14:00 @ 38,861.67 | 6h | $9.74 | +0.39% | signal |
| 39 | short | 2022-03-15 00:00 @ 39,643.67 | 2022-03-15 02:00 @ 38,821.96 | 2h | $49.85 | +1.98% | signal |
| 40 | short | 2022-03-15 16:00 @ 38,993.00 | 2022-03-16 00:00 @ 39,278.75 | 8h | −$20.86 | -0.82% | signal |
| 41 | long | 2022-03-18 04:00 @ 40,508.60 | 2022-03-18 06:00 @ 40,726.25 | 2h | $11.04 | +0.44% | signal |
| 42 | long | 2022-03-20 10:00 @ 41,769.05 | 2022-03-20 20:00 @ 41,356.23 | 10h | −$27.76 | -1.10% | signal |
| 43 | long | 2022-03-21 04:00 @ 40,819.86 | 2022-03-21 08:00 @ 41,068.28 | 4h | $12.82 | +0.51% | signal |
| 44 | long | 2022-03-26 14:00 @ 44,249.45 | 2022-03-26 18:00 @ 44,335.73 | 4h | $2.14 | +0.08% | signal |
| 45 | long | 2022-03-31 16:00 @ 46,459.39 | 2022-04-01 08:00 @ 44,984.70 | 16h | −$83.14 | -3.29% | signal |
| 46 | long | 2022-04-04 18:00 @ 45,381.67 | 2022-04-04 20:00 @ 45,896.52 | 2h | $25.90 | +1.03% | signal |
| 47 | long | 2022-04-05 16:00 @ 45,749.65 | 2022-04-06 10:00 @ 45,304.24 | 18h | −$27.69 | -1.10% | signal |
| 48 | short | 2022-04-07 12:00 @ 43,731.15 | 2022-04-07 16:00 @ 43,313.66 | 4h | $21.42 | +0.86% | signal |
| 49 | short | 2022-04-08 08:00 @ 43,733.65 | 2022-04-08 10:00 @ 43,577.11 | 2h | $6.73 | +0.27% | signal |
| 50 | short | 2022-04-10 04:00 @ 42,752.65 | 2022-04-10 06:00 @ 42,644.73 | 2h | $3.83 | +0.15% | signal |
| 51 | short | 2022-04-10 18:00 @ 43,065.39 | 2022-04-10 22:00 @ 42,701.74 | 4h | $18.71 | +0.74% | signal |
| 52 | short | 2022-04-12 08:00 @ 40,146.87 | 2022-04-12 16:00 @ 40,171.93 | 8h | −$4.34 | -0.17% | signal |
| 53 | short | 2022-04-13 16:00 @ 41,126.17 | 2022-04-14 08:00 @ 41,253.15 | 16h | −$10.20 | -0.41% | signal |
| 54 | short | 2022-04-18 18:00 @ 40,181.36 | 2022-04-19 04:00 @ 40,691.34 | 10h | −$34.17 | -1.36% | signal |
| 55 | short | 2022-04-19 14:00 @ 41,411.32 | 2022-04-19 22:00 @ 41,308.06 | 8h | $3.62 | +0.14% | signal |
| 56 | short | 2022-04-23 16:00 @ 39,751.95 | 2022-04-24 00:00 @ 39,421.68 | 8h | $18.02 | +0.72% | signal |
| 57 | short | 2022-04-25 18:00 @ 39,373.72 | 2022-04-26 10:00 @ 40,386.38 | 16h | −$66.59 | -2.65% | signal |
| 58 | short | 2022-04-27 08:00 @ 39,062.19 | 2022-04-27 16:00 @ 38,998.10 | 8h | $1.32 | +0.05% | signal |
| 59 | short | 2022-04-28 10:00 @ 39,740.75 | 2022-04-28 14:00 @ 39,093.52 | 4h | $38.14 | +1.53% | signal |
| 60 | short | 2022-05-01 16:00 @ 38,462.71 | 2022-05-01 20:00 @ 37,797.46 | 4h | $41.07 | +1.64% | signal |
| 61 | short | 2022-05-02 06:00 @ 38,981.60 | 2022-05-02 12:00 @ 38,523.60 | 6h | $27.26 | +1.08% | signal |
| 62 | short | 2022-05-04 08:00 @ 38,665.37 | 2022-05-05 06:00 @ 39,614.92 | 22h | −$63.87 | -2.53% | signal |
| 63 | short | 2022-05-07 12:00 @ 36,035.09 | 2022-05-07 14:00 @ 35,894.28 | 2h | $7.29 | +0.29% | signal |
| 64 | short | 2022-05-13 02:00 @ 29,500.60 | 2022-05-13 16:00 @ 30,333.57 | 14h | −$73.32 | -2.93% | signal |
| 65 | short | 2022-05-15 12:00 @ 30,219.85 | 2022-05-15 18:00 @ 29,985.00 | 6h | $17.08 | +0.69% | signal |
| 66 | short | 2022-05-15 22:00 @ 31,059.19 | 2022-05-16 04:00 @ 30,320.96 | 6h | $57.02 | +2.29% | signal |
| 67 | short | 2022-05-19 16:00 @ 30,380.32 | 2022-05-20 04:00 @ 30,178.53 | 12h | $14.59 | +0.58% | signal |
| 68 | short | 2022-05-21 08:00 @ 29,405.22 | 2022-05-21 12:00 @ 29,277.75 | 4h | $8.32 | +0.33% | signal |
| 69 | short | 2022-05-21 16:00 @ 29,525.49 | 2022-05-21 22:00 @ 29,347.17 | 6h | $12.73 | +0.51% | signal |
| 70 | short | 2022-05-22 10:00 @ 30,126.47 | 2022-05-22 16:00 @ 29,840.77 | 6h | $21.35 | +0.85% | signal |
| 71 | short | 2022-05-23 00:00 @ 30,277.94 | 2022-05-23 14:00 @ 30,316.86 | 14h | −$5.26 | -0.21% | signal |
| 72 | short | 2022-05-25 00:00 @ 29,637.07 | 2022-05-25 08:00 @ 29,701.64 | 8h | −$7.92 | -0.31% | signal |
| 73 | short | 2022-05-28 14:00 @ 29,060.29 | 2022-05-28 18:00 @ 28,887.48 | 4h | $12.71 | +0.50% | signal |
| 74 | short | 2022-05-29 12:00 @ 29,198.16 | 2022-05-29 20:00 @ 29,125.22 | 8h | $4.03 | +0.16% | signal |
| 75 | short | 2022-05-30 00:00 @ 29,446.71 | 2022-05-30 14:00 @ 30,514.80 | 14h | −$93.51 | -3.71% | signal |
| 76 | long | 2022-06-01 16:00 @ 30,739.75 | 2022-06-02 06:00 @ 29,854.03 | 14h | −$74.66 | -2.99% | signal |
| 77 | long | 2022-06-03 10:00 @ 30,248.85 | 2022-06-03 22:00 @ 29,782.94 | 12h | −$40.82 | -1.65% | signal |
| 78 | short | 2022-06-07 16:00 @ 29,870.02 | 2022-06-08 04:00 @ 30,012.00 | 12h | −$14.05 | -0.57% | signal |
| 79 | short | 2022-06-16 00:00 @ 22,562.99 | 2022-06-16 06:00 @ 21,936.39 | 6h | $65.95 | +2.67% | signal |
| 80 | short | 2022-06-19 12:00 @ 19,681.46 | 2022-06-20 02:00 @ 19,792.56 | 14h | −$16.30 | -0.66% | signal |
| 81 | short | 2022-06-20 10:00 @ 20,639.17 | 2022-06-20 18:00 @ 19,972.69 | 8h | $77.74 | +3.14% | signal |
| 82 | short | 2022-06-21 08:00 @ 21,103.58 | 2022-06-21 18:00 @ 21,236.45 | 10h | −$18.06 | -0.72% | signal |
| 83 | short | 2022-06-23 10:00 @ 20,734.55 | 2022-06-23 14:00 @ 20,454.99 | 4h | $31.14 | +1.25% | signal |
| 84 | short | 2022-06-25 22:00 @ 21,503.70 | 2022-06-26 06:00 @ 21,435.99 | 8h | $5.63 | +0.22% | signal |
| 85 | short | 2022-06-26 12:00 @ 21,695.06 | 2022-06-26 14:00 @ 21,399.28 | 2h | $31.63 | +1.26% | signal |
| 86 | short | 2022-06-27 08:00 @ 21,350.63 | 2022-06-27 14:00 @ 20,734.15 | 6h | $70.10 | +2.79% | signal |
| 87 | short | 2022-06-28 10:00 @ 21,045.79 | 2022-06-28 16:00 @ 20,599.82 | 6h | $51.06 | +2.02% | signal |
| 88 | short | 2022-06-29 20:00 @ 20,208.76 | 2022-06-30 00:00 @ 20,113.92 | 4h | $9.39 | +0.37% | signal |
| 89 | short | 2022-07-01 00:00 @ 19,919.32 | 2022-07-01 06:00 @ 19,459.89 | 6h | $55.91 | +2.20% | signal |
| 90 | short | 2022-07-03 20:00 @ 19,479.60 | 2022-07-04 02:00 @ 19,219.24 | 6h | $31.83 | +1.24% | signal |
| 91 | short | 2022-07-04 12:00 @ 19,790.24 | 2022-07-05 08:00 @ 20,211.84 | 20h | −$57.04 | -2.22% | signal |
| 92 | long | 2022-07-08 14:00 @ 21,268.95 | 2022-07-08 16:00 @ 21,943.01 | 2h | $78.24 | +3.07% | signal |
| 93 | long | 2022-07-10 04:00 @ 21,292.86 | 2022-07-10 22:00 @ 21,024.49 | 18h | −$35.46 | -1.38% | signal |
| 94 | long | 2022-07-11 02:00 @ 20,549.21 | 2022-07-11 10:00 @ 20,538.79 | 8h | −$4.04 | -0.16% | signal |
| 95 | short | 2022-07-13 08:00 @ 19,695.86 | 2022-07-13 14:00 @ 19,286.16 | 6h | $50.74 | +1.98% | signal |
| 96 | long | 2022-07-16 06:00 @ 20,588.92 | 2022-07-16 14:00 @ 20,823.63 | 8h | $26.54 | +1.03% | signal |
| 97 | long | 2022-07-21 04:00 @ 22,778.95 | 2022-07-21 10:00 @ 22,997.80 | 6h | $21.93 | +0.85% | signal |
| 98 | long | 2022-07-22 20:00 @ 22,583.52 | 2022-07-23 02:00 @ 22,771.04 | 6h | $18.63 | +0.72% | signal |
| 99 | long | 2022-07-23 12:00 @ 22,231.25 | 2022-07-23 20:00 @ 22,262.05 | 8h | $0.74 | +0.03% | signal |
| 100 | long | 2022-07-25 02:00 @ 22,203.84 | 2022-07-25 10:00 @ 21,987.00 | 8h | −$27.90 | -1.08% | signal |
| 101 | long | 2022-07-25 18:00 @ 21,856.37 | 2022-07-25 22:00 @ 22,016.00 | 4h | $16.27 | +0.63% | signal |
| 102 | short | 2022-07-27 00:00 @ 21,236.75 | 2022-07-27 12:00 @ 21,197.44 | 12h | $2.45 | +0.09% | signal |
| 103 | long | 2022-07-31 00:00 @ 23,634.73 | 2022-07-31 08:00 @ 23,700.16 | 8h | $4.31 | +0.17% | signal |
| 104 | long | 2022-08-01 00:00 @ 23,294.76 | 2022-08-01 16:00 @ 23,310.44 | 16h | −$1.37 | -0.05% | signal |
| 105 | long | 2022-08-07 00:00 @ 22,947.79 | 2022-08-07 08:00 @ 22,995.40 | 8h | $2.52 | +0.10% | signal |
| 106 | long | 2022-08-08 22:00 @ 23,844.77 | 2022-08-09 06:00 @ 23,857.33 | 8h | −$1.48 | -0.06% | signal |
| 107 | long | 2022-08-09 10:00 @ 23,469.89 | 2022-08-09 22:00 @ 23,172.76 | 12h | −$35.60 | -1.38% | signal |
| 108 | long | 2022-08-11 22:00 @ 24,174.83 | 2022-08-12 08:00 @ 23,944.41 | 10h | −$27.39 | -1.06% | signal |
| 109 | long | 2022-08-12 12:00 @ 23,667.93 | 2022-08-12 16:00 @ 23,961.91 | 4h | $29.37 | +1.14% | signal |
| 110 | long | 2022-08-14 18:00 @ 24,218.64 | 2022-08-15 02:00 @ 24,627.77 | 8h | $41.09 | +1.59% | signal |
| 111 | long | 2022-08-16 06:00 @ 23,941.29 | 2022-08-16 08:00 @ 24,049.59 | 2h | $9.12 | +0.35% | signal |
| 112 | long | 2022-08-16 18:00 @ 23,854.37 | 2022-08-16 20:00 @ 23,914.92 | 2h | $3.98 | +0.15% | signal |
| 113 | short | 2022-08-21 10:00 @ 21,418.82 | 2022-08-22 02:00 @ 21,439.29 | 16h | −$5.37 | -0.21% | signal |
| 114 | short | 2022-08-24 16:00 @ 21,601.28 | 2022-08-24 22:00 @ 21,588.92 | 6h | −$1.20 | -0.05% | signal |
| 115 | short | 2022-08-29 16:00 @ 20,245.05 | 2022-08-29 20:00 @ 20,094.52 | 4h | $16.53 | +0.64% | signal |
| 116 | short | 2022-08-31 04:00 @ 20,388.62 | 2022-08-31 10:00 @ 20,173.03 | 6h | $25.02 | +0.96% | signal |
| 117 | short | 2022-09-02 16:00 @ 20,340.73 | 2022-09-02 18:00 @ 19,795.36 | 2h | $67.32 | +2.59% | signal |
| 118 | short | 2022-09-05 00:00 @ 19,988.70 | 2022-09-05 02:00 @ 19,835.77 | 2h | $17.65 | +0.67% | signal |
| 119 | short | 2022-09-06 08:00 @ 19,896.72 | 2022-09-06 14:00 @ 19,779.06 | 6h | $12.91 | +0.49% | signal |
| 120 | short | 2022-09-07 18:00 @ 18,982.20 | 2022-09-08 08:00 @ 19,167.83 | 14h | −$28.31 | -1.08% | signal |
| 121 | short | 2022-09-09 04:00 @ 19,932.01 | 2022-09-10 08:00 @ 21,279.26 | 1d 4h | −$178.96 | -6.83% | signal |
| 122 | long | 2022-09-13 14:00 @ 21,192.64 | 2022-09-14 04:00 @ 20,309.14 | 14h | −$110.03 | -4.27% | signal |
| 123 | short | 2022-09-16 12:00 @ 19,852.13 | 2022-09-16 14:00 @ 19,523.30 | 2h | $39.67 | +1.56% | signal |
| 124 | short | 2022-09-17 02:00 @ 19,986.50 | 2022-09-17 08:00 @ 19,838.07 | 6h | $16.45 | +0.64% | signal |
| 125 | short | 2022-09-17 18:00 @ 20,066.89 | 2022-09-18 02:00 @ 19,992.10 | 8h | $7.15 | +0.28% | signal |
| 126 | short | 2022-09-19 14:00 @ 19,091.98 | 2022-09-20 04:00 @ 19,357.67 | 14h | −$38.04 | -1.48% | signal |
| 127 | short | 2022-09-21 12:00 @ 19,151.67 | 2022-09-21 20:00 @ 18,994.10 | 8h | $18.54 | +0.73% | signal |
| 128 | short | 2022-09-22 10:00 @ 19,167.67 | 2022-09-22 14:00 @ 18,896.98 | 4h | $33.59 | +1.31% | signal |
| 129 | short | 2022-09-23 22:00 @ 18,996.10 | 2022-09-24 08:00 @ 18,989.40 | 10h | −$1.58 | -0.06% | signal |
| 130 | short | 2022-09-27 02:00 @ 19,754.75 | 2022-09-27 14:00 @ 20,189.24 | 12h | −$58.78 | -2.29% | signal |
| 131 | long | 2022-09-27 16:00 @ 19,889.28 | 2022-09-28 12:00 @ 18,943.81 | 20h | −$124.01 | -4.86% | signal |
| 132 | short | 2022-09-28 16:00 @ 19,474.00 | 2022-09-29 00:00 @ 19,411.28 | 8h | $5.74 | +0.23% | signal |
| 133 | long | 2022-10-05 12:00 @ 20,030.11 | 2022-10-05 18:00 @ 20,152.07 | 6h | $12.57 | +0.50% | signal |
| 134 | long | 2022-10-06 10:00 @ 20,096.82 | 2022-10-06 12:00 @ 20,233.95 | 2h | $14.70 | +0.58% | signal |
| 135 | long | 2022-10-07 14:00 @ 19,598.42 | 2022-10-07 22:00 @ 19,557.79 | 8h | −$7.96 | -0.31% | signal |
| 136 | short | 2022-10-12 10:00 @ 19,158.47 | 2022-10-12 14:00 @ 19,113.92 | 4h | $3.35 | +0.13% | signal |
| 137 | short | 2022-10-16 20:00 @ 19,365.93 | 2022-10-16 22:00 @ 19,142.23 | 2h | $26.69 | +1.06% | signal |
| 138 | short | 2022-10-17 10:00 @ 19,323.83 | 2022-10-17 22:00 @ 19,513.40 | 12h | −$27.25 | -1.07% | signal |
| 139 | short | 2022-10-20 12:00 @ 19,195.06 | 2022-10-20 18:00 @ 19,095.42 | 6h | $10.65 | +0.42% | signal |
| 140 | short | 2022-10-22 16:00 @ 19,219.96 | 2022-10-22 18:00 @ 19,145.73 | 2h | $7.24 | +0.29% | signal |
| 141 | long | 2022-10-24 06:00 @ 19,331.67 | 2022-10-24 10:00 @ 19,371.22 | 4h | $2.39 | +0.09% | signal |
| 142 | long | 2022-10-25 10:00 @ 19,258.55 | 2022-10-25 14:00 @ 19,465.51 | 4h | $24.67 | +0.97% | signal |
| 143 | long | 2022-10-27 14:00 @ 20,516.30 | 2022-10-27 18:00 @ 20,568.79 | 4h | $3.92 | +0.15% | signal |
| 144 | long | 2022-10-28 00:00 @ 20,289.66 | 2022-10-28 14:00 @ 20,456.41 | 14h | $18.27 | +0.72% | signal |
| 145 | long | 2022-10-31 02:00 @ 20,516.20 | 2022-10-31 10:00 @ 20,700.56 | 8h | $20.21 | +0.79% | signal |
| 146 | long | 2022-11-01 14:00 @ 20,415.28 | 2022-11-01 22:00 @ 20,438.81 | 8h | $0.35 | +0.01% | signal |
| 147 | long | 2022-11-02 20:00 @ 20,245.25 | 2022-11-03 02:00 @ 20,290.34 | 6h | $3.06 | +0.12% | signal |
| 148 | long | 2022-11-03 12:00 @ 20,128.32 | 2022-11-03 16:00 @ 20,237.05 | 4h | $11.22 | +0.44% | signal |
| 149 | long | 2022-11-06 02:00 @ 21,188.84 | 2022-11-06 10:00 @ 21,225.95 | 8h | $1.67 | +0.07% | signal |
| 150 | long | 2022-11-06 22:00 @ 21,121.52 | 2022-11-07 16:00 @ 20,752.15 | 18h | −$47.64 | -1.87% | signal |
| 151 | short | 2022-11-15 04:00 @ 16,805.64 | 2022-11-15 20:00 @ 16,850.77 | 16h | −$9.76 | -0.38% | signal |
| 152 | short | 2022-11-17 02:00 @ 16,679.76 | 2022-11-17 04:00 @ 16,520.60 | 2h | $21.70 | +0.85% | signal |
| 153 | short | 2022-11-18 02:00 @ 16,877.82 | 2022-11-18 08:00 @ 16,743.05 | 6h | $17.79 | +0.70% | signal |
| 154 | short | 2022-11-20 08:00 @ 16,706.76 | 2022-11-20 10:00 @ 16,623.32 | 2h | $10.28 | +0.40% | signal |
| 155 | short | 2022-11-22 14:00 @ 16,159.17 | 2022-11-22 22:00 @ 16,145.73 | 8h | −$0.23 | -0.01% | signal |
| 156 | short | 2022-11-23 04:00 @ 16,574.58 | 2022-11-23 14:00 @ 16,392.08 | 10h | $25.82 | +1.01% | signal |
| 157 | short | 2022-11-24 00:00 @ 16,592.48 | 2022-11-24 08:00 @ 16,617.12 | 8h | −$6.22 | -0.24% | signal |
| 158 | short | 2022-11-27 08:00 @ 16,550.59 | 2022-11-27 10:00 @ 16,517.00 | 2h | $2.56 | +0.10% | signal |
| 159 | short | 2022-11-29 04:00 @ 16,275.84 | 2022-11-29 14:00 @ 16,410.28 | 10h | −$23.70 | -0.93% | signal |
| 160 | long | 2022-12-01 16:00 @ 16,973.89 | 2022-12-02 00:00 @ 16,967.11 | 8h | −$3.83 | -0.15% | signal |
| 161 | long | 2022-12-03 08:00 @ 16,958.09 | 2022-12-03 16:00 @ 16,950.51 | 8h | −$3.82 | -0.15% | signal |
| 162 | long | 2022-12-04 00:00 @ 16,882.88 | 2022-12-04 02:00 @ 16,956.11 | 2h | $8.35 | +0.33% | signal |
| 163 | long | 2022-12-05 16:00 @ 17,077.21 | 2022-12-06 02:00 @ 17,019.00 | 10h | −$11.42 | -0.45% | signal |
| 164 | long | 2022-12-06 18:00 @ 16,955.79 | 2022-12-06 22:00 @ 16,983.50 | 4h | $1.61 | +0.06% | signal |
| 165 | long | 2022-12-07 08:00 @ 16,758.75 | 2022-12-07 14:00 @ 16,842.93 | 6h | $10.23 | +0.40% | signal |
| 166 | long | 2022-12-09 14:00 @ 17,146.73 | 2022-12-10 02:00 @ 17,140.47 | 12h | −$3.52 | -0.14% | signal |
| 167 | long | 2022-12-11 22:00 @ 17,108.52 | 2022-12-12 10:00 @ 16,949.81 | 12h | −$26.33 | -1.03% | signal |
| 168 | long | 2022-12-15 02:00 @ 17,635.13 | 2022-12-15 10:00 @ 17,688.36 | 8h | $4.88 | +0.19% | signal |
| 169 | long | 2022-12-15 14:00 @ 17,501.30 | 2022-12-16 04:00 @ 17,415.32 | 14h | −$15.30 | -0.60% | signal |
| 170 | short | 2022-12-18 00:00 @ 16,764.75 | 2022-12-18 10:00 @ 16,692.94 | 10h | $8.68 | +0.34% | signal |
| 171 | short | 2022-12-20 08:00 @ 16,792.84 | 2022-12-20 14:00 @ 16,789.36 | 6h | −$2.02 | -0.08% | signal |
| 172 | short | 2022-12-20 16:00 @ 16,907.42 | 2022-12-20 18:00 @ 16,812.06 | 2h | $11.89 | +0.47% | signal |
| 173 | short | 2022-12-25 22:00 @ 16,820.44 | 2022-12-26 06:00 @ 16,846.97 | 8h | −$6.48 | -0.25% | signal |
| 174 | short | 2022-12-27 00:00 @ 16,909.42 | 2022-12-27 06:00 @ 16,865.77 | 6h | $4.25 | +0.17% | signal |
| 175 | short | 2022-12-29 14:00 @ 16,606.88 | 2022-12-29 22:00 @ 16,594.22 | 8h | −$0.35 | -0.01% | signal |
| 176 | short | 2022-12-31 00:00 @ 16,597.88 | 2022-12-31 04:00 @ 16,552.31 | 4h | $4.70 | +0.18% | signal |
| 177 | short | 2023-01-01 18:00 @ 16,569.79 | 2023-01-02 02:00 @ 16,559.81 | 8h | −$1.05 | -0.04% | signal |
| 178 | short | 2023-01-04 02:00 @ 16,692.76 | 2023-01-04 12:00 @ 16,830.07 | 10h | −$23.42 | -0.92% | signal |
| 179 | long | 2023-01-06 08:00 @ 16,788.96 | 2023-01-06 16:00 @ 16,830.73 | 8h | $3.61 | +0.14% | signal |
| 180 | long | 2023-01-11 16:00 @ 17,328.67 | 2023-01-11 20:00 @ 17,537.19 | 4h | $28.03 | +1.10% | signal |
| 181 | long | 2023-01-18 22:00 @ 20,784.86 | 2023-01-19 06:00 @ 20,810.64 | 8h | $0.36 | +0.01% | signal |
| 182 | long | 2023-01-22 00:00 @ 22,786.36 | 2023-01-22 08:00 @ 22,888.62 | 8h | $8.63 | +0.34% | signal |
| 183 | long | 2023-01-24 10:00 @ 22,849.77 | 2023-01-24 16:00 @ 22,919.42 | 6h | $5.22 | +0.20% | signal |
| 184 | long | 2023-01-25 00:00 @ 22,632.03 | 2023-01-25 06:00 @ 22,660.87 | 6h | $0.45 | +0.02% | signal |
| 185 | long | 2023-01-27 02:00 @ 22,644.43 | 2023-01-27 06:00 @ 23,024.09 | 4h | $40.22 | +1.58% | signal |
| 186 | long | 2023-01-28 08:00 @ 22,988.90 | 2023-01-28 16:00 @ 23,000.00 | 8h | −$1.58 | -0.06% | signal |
| 187 | long | 2023-01-30 10:00 @ 23,197.54 | 2023-01-31 04:00 @ 22,822.03 | 18h | −$44.52 | -1.74% | signal |
| 188 | long | 2023-02-01 10:00 @ 22,996.90 | 2023-02-01 12:00 @ 23,071.48 | 2h | $5.72 | +0.22% | signal |
| 189 | long | 2023-02-02 22:00 @ 23,460.89 | 2023-02-03 06:00 @ 23,522.09 | 8h | $3.85 | +0.15% | signal |
| 190 | long | 2023-02-03 10:00 @ 23,427.68 | 2023-02-03 12:00 @ 23,528.19 | 2h | $8.40 | +0.33% | signal |
| 191 | long | 2023-02-05 00:00 @ 23,327.26 | 2023-02-05 06:00 @ 23,369.63 | 6h | $1.83 | +0.07% | signal |
| 192 | long | 2023-02-05 14:00 @ 23,168.83 | 2023-02-06 02:00 @ 22,970.31 | 12h | −$24.95 | -0.98% | signal |
| 193 | long | 2023-02-08 12:00 @ 23,157.43 | 2023-02-09 00:00 @ 22,951.31 | 12h | −$25.48 | -1.00% | signal |
| 194 | short | 2023-02-11 14:00 @ 21,733.95 | 2023-02-11 18:00 @ 21,694.94 | 4h | $2.16 | +0.08% | signal |
| 195 | short | 2023-02-12 10:00 @ 21,892.12 | 2023-02-12 14:00 @ 21,812.16 | 4h | $6.75 | +0.27% | signal |
| 196 | short | 2023-02-14 00:00 @ 21,761.75 | 2023-02-14 14:00 @ 21,715.64 | 14h | $3.36 | +0.13% | signal |
| 197 | short | 2023-02-14 20:00 @ 22,192.36 | 2023-02-15 02:00 @ 22,105.12 | 6h | $7.53 | +0.30% | signal |
| 198 | short | 2023-02-15 12:00 @ 22,428.51 | 2023-02-16 10:00 @ 24,667.73 | 22h | −$256.28 | -10.06% | signal |
| 199 | long | 2023-02-17 00:00 @ 23,531.31 | 2023-02-17 12:00 @ 23,787.84 | 12h | $24.08 | +0.97% | signal |
| 200 | long | 2023-02-21 12:00 @ 24,577.51 | 2023-02-21 18:00 @ 24,651.37 | 6h | $4.74 | +0.19% | 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.